Statistical nonlinearities in the business cycle: A challenge for the canonical RBC model-Reference-Cited by-同舟云学术

Statistical nonlinearities in the business cycle: A challenge for the canonical RBC model

Published:2007-09 Issue:9 Volume:31 Page:2957-2983
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Valderrama Diego

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference41 articles.

1. Are technology shocks nonlinear?;Altug;Macroeconomic Dynamics,1999

2. Linear versus nonlinear macroeconomies: a statistical test;Ashley;International Economic Review,1989

3. Ashley, R.A., Patterson, D.M., 2001. Nonlinear model specification/diagnostics: insights from a battery of nonlinearity tests. Working Paper E99-05, Virginia Tech Economics Department.

4. Nonparametric estimation of structural models for high-frequency currency market data;Bansal;Journal of Econometrics,1995

5. Term structure of interest rates with regime shifts;Bansal;Journal of Finance,2002

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel;Energy Economics;2020-02

2. Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors;Review of Quantitative Finance and Accounting;2017-09-14

3. CAN CAPACITY CONSTRAINTS EXPLAIN ASYMMETRIES OF THE BUSINESS CYCLE?;Macroeconomic Dynamics;2013-03-07

4. Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics;Econometrica;2008-03

5. Robust and nonlinear control literature survey (No. 3);International Journal of Robust and Nonlinear Control;2007