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Citations for "HP-Filter (web interface)" by Christian Zimmermann
For a complete description of this item, click here .
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.): Francesco Busato & Alessandro Girardi & Amedeo Argentiero, 2008.
"Technology and non-technology shocks in a two-sector economy ,"
ISAE Working Papers
96, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
[Downloadable!]
Other versions: Peter C.B. Phillips & Donggyu Sul, 2007.
"Transition Modeling and Econometric Convergence Tests ,"
Cowles Foundation Discussion Papers
1595, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Demir, Firat, 2007.
"Volatility of short term capital flows and socio-political instability in developing countries: A review ,"
MPRA Paper
1943, University Library of Munich, Germany, revised Jan 2008.
[Downloadable!]
Burkhard Heer & Bernd Suessmuth, 2003.
"Cold Progression and its Effects on Income Distribution ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Hiroaki Miyamoto & Yuya Takahashi, 2009.
"Technological Progress, On-the-Job Search, and Unemployment ,"
ISER Discussion Paper
0734, Institute of Social and Economic Research, Osaka University.
[Downloadable!]
Stephane Pallage & Michel Robe, 1998.
"Foreign Aid and the Business Cycle ,"
Cahiers de recherche CREFE / CREFE Working Papers
63, CREFE, Université du Québec à Montréal.
[Downloadable!]
Other versions:
Michel A. Robe & Stephane Pallage, 2000.
"Foreign Aid And The Business Cycle ,"
Computing in Economics and Finance 2000
107, Society for Computational Economics.
[Downloadable!] Pallage, Stephane & Robe, Michel A, 2001.
"Foreign Aid and the Business Cycle ,"
Review of International Economics ,
Blackwell Publishing, vol. 9(4), pages 641-72, November.
[Downloadable!] (restricted) Gabor Vadas & Zsolt Darvas, 2005.
"Univariate Potential Output Estimations for Hungary ,"
Macroeconomics
0512009, EconWPA.
[Downloadable!]
Other versions: Robert R Tchaidze, 2001.
"Estimating Taylor Rules in a Real Time Setting ,"
Economics Working Paper Archive
457, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Hussain, M. Haider & Ahmed, Qazi Masood, 2006.
"Estimating the Black Economy through Monetary Approach: A Case Study of Pakistan ,"
MPRA Paper
8153, University Library of Munich, Germany.
[Downloadable!]
Alessandra Iacobucci, 2003.
"Spectral Analysis for Economic Time Series ,"
Documents de Travail de l'OFCE
2003-07, Observatoire Francais des Conjonctures Economiques (OFCE).
[Downloadable!]
Michael Graff, 2005.
"Internationale Konjunkturverbunde ,"
KOF Working papers
05-108, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!]
Other versions: Stéphane Hallegatte & Michael Ghil, 2007.
"Endogenous Business Cycles and the Economic Response to Exogenous Shocks ,"
Working Papers
2007.20, Fondazione Eni Enrico Mattei.
[Downloadable!]
David R. Johnson & Sebastian Gerlich, 2002.
"How Has Inflation Changed in Canada? A Comparison of 19892001 to 19641988 ,"
Canadian Public Policy ,
University of Toronto Press, vol. 28(4), pages 563-579, December.
[Downloadable!] (restricted)
Christian Dreger & Reinhold Kosfeld, 2006.
"On the Stability of the German Beveridge Curve. A Spatial Econometric Perspective ,"
ERSA conference papers
ersa06p396, European Regional Science Association.
[Downloadable!]
Other versions:
Reinhold Kosfeld & Christian Dreger & Hans-Friedrich Eckey, 2006.
"On the Stability of the German Beveridge Curve: A Spatial Econometric Perspective ,"
IZA Discussion Papers
2099, Institute for the Study of Labor (IZA).
[Downloadable!] Reinhold Kosfeld & Christian Dreger & Hans-Friedrich Eckey, 2006.
"On the Stability of the German Beveridge Curve - A Spatial Econometric Perspective ,"
Discussion Papers in Economics
82/06, University of Kassel, Institute of Economics.
[Downloadable!] Reinhold Kosfeld & Christian Dreger & Hans-Friedrich Eckey, 2006.
"On the Stability of the German Beveridge Curve: A Spatial Econometric Perspective ,"
Discussion Papers of DIW Berlin
581, DIW Berlin, German Institute for Economic Research.
[Downloadable!] Reinhold Kosfeld & Christian Dreger & Hans-Friedrich Eckey, 2008.
"On the stability of the German Beveridge curve: a spatial econometric perspective ,"
The Annals of Regional Science ,
Springer, vol. 42(4), pages 967-986, December.
[Downloadable!] (restricted) 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!]
Melvin J. Hinich & John Foster & Philip Wild, 2008.
"Discrete Fourier Transform Filters as Business Cycle Extraction Tools: An Investigation of Cycle Extraction Properties and Applicability of ‘Gibbs’ Effect ,"
Discussion Papers Series
357, School of Economics, University of Queensland, Australia.
[Downloadable!]
Hairault, Jean-Olivier & Patureau, Lise & Sopraseuth, Thepthida, 2003.
"Overshooting and the exchange rate disconnect puzzle: a reappraisal ,"
CEPREMAP Working Papers (Couverture Orange)
0305, CEPREMAP.
[Downloadable!]
Other versions: Davide Furceri, 2007.
"From Currency Unions to a World Currency: A Possibility? ,"
Money Macro and Finance (MMF) Research Group Conference 2006
19, Money Macro and Finance Research Group.
[Downloadable!]
Ben Smit & Le Roux Burrows, 2002.
"Estimating potential output and output gaps for the South African economy ,"
Working Papers
05/2002, Stellenbosch University, Department of Economics.
[Downloadable!]
Ebru Voyvoda, A. Erinc Yeldan, 2001.
"Patterns of Productivity Growth and the Wage Cycle in Turkish Manufacturing ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 15(4), pages 375-396, October.
[Downloadable!] (restricted)
Other versions: Harm Bandholz & Michael Funke, 2003.
"Die Konstruktion und Schätzung eines Frühindikators für die Konjunkturentwicklung in der Freien und Hansestadt Hamburg ,"
Quantitative Macroeconomics Working Papers
20305, Hamburg University, Department of Economics.
[Downloadable!]
Sharon Kozicki & P.A. Tinsley, 1998.
"Vector rational error correction ,"
Research Working Paper
98-03, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions: Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008.
"Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
John C. Williams, 2004.
"Robust estimation and monetary policy with unobserved structural change ,"
Working Papers in Applied Economic Theory
2004-11, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: A. Chatrath & F. Song & B. Adrangi, 2003.
"Futures trading activity and stock price volatility: some extensions ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 13(9), pages 655-664, September.
