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Citations of
Don Harding

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. 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.

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Working papers

  1. Harding, Don, 2008. "FoolWatch: A Case study of econometric analysis and evidenced-based-policy making in the Australian Government," MPRA Paper 16041, University Library of Munich, Germany. [Downloadable!]

    Cited by:

    1. Harding, Don, 2008. "FoolWatch - Further Discussion of Econometric Analysis Undertaken By ACCC," MPRA Paper 16048, University Library of Munich, Germany. [Downloadable!]

  2. Don Harding & Adrian Pagan, 2006. "Measurement of Business Cycles," Department of Economics - Working Papers Series 966, The University of Melbourne. [Downloadable!]

    Cited by:

    1. Tatiana Cesaroni & Louis Maccini & Marco Malgarini, 2009. "Business cycle volatility and inventories behavior:new evidence for the Euro Area," ISAE Working Papers 108, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    2. M. Ayhan Kose & Stijn Claessens & Marco Terrones, 2008. "What Happens During Recessions, Crunches, and Busts?," IMF Working Papers 08/274, International Monetary Fund. [Downloadable!]
      Other versions:
    3. Edward E. Leamer, 2008. "What's a Recession, Anyway?," NBER Working Papers 14221, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Don Harding & Adrian Pagan, 2006. "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series 963, The University of Melbourne. [Downloadable!]

    Cited by:

    1. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2009. "Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR," Working Papers 2008-012, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2008. "Inflation, Monetary Policy and Stock Market Conditions," NBER Working Papers 14019, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. T M Christensen & A S Hurn & K A Lindsay, 2008. "It never rains but it pours: Modelling the persistence of spikes in electricity prices," NCER Working Paper Series 25, National Centre for Econometric Research. [Downloadable!]
      Other versions:

  4. Harding, Don & Harding, Glenys, 2004. "Minimum wages in Australia: an analysis of the impact on small and medium sized businesses," MPRA Paper 25, University Library of Munich, Germany. [Downloadable!]

    Cited by:

    1. Wang-Sheng Lee & Sandy Suardi, 2008. "Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool," Melbourne Institute Working Paper Series wp2008n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  5. Harding, Don, 2002. "The Australian Business Cycle: A New View," MPRA Paper 3698, University Library of Munich, Germany. [Downloadable!]

    Cited by:

    1. Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005. "The Australian Business Cycle: A Coincident Indicator Approach," RBA Annual Conference Volume, in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle Reserve Bank of Australia. [Downloadable!]
      Other versions:

  6. Harding, Don, 2002. "The effect of unfair dismissal laws on small and medium sized businesses," MPRA Paper 43, University Library of Munich, Germany. [Downloadable!]

    Cited by:

    1. Harding, Don, 2005. "Identifying and measuring the economic effects of unfair dismissal laws," MPRA Paper 3700, University Library of Munich, Germany. [Downloadable!]
    2. Oslington, Paul & Freyens, Ben, 2005. "Dismissal Costs and their Impact on Employment: Evidence from Australian Small and Medium Enterprises," MPRA Paper 961, University Library of Munich, Germany. [Downloadable!]
      Other versions:

  7. Lei Lei Song & John Freebairn & Don Harding, 2001. "Policy Options to Reduce Unemployment: TRYM Simulations," Melbourne Institute Working Paper Series wp2001n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

    Cited by:

    1. John Freebairn & Peter Dawkins, 2003. "Unemployment Policy: Lessons from Economic Analysis," Melbourne Institute Working Paper Series wp2003n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  8. Harding, Don & Kam, Timothy, 2001. "Perspectives on Unemployment from a General Equilibrium Search Model," MPRA Paper 3696, University Library of Munich, Germany. [Downloadable!]

    Cited by:

    1. John Freebairn & Peter Dawkins, 2003. "Unemployment Policy: Lessons from Economic Analysis," Melbourne Institute Working Paper Series wp2003n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  9. Harding, Don & Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany. [Downloadable!]

    Cited by:

    1. Tatiana Cesaroni & Louis Maccini & Marco Malgarini, 2009. "Business cycle volatility and inventories behavior:new evidence for the Euro Area," ISAE Working Papers 108, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    2. Michael ARTIS & Massimiliano MARCELLINO & Tommaso PROIETTI, 2002. "Dating the Euro Area Business Cycle," Economics Working Papers ECO2002/24, European University Institute. [Downloadable!]
      Other versions:
    3. Maria Silgoner & Jesus Crespo Cuaresma & Gerhard Reitschuler, 2004. "The fiscal smile - on the effectiveness and limits of fiscal stabilizers," Money Macro and Finance (MMF) Research Group Conference 2003 87, Money Macro and Finance Research Group. [Downloadable!]
    4. Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2004. "Characterising the Business Cycle for Accession Countries," Econometrics 0403006, EconWPA. [Downloadable!]
      Other versions:
    5. Julien GARNIER, 2003. "Has the Similarity of Business Cycles in Europe Increased with the Monetary Integration," Economics Working Papers ECO2003/12, European University Institute. [Downloadable!]
    6. Emanuel Mönch & Harald Uhlig, 2003. "Towards a Monthly Business Cycle Chronology for the Euro Area," SFB 649 Discussion Papers SFB649DP2005-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Apr 2005. [Downloadable!]
      Other versions:
    7. M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002. "Domestic and International Influences on Business Cycle Regimes in Europe," Centre for Growth and Business Cycle Research Discussion Paper Series 11, Economics, The Univeristy of Manchester. [Downloadable!]
      Other versions:
    8. Stan du Plessis, 2006. "Business Cycles in Emerging market Economies: A New View of the Stylised Facts," Working Papers 02/2006, Stellenbosch University, Department of Economics. [Downloadable!]
    9. Andrew Hughes Hallett & Christian Richter, 2009. "Is the US no longer the economy of first resort? Changing economic relationships in the Asia-Pacific region," International Economics and Economic Policy, Springer, vol. 6(2), pages 207-234, July. [Downloadable!] (restricted)
    10. Giancarlo Bruno & Marco Malgarini, 2002. "An Indicator of Economic Sentiment for the Italian Economy," ISAE Working Papers 28, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    11. Andrew Hughes Hallett & Christian Richter, 2006. "Is the convergence of business cycles a global or regional issue? The UK, US and Euroland," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 177-194. [Downloadable!]
    12. Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA, 2005. "Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models," Discussion Papers (ECON - Département des Sciences Economiques) 2005006, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
    13. Willem Boshoff, 2005. "The properties of cycles in South African financial variables and their relation to the business cycle," Working Papers 02/2005, Stellenbosch University, Department of Economics. [Downloadable!]
    14. Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2007. "Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI," Working Papers 2007_19, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
    15. James Mitchell & Michael Massmann, 2004. "Reconsidering the evidence: are Eurozone business cycles converging?," Money Macro and Finance (MMF) Research Group Conference 2003 67, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    16. Viviana Fernández & Ali M. Kutan, 2005. "Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence from Apec and Nafta," Documentos de Trabajo 202, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
      Other versions:
    17. Gladys COTRIE & Roland CRAIGWELL & Alain MAURIN, 2009. "Estimating Indexes Of Coincident And Leading Indicators For Barbados," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(2). [Downloadable!] (restricted)
    18. Fabrizio Carmignani, 2009. "Endogenous optimal currency areas: The case of the Central African Economic and Monetary Community," Discussion Papers Series 390, School of Economics, University of Queensland, Australia. [Downloadable!]
    19. AndrŽ, NYEMBWE & Konstantin, KHOLODILIN, 2005. "North-South Asymmetric Relationships : Does the EMU Business Affect Small African Economies ?," Discussion Papers (ECON - Département des Sciences Economiques) 2005032, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
    20. Jörg Polzehl & Vladimir Spokoiny & Catalin Starica, 2006. "When did the 2001 recession really start?," SFB 649 Discussion Papers SFB649DP2006-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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    21. Vincent, BODART & Konstantin A., KHOLODILIN & Fati, SHADMAN-MEHTA, 2003. "Dating and Forecasting the Belgian Business Cycle," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2003018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
    22. Andrew Hughes Hallett & Christian Richter, 2008. "Have the Eurozone economies converged on a common European cycle?," International Economics and Economic Policy, Springer, vol. 5(1), pages 71-101, July. [Downloadable!] (restricted)
    23. Tamim Bayoumi & Thomas Helnling, 2003. "Are They All in the Same Boat? The 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages," IMF Working Papers 03/46, International Monetary Fund. [Downloadable!]
    24. Maria Antoinette Silgoner & Gerhard Reitschuler & Jesús Crespo-Cuaresma, 2003. "The Fiscal Smile: The Effectiveness and Limits of Fiscal Stabilizers," IMF Working Papers 03/182, International Monetary Fund. [Downloadable!]
    25. Tahsin Saadi-Sedik & Joannes Mongardini, 2003. "Estimating Indexes of Coincident and Leading Indicators: An Application to Jordan," IMF Working Papers 03/170, International Monetary Fund. [Downloadable!]
    26. Andrew Hallett & Christian Richter, 2006. "Measuring the Degree of Convergence among European Business Cycles," Computational Economics, Springer, vol. 27(2), pages 229-259, May. [Downloadable!] (restricted)

