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Citations for "Does detrending matter for the determination of the reference cycle and the selection of turning points?"

by Fabio Canova

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  1. Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Perri, Fabrizio, 2012. "Global Banks and Crisis Transmission," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9044, C.E.P.R. Discussion Papers.
  2. 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.
  3. 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.
  4. 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.
  5. Jitka Poměnková, 2010. "An Alternative Approach to the Dating of Business Cycle: Nonparametric Kernel Estimation," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2010(3), pages 251-272.
  6. D R Osborn & M Sensier & D van Dijk, 2003. "Predicting Growth Cycle Regimes for European Countries," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester 39, Economics, The Univeristy of Manchester.
  7. 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.
  8. 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.
  9. Renee Fry, 2002. "International SVAR Factor Modelling," School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology 109, School of Economics and Finance, Queensland University of Technology.
  10. Gomez-Biscarri, Javier, 2008. "Changes in the informational content of term spreads: Is monetary policy becoming less effective?," Journal of Economics and Business, Elsevier, Elsevier, vol. 60(5), pages 415-435.
  11. Sebnem Kalemli-Ozcan & Elias Papaioannou & José Luis Peydró, 2010. "Financial Regulation, Integration and Synchronization of Economic Activity," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum 1005, Koc University-TUSIAD Economic Research Forum, revised Apr 2010.
  12. Gonzalez, Liliana & Powell, John G. & Shi, Jing & Wilson, Antony, 2005. "Two centuries of bull and bear market cycles," International Review of Economics & Finance, Elsevier, Elsevier, vol. 14(4), pages 469-486.
  13. 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, Boston University - Department of Economics WP2005-030, Boston University - Department of Economics.
  14. Jes?s Crespo-Cuaresma & Octavio Fern?ndez-Amador, 2010. "Business cycle convergence in EMU: A first look at the second moment," Working Papers 2010-22, Faculty of Economics and Statistics, University of Innsbruck.
  15. Harding, Don & Pagan, Adrian, 2002. "Dissecting the cycle: a methodological investigation," Journal of Monetary Economics, Elsevier, Elsevier, vol. 49(2), pages 365-381, March.
  16. Paolo Manasse & Ugo Panizza & Laura Dos Reis, 2007. "Targeting the Structural Balance ," IDB Publications 6722, Inter-American Development Bank.
  17. Luis Carranza & José E. Galdón-Sánchez & Javier Gómez Biscarri, 2004. "Exchange Rate and Inflation Dynamics in Dollarized Economies," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 10/04, School of Economics and Business Administration, University of Navarra.
  18. Massmann, Michael & Mitchell, James, 2003. "Reconsidering the evidence: Are Eurozone business cycles converging," ZEI Working Papers B 05-2003, ZEI - Center for European Integration Studies, University of Bonn.
  19. Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009. "Detrending and the Distributional Properties of U.S. Output Time Series," Economics Bulletin, AccessEcon, vol. 29(4), pages 3155-3161.
  20. Petr Rozmahel & Ladislava Grochová & Marek Litzman, 2014. "The effect of asymmetries in fiscal policy conducts on business cycle correlation in the EU," WWWforEurope Working Papers series 62, WWWforEurope.
  21. Sanvi Avouyi-Dovi & Julien Matheron, 2005. "Interactions between business cycles, financial cycles and monetary policy: stylised facts," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 273-98 Bank for International Settlements.
  22. Andreas Billmeier, 2004. "Measuring a Roller Coaster," IMF Working Papers 04/57, International Monetary Fund.
  23. Mauro Napoletano & Andrea Roventini & Sandro Sapio, 2004. "Are Business Cycles All Alike? A Bandpass Filter Analysis of Italian and US Cycles," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy 2004/25, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  24. 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.
  25. Alasdair Scott, 2000. "Stylised facts from output gap measures," Reserve Bank of New Zealand Discussion Paper Series DP2000/07, Reserve Bank of New Zealand.
  26. Erwin Tiongson & Benedict J. Clements & Sanjeev Gupta, 2003. "Foreign Aid and Consumption Smoothing," IMF Working Papers 03/40, International Monetary Fund.
  27. Paul Cashin, 2004. "Caribbean Business Cycles," IMF Working Papers 04/136, International Monetary Fund.
  28. Joannes Mongardini & Tahsin Saadi-Sedik, 2003. "Estimating Indexes of Coincident and Leading Indicators," IMF Working Papers 03/170, International Monetary Fund.
  29. Adél Bosch & Franz Ruch, 2012. "An alternative business cycle dating procedure for South Africa," Working Papers 267, Economic Research Southern Africa.
  30. Kieran Mc Morrow & Werner Roeger, 2001. "Potential Output: Measurement Methods, "New" Economy Influences and Scenarios for 2001-2010 - A comparison of the EU-15 and the US," European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission 150, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  31. Eurilton Araújo & Luciane C. Carpena & Alexandre B. Cunha, 2005. "Brazilian Business Cycles and Growth from 1850 to 2000," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro 2005-05, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  32. Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo, 2003. "Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 221-246, November.
  33. 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.
  34. Bhaduri, Saumitra & Saraogi, Ravi, 2010. "The predictive power of the yield spread in timing the stock market," Emerging Markets Review, Elsevier, Elsevier, vol. 11(3), pages 261-272, September.
  35. Odia Ndongo, Yves Francis, 2006. "Datation du Cycle du PIB Camerounais entre 1960 et 2003," MPRA Paper 552, University Library of Munich, Germany.
  36. Andreas Billmeier, 2004. "Ghostbusting," IMF Working Papers 04/146, International Monetary Fund.
  37. C�cile Denis & Kieran Mc Morrow & Werner R�ger, 2002. "Production function approach to calculating potential growth and output gaps - estimates for the EU Member States and the US," European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission 176, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  38. Tan, Hao & Mathews, John A., 2010. "Identification and analysis of industry cycles," Journal of Business Research, Elsevier, Elsevier, vol. 63(5), pages 454-462, May.
  39. C�cile Denis & Daniel Grenouilleau & Kieran Mc Morrow & Werner R�ger, 2006. "Calculating potential growth rates and output gaps - A revised production function approach," European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission 247, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  40. Bastourre, Diego & Carrera, Jorge & Féliz, Mariano & Panigo, Demian, 2003. "Dollarization and real volatility," CEPREMAP Working Papers (Couverture Orange) 0311, CEPREMAP.
  41. Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Peydró-Alcalde, José Luis, 2009. "Financial Integration and Business Cycle Synchronization," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7292, C.E.P.R. Discussion Papers.
  42. Giovanni Dosi & Giorgio Fagiolo & Andrea Roventini, 2005. "Animal Spirits, Lumpy Investment, and Endogenous Business Cycles," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy 2005/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  43. Ard den Reijer, 2006. "The Dutch business cycle: which indicators should we monitor?," DNB Working Papers, Netherlands Central Bank, Research Department 100, Netherlands Central Bank, Research Department.
  44. Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo & Marcelo Saavedra, 2001. "Dollarization as an Asymmetric Monetary Union. The Case of Argentina," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Gr 043, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  45. Hao Tan & John A. Mathews, 2007. "Cyclical Dynamics in Three Industries," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies 07-07, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  46. Tatsuma Wada & Pierre Perron, 2005. "Trend and Cycles: A New Approach and Explanations of Some Old Puzzles," Computing in Economics and Finance 2005, Society for Computational Economics 252, Society for Computational Economics.