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Citations for "Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series"

by Marianne Baxter & Robert G. King

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  1. Dedola, Luca & Neri, Stefano, 2004. "What Does A Technology Shock Do? A VAR Analysis with Model-based Sign Restrictions," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4537, C.E.P.R. Discussion Papers.
  2. St-Amant, P. & van Norden, S., 1997. "Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada," Technical Reports, Bank of Canada 79, Bank of Canada.
  3. Javier Gardeazabal & María Carmen Iglesias, . "¿Causan los ciclos del G7 el ciclo español?," Studies on the Spanish Economy 22, FEDEA.
  4. 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.
  5. Balogun, Emmanuel Dele, 2007. "Effects of exchange rate policy on bilateral export trade of WAMZ countries," MPRA Paper 6234, University Library of Munich, Germany.
  6. D R Osborn & A Matas-Mir, 2001. "Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester 09, Economics, The Univeristy of Manchester.
  7. Graciela L. Kaminsky & Carmen M. Reinhart & Carlos A. Vegh, 2004. "When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies," NBER Working Papers 10780, National Bureau of Economic Research, Inc.
  8. Stephane Pallage & Michel Robe, 1998. "Foreign Aid and the Business Cycle," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal 63, CREFE, Université du Québec à Montréal.
  9. Bloechl, Andreas, 2014. "Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization," Discussion Papers in Economics, University of Munich, Department of Economics 17940, University of Munich, Department of Economics.
  10. Fredy Vásquez Bedoya & Sergio Iván Restrepo Ochoa & Mauricio Lopera Castaño & María Isabel Restrepo Estrada, 2014. "Los ciclos económicos departamentales en Colombia, 1960-2011," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, Universidad Externado de Colombia - Facultad de Economía, vol. 16(30), pages 271-295, January-J.
  11. Mennuni, Alessandro, 2013. "Labor Force Composition and Aggregate Fluctuations," Discussion Paper Series In Economics And Econometrics 1302, Economics Division, School of Social Sciences, University of Southampton.
  12. Athanasios Orphanides & Simon van Norden, 2002. "The Unreliability of Output-Gap Estimates in Real Time," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 569-583, November.
  13. Olivier Blanchard & Roberto Perotti, 2002. "An Empirical Characterization Of The Dynamic Effects Of Changes In Government Spending And Taxes On Output," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 117(4), pages 1329-1368, November.
  14. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2014. "Fiscal and Monetary Policies in Complex Evolving Economies," INET Research Notes 40, Institute for New Economic Thinking (INET).
  15. João Sousa Andrade & António Portugal Duarte, 2012. "The Importance of a Good Indicator for Global Excess Demand," GEMF Working Papers 2012-15, GEMF - Faculdade de Economia, Universidade de Coimbra.
  16. Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2004. "Bayes estimates of the cyclical component in twentieth centruy US gross domestic product," Econometric Institute Research Papers EI 2004-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Guay, A & St-Amant, P, 1996. "Do Mechanical Filters Provide a Good Approximation of Business Cycles?," Technical Reports, Bank of Canada 78, Bank of Canada.
  18. Calderon, Cesar & Chong, Alberto & Stein, Ernesto, 2007. "Trade intensity and business cycle synchronization: Are developing countries any different?," Journal of International Economics, Elsevier, Elsevier, vol. 71(1), pages 2-21, March.
  19. Ageliki Anagnostou & Ioannis Panteladis & Maria Tsiapa, 2012. "Disentangling Different Patterns of Business Cycle Synchronicity in The EU Regions," ERSA conference papers ersa12p924, European Regional Science Association.
  20. Martyna Marczak & Thomas Beissinger, 2013. "Real wages and the business cycle in Germany," Empirical Economics, Springer, Springer, vol. 44(2), pages 469-490, April.
  21. Yogo, Motohiro, 2008. "Measuring business cycles: A wavelet analysis of economic time series," Economics Letters, Elsevier, Elsevier, vol. 100(2), pages 208-212, August.
  22. Andrew Figura, 2006. "Why are plant deaths countercyclical: reallocation timing or fragility?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2006-31, Board of Governors of the Federal Reserve System (U.S.).
  23. 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.
  24. Nathan S. Balke & Mark A. Wynne, 1996. "Supply shocks and the distribution of price changes," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas, issue Q I, pages 10-18.
  25. John Maloney & Andrew Pickering, . "Voting and the macroeconomy: separating trend from cycle," Discussion Papers, Department of Economics, University of York 11/14, Department of Economics, University of York.
  26. Ewing, Bradley T. & Thompson, Mark A., 2007. "Dynamic cyclical comovements of oil prices with industrial production, consumer prices, unemployment, and stock prices," Energy Policy, Elsevier, Elsevier, vol. 35(11), pages 5535-5540, November.
  27. Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2007. "Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI," Working Papers 2007_19, Department of Economics, University of Venice "Ca' Foscari".
  28. Weshah A. Razzak, 2003. "Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong," Working Papers 242003, Hong Kong Institute for Monetary Research.
  29. Alexander Erler & Christian Drescher & Damir Križanac, 2013. "The Fed’s TRAP," Journal of Economics and Finance, Springer, Springer, vol. 37(1), pages 136-149, January.
  30. Bajo-Rubio, Oscar & Diaz-Roldan, Carmen & Esteve, Vicente, 2007. "Change of regime and Phillips curve stability: The case of Spain, 1964-2002," Journal of Policy Modeling, Elsevier, Elsevier, vol. 29(3), pages 453-462.
  31. Yi Wen, 2011. "Input and Output Inventory Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(4), pages 181-212, October.
  32. Paul A. David & Francesco Rullani, 2006. "Micro-dynamics of Free and Open Source Software Development. Lurking, laboring and launching new projects on SourceForge," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy 2006/26, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  33. João Silvestre & António Mendonça & José Passos, 2007. "The Shrinking Endogeneity of Optimum Currency Areas Criteria: Evidence from the European Monetary Union – A Beta Regression Approach," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2007/22, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  34. Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008. "New Eurocoin: Tracking Economic Growth in Real Time," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics 020, University of Modena and Reggio E., Dept. of Economics.
  35. Megumi Kubota, . "Real Exchange Rate Misalignments: Theoretical Modelling and Empirical Evidence," Discussion Papers, Department of Economics, University of York 09/24, Department of Economics, University of York.
  36. Fernandez Valdovinos, Carlos G., 2003. "Inflation and economic growth in the long run," Economics Letters, Elsevier, Elsevier, vol. 80(2), pages 167-173, August.
  37. Luis Eduardo Arango & Carlos Esteban Posada, . "El Desempleo en Colombia," Borradores de Economia 176, Banco de la Republica de Colombia.
  38. Harvey, Andrew C. & Delle Monache, Davide, 2009. "Computing the mean square error of unobserved components extracted by misspecified time series models," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(2), pages 283-295, February.
  39. Satyajit Chatterjee & Dean Corbae, 1999. "A welfare comparison of pre- and post-WWII business cycles: some implications for the role of postwar macroeconomic policies," Working Papers 99-2, Federal Reserve Bank of Philadelphia.
  40. J�n Steinsson, 2008. "The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models," American Economic Review, American Economic Association, American Economic Association, vol. 98(1), pages 519-33, March.
  41. Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Peydró, José-Luis, 2010. "Financial regulation, financial globalization and the synchronization of economic activity," Working Paper Series, European Central Bank 1221, European Central Bank.
  42. Qinghua Zhang & Li Gan, 2004. "The thick market effect of local unemployment rate fluctuation," Econometric Society 2004 North American Winter Meetings, Econometric Society 179, Econometric Society.
  43. Artis, Michael J & Marcellino, Massimiliano & Proietti, Tommaso, 2003. "Dating the Euro Area Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3696, C.E.P.R. Discussion Papers.
  44. Juan-Luis Vega & Mark A. Wynne, 2002. "A first assessment of some measures of core inflation for the euro area," Working Papers, Federal Reserve Bank of Dallas 0205, Federal Reserve Bank of Dallas.
  45. Jan Gottschalk, 2001. "Monetary Conditions in the Euro Area: Useful Indicators of Aggregate Demand Conditions?," Kiel Working Papers 1037, Kiel Institute for the World Economy.
  46. Hiroaki Miyamoto, 2013. "Ins and outs of the long-run unemployment dynamics," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(7), pages 615-620, May.
  47. Hong, Harrison & Torous, Walter & Valkanov, Rossen, 2007. "Do industries lead stock markets?," Journal of Financial Economics, Elsevier, Elsevier, vol. 83(2), pages 367-396, February.
  48. Michael Meow-Chung Yap, 2009. "Assessing Malaysia’s Business Cycle indicators," Development Research Unit Working Paper Series, Monash University, Department of Economics 04-09, Monash University, Department of Economics.
  49. Todd E. Clark & Eric van Wincoop, 1999. "Borders and business cycles," Staff Reports, Federal Reserve Bank of New York 91, Federal Reserve Bank of New York.
  50. Cho, Jang-Ok & Phaneuf, Louis, 1995. "Monnaie et cycles," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 71(2), pages 163-192, juin.
  51. Klaus Abberger & Gebhard Flaig & Wolfgang Nierhaus, 2007. "ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst," ifo Forschungsberichte, Ifo Institute for Economic Research at the University of Munich, number 33, 9.
  52. Polasek, Wolfgang, 2011. "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Economics Series, Institute for Advanced Studies 277, Institute for Advanced Studies.
  53. António Afonso & Davide Furceri, 2007. "Business Cycle Synchronization and Insurance Mechanisms in the EU," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2007/26, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  54. Lee Redding, 2001. "ARCH in the G7 Equity Markets: A Speculative Explanation," Working Papers, Business School - Economics, University of Glasgow 2001_3, Business School - Economics, University of Glasgow.
  55. Simon van Norden, 2002. "Filtering for Current Analysis," Working Papers, Bank of Canada 02-28, Bank of Canada.
  56. Jonathan Heathcote & Fabrizio Perri, 2003. "Why Has the U.S. Economy Become Less Correlated with the Rest of the World?," American Economic Review, American Economic Association, American Economic Association, vol. 93(2), pages 63-69, May.
  57. Heer, Burkhard & Süssmuth, Bernd, 2013. "Tax bracket creep and its effects on income distribution," Working Papers 123, University of Leipzig, Faculty of Economics and Management Science.
  58. Ghent, Andra, 2006. "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper 180, University Library of Munich, Germany.
  59. Lin, Ching-Yang & Miyamoto, Hiroaki, 2012. "Gross worker flows and unemployment dynamics in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 26(1), pages 44-61.
  60. Fritsche, Ulrich, 2006. "Ergebnisse der ökonometrischen Untersuchung zum Forschungsprojekt Wirtschaftspolitische Regime westlicher Industrienationen," Working Papers 24, Institute of Management Berlin (IMB), Berlin School of Economics and Law.
  61. Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band Pass Filter," NBER Working Papers 7257, National Bureau of Economic Research, Inc.
  62. Jane Binner & Rakesh Bissoondeeal & Andrew Mullineux, 2004. "A Composite Leading Indicator of the Inflation Cycle for the Euro Area," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group 24, Money Macro and Finance Research Group.
  63. Henry Siu & Nir Jaimovich, 2006. "The Young, the Old, and the Restless: Demographics and Business Cycle Volatility," 2006 Meeting Papers, Society for Economic Dynamics 815, Society for Economic Dynamics.
  64. Peijie Wang & Trefor Jones, 2010. "A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output," Papers 1001.4762, arXiv.org.
  65. Kevin X. D. Huang & Zheng Liu, 2003. "Inflation Targeting: What Inflation Rate to Target?," Emory Economics, Department of Economics, Emory University (Atlanta) 0318, Department of Economics, Emory University (Atlanta).
  66. Michael Reiter & Ulrich Woitek, 1999. "Are There Classical Business Cycles?," Working Papers, Business School - Economics, University of Glasgow 1999_05, Business School - Economics, University of Glasgow.
  67. U. Michael Bergman & Michael D. Bordo & Lars Jonung, 1998. "Historical evidence on business cycles: the international experience," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, vol. 42(Jun), pages 65-119.
  68. Robert S. Chirinko, 2008. "ó: The Long And Short Of It," CESifo Working Paper Series 2234, CESifo Group Munich.
  69. Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 37(3), pages 583-601, June.
  70. Bouthevillain, Carine & Cour-Thimann, Philippine & van de Dool, Gerrit & Hernández de Cos, Pablo & Langenus, Geert & Mohr, Matthias & Momigliano, Sandro & Tujula, Mika, 2001. "Cyclically adjusted budget balances: an alternative approach," Working Paper Series, European Central Bank 0077, European Central Bank.
  71. Rodríguez, Gabriel, 2010. "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Review of Applied Economics, Review of Applied Economics, Review of Applied Economics, vol. 6(1-2).
  72. O'Brien, James M. & Szerszen, Pawel J., 2014. "An Evaluation of Bank VaR Measures for Market Risk During and Before the Financial Crisis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2014-21, Board of Governors of the Federal Reserve System (U.S.).
  73. David E. Giles & Chad N. Stroomer, 2004. "Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering," Econometrics Working Papers, Department of Economics, University of Victoria 0406, Department of Economics, University of Victoria.
  74. Reikard, Gordon, 2005. "Endogenous technical advance and the stochastic trend in output: A neoclassical approach," Research Policy, Elsevier, Elsevier, vol. 34(10), pages 1476-1490, December.
  75. Dupasquier, Chantal & Guay, Alain & St-Amant, Pierre, 1999. "A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap," Journal of Macroeconomics, Elsevier, Elsevier, vol. 21(3), pages 577-595, July.
  76. Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2006. "Interpreting Euro Area Inflation at High and Low Frequencies," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5632, C.E.P.R. Discussion Papers.
  77. Gary Shelley & Frederick Wallace, 2005. "The relation between U.S. money growth and inflation: evidence from a band-pass filter," Economics Bulletin, AccessEcon, vol. 5(8), pages 1-13.
  78. Klaus Reiner Schenk-Hoppé, . "Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version)," IEW - Working Papers 054, Institute for Empirical Research in Economics - University of Zurich.
  79. Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004. "Monetary Policy Rules, Asset Prices, and Exchange Rates," IMF Staff Papers, Palgrave Macmillan, vol. 51(3), pages 529-552, November.
  80. Gogas, Periklis & Pragidis, Ioannis, 2010. "Does the Interest Risk Premium Predict Housing Prices?," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics 1-2010, Democritus University of Thrace, Department of Economics.
  81. Phillips, Peter C.B., 2005. "Challenges of trending time series econometrics," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 68(5), pages 401-416.
  82. Benigno, Gianluca & Thoenissen, Christoph, 2008. "Consumption and real exchange rates with incomplete markets and non-traded goods," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(6), pages 926-948, October.
  83. Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008. "Money growth, output gaps and inflation at low and high frequency: Spectral estimates for Switzerland," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(2), pages 411-435, February.
  84. Jermann, Urban & Quadrini, Vincenzo, 2006. "Financial Innovations and Macroeconomic Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5727, C.E.P.R. Discussion Papers.
  85. Miroslav Plašil, 2011. "Potential Product, Output Gap and Uncertainty Rate Associated with Their Determination while Using the Hodrick-Prescott Filter," Politická ekonomie, University of Economics, Prague, University of Economics, Prague, vol. 2011(4), pages 490-507.
  86. Jacques Kibambe Ngoie & Arnold Zellner, 2012. "Modeling and policy analysis for the U.S. Science Sector," Working Papers 264, Economic Research Southern Africa.
  87. Mark Crosby & Glenn Otto, 2001. "Growth and the Real Exchange Rate - Evidence from Eleven Countries," Working Papers 082001, Hong Kong Institute for Monetary Research.
  88. Imbs, Jean, 2004. "The Real Effects of Financial Integration," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4335, C.E.P.R. Discussion Papers.
  89. Darvas, Zsolt & Szapáry, György & Rose, Andrew K., 2005. "A fiskális divergencia és a konjunktúraciklusok együttmozgása - a felelőtlen fiskális politika az aszimmetrikus sokkok forrása
    [Fiscal divergence and business cycle synchronization: irrespo
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 937-959.
