IDEAS home Printed from https://ideas.repec.org/e/c/ppl11.html

Charles I. Plosser

(deceased)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Robert G. King & Charles I. Plosser, 1982. "The Behavior of Money, Credit, and Prices in a Real Business Cycle," NBER Working Papers 0853, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. Michael Woodford: Revolución y Evolución en la Macroeconomía del siglo XX
      by Enrique Bour in Foco Económico on 2011-03-16 17:00:00

    Mentioned in:

    1. But which inflation?
      by Mainly Macro in Mainly Macro on 2012-06-27 01:24:00
    2. H-Index for Journals
      by Francis Diebold in No Hesitations on 2018-03-08 17:47:00
  2. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.

    Mentioned in:

    1. Random Walk With Drift
      by Clive Jones in Business Forecasting on 2012-03-28 20:00:23
    2. Produttività, salari, crisi, logaritmi, marziani, onestà.
      by Alberto Bagnai in Goofynomics on 2013-12-01 04:21:00
    3. Capire
      by Alberto Bagnai in Goofynomics on 2014-02-06 03:54:00

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. King, Robert G & Plosser, Charles I & Rebelo, Sergio T, 2002. "Production, Growth and Business Cycles: Technical Appendix," Computational Economics, Springer;Society for Computational Economics, vol. 20(1-2), pages 87-116, October.

    Mentioned in:

    1. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Solution Methods for DSGE models
  2. Long, John B, Jr & Plosser, Charles I, 1983. "Real Business Cycles," Journal of Political Economy, University of Chicago Press, vol. 91(1), pages 39-69, February.

    Mentioned in:

    1. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium
    2. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium
    3. > Macroeconomics > Economic Fluctuations > Real Business Cycle Theory
  3. Plosser, Charles I, 1989. "Understanding Real Business Cycles," Journal of Economic Perspectives, American Economic Association, vol. 3(3), pages 51-77, Summer.

    Mentioned in:

    1. > Macroeconomics > Economic Fluctuations > Real Business Cycle Theory

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Author Profile
    1. Charles Plosser in Wikipedia (German)

Working papers

  1. Charles I. Plosser, 2018. "Some Thoughts On International Monetary Policy Coordination," Economics Working Papers 18101, Hoover Institution, Stanford University.

    Cited by:

    1. Bruni, Franco & Lopez, Claude, 2019. "Monetary Policy and Financial System Resilience," MPRA Paper 92880, University Library of Munich, Germany.

  2. Charles I. Plosser, 2017. "The Risks of a Fed Balance Sheet Unconstrained by Monetary Policy," Economics Working Papers 17102, Hoover Institution, Stanford University.

    Cited by:

    1. Michael D. Bordo & Mickey D. Levy, 2021. "Do enlarged fiscal deficits cause inflation? The historical record," Economic Affairs, Wiley Blackwell, vol. 41(1), pages 59-83, February.
    2. Döhrn, Roland & Barabas, György & Blagov, Boris & Fuest, Angela & Gebhardt, Heinz & Jessen, Robin & Micheli, Martin & Rujin, Svetlana & Zwick, Lina, 2018. "Die wirtschaftliche Entwicklung im Inland: Konjunktur-Hoch hält an, aber Wolken am Horizont," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 69(1), pages 41-103.
    3. Louis Rouanet & Alexander William Salter, 2025. "Mission creep at the Federal Reserve," Southern Economic Journal, John Wiley & Sons, vol. 91(4), pages 1323-1346, April.
    4. Hogan, Thomas L., 2021. "Bank lending and interest on excess reserves: An empirical investigation," Journal of Macroeconomics, Elsevier, vol. 69(C).
    5. Fegatelli, Paolo, 2024. "Monetary policy and reserve requirements with a zero-interest digital euro," Journal of Macroeconomics, Elsevier, vol. 80(C).

