Copyright © 1996. The MIT Press. All rights reserved.


ISSN 1081-1826


Volume 1 · Number 1

April 1996




ARTICLES

On Cycles and Chaos in Economics
by Jess Benhabib
[ Bibliography ]   [ 216k PDF ]   [ 540k PS ]


Power Properties of Linearity Tests for Time Series
by Timo Teräsvirta
[ Abstract & Bibliography ]   [ 397k PDF ]   [ 851k PS ]


Optimal Cycles and Chaos: A Survey
by Kazuo Nishimura and Gerhard Sorger
[ Abstract & Bibliography ]   [ 485k PDF ]   [ 1MB PS ]



ALGORITHMS

Estimation of the Stochastic Volatility Models by Simulated Maximum Likelihood: C++ Code
by Jón Daníelsson
[ Abstract & Bibliography ]   [ 330k PDF ]   [ 766k PS]   [ Code (78k) ]



REPLICATIONS

A Check on the Robustness of Hamilton's Markov Switching Model Approach to the Economic Analysis of the Business Cycle
by Michael D. Boldin
[ Abstract & Bibliography ]   [ 418k PDF ]   [ 1.1MB PS ]   [ Code (181k) ]



DATA SETS

Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data
by Norman Swanson
[ Abstract & Bibliography ]   [ 323k PDF ]   [ 825k PS ]   [ Data (20k) ]