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Citations for "Permanent and Transitory Components in Macroeconomic Fluctuations"

by John Y. Campbell & N. Gregory Mankiw

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  1. Jorge Herrera Hernández & Ramón A. Castillo Ponce, 2003. "Trends and cycles: How important are long- and short-run restictions? The case of Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 18(1), pages 133-155.
  2. Andrew Hughes Hallett & Christian Richter, 2009. "Has there been any structural convergence in the transmission of European monetary policies?," International Economics and Economic Policy, Springer, vol. 6(2), pages 85-101, July.
  3. Altissimo, Filippo & Violante, Giovanni L, 2000. "The Nonlinear Dynamics of Output and Unemployment in the US," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2475, C.E.P.R. Discussion Papers.
  4. Zivot, Eric & Andrews, Donald W K, 2002. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 20(1), pages 25-44, January.
  5. Sebastian Brauer & Frank Westermann, 2010. "A Note on the Time Series Measure of Conservatism," Working Papers, Institute of Empirical Economic Research 81, Institute of Empirical Economic Research.
  6. Nagakura, Daisuke, 2008. "A note on the two assumptions of standard unobserved components models," Economics Letters, Elsevier, Elsevier, vol. 100(1), pages 123-125, July.
  7. Alesina, Alberto & Roubini, Nouriel, 1992. "Political Cycles in OECD Economies," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 59(4), pages 663-88, October.
  8. Jacques Miniane, 2004. "Productivity Shocks, Learning, and Open Economy Dynamics," IMF Working Papers 04/88, International Monetary Fund.
  9. Stefano G. Athanasoulis & Robert J. Shiller, 1999. "World Income Components: Measuring and Exploiting Risk-Sharing Opportunities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1239, Cowles Foundation for Research in Economics, Yale University.
  10. Peter C.B. Phillips & Sam Ouliaris & Joon Y. Park, 1988. "Testing for a Unit Root in the Presence of a Maintained Trend," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 880, Cowles Foundation for Research in Economics, Yale University.
  11. 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.
  12. Heather M. Anderson & Chin Nam Low & Ralph Snyder, 2004. "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 21/04, Monash University, Department of Econometrics and Business Statistics.
  13. Bergman, Michael, 1996. "International evidence on the sources of macroeconomic fluctuations," European Economic Review, Elsevier, Elsevier, vol. 40(6), pages 1237-1258, June.
  14. Engle, R. F. (Robert F.) & Issler, João Victor, 1994. "Estimating sectoral cycles using cointegration and common features," Economics Working Papers (Ensaios Economicos da EPGE) 232, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  15. Issler, Joao Victor & Vahid, Farshid, 2001. "Common cycles and the importance of transitory shocks to macroeconomic aggregates," Journal of Monetary Economics, Elsevier, Elsevier, vol. 47(3), pages 449-475, June.
  16. Fatás, Antonio, 1996. "Endogenous Growth and Stochastic Trends," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1340, C.E.P.R. Discussion Papers.
  17. Francesco Busato & Bruno Chiarini & Elisabetta Marzano, 2006. "Consumption and Income Smoothing," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy 13_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  18. F. Goerlich, 1991. "Persistencia en las fluctuaciones económicas: evidencia para el caso español," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 15(1), pages 193-202, January.
  19. Durlauf, Steven N., 1991. "Spectral based testing of the martingale hypothesis," Journal of Econometrics, Elsevier, Elsevier, vol. 50(3), pages 355-376, December.
  20. Peijie Wang, 2008. "A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output," Working Papers 2008-FIN-02, IESEG School of Management.
  21. Olivier Jean Blanchard & Danny Quah, 1988. "The Dynamic Effects of Aggregate Demand and Supply Disturbance," Working papers 497, Massachusetts Institute of Technology (MIT), Department of Economics.
  22. PERRON, Pierre & RODRIGUEZ, Gabriel, 1998. "GLS Detrending, Efficient Unit Root Tests and Structural Change," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 9809, Universite de Montreal, Departement de sciences economiques.
