STATISTICAL-ANALYSIS OF SHAPES IN MACROECONOMIC TIME-SERIES - IS THERE A BUSINESS-CYCLE

被引：2

作者：

NEFTCI, SN

机构：

[1] CUNY, GRAD SCH, NEW YORK, NY 10021 USA

[2] GRAD INST INT STUDIES, GENEVA, SWITZERLAND

来源：

JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1993年 / 11卷 / 02期

关键词：

BUSINESS CYCLES; NONLINEAR MODELS; PATTERNS; PROBABILITY OF OBSERVING PATTERNS;

D O I：

10.2307/1391373

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Burns and Mitchell considered business cycles as recurrent patterns in macroeconomic time series. This article develops formal ways of identifying the occurrence of such patterns and testing their significance. In particular, it calculates the probability that a linear time series model that fits the data well can generate the patterns observed in macroeconomic time series.

引用

页码：215 / 224

页数：10

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