  10. Don Harding & Adrian Pagan, 2000. "Disecting the Cycle: A Methodological Investigation," Econometric Society World Congress 2000 Contributed Papers 1164, Econometric Society. [Downloadable!]
    Published as:

    Cited by:

    1. Alain Hecq, 2005. "Should we really care about building business cycle coincident indexes!," Applied Economics Letters, Taylor and Francis Journals, vol. 12(3), pages 141-144, February. [Downloadable!] (restricted)
    2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers 05-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
      Other versions:
    3. Francisco Nadal-De Simone, 2003. "Common and Idiosyncratic Components in Real Output: Further International Evidence," IMF Working Papers 02/229, International Monetary Fund. [Downloadable!]
    4. Gogas, Periklis & Kothroulas, George, 2009. "Two speed Europe and business cycle synchronization in the European Union: The effect of the common currency," MPRA Paper 13909, University Library of Munich, Germany. [Downloadable!]
    5. Kirill Sossunov, 2002. "A Real Business Cycle Model with Changing Sentiments," Macroeconomics 0210005, EconWPA. [Downloadable!]
    6. Tatiana Cesaroni & Louis Maccini & Marco Malgarini, 2009. "Business cycle volatility and inventories behavior:new evidence for the Euro Area," ISAE Working Papers 108, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    7. Avouyi-Dovi, S. & Kierzenkowski, R. & Lubochinsky, C., 2006. "Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area," Documents de Travail 144, Banque de France. [Downloadable!]
    8. Viv B Hall & C. John McDermott, 2005. "Regional business cycles in New Zealand:Do they exist? What might drive them?," Urban/Regional 0509013, EconWPA. [Downloadable!]
      Other versions:
    9. Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2008. "Global Business Cycles: Convergence or Decoupling?," IZA Discussion Papers 3442, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    10. Benk, Szilárd & Gillman, Max & Kejak, Michal, 2005. "Credit Shocks in the Financial Deregulatory Era: Not the Usual Suspects," Cardiff Economics Working Papers E2005/13, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
      Other versions:
    11. M. Hashem Pesaran, 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    12. Victor Zarnowitz & Ataman Ozyildirim, 2002. "Time Series Decomposition and Measurement of Business Cycles, Trends and Growth Cycles," NBER Working Papers 8736, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    13. Valerie Cerra & Sweta C. Saxena, 2005. "Growth Dynamics: The Myth of Economic Recovery," Macroeconomics 0508008, EconWPA. [Downloadable!]
      Other versions:
    14. Kajal Lahiri & Wenxiong Yao, 2004. "A dynamic factor model of the coincident indicators for the US transportation sector," Applied Economics Letters, Taylor and Francis Journals, vol. 11(10), pages 595-600, August. [Downloadable!] (restricted)
    15. Holinski Nils & Vermeulen Robert, 2009. "The International Wealth Effect: A Global Error-Correcting Analysis," Research Memoranda 019, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    16. Beate Schirwitz, 2009. "A comprehensive German business cycle chronology," Empirical Economics, Springer, vol. 37(2), pages 287-301, October. [Downloadable!] (restricted)
    17. Don Harding & Adrian Pagan, 2006. "Measurement of Business Cycles," Department of Economics - Working Papers Series 966, The University of Melbourne. [Downloadable!]
    18. Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S., 2002. "What is the Best Approach to Measure the Interdependence between Different Markets?," Documents de Travail 95, Banque de France. [Downloadable!]
    19. Issler, João Victor & Vahid, Farshid, 2003. "The missing link: Using the NBER recession indicator to construct coincident and leading indices of economic activity," Economics Working Papers (Ensaios Economicos da EPGE) 492, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
      Other versions:
    20. Emanuel Mönch & Harald Uhlig, 2003. "Towards a Monthly Business Cycle Chronology for the Euro Area," SFB 649 Discussion Papers SFB649DP2005-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Apr 2005. [Downloadable!]
      Other versions:
    21. James H. Stock & Mark W. Watson, 2003. "Has the business cycle changed?," Proceedings, Federal Reserve Bank of Kansas City, pages 9-56. [Downloadable!]
    22. Ceron, Jose A. & Suarez, Javier, 2006. "Hot and Cold Housing Markets: International Evidence," CEPR Discussion Papers 5411, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    23. Stan du Plessis, 2006. "Business Cycles in Emerging market Economies: A New View of the Stylised Facts," Working Papers 02/2006, Stellenbosch University, Department of Economics. [Downloadable!]
    24. Viv B. Hall & C. John McDermott, 2006. "The New Zealand Business Cycle: Return To Golden Days?," CAMA Working Papers 2006-21, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    25. Jeremy Piger & James Morley & Chang-Jin Kim, 2005. "Nonlinearity and the permanent effects of recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 291-309. [Downloadable!]
      Other versions:
    26. Issler, João Victor & Notini, Hilton Hostalacio & Rodrigues, Claudia Fontoura, 2009. "Um Indicador Coincidente e Antecedente da Atividade Econômica Brasileira," Economics Working Papers (Ensaios Economicos da EPGE) 695, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    27. Gloria Jarne, Julio Sánchez-Chóliz, Francisco Fatás-Villafranca, . ""S-shaped" Economic Dynamics. The Logistic and Gompertz curves generalized," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV. [Downloadable!]
    28. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics. [Downloadable!]
      Other versions:
    29. M. Ayhan Kose & Stijn Claessens & Marco Terrones, 2008. "What Happens During Recessions, Crunches, and Busts?," IMF Working Papers 08/274, International Monetary Fund. [Downloadable!]
      Other versions:
    30. Paresh Kumar Narayan & Seema Narayan, 2008. "The role of permanent and transitory shocks in explaining international health expenditures," Health Economics, John Wiley & Sons, Ltd., vol. 17(10), pages 1171-1186. [Downloadable!]
    31. Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA, 2005. "Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models," Discussion Papers (ECON - Département des Sciences Economiques) 2005006, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
    32. Irina Bunda & Michele Ca’ Zorzi, 2009. "Signals from housing and lending booms," Working Paper Series 1094, European Central Bank. [Downloadable!]
    33. Shruthi Jayaram, 2009. "Examining the Decoupling Hypothesis for India," Working Papers id:2119, esocialsciences.com. [Downloadable!]
    34. A. Pagan & J. Engel & D. Haugh, 2004. "Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting," Econometric Society 2004 Australasian Meetings 284, Econometric Society. [Downloadable!]
    35. Bank for International Settlements, 2008. "Assessing the integration of Asia's equity and bond markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Regional financial integration in Asia: present and future, volume 42, pages 1-37 Bank for International Settlements. [Downloadable!]
    36. W A Razzak, 2001. "Money in the era of inflation targeting," Reserve Bank of New Zealand Discussion Paper Series DP2001/02, Reserve Bank of New Zealand. [Downloadable!]