  90. Gerald Carlino & Robert DeFina & Keith Sill, 2002. "The cyclical behavior of state employment during the postwar period," Working Papers 02-14, Federal Reserve Bank of Philadelphia.
  91. 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, Bank of Canada 98-21, Bank of Canada.
  92. Dobrescu, Emilian, 2004. "Double conditioned potential output," MPRA Paper 35769, University Library of Munich, Germany.
  93. Fagiolo G. & Roventini A., 2004. "Animal Spirits, Lumpy Investment, and the Business Cycle," Computing in Economics and Finance 2004, Society for Computational Economics 109, Society for Computational Economics.
  94. Daniel Levy & Hashem Dezhbakhsh, 2002. "On the Typical Spectral Shape of an Economic Variable," Emory Economics, Department of Economics, Emory University (Atlanta) 0203, Department of Economics, Emory University (Atlanta).
  95. Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003. "Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle," Computing in Economics and Finance 2003, Society for Computational Economics 242, Society for Computational Economics.
  96. Francois Gourio, 2009. "Disaster risk and business cycles," 2009 Meeting Papers, Society for Economic Dynamics 1176, Society for Economic Dynamics.
  97. Ian Babetskii & Balázs Égert, 2005. "Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 232-252, May.
  98. Fratzscher, Marcel & Imbs, Jean, 2007. "Risk sharing, finance and institutions in international portfolios," Working Paper Series, European Central Bank 0826, European Central Bank.
  99. Martín Gonzalez Rozada & José Fanelli, 2003. "Business Cycle and Macroeconomic Policy Coordination in MERCOSUR," Business School Working Papers, Universidad Torcuato Di Tella uno, Universidad Torcuato Di Tella.
  100. Kerk L. Phillips & Jeff Wrase, 2003. "Is Schumpeterian "Creative Destruction" a Plausible Source of Endogenous Real Business Cycle Shocks?," GE, Growth, Math methods, EconWPA 0304001, EconWPA.
  101. Ulrich Fritsche & Vladimir Kuzin, 2005. "Declining output volatility in Germany: impulses, propagation, and the role of monetary policy," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 37(21), pages 2445-2457.
  102. Fidrmuc, Jarko & Foster, Neil & Scharler, Johann, 2011. "Labour market rigidities and international risk sharing across OECD countries," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(4), pages 660-677, June.
  103. Andrew C. Harvey, 2002. "Trends, Cycles, and Convergence," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.), Economic Growth: Sources, Trends, and Cycles, edition 1, volume 6, chapter 8, pages 221-250 Central Bank of Chile.
  104. Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2010. "Input and output inventories in general equilibrium," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1004, Board of Governors of the Federal Reserve System (U.S.).
  105. Harald Schmidbauer & Angi Rösch & Erhan Uluceviz, 2012. "Connectedness Cycles in Equity Markets: A Wavelet Approach," EcoMod2012 4502, EcoMod.
  106. Agénor, Pierre-Richard & Bayraktar, Nihal, 2010. "Contracting models of the Phillips curve empirical estimates for middle-income countries," Journal of Macroeconomics, Elsevier, Elsevier, vol. 32(2), pages 555-570, June.
  107. Odile Chagny & Matthieu Lemoine, 2004. "An estimation of the Euro Area potential output with a semi-structural multivariate Hodrick-Prescott filter," Sciences Po publications 2004-14, Sciences Po.
  108. 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.
  109. Siem Jan Koopman & André Lucas & Robert Daniels, 2005. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Tinbergen Institute Discussion Papers 05-060/4, Tinbergen Institute.
  110. Joël CARIOLLE, 2012. "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers I14, FERDI.
  111. Hjelm, Göran & Jönsson, Kristian, 2010. "In Search of a Method for Measuring the Output Gap of the Swedish Economy," Working Paper, National Institute of Economic Research 115, National Institute of Economic Research.
  112. Blöchl, Andreas, 2014. "Penalized Splines as Frequency Selective Filters - Reducing the Excess Variability at the Margins," Discussion Papers in Economics, University of Munich, Department of Economics 20687, University of Munich, Department of Economics.
