“Nonlinearity and the Permanent Effects of Recessions,” Journal of Applied Econometrics (Special Issue on "Recent Developments in Business Cycle Analysis" 2005, vol. 20, pp. 291-309) with Chang-Jin Kim and Jeremy Piger
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pr_ar0.opt (Maximum likelihood estimation for bounceback model. Replicates Table 2 in paper)
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pr_ar2.opt (AR(2) version of bounceback model)
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gdp4703.txt (data file)
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