    37. Adrian pagan & Don Harding, 2006. "The Econometric Analysis of Constructed Binary Time Series. Working paper #1," NCER Working Paper Series 1, National Centre for Econometric Research. [Downloadable!]
    38. Harding, Don & Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany. [Downloadable!]
    39. Willem Boshoff, 2005. "The properties of cycles in South African financial variables and their relation to the business cycle," Working Papers 02/2005, Stellenbosch University, Department of Economics. [Downloadable!]
    40. Eurilton Araújo & Luciane Carpena & Alexandre Cunha, 2005. "Brazilian Business Cycles And Growth From 1850 To 2000," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 030, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
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    41. Marco Aiolfi & Allan Timmermann & Luis Catão, 2006. "Common Factors in Latin America's Business Cycles," IMF Working Papers 06/49, International Monetary Fund. [Downloadable!]
    42. Maximo Camacho & Gabriel Perez-Quiros & Lorena Saiz & Universidad de Murcia, 2006. "Do european business cycles look like one $\_?$," Computing in Economics and Finance 2006 175, Society for Computational Economics. [Downloadable!]
    43. David Norman & Thomas Walker, 2004. "Co-movement of Australian State Business Cycles," RBA Research Discussion Papers rdp2004-09, Reserve Bank of Australia. [Downloadable!]
    44. Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2007. "Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI," Working Papers 2007_19, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
    45. Thomas Walker & David Norman, 2004. "Co-movement of Australian State Business Cycles," Econometric Society 2004 Australasian Meetings 334, Econometric Society. [Downloadable!]
    46. James Mitchell & Michael Massmann, 2004. "Reconsidering the evidence: are Eurozone business cycles converging?," Money Macro and Finance (MMF) Research Group Conference 2003 67, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    47. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2004. "Business cycle phases in U.S. states," Working Papers 2003-011, Federal Reserve Bank of St. Louis. [Downloadable!]
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    48. João Loureiro & Manuel M. F. Martins & Ana Paula Ribeiro, 2009. "Cape Verde: The Case for Euroization," FEP Working Papers 317, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
    49. Darné, O. & Ferrara, L., 2009. "Identification of slowdowns and accelerations for the euro area economy," Documents de Travail 239, Banque de France. [Downloadable!]
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    50. Avouyi-Dovi, S. & Matheron, J., 2005. "Interactions between Business Cycles, stock Market Cycles and Interest Rates: the Stylised Facts," Documents de Travail 121, Banque de France. [Downloadable!]
    51. Kajal Lahiri & Wenxiong Yao & Peg Young, 2003. "Cycles in the Transportation Sector and the Aggregate Economy," Discussion Papers 03-14, University at Albany, SUNY, Department of Economics. [Downloadable!]
    52. Don Harding & Adrian Pagan, 2006. "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series 963, The University of Melbourne. [Downloadable!]
    53. Adrian R. Pagan & Kirill A. Sossounov, 2003. "A simple framework for analysing bull and bear markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 23-46. [Downloadable!]
    54. Javier Gómez Biscarri, 2002. "Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US," Faculty Working Papers 05/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    55. Camacho, Maximo & Pérez-Quirós, Gabriel, 2005. "Jump-and-Rest Effects of US Business Cycles," CEPR Discussion Papers 4975, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    56. Bovi, M., 2005. "Economic Clubs and European Commitment. Evidence from the International Business Cycles," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(2), pages 101-122. [Downloadable!]
    57. A.H.J. den Reijer, 2002. "International Business Cycle Indicators, Measurement and Forecasting," WO Research Memoranda (discontinued) 689, Netherlands Central Bank, Research Department. [Downloadable!]
    58. Paul Cashin, 2004. "Caribbean Business Cycles," IMF Working Papers 04/136, International Monetary Fund. [Downloadable!]
    59. Michael D. Bordo & Joseph G. Haubrich, 2009. "Credit Crises, Money and Contractions: an historical view," NBER Working Papers 15389, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    60. Michael D. Bordo & Joseph G. Haubrich, 2009. "Credit crises, money, and contractions: A historical view," Working Paper 0908, Federal Reserve Bank of Cleveland. [Downloadable!]
    61. Jean-Philippe Cotis & Jonathan Coppel, 2005. "Business Cycle Dynamics in OECD Countries: Evidence, Causes and Policy Implications," RBA Annual Conference Volume, in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle Reserve Bank of Australia. [Downloadable!]
    62. Frédérick Demers & Ryan Macdonald, 2007. "The Canadian Business Cycle: A Comparison of Models," Working Papers 07-38, Bank of Canada. [Downloadable!]
    63. Adrian Pagan, 1999. "The Getting of Macroeconomic Wisdom," CEPR Discussion Papers 412, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
    64. Albert Jaeger & Ludger Schuknecht, 2004. "Boom-Bust Phases in Asset Prices and Fiscal Policy Behavior," IMF Working Papers 04/54, International Monetary Fund. [Downloadable!]
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    65. Luis Carranza & José E. Galdón-Sánchez & Javier Gómez Biscarri, 2004. "Exchange Rate and Inflation Dynamics in Dollarized Economies," Faculty Working Papers 10/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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    66. Konstantin A. Kholodilin, 2006. "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Discussion Papers of DIW Berlin 554, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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    67. Everts, Martin, 2006. "Duration of Business Cycles," MPRA Paper 1219, University Library of Munich, Germany. [Downloadable!]
    68. Michael P. Clements & Hans-Martin Krolzig, 2004. "Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 1-14. [Downloadable!]
    69. Sanvi Avouyi-Dovi & Julien Matheron, 2005. "Interactions between business cycles, financial cycles and monetary policy: stylised facts," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 273-98 Bank for International Settlements. [Downloadable!]
    70. Di Guilmi, C. & Gaffeo, E. & Gallegati, M. & Palestrini, A., 2005. "International Evidence on Business Cycle Magnitude Dependence: An Analyisis of 16 Industrialized Countries, 1881-2000," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(1), pages 5-16. [Downloadable!]
    71. Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005. "The Australian Business Cycle: A Coincident Indicator Approach," RBA Annual Conference Volume, in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle Reserve Bank of Australia. [Downloadable!]
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    72. Richard Jong-A-Pin & Jakob de Haan, 2007. "Political Regime Change, Economic Reform and Growth Accelerations," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    73. Marlene Amstad & Andreas M. Fischer, 2009. "Do macroeconomic announcements move inflation forecasts?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 507-518. [Downloadable!]
