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Citations for "Measuring Business Cycles: A Modern Perspective"

by Diebold, Francis X & Rudebusch, Glenn D

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  1. Clements, M.P. & Krolzig, H-M., 1999. "Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics 522, University of Warwick, Department of Economics.
  2. S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," NBER Working Papers 15657, National Bureau of Economic Research, Inc.
  3. Konstantin Kholodilin & Vincent Wenxiong Yao, 2006. "Modelling the structural break in volatility," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(7), pages 417-422.
  4. Katarzyna Maciejowska, 2010. "Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 2(4), pages 279-314, September.
  5. Marcelle Chauvet & Fang Dong, 2004. "Leading indicators of country risk and currency crises: the Asian experience," Economic Review, Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta, issue Q 1, pages 25 - 37.
  6. Darné, O. & Ferrara, L., 2009. "Identification of slowdowns and accelerations for the euro area economy," Working papers, Banque de France 239, Banque de France.
  7. Vincent, BODART & Konstantin A., KHOLODILIN & Fati, SHADMAN-MEHTA, 2003. "Dating and Forecasting the Belgian Business Cycle," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) 2003018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  8. Francis X. Diebold, 1997. "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers 6290, National Bureau of Economic Research, Inc.
  9. Sensier, Marianne & Dick van Dijk, 2002. "Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series," Royal Economic Society Annual Conference 2002, Royal Economic Society 164, Royal Economic Society.
  10. Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007. "A turning point chronology for the Euro-zone," Working Papers, Department of Economics, University of Venice "Ca' Foscari" 2007_33, Department of Economics, University of Venice "Ca' Foscari".
  11. Elliott, Graham & Timmermann, Allan G, 2007. "Economic Forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6158, C.E.P.R. Discussion Papers.
  12. repec:dgr:uvatin:2008069 is not listed on IDEAS
  13. Maciejowska, Katarzyna, 2013. "Assessing the number of components in a normal mixture: an alternative approach," MPRA Paper 50303, University Library of Munich, Germany.
  14. Gabriele Fiorentini & Enrique Sentana, 2013. "Dynamic Specification Tests For Dynamic Factor Models," Working Papers, CEMFI wp2013_1306, CEMFI.
  15. Kajal Lahiri & Wenxiong Yao & Peg Young, 2003. "Cycles in the Transportation Sector and the Aggregate Economy," Discussion Papers, University at Albany, SUNY, Department of Economics 03-14, University at Albany, SUNY, Department of Economics.
  16. Dennis J. Fixler & Jeremy Nalewaik, 2010. "News, Noise, and Estimates of the "True" Unobserved State of the Economy," BEA Working Papers, Bureau of Economic Analysis 0068, Bureau of Economic Analysis.
  17. Altug, Sumru G. & Bildirici, Melike, 2010. "Business Cycles around the Globe: A Regime-switching Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7968, C.E.P.R. Discussion Papers.
  18. Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002. "Smooth Transition Autoregressive Models — A Survey Of Recent Developments," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(1), pages 1-47.
  19. Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "Extracting a Robust U.S. Business Cycle Using a Time-Varying Multivariate Model-Based Bandpass Filter," Working Papers, University of Washington, Department of Economics UWEC-2008-15-FC, University of Washington, Department of Economics.
  20. Yong Zeng & Shu Wu, 2004. "A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk," Econometric Society 2004 North American Summer Meetings, Econometric Society 304, Econometric Society.
  21. Carmen Reinhart & Vincent Reinhart, 2009. "Capital Flow Bonanzas: An Encompassing View of the Past and Present," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER International Seminar on Macroeconomics 2008, pages 9-62 National Bureau of Economic Research, Inc.
  22. Chang-Jin Kim & Charles Nelson, 1998. "A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models," Working Papers, University of Washington, Department of Economics 0059, University of Washington, Department of Economics.
  23. Paap, R. & Franses, Ph.H.B.F., 1999. "Do the US and Canada have a common nonlinear cycle in unemployment?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute EI 9907-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. Harm Bandholz, 2005. "New Composite Leading Indicators for Hungary and Poland," Ifo Working Paper Series, Ifo Institute for Economic Research at the University of Munich Ifo Working Paper No. 3, Ifo Institute for Economic Research at the University of Munich.
  25. David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Tinbergen Institute Discussion Papers, Tinbergen Institute 13-022/III, Tinbergen Institute.