[Downloadable!] (restricted)
Tommaso Proietti, 2004.
"On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates ,"
Econometrics
0403007, EconWPA.
[Downloadable!]
Other versions: Tatsuma Wada & Pierre Perron, 2006.
"State Space Model with Mixtures of Normals: Specifications and Applications to International Data ,"
Boston University - Department of Economics - Working Papers Series
WP2006-029, Boston University - Department of Economics.
[Downloadable!]
Alexander Ludwig, 2005.
"Aging and Economic Growth: The Role of Factor Markets and of Fundamental Pension Reforms ,"
MEA discussion paper series
05094, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
Other versions: 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:
Victor Zarnowitz & Ataman Ozyildirim, 2001.
"Time Series Decomposition and Measurement of Business Cycles, Trends and Growth Cycles ,"
Economics Program Working Papers
01-03, The Conference Board, Economics Program.
[Downloadable!] Zarnowitz, Victor & Ozyildirim, Ataman, 2006.
"Time series decomposition and measurement of business cycles, trends and growth cycles ,"
Journal of Monetary Economics ,
Elsevier, vol. 53(7), pages 1717-1739, October.
[Downloadable!] (restricted) Michael Artis & Toshihiro Okubo, 2008.
"Globalization and Business Cycle Transmission ,"
Discussion Paper Series
232, Research Institute for Economics & Business Administration, Kobe University.
[Downloadable!]
Other versions: Kwami Adanu, 2005.
"A cross-province comparison of Okun's coefficient for Canada ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(5), pages 561-570, March.
[Downloadable!] (restricted)
Bassanetti, Antonio & Döpke, Jörg & Torrini, Roberto & Zizza, Roberta, 2006.
"Capital, labour and productivity: What role do they play in the potential GPD weakness of France, Germany and Italy? ,"
Discussion Paper Series 1: Economic Studies
2006,09, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Richard de Abreu Lourenco & Philip Lowe, 1994.
"Demand Shocks, Inflation and the Business Cycle ,"
RBA Research Discussion Papers
rdp9411, Reserve Bank of Australia.
[Downloadable!]
Ulrich Woitek, 1998.
"Height Cycles in the 18th and 19th Centuries ,"
Working Papers
9811, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: Kevin Grier, 2008.
"US presidential elections and real GDP growth, 1961–2004 ,"
Public Choice ,
Springer, vol. 135(3), pages 337-352, June.
[Downloadable!] (restricted)
Rebecca Driver & Stephen Millard, 2004.
"Exchange rates, commodities and the implications of volatility in a small open economy world ,"
Money Macro and Finance (MMF) Research Group Conference 2003
26, Money Macro and Finance Research Group.
[Downloadable!]
Christophe Kamps & Christian Pierdzioch, 2002.
"Geldpolitik und vorausschauende Taylor-Regeln Theorie und Empirie am Beispiel der Deutschen Bundesbank ,"
Kiel Working Papers
1089, Kiel Institute for the World Economy.
[Downloadable!]
Harvey, A. & Koopman, S.J., 1999.
"Signal extraction and the formulation of unobserved components models ,"
Discussion Paper
44, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: Lourdes Montoya & Jakob Haan, 2008.
"Regional business cycle synchronization in Europe? ,"
International Economics and Economic Policy ,
Springer, vol. 5(1), pages 123-137, July.
[Downloadable!] (restricted)
Tatsuma Wada & Pierre Perron, 2005.
"An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data ,"
Boston University - Department of Economics - Working Papers Series
WP2005-44, Boston University - Department of Economics.
[Downloadable!]
Other versions: Loukoianova, E. & Vahey, S.P. & Elizabeth C. Wakerly, 2002.
"A Real Time Tax Smoothing Based Fiscal Policy Rule ,"
Cambridge Working Papers in Economics
0235, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: Juselius, Mikael, 2008.
"Cointegration implications of linear rational expectation models ,"
Research Discussion Papers
6/2008, Bank of Finland.
[Downloadable!]
Ravi Bansal & Amir Yaron, 2000.
"Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles ,"
NBER Working Papers
8059, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Ignacio Lozano & Jorge Toro, .
"Fiscal Policy Throughout the Cycle: The Colombian Experience ,"
Borradores de Economia
434, Banco de la Republica de Colombia.
[Downloadable!]
Edoardo Otranto, 2005.
"Extraction of Common Signal from Series with Different Frequency ,"
Econometrics
0502011, EconWPA.
[Downloadable!]
Shelley, Gary & Wallace, Frederick, 2007.
"Co-movements in international dollar price levels ,"
MPRA Paper
4133, University Library of Munich, Germany.
[Downloadable!]
Fabien Tripier, 2005.
"Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth ,"
Macroeconomics
0510015, EconWPA.
[Downloadable!]
Other versions: Zhenyu Wang & Xiaoyan Zhang, 2006.
"Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims ,"
Staff Reports
265, Federal Reserve Bank of New York.
[Downloadable!]
Klaus Weyerstraß, 2002.
"Der Einfluss der US-amerikanischen Konjunktur auf Deutschland und die Europäische Union - eine Untersuchung mit VAR-Modellen ,"
IWH Discussion Papers
158, Halle Institute for Economic Research.
[Downloadable!]
Nikolaos Giannellis & Athanasios Papadopoulos, 2005.
"Estimating the Equilibrium Effective Exchange Rate for Potential EMU members ,"
Working Papers
0719, University of Crete, Department of Economics, revised 08 Mar 2007.
[Downloadable!]
Other versions: Todd E. Clark & Sharon Kozicki, 2004.
"Estimating equilibrium real interest rates in real time ,"
Research Working Paper
RWP 04-08, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions:
Clark, Todd E. & Kozicki, Sharon, 2004.
"Estimating equilibrium real interest rates in real-time ,"
Discussion Paper Series 1: Economic Studies
2004,32, Deutsche Bundesbank, Research Centre.
[Downloadable!] Clark, Todd E. & Kozicki, Sharon, 2005.
"Estimating equilibrium real interest rates in real time ,"
The North American Journal of Economics and Finance ,
Elsevier, vol. 16(3), pages 395-413, December.
[Downloadable!] (restricted) Arturo Estrella, 2007.
"Extracting business cycle fluctuations: what do time series filters really do? ,"
Staff Reports
289, Federal Reserve Bank of New York.
[Downloadable!]
José R. Sánchez-Fung, 2002.
"Estimating a Monetary Policy Reaction Function for the Dominican Republic ,"
Studies in Economics
0201, Department of Economics, University of Kent.
[Downloadable!]
Other versions: Ulrich Woitek, 1998.
"A Note on the Baxter-King Filter ,"
Working Papers
9813, Department of Economics, University of Glasgow.
[Downloadable!]
Michel Normandin & Martin Boileau, 2003.