    74. Penelope A. Smith & Peter M. Summers, 2004. "Identification and normalization in Markov switching models of "business cycles"," Research Working Paper RWP 04-09, Federal Reserve Bank of Kansas City. [Downloadable!]
    75. Issler, João Victor & Notini, Hilton Hostalacio & Rodrigues, Claudia Fontoura, 2009. "Constructing Coincident and Leading Indices of Economic Activity for the Brazilian Economy," Economics Working Papers (Ensaios Economicos da EPGE) 694, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    76. Alain N. Kabundi & Deniz Igan & Marcelo Pinheiro & Francisco Nadal-De Simone & Natalia T. Tamirisa, 2009. "Three Cycles: Housing, Credit, and Real Activity," IMF Working Papers 09/231, International Monetary Fund. [Downloadable!]
    77. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Fractional Integration and Business Cycles Features," Faculty Working Papers 09/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    78. Vincent, BODART & Konstantin A., KHOLODILIN & Fati, SHADMAN-MEHTA, 2003. "Dating and Forecasting the Belgian Business Cycle," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2003018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
    79. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    80. Javier Jareño, 2007. "Opinion-based surveys in the conjunctural analysis of the Spanish economy," Banco de España Occasional Papers 0706, Banco de España. [Downloadable!]
    81. Selim Elekdag & Roberto Cardarelli & Subir Lall, 2009. "Financial Stress, Downturns, and Recoveries," IMF Working Papers 09/100, International Monetary Fund. [Downloadable!]
    82. Zacharias Psaradakis & Martin Sola, 2003. "On detrending and cyclical asymmetry," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 271-289. [Downloadable!]
      Other versions:
    83. Howard J. Wall, 2007. "Regional business cycle phases in Japan," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 61-80. [Downloadable!]
      Other versions:
    84. Domenico Giannone & Lucrezia Reichlin, 2005. "Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?," Macroeconomics 0511016, EconWPA. [Downloadable!]
      Other versions:
    85. Lars Jonung & Ludger Schuknecht & Mika Tujula, 2006. "The Boom-Bust Cycle in Finland and Sweden 1984-1995 in an International Perspective," CFS Working Paper Series 2006/13, Center for Financial Studies. [Downloadable!]
    86. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005. "Do european business cycles look like one?," Banco de España Working Papers 0518, Banco de España. [Downloadable!]
      Other versions:
    87. Lavan Mahadeva & Javier Gómez Pineda, 2009. "The international cycle and Colombian monetary policy," BORRADORES DE ECONOMIA 005406, BANCO DE LA REPÚBLICA. [Downloadable!]
      Other versions:
    88. Crowley , Patrick & Lee , Jim, 2005. "Decomposing the co-movement of the business cycle: a time-frequency analysis of growth cycles in the euro area," Research Discussion Papers 12/2005, Bank of Finland. [Downloadable!]
    89. Ossama Mikhail, 2004. "No More Rocking Horses: Trading Business-Cycle Depth for Duration Using an Economy-Specific Characteristic," Macroeconomics 0402026, EconWPA. [Downloadable!]
    90. Ravi Balakrishnan & Sam Ouliaris, 2006. "U.S. Inflation Dynamics: What Drives Them Over Different Frequencies?," IMF Working Papers 06/159, International Monetary Fund. [Downloadable!]
    91. Domenico Giannone & Troy D. Matheson, 2007. "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December. [Downloadable!]
      Other versions:
    92. Mark Mink & Jan P.A.M. Jacobs & Jakob de Haan, 2007. "Measuring Synchronicity And Co-Movement Of Business Cycles With An Application To The Euro Area," CAMA Working Papers 2007-19, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
      Other versions:
    93. Celsa Machado, 2001. "Measuring Business Cycles: The Real Business Cycle Approach and Related Controversies," FEP Working Papers 107, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
    94. Dr Alicia Rambaldi & Bortolussi, 2004. "Interactions of Source State and Market Price Trends for Cattle of Korean, Japanese and USA Market Specifications," Discussion Papers Series 334, School of Economics, University of Queensland, Australia. [Downloadable!]
    95. Renee Fry, 2002. "International SVAR Factor Modelling," School of Economics and Finance Discussion Papers and Working Papers Series 109, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    96. Maurizio Bovi, 2003. "Nonparametric Analysis Of The International Business Cycles," ISAE Working Papers 37, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    97. Richard Kleijn & Herman K. van Dijk, 2006. "Bayes model averaging of cyclical decompositions in economic time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 191-212. [Downloadable!]
    98. Ariño, Miguel A. & Canela, Miguel A., 2006. "Study of the dollar-euro exchange rate," IESE Research Papers D/620, IESE Business School, revised 30 Mar 2006. [Downloadable!]
    99. James Morley & Jeremy M. Piger, 2005. "The importance of nonlinearity in reproducing business cycle features," Working Papers 2004-032, Federal Reserve Bank of St. Louis. [Downloadable!]
    100. James Morley & Jeremy Piger & Pao-Lin Tien, 2009. "Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?," Wesleyan Economics Working Papers 2009-003, Wesleyan University, Department of Economics. [Downloadable!]
    101. Sofia Gouveia & Leonida Correia, 2008. "Business cycle synchronisation in the Euro area: the case of small countries," International Economics and Economic Policy, Springer, vol. 5(1), pages 103-121, July. [Downloadable!] (restricted)
    102. Ghassan Dibeh, 2005. "A Kaleckian model of business cycle synchronization," Review of Political Economy, Taylor and Francis Journals, vol. 17(2), pages 253-267, April. [Downloadable!] (restricted)
    103. Richard Dennis, 2002. "Exploring the role of the real exchange rate in Australian monetary policy," Working Papers in Applied Economic Theory 2002-19, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    104. Viv B. Hall & John McDermott, 2006. "The Ups and Downs of New Zealand House Prices," Working Papers 06_03, Motu Economic and Public Policy Research. [Downloadable!]
    105. Marco Gallegati & Mauro Gallegati, 2005. "Wavelet variance and correlation analyses of output in G7 countries," Macroeconomics 0512017, EconWPA. [Downloadable!]
    106. Amstad, Marlene & Fischer, Andreas M, 2005. "Shock Identification of Macroeconomic Forecasts Based on Daily Panels," CEPR Discussion Papers 5008, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    107. Michael A. Kouparitsas & Daisuke J. Nakajima, 2006. "Are U.S. and Seventh District business cycles alike?," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 45-60. [Downloadable!]
    108. James Laurenceson & Corrine Dobson, . "China’s business cycles since 1979: a chronology and comparative analysis," EAERG Discussion Paper Series 1705, School of Economics, University of Queensland, Australia. [Downloadable!]
    109. Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008. [Downloadable!]
    110. Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers 0815, University of Brescia, Department of Economics. [Downloadable!]

