International Journal

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

Authors

James Douglas Hamilton

Journal

Econometrica

Year Published

1989

Publisher

Wiley

Citations

9646 citations

Type

Article

Language

EN

Topics & Concepts

Business cycle (0.77) Series (stratigraphy) (0.72) Economics (0.56) Time series (0.50) Econometrics (0.48)

Abstract

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle - Full text available via OpenAlex

Author Details

James Douglas Hamilton

ORCID

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