Altug, S., Ashley, R. A., Patterson, D. M., December 1999. Are technology shocks nonlinear? Macroeconomic Dynamics 3 (4), 506533.
Ashley, R. A., Patterson, D. M., August 1989. Linear versus nonlinear macroeconomies: A statis- tical test. International Economic Review 30 (3), 685704.
Baxter, M., King, R. G., November 1999. Measuring business cycles: Approximate band-pass filters for economic time series. Review of Economics Studies 81 (4), 57593.
Brock, W. A., June 2000. Wither nonlinear? Journal of Economic Dynamics and Control 24 (57), 663678.
Brock, W. A., Mirman, L., June 1972. Optimal economic growth and uncertainty: The discounted case. Journal of Economic Theory 4 (3), 479513.
Brock, W. A., Sayers, C. L., 1988. Is the business cycle characterized by deterministic chaos. Journal of Monetary Economics 22, 7190.
Browning, M., Hansen, L. P., Heckman, J. J., 1999. Micro data and general equilibrium models.
Christiano, L. J., Fitzgerald, T. J., July 1999. The band pass filter, working Paper 7257: NBER, Cambridge, MA.
- Cooley, T. J., Prescott, E. C., 1995. Economic growth and business cycles. In: Cooley, T. F. (Ed.), Frontiers of Business Cycle Research. Princeton University Press, Princeton, N.J., Ch. 1, pp.
Paper not yet in RePEc: Add citation now
Cooper, R. W., Haltiwanger, J. C., September 2000. On the nature of adjustment costs. Working Paper 7925, NBER, Cambridge, MA.
Gallant, A. R., August 1995. Comments on calibration, panel Disscussion, Seventh World Congress of the Econometric Society.
Gallant, A. R., Nychka, D. W., 1987. Semi-nonparametric maximum likelihood estimation. Econo- metrica 55, 363390.
Gallant, A. R., Tauchen, G., 1989. Seminonparametric estimation of conditionally constrained heterogeneous processes: Asset pricing applications. Econometrica 57, 10911120.
Gallant, A. R., Tauchen, G., 1996. Which moments to match. Econometric Theory 12, 657681.
- Gallant, A. R., Tauchen, G., 1998. SNP: A program for nonparametric time series analysis, version 8.7, users guide, working paper, University of North Carolina at Chapel Hill. Available along with code and worked example by anonymous ftp at site ftp.econ.duke.edu in directory pub/arg/snp.
Paper not yet in RePEc: Add citation now
- Gallant, A. R., Tauchen, G., 1999. EMM: A program for efficient method of moments estimation, version 1.4, users guide, working paper, University of North Carolina at Chapel Hill. Available along with code and worked example by anonymous ftp at site ftp.econ.duke.edu in directory pub/get/emm.
Paper not yet in RePEc: Add citation now
- Gallant, A. R., Tauchen, G., April 2000. Efficient method of moments, working Paper.
Paper not yet in RePEc: Add citation now
Greenwood, J., Hercowitz, Z., Huffman, G. M., June 1988. Investment, capacity utilization, and the real business cycle. The American Economic Review 78 (3), 402417, 1988.
Hansen, L. P., Heckman, J. D., Winter 1996. The empirical foundations of calibration. Journal of Economic Perspectives 10 (1), 87104.
Hinich, M. J., Patterson, D. M., January 1985. Evidence of nonlinearity in daily stock returns.
In: Handbook of Macroeconomics, 1st Edition. Vol. Ia of Handbooks in Economics. Elsevier, Amsterdam, Ch. 8, pp. 543633. Calvo, G. A., November 1998. Capital flows and capital market crises: The simple economics of sudden stops. Journal of Applied Economics 1 (1), 3554.
- International Statistical Review 55, 163172. Kim, J., Kim, S. H., December 2000. Spurious welfare reversals, Unpublished Manuscript.
Paper not yet in RePEc: Add citation now
- Jarque, C. M., Bera, A. K., 1987. A test for normality of observations and regression residuals.
Paper not yet in RePEc: Add citation now
- Journal of Business & Economic Statistics 3 (1), 6977. Hodrick, R., Prescott, E. C., 1980. Post-war U.S. business cycles. Working paper, Carnegie Mellon University, reproduced.
Paper not yet in RePEc: Add citation now
Kydland, F. E., Prescott, E. C., November 1982. Time to build and aggregate fluctuations. Econo- metrica 50, 13451370.
Lundgren, T., Sjostrom, M., July 2001. A flexible specification of adjustment costs in dynamic factor demand models. Economics Letters 72 (1), 145150.
Macurdy, T., December 1981. An empirical model of labor supply in a life-cycle setting. Journal of Political Economy 89 (6), 105985.
Mendoza, E. G., 1994. The robustness of macroeconomic indicators. In: Leiderman, L., Razin, A.
Mendoza, E. G., September 1991. Real business cycles in a small open economy. The American Economic Review 91 (4), 797818.
Neftci, S. N., April 1984. Are economic time series asymmetric over the business cycle? Journal of Political Economy 92 (2), 307328.
Potter, S. M., December 1999. Nonlinear time series modelling: An introduction. Journal of Eco- nomic Surveys 13 (5), 505528.
Potter, S. M., September 2000. Nonlinear impulse response functions. Journal of Economic Dy- namics and Control 24 (10), 14251446.
Razzak, W., January 2001. Business cycle asymmetries: International evidence. Review of Economic Dynamics 4 (1), 230243.
- Rothman, P., 1996. International evidence of business-cycle nonlinearity. In: Barnett, W. A., P., K. A., Salmon, M. (Eds.), Nonlinear dynamics and economics: Proceedings of the Tenth Interna- tional Symposium in Economic Theory and Econometrics. International Symposia in Economic Theory and Econometrics. Cambridge University Press, Cambdridge, UK, Ch. 14, pp. 333341.
Paper not yet in RePEc: Add citation now
Tauchen, G., Hussey, R., 1991. Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models. Econometrica 59, 371396.
Valderrama, D., October 2001. The impact of financial frictions on a small open economy: When current account borrowing hits a limit, Unpublished manuscript, Duke University.