  11. Don Harding & Adrian Pagan, 1999. "Knowing the Cycle," Melbourne Institute Working Paper Series wp1999n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

    Cited by:

    1. Don Harding & Adrian Pagan, 1999. "Dissecting the Cycle," Melbourne Institute Working Paper Series wp1999n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    2. Julien GARNIER, 2003. "Has the Similarity of Business Cycles in Europe Increased with the Monetary Integration," Economics Working Papers ECO2003/12, European University Institute. [Downloadable!]
    3. Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," Faculty Working Papers 08/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    4. Alasdair Scott, 2000. "Stylised facts from output gap measures," Reserve Bank of New Zealand Discussion Paper Series DP2000/07, Reserve Bank of New Zealand. [Downloadable!]
    5. Beate Schirwitz, 2009. "A comprehensive German business cycle chronology," Empirical Economics, Springer, vol. 37(2), pages 287-301, October. [Downloadable!] (restricted)
    6. Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S., 2002. "What is the Best Approach to Measure the Interdependence between Different Markets?," Documents de Travail 95, Banque de France. [Downloadable!]
    7. C John McDermott & Alasdair Scott, 1999. "Concordance in business cycles," Reserve Bank of New Zealand Discussion Paper Series G99/7, Reserve Bank of New Zealand. [Downloadable!]
      Other versions:
    8. Bank for International Settlements, 2008. "Assessing the integration of Asia's equity and bond markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Regional financial integration in Asia: present and future, volume 42, pages 1-37 Bank for International Settlements. [Downloadable!]
    9. Marcelle Chauvet, 2001. "The Brazilian Economic Fluctuations," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 033, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
    10. Harding, Don & Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany. [Downloadable!]
    11. Andrea Brischetto & Graham Voss, 2000. "Forecasting Australian Economic Activity Using Leading Indicators," RBA Research Discussion Papers rdp2000-02, Reserve Bank of Australia. [Downloadable!]
    12. Marco Del Negro, 2001. "Turn, turn, turn: Predicting turning points in economic activity," Economic Review, Federal Reserve Bank of Atlanta, issue Q2, pages 1-12. [Downloadable!]
    13. Philip Bodman & Mark Crosby, 2005. "Are business cycles independent in the G7?," International Economic Journal, Korean International Economic Association, vol. 19(4), pages 483-499, December. [Downloadable!] (restricted)
    14. James Mitchell & Michael Massmann, 2004. "Reconsidering the evidence: are Eurozone business cycles converging?," Money Macro and Finance (MMF) Research Group Conference 2003 67, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    15. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2004. "Business cycle phases in U.S. states," Working Papers 2003-011, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    16. Javier Gómez Biscarri, 2002. "Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US," Faculty Working Papers 05/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    17. Adrian Pagan, 1999. "The Getting of Macroeconomic Wisdom," CEPR Discussion Papers 412, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
    18. Don Harding & Adrian Pagan, 2000. "Disecting the Cycle: A Methodological Investigation," Econometric Society World Congress 2000 Contributed Papers 1164, Econometric Society. [Downloadable!]
      Other versions:
    19. Marcelle Chauvet & Elcyon C.R. Lima & Brisne Vasquez, 2002. "Forecasting Brazilian output in the presence of breaks: a comparison of linear and nonlinear models," Working Paper 2002-28, Federal Reserve Bank of Atlanta. [Downloadable!]
    20. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    21. Phil Bodman, . "Are the Effects of Monetary Policy Asymmetric in Australia?," MRG Discussion Paper Series 0406, School of Economics, University of Queensland, Australia. [Downloadable!]
    22. Harding, Don, 2002. "The Australian Business Cycle: A New View," MPRA Paper 3698, University Library of Munich, Germany. [Downloadable!]
    23. Celsa Machado, 2001. "Measuring Business Cycles: The Real Business Cycle Approach and Related Controversies," FEP Working Papers 107, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]

  12. Don Harding & Adrian Pagan, 1999. "Dissecting the Cycle," Melbourne Institute Working Paper Series wp1999n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

    Cited by:

    1. Alain Hecq, 2005. "Should we really care about building business cycle coincident indexes!," Applied Economics Letters, Taylor and Francis Journals, vol. 12(3), pages 141-144, February. [Downloadable!] (restricted)
    2. Mike Artis & Hans-Martin Krolzig & Juan Toro, 2002. "The European Business Cycle," Economic Working Papers at Centro de Estudios Andaluces E2002/19, Centro de Estudios Andaluces. [Downloadable!]
      Other versions:
    3. Farshid Vahid & Lin Luo, 2004. "Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model," Econometric Society 2004 Australasian Meetings 232, Econometric Society. [Downloadable!]
    4. Julien GARNIER, 2003. "Has the Similarity of Business Cycles in Europe Increased with the Monetary Integration," Economics Working Papers ECO2003/12, European University Institute. [Downloadable!]
    5. Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," Faculty Working Papers 08/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    6. Paul Cashin & Sam Ouliaris, 2001. "Key Features of Australian Business Cycles," IMF Working Papers 01/171, International Monetary Fund. [Downloadable!]
      Other versions:
    7. Penelope A. Smith & Peter M. Summers, 2004. "How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization," Melbourne Institute Working Paper Series wp2004n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
      Other versions:
    8. C R Birchenhall & D R Osborn & M Sensier, 2000. "Predicting UK Business Cycle Regimes," Centre for Growth and Business Cycle Research Discussion Paper Series 02, Economics, The Univeristy of Manchester. [Downloadable!]
      Other versions:
    9. Michael Artis & Anindya Banerjee & Massimiliano Marcellino, . "Factor forecasts for the UK," Working Papers 203, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
      Other versions:
    10. Hans-Martin Krolzig & Michael Clements, 2001. "Modelling Business Cycle Features Using Switching Regime Models," Economics Series Working Papers 058, University of Oxford, Department of Economics. [Downloadable!]
      Other versions:
    11. Henry, O.T. & Summers, P.M., 2000. "Australian Economic Growth: Non-Linearities and Internaitonal Influences," Department of Economics - Working Papers Series 738, The University of Melbourne. [Downloadable!]
    12. McKay, Alisdair & Reis, Ricardo, 2006. "The Brevity and Violence of Contractions and Expansions," CEPR Discussion Papers 5756, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    13. George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007. "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 63-87. [Downloadable!]
      Other versions:
    14. Siem Jan Koopman & Joao Valle e Azevedo, 2003. "Measuring Synchronisation and Convergence of Business Cycles," Tinbergen Institute Discussion Papers 03-052/4, Tinbergen Institute. [Downloadable!]
    15. Michael Tomz & Mark L. J. Wright, 2007. "Do countries default in “bad times”?," Working Paper Series 2007-17, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    16. Mirko Abbritti; Sebastian Weber, 2008. "Labor Market Rigidities and the Business Cycle: Price vs. Quantity Restricting Institutions," HEI Working Papers 01-2008, Economics Section, The Graduate Institute of International Studies, revised Jan 2008. [Downloadable!]
    17. Issler, João Victor & Vahid, Farshid, 2002. "The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity," Economics Working Papers (Ensaios Economicos da EPGE) 450, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
      Other versions:
    18. Paul Cashin & C John McDermott & Alasdair Scott, 1999. "The myth of co-moving commodity prices," Reserve Bank of New Zealand Discussion Paper Series G99/9, Reserve Bank of New Zealand. [Downloadable!]
      Other versions:
    19. Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Empirical investigation on the relationship between Japanese and Asian emerging equity markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(2), pages 77-86, March. [Downloadable!] (restricted)
    20. Hans-Martin Krolzig & Juan Toro, 2002. "Classical and Modern Business Cycle Measurement: The European Case," Economic Working Papers at Centro de Estudios Andaluces E2002/20, Centro de Estudios Andaluces. [Downloadable!]
      Other versions:
    21. Allan P. Layton & Anirvan Banerji, 2003. "What is a recession?: A reprise 1 Various sections of this paper draw very significantly on our earlier paper, Layton and Banerji (2001), in which the same conceptual arguments were made and a detaile," Applied Economics, Taylor and Francis Journals, vol. 35(16), pages 1789-1797, November. [Downloadable!] (restricted)
    22. Allan P. Layton & Anirvan Banerji, 2001. "What Is A Recession?: A Reprise," School of Economics and Finance Discussion Papers and Working Papers Series 095, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    23. Penelope A. Smith & Peter M. Summers, 2002. "Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modelling Business Cycles," Melbourne Institute Working Paper Series wp2002n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
      Other versions:
    24. Paul Cashin & C John McDermott & Alasdair Scott, 1999. "Booms and slumps in world commodity prices," Reserve Bank of New Zealand Discussion Paper Series G99/8, Reserve Bank of New Zealand. [Downloadable!]
      Other versions:
    25. Edda Claus & Iris Claus, 2007. "Six Leading Indexes Of New Zealand Employment," CAMA Working Papers 2007-17, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    26. Matthieu Lemoine, 2005. "A model of the stochastic convergence between business cycles," Documents de Travail de l'OFCE 2005-05, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]

  13. Harding, Don, 1997. "The Definition, Dating and Duration of Cycles," MPRA Paper 3357, University Library of Munich, Germany. [Downloadable!]