  23. David O. Cushman, 2012. "Mankiw vs. DeLong and Krugman on the CEA's Real GDP Forecasts in Early 2009: What Might a Time Series Econometrician Have Said?," Econ Journal Watch, Econ Journal Watch, vol. 9(3), pages 309-349, September.
  24. Andrew Hallett & Christian Richter, 2006. "Measuring the Degree of Convergence among European Business Cycles," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 27(2), pages 229-259, May.
  25. Spencer Krane, 2006. "How professional forecasters view shocks to GDP," Working Paper Series, Federal Reserve Bank of Chicago WP-06-19, Federal Reserve Bank of Chicago.
  26. Engle, Robert F. & Issler, Joao Victor, 1995. "Estimating common sectoral cycles," Journal of Monetary Economics, Elsevier, Elsevier, vol. 35(1), pages 83-113, February.
  27. Luis Eduardo Arango T., 1998. "Some Univariate Time Series Properties Of Output," BORRADORES DE ECONOMIA 003516, BANCO DE LA REPÚBLICA.
  28. Carl E. Walsh, 1987. "Three questions concerning nominal and real interest rates," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Fall, pages 5-19.
  29. Natasha Miaouli, 2001. "Employment and Capital Accumulation in Unionised Labour Markets: Evidence from five south-European countries," International Review of Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(1), pages 5-29.
  30. Victor Zarnowitz & Phillip Braun, 1989. "Major Macroeconomic Variables and Leading Indexes: Some Estimates of Their Interrelations, 1886-1982," NBER Working Papers 2812, National Bureau of Economic Research, Inc.
  31. Raimundo Soto, . "El Tipo de Cambio Real de Equilibrio: Un modelo no lineal de Series de Tiempo," ILADES-Georgetown University Working Papers, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines inv094, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  32. Pedersen, Torben Mark & Elmer, Anne Marie, 2003. "International evidence on the connection between business cycles and economic growth," Journal of Macroeconomics, Elsevier, Elsevier, vol. 25(2), pages 255-275, June.
  33. Lee, Yoonsuk & Brorsen, B. Wade, 2012. "Impacts of Permanent and Transitory Shocks on Optimal Length of Moving Average to Predict Wheat Basis," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association 125001, Agricultural and Applied Economics Association.
  34. Chin Nam Low & Heather Anderson & Ralph D. Snyder, 2006. "Beveridge-Nelson Decomposition with Markov Switching," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 17/06, Monash University, Department of Econometrics and Business Statistics.
  35. Jane K. Dokko, 2008. "The effect of taxation on lifecycle labor supply: results from a quasi-experiment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2008-24, Board of Governors of the Federal Reserve System (U.S.).
  36. Choudhry, Taufiq & Luintel, Kul B., 2001. "The long-run behaviour of the real exchange rate: evidence from colonial Pennsylvania," Economics Letters, Elsevier, Elsevier, vol. 74(1), pages 25-30, December.
  37. Bilgili, Faik & Tülüce, Nadide Sevil Halıcı & Doğan, İbrahim, 2012. "The determinants of FDI in Turkey: A Markov Regime-Switching approach," Economic Modelling, Elsevier, Elsevier, vol. 29(4), pages 1161-1169.
  38. John Ashworth & Bruno Heyndels, 2001. "Political Fragmentation and the Evolution of National Tax Structures in the OECD," International Tax and Public Finance, Springer, Springer, vol. 8(4), pages 377-393, August.
  39. Victor Zarnowitz, 1987. "The Regularity of Business Cycles," NBER Working Papers 2381, National Bureau of Economic Research, Inc.
  40. Elbadawi, Ibrahim A & Soto, Raimundo, 1997. "Real Exchange Rates and Macroeconomic Adjustment in Sub-Saharan Africa and Other Developing Countries," Journal of African Economies, Centre for the Study of African Economies (CSAE), Centre for the Study of African Economies (CSAE), vol. 6(3), pages 74-120, Supplemen.
  41. Samih Antoine Azar, 2013. "Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies," International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 723-733.
  42. Boz, Emine & Daude, Christian & Bora Durdu, C., 2011. "Emerging market business cycles: Learning about the trend," Journal of Monetary Economics, Elsevier, Elsevier, vol. 58(6), pages 616-631.
