Statistical Nonlinearities in the Business Cycle

Diego Valderrama

No 219, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: Nonlinear; Real Business Cycles; Efficient Method of Moments (search for similar items in EconPapers)
JEL-codes: C13 E21 E32 (search for similar items in EconPapers)
Date: 2003-08-01
New Economics Papers: this item is included in nep-dge, nep-ets and nep-mac
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.frbsf.org/publications/economics/papers/2002/wp02-13bk1.pdf main text (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://www.frbsf.org/publications/economics/papers/2002/wp02-13bk1.pdf [301 Moved Permanently]--> https://www.frbsf.org/publications/economics/papers/2002/wp02-13bk1.pdf [301 Moved Permanently]--> https://www.frbsf.org/wp-content/uploads/wp02-13bk1.pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf3:219

Access Statistics for this paper

More papers in Computing in Economics and Finance 2003 from Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().