"Dynamics of the Current Account and Interest Differentials ,"
Cahiers de recherche
03-05, HEC Montréal, Institut d'économie appliquée.
[Downloadable!]
Other versions:
Martin Boileau & Michel Normandin, 2003.
"Dynamics of the Current Account and Interest Differentials ,"
Cahiers de recherche
0339, CIRPEE.
[Downloadable!] Boileau, Martin & Normandin, Michel, 2008.
"Dynamics of the current account and interest differentials ,"
Journal of International Economics ,
Elsevier, vol. 74(1), pages 35-52, January.
[Downloadable!] (restricted) P J Perez & D R Osborn & M Sensier, 2003.
"Business Cycle Affiliations in the Context of European Integration ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
29, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions: Charalambos G. Tsangarides & Magnus Saxegaard & Stéphane Roudet, 2007.
"Estimation of Equilibrium Exchange Rates in the WAEMU: A Robustness Approach ,"
IMF Working Papers
07/194, International Monetary Fund.
[Downloadable!]
Tommaso Proietti & Alberto Musso & Thomas Westermann, 2007.
"Estimating potential output and the output gap for the euro area: a model-based production function approach ,"
Empirical Economics ,
Springer, vol. 33(1), pages 85-113, July.
[Downloadable!] (restricted)
Other versions: Roberto de Góes Ellery Junior & Victor Gomes & Adolfo Sachsida, 2002.
"Business Cycle Fluctuations in Brazil ,"
Revista Brasileira de Economia ,
Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 56(2), April.
[Downloadable!]
Luis Eduardo Arango T., 1998.
"Some Univariate Time Series Properties Of Output ,"
BORRADORES DE ECONOMIA
003516, BANCO DE LA REPÚBLICA.
[Downloadable!]
Daniel Esteban Osorio Rodríguez & Mauricio Avella Gómez, 2005.
"The Ciclical Behavior Of External Indebtedness: The Case Of Foreign And Domestic Banks In Colombia ,"
BORRADORES DE ECONOMIA
003571, BANCO DE LA REPÚBLICA.
[Downloadable!]
M. Ayhan Kose & Bill Blankenau & Kei-Mu Yi, 1999.
"World Real Interest Rates and Business Cycles in Open Economies: a Multiple Shock Approach ,"
Computing in Economics and Finance 1999
1232, Society for Computational Economics.
[Downloadable!]
den Haan, Wouter J. & Sumner, Steven W., 2004.
"The comovement between real activity and prices in the G7 ,"
European Economic Review ,
Elsevier, vol. 48(6), pages 1333-1347, December.
[Downloadable!] (restricted)
Jean-Stéphane MESONNIER, 2007.
"The predictive content of the real interest rate gap for macroeconomic variables in the euro area ,"
Money Macro and Finance (MMF) Research Group Conference 2006
102, Money Macro and Finance Research Group.
[Downloadable!]
Nelson H. Barbosa-Filho, 2005.
"Trends And Fluctuations In Brazilian And Argentine Trade Flows ,"
International Trade
0503001, EconWPA.
[Downloadable!]
Philip R. Lane, 2000.
"International Diversification and the Irish Economy ,"
The Economic and Social Review ,
Economic and Social Studies, vol. 31(1), pages 37-53.
[Downloadable!]
Other versions: Richard A. Ashley & Randall J. Verbrugge., 2006.
"Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback ,"
Working Papers
e06-11, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Bernd Süssmuth, 2004.
"A note on death penalty executions and business cycles in U.S. federal states: Is there any nexus? ,"
Economics Bulletin ,
Economics Bulletin, vol. 11(2), pages 1-9.
[Downloadable!]
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)
Herwartz, Helmut & Xu, Fang, 2007.
"A functional coefficient model view of the Feldstein-Horioka puzzle ,"
Economics Working Papers
2007,14, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Schlicht, Ekkehart, 2004.
"Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter ,"
IZA Discussion Papers
1054, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Chollete, Loran & Ning, Cathy, 2009.
"The Dependence Structure of Macroeconomic Variables in the US ,"
UiS Working Papers in Economics and Finance
2009/31, University of Stavanger.
[Downloadable!]
Michel Normandin & Martin Boileau, 2005.
"Closing International Real Business Cycle Models with Restricted Financial Markets ,"
Cahiers de recherche
05-03, HEC Montréal, Institut d'économie appliquée.
[Downloadable!]
Other versions:
Martin Boileau & Michel Normandin, 2005.
"Closing International Real Business Cycle Models with Restricted Financial Markets ,"
Cahiers de recherche
0506, CIRPEE.
[Downloadable!] Boileau, Martin & Normandin, Michel, 2008.
"Closing international real business cycle models with restricted financial markets ,"
Journal of International Money and Finance ,
Elsevier, vol. 27(5), pages 733-756, September.
[Downloadable!] (restricted) Leonardo Becchetti & Maria I. Marika Santoro, 2002.
"Stock Price Dynamics: An Empirical Test Of The Chartist-Fundamentalist Hypothesis ,"
Departmental Working Papers
182, Tor Vergata University, CEIS.
[Downloadable!]
Nikolaos Giannellis & Athanasios Papadopoulos, 2006.
"Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach ,"
Working Papers
0717, University of Crete, Department of Economics.
[Downloadable!]
Other versions: Javier Gómez & José Darío Uribe & Hernando Vargas, .
"The Implementation of Inflation Targeting in Colombia ,"
Borradores de Economia
202, Banco de la Republica de Colombia.
[Downloadable!]
Arthur Grimes, 2005.
"Regional and Industry Cycles in Australasia: Implications for a Common Currency ,"
Working Papers
05_04, Motu Economic and Public Policy Research.
[Downloadable!]
Other versions:
Arthur Grimes, 2005.
"Regional and Industry Cycles in Australasia: Implications for a Common Currency ,"
Macroeconomics
0509020, EconWPA.
[Downloadable!] Grimes, Arthur, 2005.
"Regional and industry cycles in Australasia: Implications for a common currency ,"
Journal of Asian Economics ,
Elsevier, vol. 16(3), pages 380-397, June.
[Downloadable!] (restricted) Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003.
"Limited participation and exchange rate dynamics : does theory meet the data ? ,"
Cahiers de la Maison des Sciences Economiques
v04013, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Other versions: Enrique Alberola & José M. Montero, 2006.
"Debt sustainability and procyclical fical policies in Latin America ,"
Banco de España Working Papers
0611, Banco de España.
[Downloadable!]
Todd D. Mattina & Victoria Gunnarsson, 2007.
"Budget Rigidity and Expenditure Efficiency in Slovenia ,"
IMF Working Papers
07/131, International Monetary Fund.
[Downloadable!]
Suzan Hol, 2006.