  26. Michael T. Owyang & Abbigail Chiodo, 2002. "Duration dependence in monetary policy: international evidence," Working Papers, Federal Reserve Bank of St. Louis 2002-021, Federal Reserve Bank of St. Louis.
  27. Andrea Carriero & Massimiliano Marcellino, 2007. "Sectoral Survey-based Confidence Indicators for Europe," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University 320, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  28. João Paulo Martin Faleiros & Denisard Cnéio de Oliveira Alves, 2006. "Não Linearidade Nos Ciclos De Negócios: Modelo Auto-Regressivo “Smooth Transition” Para O Índice Geral De Produção Industrial Brasileiro E Bens De Capital," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of G 10, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  29. S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
  30. Stefan Gerlach & Matthew S. Yiu, 2004. "A Dynamic Factor Model for Current-Quarter Estimates of Economic Activity in Hong Kong," Working Papers, Hong Kong Institute for Monetary Research 162004, Hong Kong Institute for Monetary Research.
  31. McKelvie, S. & Hall, Viv B., 2012. "Stylised facts for New Zealand business cycles: A post-1987 perspective," Working Paper Series, Victoria University of Wellington, School of Economics and Finance 2364, Victoria University of Wellington, School of Economics and Finance.
  32. Harding, Don & Pagan, Adrian, 2002. "Dissecting the cycle: a methodological investigation," Journal of Monetary Economics, Elsevier, Elsevier, vol. 49(2), pages 365-381, March.
  33. Krolzig, Hans-Martin, 2001. "Business cycle measurement in the presence of structural change: international evidence," International Journal of Forecasting, Elsevier, Elsevier, vol. 17(3), pages 349-368.
  34. J. Polzehl & V. Spokoiny & C. Starica, 2004. "When did the 2001 recession really start?," Econometrics, EconWPA 0411017, EconWPA.
  35. Milena Hoyos & Mario Galindo, 2011. "Comparación De Los Modelos Setar Y Star Para El Índice De Empleo Industrial Colombiano," DOCUMENTOS DE TRABAJO - ESCUELA DE ECONOMÍA 008347, UN - RCE - CID.
  36. Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Banco de Espa�a Working Papers, Banco de Espa�a 0807, Banco de Espa�a.
  37. Kholodilin, Konstantin A. & Yao, Vincent W., 2005. "Measuring and predicting turning points using a dynamic bi-factor model," International Journal of Forecasting, Elsevier, Elsevier, vol. 21(3), pages 525-537.
  38. Chang-Jin Kim & Chris Murray, 1999. "Permanent and Transitory Nature of Recessions," Working Papers, University of Washington, Department of Economics 0041, University of Washington, Department of Economics.
  39. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper, Norges Bank 2012/04, Norges Bank.
  40. Leiva-Leon, Danilo, 2013. "Real vs. Nominal Cycles: A Multistate Markov-Switching Bi-Factor Approach," MPRA Paper 54456, University Library of Munich, Germany.
  41. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, American Economic Association, vol. 51(4), pages 1120-54, December.
  42. E. Andersson & D. Bock & M. Frisen, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 33(3), pages 257-278.
  43. Shin-ichi Fukuda & Takashi Onodera, 2001. "A New Composite Index of Coincident Economic Indicators in Japan: How can we improve the forecast performance? ," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-101, CIRJE, Faculty of Economics, University of Tokyo.
  44. Javier Gómez Biscarri, 2002. "Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 05/02, School of Economics and Business Administration, University of Navarra.
  45. Marjan Petreski, 2011. "A Markov Switch to Inflation Targeting in Emerging Market Peggers with a Focus on the Czech Republic, Poland and Hungary," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 57-75.
  46. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 23(1), pages 27-53, January.
  47. Marcelle Chauvet & Jeremy Piger, 2002. "Identifying business cycle turning points in real time," Working Paper, Federal Reserve Bank of Atlanta 2002-27, Federal Reserve Bank of Atlanta.
  48. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working Papers, University of Pretoria, Department of Economics 201230, University of Pretoria, Department of Economics.
  49. Paap, R. & Segers, R. & van Dijk, D.J.C., 2007. "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute EI 2007-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  50. Michael Funke & Harm Bandholz, 2003. "In search of leading indicators of economic activity in Germany," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 22(4), pages 277-297.
  51. S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania 08-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Apr 2008.
  52. Chang-Jin Kim & Jeremy Piger, 2000. "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington 0021, Department of Economics at the University of Washington.
  53. Tara Sinclair & Sinchan Mitra, 2008. "Output Fluctuations in the G-7: An Unobserved Components Approach," Working Papers, The George Washington University, Institute for International Economic Policy 2008-04, The George Washington University, Institute for International Economic Policy.
  54. Jeremy J. Nalewaik, 2010. "The Income- and Expenditure-Side Estimates of U.S. Output Growth," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, Economic Studies Program, The Brookings Institution, vol. 41(1 (Spring), pages 71-127.
  55. Muriel Nguiffo-Boyom, 2006. "Un indicateur de retournement conjoncturel pour la France : une application du modèle à facteur avec changements de régimes," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 172(1), pages 101-114.
  56. Pena, Daniel & Poncela, Pilar, 2004. "Forecasting with nonstationary dynamic factor models," Journal of Econometrics, Elsevier, Elsevier, vol. 119(2), pages 291-321, April.
  57. Martha Misas & María Teresa Ramírez, . "Colombian economic growth under Markov switching regimes with endogenous transition probabilities," Borradores de Economia, Banco de la Republica de Colombia 425, Banco de la Republica de Colombia.
  58. Jacob Boudoukh & Matthew Richardson & Tom Smith & Robert Whitelaw, 1999. "Regime Shifts and Bond Returns," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- 99-010, New York University, Leonard N. Stern School of Business-.
  59. Allen, P. Geoffrey & Morzuch, Bernard J., 2006. "Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?," International Journal of Forecasting, Elsevier, Elsevier, vol. 22(3), pages 475-492.
  60. Shyh-Wei Chen, 2006. "Enhanced reliability of the leading indicator in identifying turning points in Taiwan? an evaluation," Economics Bulletin, AccessEcon, vol. 5(10), pages 1-17.
  61. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2001. "Permanent and transitory components of business cycles: their relative importance and dynamic relationship," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 703, Board of Governors of the Federal Reserve System (U.S.).
  62. Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers, Queen Mary, University of London, School of Economics and Finance 590, Queen Mary, University of London, School of Economics and Finance.
  63. Declan Curran & Michael Funke, 2006. "Taking the Temperature - Forecasting GDP Growth for Mainland China," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics 20606, Hamburg University, Department of Economics.
  64. Roberto S. Mariano & Yasutomo Murasawa, 2004. "Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model," Working Papers, Singapore Management University, School of Economics 22-2004, Singapore Management University, School of Economics, revised Oct 2004.
  65. Franses Philip Hans & Paap Richard, 2013. "Common large innovations across nonlinear time series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 17(3), pages 251-263, May.
  66. Potter Simon M., 2000. "A Nonlinear Model of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 4(2), pages 1-11, July.
  67. Sarlan, Haldun, 2001. "Cyclical aspects of business cycle turning points," International Journal of Forecasting, Elsevier, Elsevier, vol. 17(3), pages 369-382.
  68. Theodore M. Crone, 2004. "A redefinition of economic regions in the U.S," Working Papers 04-12, Federal Reserve Bank of Philadelphia.
  69. Calvet, Laurent E. & Fisher, Adlai J. & Thompson, Samuel B., 2006. "Volatility comovement: a multifrequency approach," Journal of Econometrics, Elsevier, Elsevier, vol. 131(1-2), pages 179-215.
  70. Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model," Tinbergen Institute Discussion Papers, Tinbergen Institute 08-069/4, Tinbergen Institute.
  71. Theodore M. Crone, 2003. "An alternative definition of economic regions in the U.S. based on similarities in state business cycles," Working Papers 03-23, Federal Reserve Bank of Philadelphia.
  72. Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002. "Stock Market Cycles and Stock Market Development in Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 01/02, School of Economics and Business Administration, University of Navarra.
  73. Rolando Peláez, 2005. "Dating Business-Cycle turning points," Journal of Economics and Finance, Springer, Springer, vol. 29(1), pages 127-137, March.
  74. Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007. "Business Cycle Analysis with Multivariate Markov Switching Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari" 2007_32, Department of Economics, University of Venice "Ca' Foscari".
  75. Diebold, Giorgianni, & Inoue, . "Stamp 5.0: A Review," Home Pages, University of Pennsylvania _058, University of Pennsylvania.