  43. Swee-Lean Chan, 2002. "Responses of selected economic indicators to construction output shocks: the case of Singapore," Construction Management and Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(6), pages 523-533.
  44. 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., John Wiley & Sons, Ltd., vol. 11(3), pages 177-194.
  45. Osler, C. L., 1998. "Short-term speculators and the puzzling behaviour of exchange rates," Journal of International Economics, Elsevier, Elsevier, vol. 45(1), pages 37-57, June.
  46. Elbadawi, Ibrahim A. & Soto, Raimundo, 1994. "Capital flows and long-term equilibrium real exchange rates in Chile," Policy Research Working Paper Series 1306, The World Bank.
  47. Thomas M Fullerton Jr, 2005. "Borderplex Bridge and Air Econometric Forecast Accuracy," Urban/Regional, EconWPA 0501005, EconWPA.
  48. Richard S. J. Tol & Francisco Estrada & Carlos Gay-García, 2012. "The persistence of shocks in GDP and the estimation of the potential economic costs of climate change," Working Paper Series 4312, Department of Economics, University of Sussex.
  49. Krishnan, R. & Sen, Kunal, 1995. "Measuring persistence in industrial output: The Indian case," Journal of Development Economics, Elsevier, Elsevier, vol. 48(1), pages 25-41, October.
  50. Surajit Deb, 2003. "Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework," Working papers 115, Centre for Development Economics, Delhi School of Economics.
  51. Oleksiy Kryvtsov & Malik Shukayev & Alexander Ueberfeldt, 2007. "Optimal Monetary Policy and Price Stability Over the Long-Run," Working Papers, Bank of Canada 07-26, Bank of Canada.
  52. Robert T. Kleiman & James E. Payne & Anandi P. Sahu, 2002. "Random Walks and Market Efficiency: Evidence from International Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 24(3), pages 279-298.
  53. J. Bradford De Long & Lawrence H. Summers, 1988. "On the Existence and Interpretation of the "Unit Root" in U.S. GNP," NBER Working Papers 2716, National Bureau of Economic Research, Inc.
  54. Sebastian Brauer & Frank Westermann, 2013. "On the time series measure of conservatism: a threshold autoregressive model," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 41(1), pages 111-129, July.
  55. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2011. "Energy consumption at business cycle horizons: The case of the United States," Energy Economics, Elsevier, Elsevier, vol. 33(2), pages 161-167, March.
  56. Ester Ruiz & Fernando Lorenzo, 1998. "The relation between the level and uncertainty of inflation," Documentos de Trabajo (working papers), Department of Economics - dECON 0698, Department of Economics - dECON.
  57. Bennett T. McCallum, 1993. "Unit roots in macroeconomic time series: some critical issues," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Spr, pages 13-44.
  58. Caruso, Massimo, 2001. "Investment and the persistence of price uncertainty," Research in Economics, Elsevier, Elsevier, vol. 55(2), pages 189-217, June.
  59. Javier León & Carlos Oliva, 1992. "Componente no Estacionario y la Paridad del Poder de Compra en 12 Países Latinoamericanos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(88), pages 481-504.
  60. Gamber, Edward N. & Smith, Julie K. & Weiss, Matthew A., 2011. "Forecast errors before and during the Great Moderation," Journal of Economics and Business, Elsevier, Elsevier, vol. 63(4), pages 278-289, July.
  61. Peter C.B. Phillips, 1987. "Multiple Regression with Integrated Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 852, Cowles Foundation for Research in Economics, Yale University.
  62. Leung, Mark T. & Daouk, Hazem & Chen, An-Sing, 2000. "Forecasting stock indices: a comparison of classification and level estimation models," International Journal of Forecasting, Elsevier, Elsevier, vol. 16(2), pages 173-190.
  63. Edgar Peden & Michael Bradley, 1989. "Government size, productivity, and economic growth: The post-war experience," Public Choice, Springer, Springer, vol. 61(3), pages 229-245, June.
  64. Davis, George K. & Miller, Norman C., 1996. "Exchange rate mean reversion from real shocks within an intertemporal equilibrium model," Journal of International Money and Finance, Elsevier, Elsevier, vol. 15(6), pages 947-967, December.