"The influence of the business cycle on bankruptcy probability ,"
Discussion Papers
466, Research Department of Statistics Norway.
[Downloadable!]
W.A. Razzak, 2001.
"Business Cycle Asymmetries: International Evidence ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 230-243, January.
[Downloadable!] (restricted)
Other versions: Richard A. Ashley. & Randall J. Verbrugge., 2006.
"Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve ,"
Working Papers
e06-12, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Francisco A. Gallego & Christian A. Johnson, 2003.
"Building Confidence Intervals for the Band-Pass and Hodrick-Prescott Filters: An Application Using Bootstrapping ,"
Working Papers Central Bank of Chile
202, Central Bank of Chile.
[Downloadable!]
Other versions: Thomas Harjes, 1997.
"Real business cycles in an open economy: An application to Germany ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 133(4), pages 635-656, December.
[Downloadable!] (restricted)
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!]
Other versions: Samuel Reynard, 2007.
"Maintaining low inflation: money, interest rates, and policy stance ,"
Working Paper Series
756, European Central Bank.
[Downloadable!]
Other versions:
Reynard, Samuel, 2007.
"Maintaining Low Inflation: Money, Interest Rates, and Policy Stance ,"
Working Papers
2007-5, Swiss National Bank.
[Downloadable!] Reynard, Samuel, 2007.
"Maintaining low inflation: Money, interest rates, and policy stance ,"
Journal of Monetary Economics ,
Elsevier, vol. 54(5), pages 1441-1471, July.
[Downloadable!] (restricted) Gabriella Legrenzi & Costas Milas, 2004.
"Non-linear real exchange rate effects in the UK labour market ,"
International Finance
0411007, EconWPA.
[Downloadable!]
Other versions:
Gabriella Legrenzi & Costas Milas, 2005.
"Non-linear real exchange rate effects in the UK labour market ,"
Macroeconomics
0507019, EconWPA.
[Downloadable!] Gabriella Legrenzi & Costas Milas, 2005.
"Non-linear real exchange rate effects in the UK labour market ,"
Keele Economics Research Papers
KERP 2005/08, Centre for Economic Research, Keele University.
[Downloadable!] Costas Milas & Gabriella Legrenzi, 2006.
"Non-linear Real Exchange Rate Effects in the UK Labour Market ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 10(1).
[Downloadable!] Jean-Olivier Hairault & Thepthida Sopraseuth, 2008.
"Fluctuations Internationales et Dynamique du Taux de Change ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00270284_v1, HAL.
[Downloadable!]
Juan Carlos Cuestas & Barry Harrison, 2009.
"Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities ,"
Working Papers
2009/1, Nottingham Trent University, Nottingham Business School, Economics Division.
[Downloadable!]
Jukka Nyblom & Andrew Harvey, 2001.
"Testing against smooth stochastic trends ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 16(3), pages 415-429.
[Downloadable!]
Charalambos G. Tsangarides & Yasser Abdih, 2006.
"FEER for the CFA Franc ,"
IMF Working Papers
06/236, International Monetary Fund.
[Downloadable!]
Gary Shelley & Frederick Wallace, 2005.
"The relation between U.S. money growth and inflation: evidence from a band-pass filter ,"
Economics Bulletin ,
Economics Bulletin, vol. 5(8), pages 1-13.
[Downloadable!]
Schrimpf, Andreas & Schröder, Michael & Stehle, Richard, 2006.
"Evaluating conditional asset pricing models for the German stock market ,"
ZEW Discussion Papers
06-43, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
[Downloadable!]
Virgiliu Midrigan, 2005.
"Menu Costs, Multi-Product Firms and Aggregate Fluctuations ,"
Macroeconomics
0511004, EconWPA.
[Downloadable!]
Other versions: Arnab Bhattacharjee & Chris Higson & Sean Holly & Paul Kattuman, 2007.
" Macroeconomic Conditions and Business Exit: Determinants of Failures and Acquisitions of UK Firms ,"
CDMA Working Paper Series
0713, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Ngwa Edielle, T. H. Jackson, 2006.
"Soutenabilité des finances publiques au Cameroun : Approche de Bohn (1998) [Testing Fiscal sustainability in Cameroon : Approach of Bohn (1998)] ,"
MPRA Paper
9364, University Library of Munich, Germany.
[Downloadable!]
Bob Hart & Jim Malley, 1999.
"On the Cyclicality and Stability of Real Earnings ,"
Working Papers
1999_13, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: Peter Backé & Jarko Fidrmuc & Thomas Reininger & Franz Schardax, 2002.
"Price Dynamics in Central and Eastern European EU Accession Countries ,"
Working Papers
61, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
Other versions: Christian Ariel Volpe Martincus & Andrea Molinari, 2005.
"Regional Business Cycles and National Economic Borders - What are the Effects of Trade in Developing Countries? ,"
ERSA conference papers
ersa05p93, European Regional Science Association.
[Downloadable!]
Christopher Martin & Costas Milas, 2004.
"Uncertainty and UK Monetary Policy ,"
Money Macro and Finance (MMF) Research Group Conference 2004
65, Money Macro and Finance Research Group.
[Downloadable!]
Other versions:
Christopher Martin & Costas Milas, 2004.
"Uncertainty and UK Monetary Policy ,"
City University Economics Discussion Papers
04/05, Department of Economics, City University, London.
[Downloadable!] Christopher Martin & Costas Milas, 2004.
"Uncertainty and UK Monetary Policy ,"
Economics and Finance Discussion Papers
04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] Christopher Martin & Costas Milas, 2005.
"Uncertainty and UK Monetary Policy ,"
Keele Economics Research Papers
KERP 2005/11, Centre for Economic Research, Keele University.
[Downloadable!] Christopher Martin & Costas Milas, 2004.
"Uncertainty and UK Monetary Policy ,"
Public Policy Discussion Papers
04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] 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!]
Minoas Koukouritakis & Nikolaos Giannellis, .
"Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate ,"
Working Papers
0901, University of Crete, Department of Economics.
[Downloadable!]
Angelica E. Njuguna & Stephen N. Karingi & Mwangi S. Kimenyi, 2005.
"Measuring Potential Output and Output Gap and Macroeconomic Policy: The Case of Kenya ,"
Working papers
2005-45, University of Connecticut, Department of Economics.
[Downloadable!]
Luis Eduardo Arango, .
"Some Univariate Time Series Properties of Output ,"
Borradores de Economia
100, Banco de la Republica de Colombia.
[Downloadable!]
Luc Dresse & Christophe Van Nieuwenhuyze, 2008.
"Do survey indicators let us see the business cycle ? A frequency decomposition ,"
Research series
200803-31, National Bank of Belgium.
[Downloadable!]
Melvin J. Hinich & John Foster & Philip Wild, 2008.
"An Investigation of the Cycle Extraction Properties of Several Bandpass Filters Used to Identify Business Cycles ,"
Discussion Papers Series
358, School of Economics, University of Queensland, Australia.
[Downloadable!]
K. Ali Akkemik, 2007.
"TFP growth and resource allocation in Singapore, 1965-2002 ,"
Journal of International Development ,
John Wiley & Sons, Ltd., vol. 19(8), pages 1059-1073.
[Downloadable!]
Ranaweera, Thilak, 2003.
"Market disequilibria and inflation in Uzbekistan, 1994-2000 ,"
Policy Research Working Paper Series
3144, The World Bank.
[Downloadable!]
Peter C.B. Phillips, 2004.
"Challenges of Trending Time Series Econometrics ,"
Cowles Foundation Discussion Papers
1472, Cowles Foundation, Yale University.
[Downloadable!]
Carlos Hamilton Vasconcelos Araujo & Marta Baltar Moreira Areosa & Osmani Teixera de Carvalho Guillén, 2004.
"Estimating Potential Output And The Output Gap For Brazil ,"
Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting]
041, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
M. Araceli Rodríguez López, .
"Variables fundamentales o ataques "Self-fulfilling"? Una explicación a las crisis de credibilidad de la peseta española ,"
Studies on the Spanish Economy
90, FEDEA.
[Downloadable!]
Asgharian, Hossein & Karlsson, Sonnie, 2006.
"Evaluating a nonlinear asset pricing model on international data ,"
Working Papers
2006:5, Lund University, Department of Economics.
Tatsuma Wada & Pierre Perron, 2005.
"Trend and Cycles: A New Approach and Explanations of Some Old Puzzles ,"
Computing in Economics and Finance 2005
252, Society for Computational Economics.
[Downloadable!]
Igor Alexandre Clemente de Morais & Marcelo Savino Portugal, 2003.
"Business Cycle in the Industrial Production of Brazilian States ,"
Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting]
e75, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
Other versions: Prof. Neil D. Karunaratne, 2000.
"Inflation Targeting Macroeconomic Distortions and the Policy Reaction Function ,"
Discussion Papers Series
269, School of Economics, University of Queensland, Australia.
[Downloadable!]
Jörg Döpke, 2004.
"How Robust is the Empirical Link between Business-Cycle Volatility and Long-Run Growth in OECD Countries? ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 18(1), pages 1-23, January.
[Downloadable!] (restricted)
Barankay, Iwan & Lockwood, Ben, 2006.
"Decentralization and the Productive Efficiency of Government: Evidence from Swiss Cantons ,"
CEPR Discussion Papers
5639, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Iwan Barankay & Ben Lockwood, 2005.
"Decentralization and the Productive Efficiency of Government: Evidence from Swiss Cantons ,"
Economics Discussion Papers
597, University of Essex, Department of Economics.
[Downloadable!] Iwan Barankay & Ben Lockwood, 2006.
"Decentralization and the Productive Efficiency of Government: Evidence from Swiss Cantons ,"
IZA Discussion Papers
2477, Institute for the Study of Labor (IZA).
[Downloadable!] Barankay, Iwan & Lockwood, Ben, 2007.
"Decentralization and the productive efficiency of government: Evidence from Swiss cantons ,"
Journal of Public Economics ,
Elsevier, vol. 91(5-6), pages 1197-1218, June.
[Downloadable!] (restricted) Terence C. Mills, 2001.
"Business cycle asymmetry and duration dependence: an international perspective ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 28(6), pages 713-724, August.
[Downloadable!] (restricted)
Nelson H Barbosa-Filho, 2005.
"Estimating potential output: a survey of the alternative methods and their applications to Brazil ,"
Macroeconomics
0503003, EconWPA.
[Downloadable!]
Other versions: Raquel Fonseca & Lise Patureau & Thepthida Sopraseuth, 2008.
"Divergence in Labor Market Institutions and International Business Cycles ,"
THEMA Working Papers
2008-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
Other versions: Michael Artis & Toshihiro Okubo, 2008.
"The Intranational Business Cycle: Evidence from Japan ,"
Discussion Paper Series
221, Research Institute for Economics & Business Administration, Kobe University.
[Downloadable!]
Other versions:
Michael Artis & Toshihiro Okubo, 2008.
"The Intranational Business Cycle: Evidence from Japan ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
101, Economics, The Univeristy of Manchester.
[Downloadable!] Michael Artis & Toshihiro Okubo, 2008.
"The Intranational Business Cycle: Evidence from Japan ,"
Hi-Stat Discussion Paper Series
d07-234, Institute of Economic Research, Hitotsubashi University.
[Downloadable!] Artis, Michael J & Okubo, Toshihiro, 2008.
"The Intranational Business Cycle: Evidence from Japan ,"
CEPR Discussion Papers
6686, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Christopher Martin & Costas Milas, 2007.
"Testing the Opportunistic Approach to Monetary Policy ,"
Keele Economics Research Papers
KERP 2007/02, Centre for Economic Research, Keele University.
[Downloadable!]
Other versions: Benjamin Eden, 2001.
"Inventories and the Business Cycle: Testing a Sequential Trading Model ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 562-574, July.
[Downloadable!] (restricted)
K. Ali Akkemik, 2005.
"Labor Productivity and Inter-Sectoral Reallocation of Labor in Singapore (1965-2002) ,"
GE, Growth, Math methods
0510005, EconWPA.
[Downloadable!]
Roberto Iannaccone & Edoardo Otranto, 2003.
"Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter ,"
Econometrics
0311002, EconWPA.
[Downloadable!]
Olivier Basdevant & Nils Björksten & Özer Karagedikli, 2004.
"Estimating a time varying neutral real interest rate for New Zealand ,"
Reserve Bank of New Zealand Discussion Paper Series
DP 2004/01, Reserve Bank of New Zealand.
[Downloadable!]
Claudia M. Buch & Joerg Doepke & Christian Pierdzioch, 2002.
"Consumer Preferences and the Reliability of Euler Equation Tests of Capital Mobility Some Simulation-Based Evidence ,"
Kiel Working Papers
1131, Kiel Institute for the World Economy.
[Downloadable!]
Matthias S. Hertweck, 2006.
"Strategic Wage Bargaining, Labor Market Volatility, and Persistence ,"
Economics Working Papers
ECO2006/42, European University Institute.
[Downloadable!]
Daniel Esteban Osorio Rodíguez & Mauricio Avella Gómez, .
"The Cyclical Behavior of External Indebtedness: The Case of Foreign and Domestic Banks in Colombia ,"
Borradores de Economia
345, Banco de la Republica de Colombia.
[Downloadable!]
Andrew Harvey, 2002.
"Trends, Cycles and Convergence ,"
Working Papers Central Bank of Chile
155, Central Bank of Chile.
