This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Nominal stylized facts of U. S. business cycles Author info | Abstract | Publisher info | Download info | Related research | Statistics Apostolos Serletis
David Krause
Additional information is available for the following
registered author(s):
The authors investigate the basic nominal stylized facts of business cycles in the United States, using monthly data from 1960:1 to 1993:4 and the methodology suggested by Kydland and Prescott (1990). They make comparisons among simple sum and Divisia aggregates, using the Thornton and Yue (1992) series of Divisia monetary aggregates, and they investigate the robustness of the results to relevant nonstochastic stationarity-inducing transformations.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Article provided by Federal Reserve Bank of St. Louis in its journal Review .
Volume (Year): (1996)
Issue (Month): Jul ()
Pages: 49-54
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:fip:fedlrv:y:1996:i:jul:p:49-54:n:v.78no.5Contact details of provider: Postal: P.O. Box 442, St. Louis, MO 63166 Fax: (314)444-8753 Web page: http://www.stlouisfed.org/ More information through EDIRC
Order Information: Email: Web: http://www.stls.frb.org/research/order/pubform.html
For technical questions regarding this item, or to correct its listing, contact: (Diane Rosenberger).
Keywords: Business cycles ; Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Edward C. Prescott, 1986.
"Theory ahead of business cycle measurement ,"
Quarterly Review ,
Federal Reserve Bank of Minneapolis, issue Fall, pages 9-22.
[Downloadable!]
Other versions:
Edward C. Prescott, 1986.
"Theory ahead of business cycle measurement ,"
Staff Report
102, Federal Reserve Bank of Minneapolis.
[Downloadable!] Prescott, Edward C., 1986.
"Theory ahead of business-cycle measurement ,"
Carnegie-Rochester Conference Series on Public Policy ,
Elsevier, vol. 25(1), pages 11-44, January.
[Downloadable!] (restricted) Cogley, Timothy & Nason, James M., 1995.
"Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 19(1-2), pages 253-278.
[Downloadable!] (restricted)
Other versions: Finn E. Kydland & Edward C. Prescott, 1990.
"Business cycles: real facts and a monetary myth ,"
Quarterly Review ,
Federal Reserve Bank of Minneapolis, issue Spr, pages 3-18.
[Downloadable!]
N. Gregory Mankiw, 1989.
"Real Business Cycles: A New Keynesian Perspective ,"
NBER Working Papers
2882, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Fiorito, Riccardo & Kollintzas, Tryphon, 1994.
"Stylized facts of business cycles in the G7 from a real business cycles perspective ,"
European Economic Review ,
Elsevier, vol. 38(2), pages 235-269, February.
[Downloadable!] (restricted)
Other versions: Cooley, Thomas F. & Ohanian, Lee E., 1991.
"The cyclical behavior of prices ,"
Journal of Monetary Economics ,
Elsevier, vol. 28(1), pages 25-60, August.
[Downloadable!] (restricted)
Other versions: Smith, R Todd, 1992.
"The Cyclical Behavior of Prices ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 24(4), pages 413-30, November.
[Downloadable!] (restricted)
Belongia, Michael T, 1996.
"Measurement Matters: Recent Results from Monetary Economics Reexamined ,"
Journal of Political Economy ,
University of Chicago Press, vol. 104(5), pages 1065-83, October.
[Downloadable!] (restricted)
Lucas, Robert E., 1977.
"Understanding business cycles ,"
Carnegie-Rochester Conference Series on Public Policy ,
Elsevier, vol. 5(1), pages 7-29, January.
[Downloadable!] (restricted)
William T. Gavin & Finn E. Kydland, 1996.
"Endogenous money supply and the business cycle ,"
Working Paper
9605, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions: Barnett, William A & Offenbacher, Edward K & Spindt, Paul A, 1984.
"The New Divisia Monetary Aggregates ,"
Journal of Political Economy ,
University of Chicago Press, vol. 92(6), pages 1049-85, December.
[Downloadable!] (restricted)
Daniel L. Thornton & Piyu Yue, 1992.
"An extended series of divisia monetary aggregates ,"
Review ,
Federal Reserve Bank of St. Louis, issue Nov, pages 35-52.
[Downloadable!]
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
J. M. Binner & R. K. Bissoondeeal & A. W. Mullineux, 2005.
"A composite leading indicator of the inflation cycle for the Euro area ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(11), pages 1257-1266, June.
[Downloadable!] (restricted)
Pacheco Jim�Nez, J.F., 2001.
"Business cycles in small open economies: the case of Costa Rica ,"
Working Papers - General Series
330, Institute of Social Studies.
[Downloadable!]
Jane Binner & Rakesh Bissoondeeal & Andrew Mullineux, 2004.
"A Composite Leading Indicator of the Inflation Cycle for the Euro Area ,"
Money Macro and Finance (MMF) Research Group Conference 2004
24, Money Macro and Finance Research Group.
[Downloadable!]
Michael R. Pakko, 1997.
"The cyclical relationship between output and prices: an analysis in the frequency domain ,"
Working Papers
1997-007, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
Access and
download statistics Did you know? LogEc provides statistical analysis about downloads from this service (and others).
This page was last updated on 2009-11-18.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .