Registro completo de metadatos
Campo DC | Valor |
---|---|
dc.contributor.author | Camacho, Máximo |
dc.contributor.author | Pérez Quirós, Gabriel |
dc.coverage.spatial | Estados Unidos |
dc.date.accessioned | 2019-08-10T17:44:27Z |
dc.date.available | 2019-08-10T17:44:27Z |
dc.date.issued | 2005-03-07 |
dc.identifier.issn | ISSN: 0213-2710 (en papel) |
dc.identifier.issn | ISSN: 1579-8666 (en línea) |
dc.identifier.uri | https://repositorio.bde.es/handle/123456789/6820 |
dc.description.abstract | One of the most extended empirical stylized facts about output dynamics in the United States is the positive autocorrelation of output growth. This paper shows that the positive autocorrelation can be better captured by shifts between business cycle states rather than by the standard view of autoregressive coefficients. This result is extremely robust to different nonlinear alternative models and also applies not only to output but to the most relevant macroeconomic variables.[resumen de autor] |
dc.format.extent | 41 p. |
dc.language.iso | eng |
dc.publisher | Banco de España. Servicio de Estudios |
dc.relation.ispartof | Documentos de Trabajo / Banco de España, 0507 |
dc.rights | Reconocimiento-NoComercial-CompartirIgual 4.0 Internacional (CC BY-NC-SA 4.0) |
dc.rights | In Copyright - Non Commercial Use Permitted |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/deed.es_ES |
dc.rights.uri | http://rightsstatements.org/vocab/InC-NC/1.0/ |
dc.subject | Business cycles |
dc.subject | Output growth |
dc.subject | Time series |
dc.title | Jump-and-rest effect of U.S. business cycles |
dc.type | Documento de trabajo |
dc.identifier.bdebib | 000183720 |
dc.identifier.bdepub | DTRA-200507-eng |
dc.subject.bde | Modelos de series temporales |
dc.subject.bde | Fluctuaciones y ciclos económicos |
dc.subject.bde | Fluctuaciones : previsiones y simulaciones |
dc.publisher.bde | Madrid : Banco de España. Servicio de Estudios, 2005 |
dc.subject.jel | E32 |
dc.subject.jel | C22 |
dc.subject.jel | E27 |