[Downloadable!]
Ai Deng & Pierre Perron, 2005.
"A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend ,"
Boston University - Department of Economics - Working Papers Series
WP2005-030, Boston University - Department of Economics.
[Downloadable!]
Other versions: Bob Hart & Jim Malley & Ulrich Woitek, 2001.
"Real Wages and the Cycle: The View from the Frequency Domain ,"
Working Papers
2001_2, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: Klaus Weyerstraß, .
"Methoden der Schätzung des gesamtwirtschaftlichen Produktionspotentials und der Produktionslücke ,"
IWH Discussion Papers
142, Halle Institute for Economic Research.
[Downloadable!]
Pierre Perron & Tatsuma Wada, 2005.
"Let’s Take a Break: Trends and Cycles in US Real GDP ,"
Boston University - Department of Economics - Working Papers Series
wp2009-006, Boston University - Department of Economics, revised Feb 2009.
[Downloadable!]
Other versions: Vamerson Schwingel Ribeiro & Joilson Dias, 2004.
"Índice De Atividade Econômica: Os Modelos De Filtro De Kalman E Box-Jenkins Comparados ,"
Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting]
103, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
Gonzalo Llosa & Shirley Miller, 2005.
"Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach ,"
Working Papers
2005-004, Banco Central de Reserva del Perú.
[Downloadable!]
Chris Bajada, 2001.
"The Effects of Inflation and the Business Cycle on Revisions of Macroeconomic Data ,"
Working Paper Series
110, School of Finance and Economics, University of Technology, Sydney.
[Downloadable!]
Other versions: Ignacio Lozano & Jorge Toro, 2007.
"Fiscal Policy Throughout the Cycle: The Colombian Experience ,"
BORRADORES DE ECONOMIA
002730, BANCO DE LA REPÚBLICA.
[Downloadable!]
M Artis, 2002.
"Dating the Business Cycle in Britain ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
17, Economics, The Univeristy of Manchester.
[Downloadable!]
Alexander Ludwig, 2005.
"Moment estimation in Auerbach-Kotlikoff models: How well do they match the data? ,"
MEA discussion paper series
05093, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
Other versions: Kajal Lahiri & Wenxiong Yao, 2004.
"The predictive power of an experimental transportation output index ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 11(3), pages 149-152, February.
[Downloadable!] (restricted)
Niklas Wagner & Terry Marsh, 2000.
"Return-Volume Dependence and Extremes in International Equity Markets ,"
Research Program in Finance, Working Paper Series
1002, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions: Claudia M. Buch & Jörg Döpke & Christian Pierdzioch, 2002.
"Financial Openness and Business Cycle Volatility ,"
Kiel Working Papers
1121, Kiel Institute for the World Economy.
[Downloadable!]
Other versions: Francisco A. Gallego & Christian A. Johnson, 2005.
"Building confidence intervals for band-pass and Hodrick--Prescott filters: an application using bootstrapping ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(7), pages 741-749, April.
[Downloadable!] (restricted)
Jose Sanchez-Fung, 2004.
"Inflation targeting and monetary analysis in Chile and Mexico ,"
Money Macro and Finance (MMF) Research Group Conference 2003
82, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: Osvaldo Meloni, 2005.
"Crecimiento potencial y productividad en la Argentina: 1980-1997 ,"
Development and Comp Systems
0503001, EconWPA.
[Downloadable!]
Thepthida Sopraseuth, 2002.
"Fluctuations et Régimes de Change ,"
Annales d'Economie et de Statistique ,
ADRES, issue 66, pages 06, Avril-Jui.
[Downloadable!]
Maria-Helena A. Dias & Joilson Dias & Charles L. Evans, 2004.
"Estimation Of The Cyclical Component Of Economic Time Series ,"
Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting]
104, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
Valle e Azevedo, João, 2007.
"Interpretation of the Effects of Filtering Integrated Time Series ,"
MPRA Paper
6574, University Library of Munich, Germany.
[Downloadable!]
Alessandra Iacobucci & Alain Noullez, 2004.
"A Frequency Selective Filter for Short-Length Time Series ,"
Documents de Travail de l'OFCE
2004-05, Observatoire Francais des Conjonctures Economiques (OFCE).
[Downloadable!]
Other versions: Jukka Jalava & Pirkko Aulin-Ahmavaara & Aku Alanen, 2007.
"Intangible Capital in the Finnish Business Sector 1975-2005 ,"
Discussion Papers
1103, The Research Institute of the Finnish Economy.
[Downloadable!]
Siem Jan Koopman & Kai Ming Lee, 2005.
"Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series ,"
Tinbergen Institute Discussion Papers
05-081/4, Tinbergen Institute.
[Downloadable!]
Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004.
"Searching for the natural rate of interest: a euro area perspective ,"
Economic Change and Restructuring ,
Springer, vol. 31(2), pages 185-204, June.
[Downloadable!] (restricted)
Arthur Grimes, 2005.
"Intra & Inter-Regional Shocks: A New Metric with an Application to Australasian Currency Union ,"
Working Papers
05_03, Motu Economic and Public Policy Research.
[Downloadable!]
Thierry Warin, 2006.
"From Full Employment to the Natural Rate of Unemployment: A Survey ,"
Middlebury College Working Paper Series
0601, Middlebury College, Department of Economics.
[Downloadable!]
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!]
Richard A. Ashley. & Randall J. Verbrugge, 2006.
"Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series ,"
Working Papers
e06-7, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Other versions: Henk Kranendonk & Jan Bonenkamp & Johan Verbruggen, 2004.
" A leading indicator for the dutch economy: methodological and empirical revision of the cpb system ,"
CPB Discussion Papers
32, CPB Netherlands Bureau for Economic Policy Analysis.
[Downloadable!]
Leon, Costas, 2006.
"The Taylor rule: can it be supported by the data? ,"
MPRA Paper
1650, University Library of Munich, Germany.
[Downloadable!]
Claudia M. Buch & Joerg Doepke & Christian Pierdzioch, 2002.
"Business Cycle Volatility in Germany ,"
Kiel Working Papers
1129, Kiel Institute for the World Economy.
[Downloadable!]
Other versions: Burkhard Heer & Bernd Süssmuth, 2006.
"The Savings-Inflation Puzzle ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Salvador Barrios & Juan José de Lucio, .
"Economic Integration and Regional Business Cycles: Evidence from the Iberian regions ,"
Working Papers
2001-17, FEDEA.
[Downloadable!]
Other versions:
BARRIOS, Salvador & de LUCIO, Juan JosŽ, 2002.
"Economic integration and regional business cycles: Evidence from the Iberian regions ,"
CORE Discussion Papers
2002073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!] Salvador Barrios & Juan Jose Lucio, 2003.