  113. Jakob de Haan & Jan Jacobs & Mark Mink, 2007. "Measuring Synchronicity and Co-movement of Business Cycles with an Application to the Euro Area," CESifo Working Paper Series 2112, CESifo Group Munich.
  114. Kevin X. D. Huang & Zheng Liu & Louis Phaneuf, 2003. "Why Does the Cyclical Behavior of Real Wages Change Over Time?," Emory Economics, Department of Economics, Emory University (Atlanta) 0309, Department of Economics, Emory University (Atlanta).
  115. Balogun, Emmanuel Dele, 2007. "Exchange rate policy and export performance of WAMZ countries," MPRA Paper 6233, University Library of Munich, Germany.
  116. Cristina Fernández & Andrés González, 2000. "Integracion Y Vulnerabilidad Externa En Colombia," BORRADORES DE ECONOMIA 002901, BANCO DE LA REPÚBLICA.
  117. Tausch, Arno, 2013. "The hallmarks of crisis. A new center-periphery perspective on long cycles," MPRA Paper 48356, University Library of Munich, Germany.
  118. Kota Watanabe & Tsutomu Watanabe, 2014. "We construct a Törnqvist daily price index using Japanese point of sale (POS) scannerdata spanning from 1988 to 2013. We find the following. First, the POS based inflation rate tends to be about 0.," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-342, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  119. Daniel Levy & Hashem Dezhbakhsh, 2004. "International Evidence on Output Fluctuation and Shock Persistence," Macroeconomics, EconWPA 0402016, EconWPA.
  120. Pelaez, Rolando F., 2004. "Dating the productivity slowdown with a structural time-series model," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 44(2), pages 253-264, May.
  121. Sebastian Sosa & Evridiki Tsounta & Hye S Kim, 2013. "Is the Growth Momentum in Latin America Sustainable?," IMF Working Papers 13/109, International Monetary Fund.
  122. David Aadland, 2002. "Detrending Time-Aggregated Data," Working Papers, Utah State University, Department of Economics 2002-05, Utah State University, Department of Economics.
  123. Baxter, Marianne & Farr, Dorsey D., 2005. "Variable capital utilization and international business cycles," Journal of International Economics, Elsevier, Elsevier, vol. 65(2), pages 335-347, March.
  124. Wynne, Mark A., 1999. "Core inflation: a review of some conceptual issues," Working Paper Series, European Central Bank 0005, European Central Bank.
  125. Marcello Pericoli & Marco Taboga, 2006. "Canonical term-structure models with observable factors and the dynamics of bond risk premiums," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 580, Bank of Italy, Economic Research and International Relations Area.
  126. Semmler, Willi & Zhang, Wenlang, 2007. "Asset price volatility and monetary policy rules: A dynamic model and empirical evidence," Economic Modelling, Elsevier, Elsevier, vol. 24(3), pages 411-430, May.
  127. Michael Funke, 2005. "Inflation in Mainland China - Modelling a Roller Coaster Ride," Working Papers 152005, Hong Kong Institute for Monetary Research.
  128. Paul Cashin & Sam Ouliaris, 2004. "Key Features of Australian Business Cycles," Australian Economic Papers, Wiley Blackwell, Wiley Blackwell, vol. 43(1), pages 39-58, 03.
  129. Víctor Gómez & Pilar Bengoechea, 2000. "Estimación del componente cíclico de las series económicas con filtros pasabanda," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 24(2), pages 473-485, May.
  130. Grech, Aaron George, 2013. "Adapting the Hodrick-Prescott Filter for Very Small Open Economies," MPRA Paper 48803, University Library of Munich, Germany.
  131. Bruno Giancarlo & Edoardo Otranto, 2004. "Dating the Italian BUsiness Cycle: A Comparison of Procedures," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY) 41, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  132. Xiaoshan Chen & Terence Mills, 2012. "Measuring the Euro area output gap using a multivariate unobserved components model containing phase shifts," Empirical Economics, Springer, Springer, vol. 43(2), pages 671-692, October.
  133. Kevin Lee & Emi Mise & Kalvinder Shields & Tony Garratt, 2005. "Real time Representations of the Output Gap," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group 26, Money Macro and Finance Research Group.
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