  3. Charles I. Plosser, 2014. "Monetary policy and a brightening economy," Speech 91, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Isabel Cairó & Shigeru Fujita & Camilo Morales-Jimenez, 2020. "The Cyclicality of Labor Force Participation Flows: The Role of Labor Supply Elasticities and Wage Rigidity," Working Papers 20-23, Federal Reserve Bank of Philadelphia.
    2. Andrea Ajello & Isabel Cairó & Vasco Curdia & Thomas A. Lubik & Albert Queraltó, 2020. "Monetary Policy Tradeoffs and the Federal Reserve's Dual Mandate," Finance and Economics Discussion Series 2020-066, Board of Governors of the Federal Reserve System (U.S.).
    3. Isabel Cairo & Shigeru Fujita & Camilo Morales-Jimenez, 2022. "The Cyclicality of Labor Force Participation Flows: The Role of Labor," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 197-216, January.

  4. Charles I. Plosser, 2014. "Economic erowth and monetary policy: Is there a new normal?," Speech 107, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Thomas Gries, 2020. "Income polarization and stagnation in astochastic model of growth: When the demand side matters," Working Papers CIE 132, Paderborn University, CIE Center for International Economics.
    2. Fritz, Marlon & Gries, Thomas & Feng, Yuanhua, 2019. "Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth?," Economics Letters, Elsevier, vol. 181(C), pages 47-50.

  5. Charles I. Plosser, 2014. "Monetary rules: theory and practice," Speech 101, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Krug, Sebastian, 2018. "The interaction between monetary and macroprudential policy: Should central banks 'lean against the wind' to foster macro-financial stability?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, vol. 12, pages 1-69.
    2. Kocherlakota, Narayana R., 2019. "Practical policy evaluation," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 29-45.
    3. Charles Richard Barrett & Ioanna Kokores & Somnath Sen, 2016. "Monetary policy games, financial instability and incomplete information," Annals of Finance, Springer, vol. 12(2), pages 161-178, May.
    4. Krug, Sebastian, 2017. "The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macro-financial stability?," Economics Discussion Papers 2017-85, Kiel Institute for the World Economy.

  6. Charles I. Plosser, 2014. "Communication and transparency in the conduct of monetary policy," Speech 98, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Dunbar, Kwamie & Amin, Abu S., 2015. "The nature and impact of the market forecasting errors in the Federal funds futures market," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 174-192.

  7. Charles I. Plosser, 2014. "Simplicity, transparency, and market discipline in regulatory reform," Speech 97, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia 917, Banco de la Republica de Colombia.
    2. Franklin Allen & Itay Goldstein & Julapa Jagtiani & William W. Lang, 2014. "Enhancing prudential standards in financial regulations," Working Papers 14-36, Federal Reserve Bank of Philadelphia.
    3. Dong, Ming, 2014. "Market reaction to transparency: An empirical study on life insurance demand in Europe," ICIR Working Paper Series 17/14, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

  8. Charles I. Plosser, 2014. "Systematic policy and forward guidance," Speech 96, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Leek, Lauren Caroline & Bischl, Simeon, 2024. "How Central Bank Independence Shapes Monetary Policy Communication: A Large Language Model Application," SocArXiv yrhka, Center for Open Science.
    2. Leek, Lauren & Bischl, Simeon, 2025. "How central bank independence shapes monetary policy communication: A Large Language Model application," European Journal of Political Economy, Elsevier, vol. 87(C).

  9. Charles I. Plosser, 2014. "Systematic Monetary Policy and Communication," Speech 102, Federal Reserve Bank of Philadelphia.

    Cited by:

  10. Charles I. Plosser, 2014. "The economic outlook and monetary policy," Speech 105, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Francesco Bianchi & Leonardo Melosi, 2012. "Constrained Discretion and Central Bank Transparency," PIER Working Paper Archive 13-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    2. Michael Brei & Claudio Borio & Leonardo Gambacorta, 2020. "Bank intermediation activity in a low‐interest‐rate environment," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.

  11. Charles I. Plosser, 2014. "Perspectives on the U.S. economy and monetary policy," Speech 94, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Philippe Andrade & Gaetano Gaballo & Eric Mengus & Benoît Mojon, 2019. "Forward Guidance and Heterogeneous Beliefs," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(3), pages 1-29, July.

  12. Charles I. Plosser, 2013. "A limited central bank," Speech 86, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Dionysopoulos, Lambis & Marra, Miriam & Urquhart, Andrew, 2024. "Central bank digital currencies: A critical review," International Review of Financial Analysis, Elsevier, vol. 91(C).
    2. Cochrane, John H., 2014. "Monetary policy with interest on reserves," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 74-108.
    3. Federico Faveretto & Donato Masciandaro, 2018. "Financial Inequality, group entitlements and populism," BAFFI CAREFIN Working Papers 1892, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    4. Donato Masciandaro, 2019. "Populism, Economic Policies, Political Pressure And Central Bank (In)Dependence," BAFFI CAREFIN Working Papers 19111, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    5. Sumner, Scott, 2017. "Monetary policy rules in light of the great recession," Journal of Macroeconomics, Elsevier, vol. 54(PA), pages 90-99.
    6. Donato Masciandaro & Francesco Passarelli, 2018. "Populism, Financial Inequality And Central Bank Independence: A Political Economics Approach," BAFFI CAREFIN Working Papers 1874, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    7. Raphael Auer & Jon Frost & Leonardo Gambacorta & Cyril Monnet & Tara Rice & Hyun Song Shin, 2021. "Central bank digital currencies: motives, economic implications and the research frontier," BIS Working Papers 976, Bank for International Settlements.

  13. Charles I. Plosser, 2013. "Can we end too big to fail?," Speech 80, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Phoebe White & Tanju Yorulmazer, 2014. "Bank resolution concepts, trade-offs, and changes in practices," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 153-173.

  14. Charles I. Plosser, 2013. "Reducing financial fragility by ending too big to fail," Speech 83, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Krug, Sebastian & Lengnick, Matthias & Wohltmann, Hans-Werner, 2014. "The impact of Basel III on financial (in)stability: An agent-based credit network approach," Economics Working Papers 2014-13, Christian-Albrechts-University of Kiel, Department of Economics.
    2. Philippe Oster, 2020. "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 343-381, December.

  15. Charles I. Plosser, 2013. "The national economic outlook and monetary policy," Speech 85, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Hoffmann, Andreas & Schnabl, Gunther, 2016. "Monetary policies of industrial countries, emerging market credit cycles and feedback effects," Journal of Policy Modeling, Elsevier, vol. 38(5), pages 855-873.

  16. Charles I. Plosser, 2012. "Economic outlook and the limits of monetary policy," Speech 73, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Francesco Bianchi & Leonardo Melosi, 2016. "Constrained Discretion and Central Bank Transparency," Working Paper Series WP-2016-15, Federal Reserve Bank of Chicago.
    2. Michael Brei & Claudio Borio & Leonardo Gambacorta, 2020. "Bank intermediation activity in a low‐interest‐rate environment," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.

  17. Charles I. Plosser, 2012. "A progress report on our monetary policy framework: Forecasters Club, New York, New York, February 29, 2012," Speech 64, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Dániel Felcser & Kristóf Lehmann, 2012. "The Fed’s inflation target and the background of its announcement," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 7(3), pages 28-37, October.

  18. Charles I. Plosser, 2012. "Restoring central banks after the crisis: Re-examining central bank orthodoxy for unorthodox times: Inaugural meeting of the Global Society of Fellows of the Global Interdependence Center, Banque de France, Paris, France, March 26, 2012," Speech 65, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Mohamed A. El-Erian, 2012. "Evolution, impact, and limitations of unusual central bank policy activism," Review, Federal Reserve Bank of St. Louis, vol. 94(July), pages 243-264.

  19. Charles I. Plosser, 2012. "Fiscal policy and monetary policy: restoring the boundaries - U.S. Monetary Policy Forum, The Initiative on Global Markets, University of Chicago Booth School of Business, New York, New York, February 24, 2012," Speech 63, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Cochrane, John H., 2014. "Monetary policy with interest on reserves," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 74-108.
    2. N. Cordemans & S. Ide, 2012. "Monetary policy in the United States and the euro area during the crisis," Economic Review, National Bank of Belgium, issue i, pages 39-63, June.

  20. Charles I. Plosser, 2012. "Macro models and monetary policy analysis," Speech 71, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Chatterjee, Sidharta, 2014. "Equilibrium Models of Macroeconomic Science: What to Look For in (DSGE) Models?," MPRA Paper 53893, University Library of Munich, Germany.
    2. Gasteiger, Emanuel & Grimaud, Alex, 2023. "Price setting frequency and the Phillips curve," European Economic Review, Elsevier, vol. 158(C).
    3. Tania Karamisheva, 2021. "Measuring the Business Cycle in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 17-38.
    4. Francisco Louçã & Alexandre Abreu & Gonçalo Pessa Costa, 2021. "Disarray at the headquarters: Economists and Central bankers tested by the subprime and the COVID recessions [Forward guidance without common knowledge]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(2), pages 273-296.
    5. Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01222798, HAL.
    6. Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Documents de travail du Centre d'Economie de la Sorbonne 15066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    7. Francesco Sergi, 2020. "The Standard Narrative about DSGE Models in Central Banks’ Technical Reports," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(2), pages 163-193, March.

  21. Charles I. Plosser, 2012. "Economic outlook and communicating monetary policy," Speech 61, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Francesco Bianchi & Leonardo Melosi, 2016. "Constrained Discretion and Central Bank Transparency," Working Paper Series WP-2016-15, Federal Reserve Bank of Chicago.

  22. Charles I. Plosser, 2012. "A perspective on the economic outlook," Speech 68, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Barry Eichengreen, 2008. "Should there be a coordinated response to the problem of global imbalances? Can there be one?," Working Papers 69, United Nations, Department of Economics and Social Affairs.

  23. Charles I. Plosser, 2011. "The scope and responsibilities of monetary policy: a speech at the GIC 2011 Global Conference Series: Monetary Policy and Central Banking in the Post-Crisis Environment, The Central Bank of Chile, Santiago, Chile, January 17, 2011," Speech 48, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. SERGEY Andryushin ALEKSANDROVICH & С. Андрюшин А., 2015. "Кредитный Потенциал Банковского Сектора России: Состояние И Перспективы Роста // The Russia’S Banking Sector Credit Potential: Conditions, And Growth Prospects," Мир новой экономики // The world of new economy, Финансовый университет при Правительстве Российской Федерации // Financial University under The Governtment оf The Russian Federation, issue 1, pages 40-49.

  24. Charles I. Plosser, 2011. "Economic outlook and challenges for monetary policy: a speech at the Philadelphia Chapter of the Risk Management Association, Philadelphia, PA, January 11, 2011," Speech 47, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Edison Yu, 2016. "Did quantitative easing work?," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 1(1), pages 5-13, January.

  25. Charles I. Plosser, 2011. "Strengthening our monetary policy framework: a speech at the 20th Annual Hyman P. Minsky Conference, April 14, 2011, New York, New York," Speech 52, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Loretta J. Mester, 2016. "Recent Inflation Developments and Challenges for Research and Monetary Policymaking : The 47th Konstanz Seminar on Monetary Theory and Monetary Policy, Insel Reichenau, Germany 5-12-2016," Speech 71, Federal Reserve Bank of Cleveland.

  26. Charles I. Plosser, 2011. "Strengthening our monetary policy framework through commitment, credibility, and communication," Speech 58, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Dániel Felcser & Kristóf Lehmann, 2012. "The Fed’s inflation target and the background of its announcement," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 7(3), pages 28-37, October.

  27. Charles I. Plosser, 2011. "Economic outlook and a perspective on monetary policy," Speech 57, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Edison Yu, 2016. "Did quantitative easing work?," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 1(1), pages 5-13, January.

  28. Charles I. Plosser, 2010. "Convertible securities and bankruptcy reforms: addressing too big to fail and reducing the fragility of the financial system : a speech at the Conference on the Squam Lake Report: Fixing the Financial System, New York, NY, June 16, 2010," Speech 41, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Edward Simpson Prescott, 2012. "Contingent capital: the trigger problem," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(1Q), pages 33-50.
    2. Douglas D. Davis & Korenok Oleg & Edward S. Prescott, 2011. "An Experimental Analysis of Contingent Capital with Market-Price Triggers," Working Papers 1102, VCU School of Business, Department of Economics, revised Apr 2013.
    3. Koziol, Christian & Lawrenz, Jochen, 2012. "Contingent convertibles. Solving or seeding the next banking crisis?," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 90-104.