"Economic Integration and Regional Business Cycles: Evidence from the Iberian Regions ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 65(4), pages 497-515, 09.
[Downloadable!] (restricted) Martin Boileau & Michel Normandin, 2004.
"The Current Account and the Interest Differential in Canada ,"
Cahiers de recherche
0424, CIRPEE.
[Downloadable!]
Other versions: Pilar GarcÃa-MartÃnez & Miguel Malo, 2007.
"The strategic use of dismissal legislation: an empirical analysis using Spanish data ,"
European Journal of Law and Economics ,
Springer, vol. 23(2), pages 151-167, April.
[Downloadable!] (restricted)
Chan, Tze-Haw & Lau, Evan, 2004.
"Business cycles and the synchronization process: a bounds testing approach ,"
MPRA Paper
2030, University Library of Munich, Germany, revised 2005.
[Downloadable!]
Pengfei Wang & Yi Wen, 2007.
"Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies ,"
Working Papers
2006-032, Federal Reserve Bank of St. Louis.
[Downloadable!]
Arjun Chatrath & Youguo Liang, 1998.
"REITs and Inflation: A Long-Run Perspective ,"
Journal of Real Estate Research ,
American Real Estate Society, vol. 16(3), pages 311-326.
[Downloadable!]
Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004.
"Searching for the natural rate of interest: a euro area perspective ,"
Empirica ,
Springer, vol. 31(2), pages 185-204, June.
[Downloadable!] (restricted)
Other versions: T. Berger, 2008.
"Estimating Europe’s Natural Rates from a forward-looking Phillips curve ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
08/498, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!]
Elke Hanschel & Pierre Monnin, 2005.
"Measuring and forecasting stress in the banking sector: evidence from Switzerland ,"
BIS Papers chapters ,
in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 431-49
Bank for International Settlements.
[Downloadable!]
Gonzalo Llosa/Shirley Miller, 2004.
"Using additional information in estimating output gap in Peru: a multivariate unobserved component approach ,"
Econometric Society 2004 Latin American Meetings
243, Econometric Society.
[Downloadable!]
Paul Conway & David Frame, 2000.
"A spectral analysis of New Zealand output gaps using Fourier and wavelet techniques ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2000/06, Reserve Bank of New Zealand.
[Downloadable!]
Long Chen & Ralitsa Petkova & Lu Zhang, 2006.
"The Expected Value Premium ,"
NBER Working Papers
12183, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Nils Björksten & Arthur Grimes & Özer Karagedikli & Christopher Plantier, 2004.
"What can the Taylor rule tell us about a currency union between New Zealand and Australia? ,"
Reserve Bank of New Zealand Discussion Paper Series
DP 2004/05, Reserve Bank of New Zealand.
[Downloadable!]
Jean-Philippe Cayen & Simon van Norden, 2002.
"La fiabilité des estimations de l'écart de production au Canada ,"
Working Papers
02-10, Bank of Canada.
[Downloadable!]
Julia Darby & Robert A Hart & Michaela Vecchi, 1998.
"Labour Force Participation and the Business Cycle: A Comparative Analysis of Europe, Japan and the United States ,"
Working Papers
9802, Department of Economics, University of Glasgow.
[Downloadable!]
Lalonde, René & Page, Jennifer & St-Amant, Pierre, 1998.
"Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne ,"
Working Papers
98-21, Bank of Canada.
[Downloadable!]
Abbas Valadkhani & Mohammad Alauddin, 2003.
"Demand for M2 in Developing Countries: An Empirical Panel Investigation ,"
School of Economics and Finance Discussion Papers and Working Papers Series
158, School of Economics and Finance, Queensland University of Technology.
[Downloadable!]
Other versions: Pedregal, Diego J. & Young, Peter C., 2001.
"Some Comments on the Use and Abuse of the Hodrick-Prescott Filter ,"
Review on Economic Cycles ,
International Association of Economic Cycles, vol. 2(1), July.
[Downloadable!]
Vladimir A. Bragin & VLADIMIR V. OSAKOVSKY, 2005.
"Estimation of the Natural Unemployment Rate in the Russian Federation, 1994--2004 ,"
Post-Communist Economies ,
Taylor and Francis Journals, vol. 17(1), pages 33-46, March.
[Downloadable!] (restricted)
Jörg Döpke & Christian Pierdzioch, 2001.
"Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany ,"
Kiel Working Papers
1059, Kiel Institute for the World Economy.
[Downloadable!]
Christian Volpe Martincus & Andrea Molinari, 2007.
"Regional Business Cycles and National Economic Borders: What Are the Effects of Trade in Developing Countries? ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 143(1), pages 140-178, April.
[Downloadable!] (restricted)
Michael T. Gapen & Ralph Chami & Thomas F. Cosimano, 2006.
"Beware of Emigrants Bearing Gifts: Optimal Fiscal and Monetary Policy in the Presence of Remittances ,"
IMF Working Papers
06/61, International Monetary Fund.
[Downloadable!]
David Aadland, 2002.
"Detrending Time-Aggregated Data ,"
Microeconomics
0211015, EconWPA.
[Downloadable!]
Other versions:
David Aadland, 2002.
"Detrending Time-Aggregated Data ,"
Working Papers
2002-05, Utah State University, Department of Economics.
[Downloadable!] David Aadland, 2002.
"Detrending Time-Aggregated Data ,"
Macroeconomics
0301007, EconWPA.
[Downloadable!] Aadland, David, 2005.
"Detrending time-aggregated data ,"
Economics Letters ,
Elsevier, vol. 89(3), pages 287-293, December.
[Downloadable!] (restricted) Chan, Tze-Haw & Khong, Wye Leong Roy, 2007.
"Business Cycle Correlation and Output Linkages among the Asia Pacific Economies ,"
MPRA Paper
11305, University Library of Munich, Germany, revised 24 Oct 2008.
[Downloadable!]
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!]
Collard, Fabrice & Kollintzas, Tryphon, 2000.
"Maintenance, Utilization, and Depreciation along the Business Cycle ,"
CEPR Discussion Papers
2477, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Jim Malley & Robert A Hart & Ulrich Woitek, 2003.
"Manufacturing Earnings and Cycles: New Evidence ,"
Working Papers
2002_16, Department of Economics, University of Glasgow.
[Downloadable!]
Andrea Bassanini & Stefano Scarpetta & Ignazio Visco, 2000.
"Knowledge technology and economic growth: recent evidence from OECD countries ,"
Research series
200005-2, National Bank of Belgium.
[Downloadable!]
Other versions: 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: Chauvet, Lisa & Guillaumont, Patrick, 2008.
"Aid, Volatility and Growth Again: When Aid Volatility Matters and When It Does Not ,"
Working Papers
RP2008/78, World Institute for Development Economic Research (UNU-WIDER).
[Downloadable!]
Steven Cook, 2000.
"Durability and Asymmetry in UK Consumers' Expenditure ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 14(1), pages 113-121, January.
[Downloadable!] (restricted)
Leon, Costas & Eeckels, Bruno, 2009.
"A Dynamic Correlation Approach of the Swiss Tourism Income ,"
MPRA Paper
15215, University Library of Munich, Germany.
[Downloadable!]
Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006.
"Real Time Representations of the Output Gap ,"
Birkbeck Working Papers in Economics and Finance
0619, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions: Christopher Martin & Costas Milas, 2005.
"Uncertainty and Monetary Policy Rules in the United States ,"
Economics and Finance Discussion Papers
05-22, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions:
Christopher Martin & Costas Milas, 2005.
"Uncertainty and Monetary Policy Rules in the United States ,"
Keele Economics Research Papers
KERP 2005/10, Centre for Economic Research, Keele University.
[Downloadable!] Christopher Martin & Costas Milas, 2009.
"Uncertainty And Monetary Policy Rules In The United States ,"
Economic Inquiry ,
Western Economic Association International, vol. 47(2), pages 206-215, 04.
[Downloadable!] (restricted) Christopher Martin & Costas Milas, 2006.
"The Impact of Uncertainty on Monetary Policy Rules in the UK ,"
Keele Economics Research Papers
KERP 2006/09, Centre for Economic Research, Keele University.
[Downloadable!]
Döpke, Jörg, 2004.
"Real-time data and business cycle analysis in Germany ,"
Discussion Paper Series 1: Economic Studies
2004,11, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Tucker S. McElroy & Thomas M. Trimbur, 2007.
"Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering ,"
Finance and Economics Discussion Series
2007-68, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Rob Luginbuhl & Siem Jan Koopman, 2003.
"Convergence in European GDP Series ,"
Tinbergen Institute Discussion Papers
03-031/4, Tinbergen Institute.
[Downloadable!]
David Cobham & Peter Macmillan & David G. Mcmillan, 2004.
"The inflation/output variability trade-off: further evidence ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 11(6), pages 347-350, May.
[Downloadable!] (restricted)
Odile Chagny & Jörg Döpke, 2001.
"Measures of the Output Gap in the Euro-Zone: An Empirical Assessment of Selected Methods ,"
Kiel Working Papers
1053, Kiel Institute for the World Economy.
[Downloadable!]
R. Velazquez & A.E. Noriega & L.M. Soria, 2004.
"International Evidence on Monetary Neutrality Under Broken Trend Stationary Models ,"
Econometric Society 2004 Latin American Meetings
57, Econometric Society.
[Downloadable!]
Other versions: Luis Eduardo Arango & Mauricio castillo, .
"¿ Son Estilizadas las Regularidades del Ciclo Económico? Una Breve Revisión de la literatura ,"
Borradores de Economia
115, Banco de la Republica de Colombia.
[Downloadable!]
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!]
Ciccarelli, Carlo & Fenoaltea, Stefano & Proietti, Tommaso, 2008.
"The comovements of construction in Italy's regions, 1861-1913 ,"
MPRA Paper
8870, University Library of Munich, Germany.
[Downloadable!]
Rodríguez, Gabriel, 2009.
"Estimating Output Gap, Core Inflation, and the NAIRU for Peru ,"
Working Papers
2009-011, Banco Central de Reserva del Perú.
[Downloadable!]
Humala, Alberto & Rodríguez, Gabriel, 2009.
"Estimation of a Time Varying Natural Interest Rate for Peru ,"
Working Papers
2009-009, Banco Central de Reserva del Perú.
[Downloadable!]
repec:dgr:uvatin:20020092 is not listed on IDEAS
Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1997.
"Seasonal Adjustment and Volatility Dynamics ,"
CIRANO Working Papers
97s-39, CIRANO.
[Downloadable!]
Fabrice Gilles & Yannick L’Horty, 2005.
"Is there still a productivity paradox? two methods for a transatlantic comparison ,"
Economics of Innovation and New Technology ,
Taylor and Francis Journals, vol. 14(7), pages 533-551, October.
[Downloadable!] (restricted)
Yash P. Mehra, 2004.
"The output gap, expected future inflation and inflation dynamics: another look ,"
Working Paper
04-06, Federal Reserve Bank of Richmond.
[Downloadable!]
Kitov, Ivan, 2006.
"Real GDP per capita in developed countries ,"
MPRA Paper
2738, University Library of Munich, Germany.
[Downloadable!]
Other versions: Rodriguez Gabriel, 2007.
"Application of Three Alternative Approaches to Identify Business Cycles in Peru ,"
Working Papers
2007-007, Banco Central de Reserva del Perú.
[Downloadable!]
Rodríguez, Gabriel, 2009.
"Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru ,"
Working Papers
2009-010, Banco Central de Reserva del Perú.
[Downloadable!]
Jesus Crespo-Cuaremsa & Ernest Gnan & Doris Ritzberger-Gruenwald, 2003.
"Searching for the natural rate of interest: a euro area perspective ,"
BIS Papers chapters ,
in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 60-80
Bank for International Settlements.
[Downloadable!]
Tommaso Proietti, 2004.
"Forecasting and Signal Extraction with Misspecified Models ,"
Econometrics
0401002, EconWPA.
[Downloadable!]
Other versions: Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua, 2003.
"Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area ,"
Tinbergen Institute Discussion Papers
03-069/4, Tinbergen Institute.
[Downloadable!]
Michael Collins, Mae Baker, 2001.
"English commercial bank liquidity, 18601913 ,"
Accounting, Business and Financial History ,
Taylor and Francis Journals, vol. 11(2), pages 171-191, July.
[Downloadable!] (restricted)
James Morley & Jeremy M. Piger, 2005.
"A steady-state approach to trend/cycle decomposition of regime-switching processes ,"
Working Papers
2004-006, Federal Reserve Bank of St. Louis.
[Downloadable!]
Murillo Campello & Long Chen & Lu Zhang, 2005.
"Expected Returns, Yield Spreads, and Asset Pricing Tests ,"
NBER Working Papers
11323, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Lu Zhang & Murillo Campello & Long Chen, 2005.
"Expected returns, yield spreads, and asset pricing tests ,"
Proceedings ,
Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Murillo Campello & Long Chen & Lu Zhang, 2008.
"Expected returns, yield spreads, and asset pricing tests ,"
Review of Financial Studies ,
Oxford University Press for Society for Financial Studies, vol. 21(3), pages 1297-1338, May.
[Downloadable!] (restricted) Francesco Busato, 2004.
"Relative Demand Shocks ,"
Economics Working Papers
2004-11, School of Economics and Management, University of Aarhus.
[Downloadable!]
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