    Cited by:

    1. Don Harding & Adrian Pagan, 1999. "Knowing the Cycle," Melbourne Institute Working Paper Series wp1999n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    2. Christopher Bajada, 2005. "Unemployment and the underground economy in Australia," Applied Economics, Taylor and Francis Journals, vol. 37(2), pages 177-189, February. [Downloadable!] (restricted)

  14. Goodridge, Stephen & Harding, Don & Lloyd, Peter, 1995. "The Long Term Growth In Unemployment," MPRA Paper 3706, University Library of Munich, Germany. [Downloadable!]

    Cited by:

    1. Peter Dawkins, 1998. "Solutions to Australian Unemployment: Three Perspectives - Solutions to Unemployment and Avoiding the 'Diabolical Trade-off': A Discussion," RBA Annual Conference Volume, in: Guy Debelle & Jeff Borland (ed.), Unemployment and the Australian Labour Market Reserve Bank of Australia. [Downloadable!]
    2. Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2002. "A smooth-transition model of the Australian unemployment rate," Working Paper Series 1002, Department of Economics, Norwegian University of Science and Technology, revised 01 Jul 2003. [Downloadable!]

  15. Depta, Peter & Ravalli, Frank & Harding, Don, 1994. "Extended Measures of Investment and Saving," MPRA Paper 3319, University Library of Munich, Germany. [Downloadable!]

    Cited by:

    1. Malcom Edey & Luke Gower, 2000. "National Saving: Trends and Policy," RBA Annual Conference Volume, in: David Gruen & Sona Shrestha (ed.), The Australian Economy in the 1990s Reserve Bank of Australia. [Downloadable!]

Articles

  1. Harding, Don & Pagan, Adrian, 2006. "Synchronization of cycles," Journal of Econometrics, Elsevier, vol. 132(1), pages 59-79, May. [Downloadable!] (restricted)

    Cited by:

    1. Francisco Nadal-De Simone, 2003. "Common and Idiosyncratic Components in Real Output: Further International Evidence," IMF Working Papers 02/229, International Monetary Fund. [Downloadable!]
    2. Gogas, Periklis & Kothroulas, George, 2009. "Two speed Europe and business cycle synchronization in the European Union: The effect of the common currency," MPRA Paper 13909, University Library of Munich, Germany. [Downloadable!]
    3. Michael ARTIS & Massimiliano MARCELLINO & Tommaso PROIETTI, 2002. "Dating the Euro Area Business Cycle," Economics Working Papers ECO2002/24, European University Institute. [Downloadable!]
      Other versions:
    4. Avouyi-Dovi, S. & Kierzenkowski, R. & Lubochinsky, C., 2006. "Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area," Documents de Travail 144, Banque de France. [Downloadable!]
    5. Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2004. "Similarities and convergence in G-7 cycles," Working Paper Series 312, European Central Bank. [Downloadable!]
      Other versions:
    6. Viv B Hall & C. John McDermott, 2005. "Regional business cycles in New Zealand:Do they exist? What might drive them?," Urban/Regional 0509013, EconWPA. [Downloadable!]
      Other versions:
    7. Bruno Giancarlo & Edoardo Otranto, 2004. "Dating the Italian BUsiness Cycle: A Comparison of Procedures," ISAE Working Papers 41, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
      Other versions:
    8. Holinski Nils & Vermeulen Robert, 2009. "The International Wealth Effect: A Global Error-Correcting Analysis," Research Memoranda 019, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    9. Julien GARNIER, 2003. "Has the Similarity of Business Cycles in Europe Increased with the Monetary Integration," Economics Working Papers ECO2003/12, European University Institute. [Downloadable!]
    10. Adanero-Donderis , M. & Darné, O. & Ferrara, L., 2007. "Deux indicateurs probabilistes de retournement cyclique pour l’économie française," Documents de Travail 187, Banque de France. [Downloadable!]
    11. Don Harding & Adrian Pagan, 2006. "Measurement of Business Cycles," Department of Economics - Working Papers Series 966, The University of Melbourne. [Downloadable!]
    12. Edoardo Otranto, 2005. "Extraction of Common Signal from Series with Different Frequency," Econometrics 0502011, EconWPA. [Downloadable!]
    13. Stan du Plessis, 2006. "Business Cycles in Emerging market Economies: A New View of the Stylised Facts," Working Papers 02/2006, Stellenbosch University, Department of Economics. [Downloadable!]
    14. Penelope A. Smith & Peter M. Summers, 2004. "How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization," Melbourne Institute Working Paper Series wp2004n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
      Other versions:
    15. Ariel Burstein & Christopher Johann Kurz & Linda Tesar, 2004. "Trade, Production Sharing and the International Transmission of Business Cycles," Working Papers 522, Research Seminar in International Economics, University of Michigan. [Downloadable!]
      Other versions:
    16. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the euro Area," ECARES Working Papers 2008_040, Université Libre de Bruxelles, Ecares. [Downloadable!]
      Other versions:
    17. Paresh Kumar Narayan & Seema Narayan, 2008. "The role of permanent and transitory shocks in explaining international health expenditures," Health Economics, John Wiley & Sons, Ltd., vol. 17(10), pages 1171-1186. [Downloadable!]
    18. Eduardo Borensztein & Catherine A. Pattillo & Andrew Berg, 2004. "Assessing Early Warning Systems: How Have They Worked in Practice?," IMF Working Papers 04/52, International Monetary Fund. [Downloadable!]
      Other versions:
    19. Shruthi Jayaram, 2009. "Examining the Decoupling Hypothesis for India," Working Papers id:2119, esocialsciences.com. [Downloadable!]
    20. Don Harding, 2004. "Using turning point information to study economic dynamics," Econometric Society 2004 Australasian Meetings 214, Econometric Society. [Downloadable!]
    21. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall & Christopher H. Wheeler, 2007. "The economic performance of cities: a Markov-switching approach," Working Papers 2006-056, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    22. Maximo Camacho & Gabriel Perez-Quiros & Lorena Saiz & Universidad de Murcia, 2006. "Do european business cycles look like one $\_?$," Computing in Economics and Finance 2006 175, Society for Computational Economics. [Downloadable!]
    23. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2009. "Optimal sticky prices under rational inattention," Working Paper Series 1010, European Central Bank. [Downloadable!]
    24. João Loureiro & Manuel M. F. Martins & Ana Paula Ribeiro, 2009. "Cape Verde: The Case for Euroization," FEP Working Papers 317, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
    25. Darné, O. & Ferrara, L., 2009. "Identification of slowdowns and accelerations for the euro area economy," Documents de Travail 239, Banque de France. [Downloadable!]
      Other versions:
    26. Avouyi-Dovi, S. & Matheron, J., 2005. "Interactions between Business Cycles, stock Market Cycles and Interest Rates: the Stylised Facts," Documents de Travail 121, Banque de France. [Downloadable!]
    27. Mardi Dungey & Jan P.A.M. Jacobs & Lestano, 2005. "Synchronisation Of Financial Crises," CAMA Working Papers 2005-20, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    28. Fabrizio Carmignani, 2009. "Endogenous optimal currency areas: The case of the Central African Economic and Monetary Community," Discussion Papers Series 390, School of Economics, University of Queensland, Australia. [Downloadable!]
    29. Bovi, M., 2005. "Economic Clubs and European Commitment. Evidence from the International Business Cycles," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(2), pages 101-122. [Downloadable!]
    30. Marcelle Chauvet & James D. Hamilton, 2005. "Dating Business Cycle Turning Points," NBER Working Papers 11422, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    31. Paul Cashin, 2004. "Caribbean Business Cycles," IMF Working Papers 04/136, International Monetary Fund. [Downloadable!]
    32. Michael D. Bordo & Joseph G. Haubrich, 2009. "Credit Crises, Money and Contractions: an historical view," NBER Working Papers 15389, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    33. Michael D. Bordo & Joseph G. Haubrich, 2009. "Credit crises, money, and contractions: A historical view," Working Paper 0908, Federal Reserve Bank of Cleveland. [Downloadable!]
    34. M. Hashem Pesaran & Allan Timmermann, 2006. "Testing Dependence among Serially Correlated Multi-category Variables," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    35. Vasyl Golosnoy & Jens Hogrefe, 2009. "Sequential Methodology for Signaling Business Cycle Turning Points," Kiel Working Papers 1528, Kiel Institute for the World Economy. [Downloadable!]
    36. Mirko Abbritti; Sebastian Weber, 2008. "Labor Market Rigidities and the Business Cycle: Price vs. Quantity Restricting Institutions," HEI Working Papers 01-2008, Economics Section, The Graduate Institute of International Studies, revised Jan 2008. [Downloadable!]
    37. Camacho, Maximo & Pérez-Quirós, Gabriel & Sáiz Matute, Lorena, 2005. "Are European Business Cycles Close Enough to be Just One?," CEPR Discussion Papers 4824, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    38. Marcelle Chauvet & Jeremy M. Piger, 2005. "A comparison of the real-time performance of business cycle dating methods," Working Papers 2005-021, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    39. D.M Nachane & R. Lakshmi, 2001. "Measuring variability of monetary policy lags: a frequency domain approach," Economics Working Papers ECO2001/07, European University Institute. [Downloadable!]
    40. Sylvia Kaufmann, 2008. "Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data," Working Papers 144, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    41. Domenico Giannone & Lucrezia Reichlin, 2005. "Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?," Macroeconomics 0511016, EconWPA. [Downloadable!]
      Other versions:
    42. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005. "Do european business cycles look like one?," Banco de España Working Papers 0518, Banco de España. [Downloadable!]
      Other versions:
    43. Eric Girardin, 2004. "Regime-dependent synchronization of growth cycles between Japan and East Asia," Money Macro and Finance (MMF) Research Group Conference 2004 66, Money Macro and Finance Research Group. [Downloadable!]
    44. Knüppel, Malte & Schultefrankenfeld, Guido, 2008. "How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts," Discussion Paper Series 1: Economic Studies 2008,14, Deutsche Bundesbank, Research Centre. [Downloadable!]
    45. Michael D. Bordo & Thomas Helbling, 2003. "Have National Business Cycles Become More Synchronized?," NBER Working Papers 10130, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    46. Edward E. Leamer, 2008. "What's a Recession, Anyway?," NBER Working Papers 14221, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    47. Mark Mink & Jan P.A.M. Jacobs & Jakob de Haan, 2007. "Measuring Synchronicity And Co-Movement Of Business Cycles With An Application To The Euro Area," CAMA Working Papers 2007-19, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
      Other versions:
    48. Maurizio Bovi, 2003. "Nonparametric Analysis Of The International Business Cycles," ISAE Working Papers 37, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    49. Viv B. Hall & John McDermott, 2006. "The Ups and Downs of New Zealand House Prices," Working Papers 06_03, Motu Economic and Public Policy Research. [Downloadable!]