  76. Dijk, Dick van & Franses, Philip Hans, 1999. "Modeling Multiple Regimes in the Business Cycle," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 3(03), pages 311-340, September.
  77. Cruz-Rodríguez, Alexis, 2004. "Un análisis del ciclo económico de la República Dominicana bajo cambios de régimen
    [Analysis of business cycle of the Dominican Republic using Markov Switching model]
    ," MPRA Paper 54352, University Library of Munich, Germany.
  78. Benoît Bellone, 2006. "Une lecture probabiliste du cycle d’affaires américain," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 172(1), pages 63-81.
  79. Gabriel Pérez-Quiros & Maximo Camacho & Pilar Poncela, 2010. "Green Shoots? Where, when and how?," Working Papers 2010-04, FEDEA.
  80. Mark W. Watson, 2005. "Commentary on "what's real about the business cycle?"," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue Jul, pages 453-458.
  81. Nelson, Charles R & Piger, Jeremy & Zivot, Eric, 2001. "Markov Regime Switching and Unit-Root Tests," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 19(4), pages 404-15, October.
  82. Francisco Nadal De Simone, 2001. "Inflation Forecasting in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, Central Bank of Chile, vol. 4(3), pages 59-85, December.
  83. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall & Christopher H. Wheeler, 2007. "The economic performance of cities: a Markov-switching approach," Working Papers, Federal Reserve Bank of St. Louis 2006-056, Federal Reserve Bank of St. Louis.
  84. Mike Artis & Hans-Martin Krolzig & Juan Toro, 2004. "The European business cycle," Oxford Economic Papers, Oxford University Press, vol. 56(1), pages 1-44, January.
  85. Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," NBER Working Papers 9817, National Bureau of Economic Research, Inc.
  86. Christian Schulz, 2008. "Forecasting economic activity for Estonia : The application of dynamic principal component analyses," Bank of Estonia Working Papers, Bank of Estonia 2008-02, Bank of Estonia, revised 30 Oct 2008.
  87. João Valle e Azevedo, 2002. "Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach," Working Papers, Banco de Portugal, Economics and Research Department w200205, Banco de Portugal, Economics and Research Department.
  88. Pami Dua & Vineeta Sharma, 2013. "Measurement And Patterns Of International Synchronization-- A Spectral Approach," Working papers, Centre for Development Economics, Delhi School of Economics 224, Centre for Development Economics, Delhi School of Economics.
  89. Chinhui Juhn & Simon Potter & Marcelle Chauvet, 2002. "Markov switching in disaggregate unemployment rates," Empirical Economics, Springer, Springer, vol. 27(2), pages 205-232.
  90. Benoit Bellone, 2004. "Une lecture probabiliste du cycle d’affaires américain," Econometrics, EconWPA 0407002, EconWPA, revised 28 Mar 2005.
  91. Waters, George A., 2007. "Regime changes, learning and monetary policy," Journal of Macroeconomics, Elsevier, Elsevier, vol. 29(2), pages 255-282, June.
  92. E. Andersson, 2002. "Monitoring cyclical processes. A non-parametric approach," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 29(7), pages 973-990.
  93. Oleg Korenok & Stanislav Radchenko, 2004. "The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation," Departmental Working Papers, Rutgers University, Department of Economics 200413, Rutgers University, Department of Economics.
  94. Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers, University of Brescia, Department of Economics 0815, University of Brescia, Department of Economics.
  95. Acemoglu, Daron & Scott, Andrew, 1997. "Asymmetric business cycles: Theory and time-series evidence," Journal of Monetary Economics, Elsevier, Elsevier, vol. 40(3), pages 501-533, December.
  96. Fatás, Antonio & Mihov, Ilian, 2013. "Recoveries," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9551, C.E.P.R. Discussion Papers.
  97. Marcelo Savino Portugal & Igor Alexandre Clemente de Morais, 2004. "Business Cycle In The Industrial Production Of Brazilian States," Econometric Society 2004 Latin American Meetings, Econometric Society 23, Econometric Society.
  98. Koehler, Anne & Diebold, Francis X. & Giogianni, Lorenzo & Inoue, Atsushi, 1996. "Software review," International Journal of Forecasting, Elsevier, Elsevier, vol. 12(2), pages 309-315, June.
  99. repec:ebl:ecbull:v:3:y:2002:i:5:p:1-15 is not listed on IDEAS
  100. Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang, 2009. "Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach," Economie Internationale, CEPII research center, CEPII research center, issue 117, pages 31-46.
  101. Don Harding & Adrian Pagan, 1999. "Dissecting the Cycle," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne wp1999n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  102. Andrea Carriero & Massimiliano Marcellino, 2007. "Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University 319, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  103. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2005. "The dynamic relationship between permanent and transitory components of U.S. business cycles," Working Papers, Federal Reserve Bank of St. Louis 2001-017, Federal Reserve Bank of St. Louis.
  104. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 2013-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  105. Grace H.Y. Lee, 2009. "Aggregate Shocks Decomposition For Eight East Asian Countries," Development Research Unit Working Paper Series, Monash University, Department of Economics 17-09, Monash University, Department of Economics.
  106. Francis X. Diebold & Atsushi Inoue, 2000. "Long Memory and Regime Switching," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0264, National Bureau of Economic Research, Inc.
  107. Beate Schirwitz, 2009. "A comprehensive German business cycle chronology," Empirical Economics, Springer, Springer, vol. 37(2), pages 287-301, October.
  108. Konstantin A. KHOLODILIN, 2001. "Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) 2001020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  109. Konstantin A. KHOLODILIN, 2002. "Unobserved Leading and Coincident Common Factors in the Post-War U.S. Business Cycle," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) 2002008, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  110. Benoit Bellone & David Saint-Martin, 2004. "Detecting Turning Points with Many Predictors through Hidden Markov Models," Econometrics, EconWPA 0407001, EconWPA.
  111. Wang, Jin-ming & Gao, Tie-mei & McNown, Robert, 2009. "Measuring Chinese business cycles with dynamic factor models," Journal of Asian Economics, Elsevier, Elsevier, vol. 20(2), pages 89-97, March.
  112. Bai, Jushan, 1999. "Likelihood ratio tests for multiple structural changes," Journal of Econometrics, Elsevier, Elsevier, vol. 91(2), pages 299-323, August.
  113. Hans-Martin Krolzig & Michael P. Clements, 2001. "Modelling Business Cycle Features Using Switching Regime Models," Economics Series Working Papers, University of Oxford, Department of Economics 58, University of Oxford, Department of Economics.
  114. Richard Startz, 1998. "Growth States and Shocks," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington 0064, Department of Economics at the University of Washington.
  115. Lumsdaine, Robin L. & Prasad, Eswar, 2002. "Identifying the Common Component of International Economic Fluctuations: A New Approach," IZA Discussion Papers 487, Institute for the Study of Labor (IZA).
  116. Hinze, Jörg, 2003. "Prognoseleistung von Frühindikatoren : Die Bedeutung von Frühindikatoren für Konjunkturprognosen - Eine Analyse für Deutschland," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) 236, Hamburg Institute of International Economics (HWWA).
  117. Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2005. "Business Cycle Phases in U.S. States," The Review of Economics and Statistics, MIT Press, MIT Press, vol. 87(4), pages 604-616, November.
  118. Konstantin A. Kholodilin, 2005. "Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research 494, DIW Berlin, German Institute for Economic Research.
  119. Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang, 2013. "Conditional Volatility Asymmetry Of Business Cycles: Evidence From Four Oecd Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, Chung-Ang Unviersity, Department of Economics, vol. 38(3), pages 33-56, September.
  120. Marcelle Chauvet & James D. Hamilton, 2005. "Dating Business Cycle Turning Points," NBER Working Papers 11422, National Bureau of Economic Research, Inc.
  121. repec:dgr:uvatin:2013072 is not listed on IDEAS
  122. Benoît Bellone & Erwan Gautier & Sébastien Le Coent, 2006. "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 172(1), pages 83-99.
  123. Filis, George, 2010. "Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?," Energy Economics, Elsevier, Elsevier, vol. 32(4), pages 877-886, July.
  124. Ludmila Fadejeva & Aleksejs Melihovs, 2008. "The Baltic States and Europe: Common Factors of Economic Activity," Working Papers, Latvijas Banka 2008/03, Latvijas Banka.
  125. repec:dgr:uvatin:2003052 is not listed on IDEAS
  126. repec:ebl:ecbull:v:5:y:2006:i:10:p:1-17 is not listed on IDEAS
  127. Konstantin A. Kholodilin, 2007. "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group 13, Money Macro and Finance Research Group.
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