Afonso A, Claeys P, Sousa R (2011) Fiscal regime shifts in Portugal. Port Econ J 10:83–108.
Agnello L, Schuknecht L (2011) Booms and busts in housing markets: determinants and implications. J Hous Econ 20(3):171–190.
Agnello L, Sousa R (2011) Can fiscal stimulus boost economic recovery? Revue Économique 62(6): 1045–1066.
Agnello L, Sousa R (2013) Fiscal policy and asset prices. Bull Econ Res 65(2):154–177.
Artis M, Krolzig H-M, Toro J (2004) The European business cycle. Oxf Econ Pap 56:1–44.
Bry G, Boschan C (1971) Cyclical analysis of time series: selected procedures and computer program. National Bureau of Economic Research, New York.
Burns A, Mitchell W (1946) Measuring business cycles. NBER Studies in Business Cycles, No. 2. National Bureau of Economic Research, New York.
Castro V (2010) The duration of economic expansions and recessions: more than duration dependence. J Macroecon 32:347–365.
Cavalcanti T (2007) Business cycle and level accounting: the case of Portugal. Port Econ J 6:47–64.
Chen S, Shen C (2006) Is there a duration dependence in Taiwan’s business cycles. Int Econ J 20:109–127.
- Correia I, Neves J, Rebelo S (1992) Business cycles in Portugal: theory and evidence. In: Amaral JF, Lucena D, Mello AS (eds) The Portuguese economy towards 1992. Kluwer, Boston, pp 1–64.
Paper not yet in RePEc: Add citation now
Davig T (2007) Change-points in US business cycle durations. Stud Nonlinear Dyn Econ 11(2), 1–21.
Dias F (2003) Nonlinearities over the business cycle: an application of the smooth transition autoregressive model to characterize GDP dynamics for the Euro-Area and Portugal. Working Paper WP 9-03, Bank of Portugal.
- Dias M (1997) Analise da Evolução Ciclica da Economia Portuguesa no Periodo de 1953 a 1993. Bank of Portugal, Economic Bulletin, September 1997, pp 77–83.
Paper not yet in RePEc: Add citation now
Diebold F, Rudebusch G, Sichel D (1990) International evidence on business cycle duration dependence. Institute for Empirical Macroeconomics, DP 31.
Diebold F, Rudebusch G, Sichel D (1993) Further evidence on business cycle duration dependence. In: Stock JH, Watson MW (eds) Business cycles, indicators, and forecasting. University of Chicago Press, Chicago, pp 87–116.
Durland M, McCurdy T (1994) Duration-dependent transitions in a Markov model of US GNP growth. J Bus Econ Stat 12:279–288.
- Fisher I (1925) Our unstable dollar and the so-called business cycle. J Am Stat Assoc 20:179–202.
Paper not yet in RePEc: Add citation now
Hamilton J (1989) A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica 57:357–384.
Harding D, Pagan A (2002) Dissecting the cycle: a methodological investigation. J Monet Econ 49:365–381.
Kim C, Nelson C (1998) Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching. Rev Econ Stat 80:188–201.
Kim C, Nelson C (1999) State space models with regime switching: classical and GIBBS-sampling approaches with applications. The MIT Press, Cambridge.
- Krolzig H-M (1997) Markov-switching vector autoregressions. Modelling, statistical inference and application to business cycle analysis. Springer, Berlin.
Paper not yet in RePEc: Add citation now
Krolzig H-M (2001) Markov-switching procedures for dating the Euro-Zone business cycle. Q J Econ Res 70:339–351.
- Krolzig H-M, Toro J (2005) Classical and modern business cycle measurement: the European case. Span Econ Rev 7:1–21.
Paper not yet in RePEc: Add citation now
Layton A, Smith D (2007) Business cycle dynamics with duration dependence and leading indicators. J Macroecon 29:855–875.
Mallick S, Sousa R (2013) The real effects of financial stress in the Euro zone. Int Rev Financ Anal 30:1–17.
- Neves J (1994) The Portuguese economy: a picture in figures. Portuguese Catholic University, Lisbon.
Paper not yet in RePEc: Add citation now
- Neves P, Belo F (2002) Evolução Ciclica da Economia Portuguesa no Periodo de 1910 a 1958: uma breve analise. Bank of Portugal, Economic Bulletin, pp 57–69.
Paper not yet in RePEc: Add citation now
Ozun A, Turk M (2009) A duration-dependent regime switching model for an open emerging economy. Rom J Econ Forecast 4:66–81.
- Pelagatti M (2001) Gibbs sampling for a duration dependent Markov-switching model with application to the US business cycle. Working Paper, Quaderno di Dipartimento QD2001/2 (March), Dipartimento di Statistica, Universita degli Studi di Milano Bicocca.
Paper not yet in RePEc: Add citation now
- Pelagatti M (2002) Duration-dependent Markov-switching VAR models with applications to the business cycle analysis. In: Proceedings of the XLI scientific meeting of the Italian statistics society.
Paper not yet in RePEc: Add citation now
- Pelagatti M (2003) DDMSVAR for Ox: a software for time-series modeling with duration-dependent Markov-switching autoregressions. 1st OxMetrics User Conference, London.
Paper not yet in RePEc: Add citation now
Schirwitz B (2009) A comprehensive German business cycle chronology. Empir Econ 37:287–301.
Sichel D (1991) Business cycle duration dependence: a parametric approach. Rev Econ Stat 73:254–260.
Sousa R (2010) Housing wealth, financial wealth, money demand and policy rule: evidence from the euro area. N Am J Econ Financ 21(1):88–105.
Zuehlke T (2003) Business cycle duration dependence reconsidered. J Bus Econ Stat 21:564–569.