HODRICK, R.J. and PRESCOTT, E.C. (1980): “Post war U.S. Business Cycles: An
Empirical Investigation”, Discussion paper 451, Carnegie-Mellon University (also in
Journal of Money, Credit and Banking, vol. 29, nº 1, pp. 1-16, 1997).
JUGLAR, C. (1862): Des Crises Commerciales ET de leur retour périodique en France, an
E
STELA
B
EE
D
AGUM
Estudios de Economía Aplicada, 2010: 577-594
•
Vol. 28-3
592
KAPETANIOS, G. and TZAVALIS, E. (2006): “Nonlinear modelling of autoregressive
structural breaks in some US macroeconomic series”, in Milas, C. Rothman, P.A. van
Dijk, D. and Wildasin, E. Nonlinear Time Series Analysis of Business Cycles,
Elsevier Science Ltd, Amsterdam, North Holland.
KENNY, P. and DURBIN (1982): “Local Trend Estimation and Seasonal Adjustment of
Economic and Social Time Series,” Journal of the Royal Statistical Society, Series A,
145, pp. 1-41.
KIM, C.J. and NELSON, C.R. (1998): “Business Cycle Turning Points, A New Coincident
Index, and Tests of Duration Dependence Based on A Dynamic Factor Model with
Regime Switching”, Review of Economics and Statistics, 80, pp. 188-201.
KITCHIN, Joseph (1923): “Cycles and Trends in Economic Factors” Review of Economics
and Statistics, The MIT Press, 5 (1), pp. 10-16.
KLEIN, L.R. (1947): “The Use of Econometric Models to Guide Economic Policy”,
Econometrica.
KLEIN, L.R. (1950): Economic Fluctuations in the United States, 1921-41, Cowles
Commission Monograph, nº 11, John Wiley and Sons, New York.
KLEIN, L.R. and GOLBERGER, A.S. (1955): An Econometric Model of the United States,
1929-1952, North-Holland, Amsterdam.
KONDRATIEFF, N.D. (1935): “The Long Waves in Economic Life”. Review of Economics
and Statistics (The MIT Press) 17 (6), pp. 105-115.
KOOPMAN, S.J.; LEE, K.M. and WONG, S.Y. (2006): “Trend-cycle decomposition models
with smooth - Transition parameters: Evidence from US economic time series” in Milas,
C. Rothman, P.A. van Dijk, D. and Wildasin, E. Nonlinear Time Series Analysis of
Business Cycles, Elsevier Science Ltd, Amsterdam, North Holland.
KOROTAYEV, andrey V. & TSIREL, Sergey V. (2010); “A Spectral Analysis of World GDP
Dynamics: Kondratieff Waves, Kuznets Swings, Juglar and Kitchin Cycles in Global
Economic Development, and the 2008-2009 Economic Crisis”, Structure and Dynamics.
Vol. 4, #1. pp. 3-57.
KUZNETS, S. (1930): Secular Movements in Production and Prices: Their Nature and Their
Bearing Upon Cyclical Fluctuations. Boston: Houghton Mifflin.
LAHIRI, K. and WANG, J.G. (1994): “Predicting Cyclical Turning Points with a Leading Index
in a Markov Switching Model”, Journal of Money, Credit and Banking, 22, pp. 77-93.
MARCELLINO, M. (2006): “Non-linearity and Instability in the EURO Area” in Milas, C.
Rothman, P.A. van Dijk, D. and Wildasin, E. Nonlinear Time Series Analysis of Business
Cycles, Elsevier Science Ltd, Amsterdam, North Holland.
MCGUKIN, R.H.; OZYILDIRIM, A. and ZARNOWITZ, V. (2001): The Composite Index of
Leading Economic Indicators: How to Make It More Timely, NBER, Working Paper 8430,
Cambridge, Massachusetts, USA.
MILAS, C.; ROTHMAN, P.A.; VAN DIJK, D. and WILDASIN, E. (2006): Nonlinear Time
Do'stlaringiz bilan baham: