business and financial cycles

Kohler, Karsten and Calvert Jump, Robert ORCID: https://orcid.org/0000-0002-2967-512X (2022) Estimating nonlinear business cycle mechanisms with linear vector autoregressions: a Monte Carlo study. Oxford Bulletin of Economics and Statistics, 84 (5). pp. 1077-1100. ISSN 0305-9049 (Print), 1468-0084 (Online) (doi:10.1111/obes.12498)

cycle frequency

Kohler, Karsten and Calvert Jump, Robert ORCID: https://orcid.org/0000-0002-2967-512X (2022) Estimating nonlinear business cycle mechanisms with linear vector autoregressions: a Monte Carlo study. Oxford Bulletin of Economics and Statistics, 84 (5). pp. 1077-1100. ISSN 0305-9049 (Print), 1468-0084 (Online) (doi:10.1111/obes.12498)

endogenous cycles

Kohler, Karsten and Calvert Jump, Robert ORCID: https://orcid.org/0000-0002-2967-512X (2022) Estimating nonlinear business cycle mechanisms with linear vector autoregressions: a Monte Carlo study. Oxford Bulletin of Economics and Statistics, 84 (5). pp. 1077-1100. ISSN 0305-9049 (Print), 1468-0084 (Online) (doi:10.1111/obes.12498)

limit cycles

Kohler, Karsten and Calvert Jump, Robert ORCID: https://orcid.org/0000-0002-2967-512X (2022) Estimating nonlinear business cycle mechanisms with linear vector autoregressions: a Monte Carlo study. Oxford Bulletin of Economics and Statistics, 84 (5). pp. 1077-1100. ISSN 0305-9049 (Print), 1468-0084 (Online) (doi:10.1111/obes.12498)

vector autoregression

Kohler, Karsten and Calvert Jump, Robert ORCID: https://orcid.org/0000-0002-2967-512X (2022) Estimating nonlinear business cycle mechanisms with linear vector autoregressions: a Monte Carlo study. Oxford Bulletin of Economics and Statistics, 84 (5). pp. 1077-1100. ISSN 0305-9049 (Print), 1468-0084 (Online) (doi:10.1111/obes.12498)