  2. Adrian Pagan & Don Harding, 2005. "A suggested framework for classifying the modes of cycle research," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 151-159. [Downloadable!]

    Cited by:

    1. Gogas, Periklis & Kothroulas, George, 2009. "Two speed Europe and business cycle synchronization in the European Union: The effect of the common currency," MPRA Paper 13909, University Library of Munich, Germany. [Downloadable!]
    2. Ard den Reijer, 2006. "The Dutch business cycle: which indicators should we monitor?," DNB Working Papers 100, Netherlands Central Bank, Research Department. [Downloadable!]
    3. Beate Schirwitz, 2009. "A comprehensive German business cycle chronology," Empirical Economics, Springer, vol. 37(2), pages 287-301, October. [Downloadable!] (restricted)
    4. Stan du Plessis, 2006. "Business Cycles in Emerging market Economies: A New View of the Stylised Facts," Working Papers 02/2006, Stellenbosch University, Department of Economics. [Downloadable!]
    5. Willem Boshoff, 2005. "The properties of cycles in South African financial variables and their relation to the business cycle," Working Papers 02/2005, Stellenbosch University, Department of Economics. [Downloadable!]
    6. João Loureiro & Manuel M. F. Martins & Ana Paula Ribeiro, 2009. "Cape Verde: The Case for Euroization," FEP Working Papers 317, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
    7. Bovi, M., 2005. "Economic Clubs and European Commitment. Evidence from the International Business Cycles," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(2), pages 101-122. [Downloadable!]
    8. Frédérick Demers & Ryan Macdonald, 2007. "The Canadian Business Cycle: A Comparison of Models," Working Papers 07-38, Bank of Canada. [Downloadable!]
    9. Hao Tan & John A. Mathews, 2007. "Cyclical Dynamics in Three Industries," DRUID Working Papers 07-07, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies. [Downloadable!]
    10. Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005. "The Australian Business Cycle: A Coincident Indicator Approach," RBA Annual Conference Volume, in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle Reserve Bank of Australia. [Downloadable!]
      Other versions:
    11. Sinchan Mitra & Tara M. Sinclair, . "Output Fluctuations in the G-7: An Unobserved Components Approach," MRG Discussion Paper Series 2509, School of Economics, University of Queensland, Australia. [Downloadable!]

  3. Harding, Don & Pagan, Adrian, 2003. "Rejoinder to James Hamilton," Journal of Economic Dynamics and Control, Elsevier, vol. 27(9), pages 1695-1698, July. [Downloadable!] (restricted)

    Cited by:

    1. Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," Faculty Working Papers 08/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    2. Beate Schirwitz, 2009. "A comprehensive German business cycle chronology," Empirical Economics, Springer, vol. 37(2), pages 287-301, October. [Downloadable!] (restricted)
    3. Stan du Plessis, 2006. "Business Cycles in Emerging market Economies: A New View of the Stylised Facts," Working Papers 02/2006, Stellenbosch University, Department of Economics. [Downloadable!]
    4. Viv B. Hall & C. John McDermott, 2006. "The New Zealand Business Cycle: Return To Golden Days?," CAMA Working Papers 2006-21, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    5. Javier Gómez Biscarri, 2002. "Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US," Faculty Working Papers 05/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    6. Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007. "A turning point chronology for the Euro-zone," Working Papers 2007_33, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
    7. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    8. Fabrice Hervé, 2006. "Les fonds de pension protègent-ils les investisseurs des évolutions du marché?," Working Papers FARGO 1060101, Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance). [Downloadable!]

  4. Harding, Don & Pagan, Adrian, 2003. "A comparison of two business cycle dating methods," Journal of Economic Dynamics and Control, Elsevier, vol. 27(9), pages 1681-1690, July. [Downloadable!] (restricted)

    Cited by:

    1. Peter McAdam, 2003. "US, Japan and the euro area - comparing business-cycle features," Working Paper Series 283, European Central Bank. [Downloadable!]
      Other versions:
    2. Märten Kress, 2004. "Lending cycles in Estonia," Bank of Estonia Working Papers 2004-3, Bank of Estonia, revised 10 Oct 2004. [Downloadable!]
    3. Benoit Bellone, 2004. "Une lecture probabiliste du cycle d’affaires américain," Econometrics 0407002, EconWPA, revised 28 Mar 2005. [Downloadable!]
    4. Julien GARNIER, 2003. "Has the Similarity of Business Cycles in Europe Increased with the Monetary Integration," Economics Working Papers ECO2003/12, European University Institute. [Downloadable!]
    5. Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," Faculty Working Papers 08/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    6. Beate Schirwitz, 2009. "A comprehensive German business cycle chronology," Empirical Economics, Springer, vol. 37(2), pages 287-301, October. [Downloadable!] (restricted)
    7. Don Harding & Adrian Pagan, 2006. "Measurement of Business Cycles," Department of Economics - Working Papers Series 966, The University of Melbourne. [Downloadable!]
    8. Renee Fry & Adrian Pagan, 2005. "Some Issues In Using Vars For Macroeconometric Research," CAMA Working Papers 2005-19, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    9. René Garcia & Richard Luger, 2005. "The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach," Working Papers 05-36, Bank of Canada. [Downloadable!]
      Other versions:
    10. Stan du Plessis, 2006. "Business Cycles in Emerging market Economies: A New View of the Stylised Facts," Working Papers 02/2006, Stellenbosch University, Department of Economics. [Downloadable!]
    11. Viv B. Hall & C. John McDermott, 2006. "The New Zealand Business Cycle: Return To Golden Days?," CAMA Working Papers 2006-21, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    12. Jeremy Piger & James Morley & Chang-Jin Kim, 2005. "Nonlinearity and the permanent effects of recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 291-309. [Downloadable!]
      Other versions:
    13. M. Ayhan Kose & Stijn Claessens & Marco Terrones, 2008. "What Happens During Recessions, Crunches, and Busts?," IMF Working Papers 08/274, International Monetary Fund. [Downloadable!]
      Other versions:
    14. Ferrara, Laurent & Guégan, Dominique, 2005. "Detection of the industrial business cycle using SETAR models," MPRA Paper 4389, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    15. Adrian pagan & Don Harding, 2006. "The Econometric Analysis of Constructed Binary Time Series. Working paper #1," NCER Working Paper Series 1, National Centre for Econometric Research. [Downloadable!]
    16. Roberto S. Mariano & Yasutomo Murasawa, 2004. "Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model," Working Papers 22-2004, Singapore Management University, School of Economics, revised Oct 2004. [Downloadable!]
      Other versions:
    17. Maximo Camacho & Gabriel Perez-Quiros & Lorena Saiz & Universidad de Murcia, 2006. "Do european business cycles look like one $\_?$," Computing in Economics and Finance 2006 175, Society for Computational Economics. [Downloadable!]
    18. Laurent Ferrara & Dominique Guegan, 2006. "Real-time detection of the business cycle using SETAR models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00185372_v1, HAL. [Downloadable!]
    19. Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2007. "Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI," Working Papers 2007_19, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
    20. James Mitchell & Michael Massmann, 2004. "Reconsidering the evidence: are Eurozone business cycles converging?," Money Macro and Finance (MMF) Research Group Conference 2003 67, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    21. João Loureiro & Manuel M. F. Martins & Ana Paula Ribeiro, 2009. "Cape Verde: The Case for Euroization," FEP Working Papers 317, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
    22. Maximo Camacho, 2002. "Nonlinear stochastic trends and economic fluctuations," Computing in Economics and Finance 2002 274, Society for Computational Economics. [Downloadable!]
    23. Gladys COTRIE & Roland CRAIGWELL & Alain MAURIN, 2009. "Estimating Indexes Of Coincident And Leading Indicators For Barbados," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(2). [Downloadable!] (restricted)
    24. Don Harding & Adrian Pagan, 2006. "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series 963, The University of Melbourne. [Downloadable!]
    25. Javier Gómez Biscarri, 2002. "Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US," Faculty Working Papers 05/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    26. Bovi, M., 2005. "Economic Clubs and European Commitment. Evidence from the International Business Cycles," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(2), pages 101-122. [Downloadable!]
    27. Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007. "A turning point chronology for the Euro-zone," Working Papers 2007_33, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
    28. Marcelle Chauvet & Jeremy M. Piger, 2005. "A comparison of the real-time performance of business cycle dating methods," Working Papers 2005-021, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    29. Benoit Bellone & David Saint-Martin, 2004. "Detecting Turning Points with Many Predictors through Hidden Markov Models," Econometrics 0407001, EconWPA. [Downloadable!]
    30. Adrian Pagan & Don Harding, 2005. "A suggested framework for classifying the modes of cycle research," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 151-159. [Downloadable!]
    31. Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005. "The Australian Business Cycle: A Coincident Indicator Approach," RBA Annual Conference Volume, in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle Reserve Bank of Australia. [Downloadable!]
      Other versions:
    32. Robert A Buckle & David Haugh & Peter Thomson, 2002. "Growth and volatility regime switching models for New Zealand GDP data," Treasury Working Paper Series 02/08, New Zealand Treasury. [Downloadable!]
    33. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    34. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005. "Do european business cycles look like one?," Banco de España Working Papers 0518, Banco de España. [Downloadable!]
      Other versions:
    35. Edward E. Leamer, 2008. "What's a Recession, Anyway?," NBER Working Papers 14221, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    36. David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard, 2008. "Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes," Working Papers 367, University of Pittsburgh, Department of Economics, revised Sep 2008. [Downloadable!]
    37. Harding, Don, 2002. "The Australian Business Cycle: A New View," MPRA Paper 3698, University Library of Munich, Germany. [Downloadable!]
    38. Maurizio Bovi, 2003. "Nonparametric Analysis Of The International Business Cycles," ISAE Working Papers 37, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    39. James Morley & Jeremy M. Piger, 2005. "The importance of nonlinearity in reproducing business cycle features," Working Papers 2004-032, Federal Reserve Bank of St. Louis. [Downloadable!]
    40. Fabrice Hervé, 2006. "Les fonds de pension protègent-ils les investisseurs des évolutions du marché?," Working Papers FARGO 1060101, Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance). [Downloadable!]
    41. Heikki Kauppi, 2008. "Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics," Discussion Papers 31, Aboa Centre for Economics. [Downloadable!]

  5. Harding, Don & Pagan, Adrian, 2002. "Dissecting the cycle: a methodological investigation," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 365-381, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

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