  29. Charles I. Plosser, 2010. "Output gaps and robust policy rules : a speech at the 2010 European Banking & Financial Forum, Czech National Bank, Prague, The Czech Republic, March 23, 2010," Speech 36, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Billi, Roberto M., 2012. "Output Gaps and Robust Monetary Policy Rules," Working Paper Series 260, Sveriges Riksbank (Central Bank of Sweden).
    2. Roberto M. Billi, 2011. "Output gaps and monetary policy at low interest rates," Economic Review, Federal Reserve Bank of Kansas City, vol. 96(Q I).
    3. James M. Nason & Charles I. Plosser, 2012. "Time-consistency and credible monetary policy after the crisis," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 19-26.
    4. Michael Dotsey & Charles I. Plosser, 2012. "Designing monetary policy rules in an uncertain economic environment," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 1-9.

  30. Charles I. Plosser, 2010. "Credible commitments and monetary policy after the crisis : a speech at the Swiss National Bank Monetary Policy Conference, Zurich Switzerland, September 24, 2010," Speech 42, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Kwangyong Park, 2023. "Central Bank Credibility and Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 145-197, June.
    2. Cochrane, John H., 2014. "Monetary policy with interest on reserves," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 74-108.
    3. Peter N. Ireland, 2012. "The Macroeconomic Effects of Interest on Reserves," NBER Working Papers 18409, National Bureau of Economic Research, Inc.
    4. Paez-Farrell, Juan, 2012. "Should central bankers discount the future? A note," Economics Letters, Elsevier, vol. 114(1), pages 20-22.

  31. Charles I. Plosser, 2010. "Economic outlook : a speech at the Greater Vineland Chamber of Commerce, Vineland, NJ, September 29, 2010," Speech 43, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Pedro Gomis‐Porqueras, 2020. "Fiscal Requirements for Dynamic and Real Determinacies in Economies with Private Provision of Liquidity: A Monetarist Assessment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(1), pages 229-267, February.

  32. Charles I. Plosser, 2010. "The Federal Reserve System: balancing independence and accountability : a speech at the World Affairs Council of Philadelphia, February 17, 2010," Speech 34, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Barry Eichengreen & Nergiz Dincer, 2011. "Who Should Supervise? The Structure of Bank Supervision and the Performance of the Financial System," NBER Working Papers 17401, National Bureau of Economic Research, Inc.

  33. Charles I. Plosser, 2009. "Monetary policy and the wisdom of Wayne Gretzky," Speech 31, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Huberto M. Ennis & Alexander L. Wolman, 2012. "Large excess reserves in the U.S.: a view from the cross-section of banks," Working Paper 12-05, Federal Reserve Bank of Richmond.

  34. Charles I. Plosser, 2009. "Improving financial stability: a speech at the University of Chicago Booth School of Business, March 31, 2009," Speech 26, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Lambert, David & Vanni, Fabio, 2018. "Complexity and heterogeneity in a dynamic network," Chaos, Solitons & Fractals, Elsevier, vol. 108(C), pages 94-103.
    2. David Lambert & Fabio Vanni, 2017. "Complexity and Heterogeneity in a Dynamic Network," LEM Papers Series 2017/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

  35. Charles I. Plosser, 2009. "Ensuring sound monetary policy in the aftermath of crisis: a speech at the U.S. Monetary Policy Forum, The Initiative on Global Markets, New York City, February 27, 2009," Speech 24, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Goodfriend, Marvin, 2011. "Central banking in the credit turmoil: An assessment of Federal Reserve practice," Journal of Monetary Economics, Elsevier, vol. 58(1), pages 1-12, January.

  36. Charles I. Plosser, 2009. "The economic outlook and some challenges facing the Federal Reserve: a speech at the Economic Outlook Panel, University of Delaware, January 14, 2009," Speech 23, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Michael Dotsey, 2010. "Monetary policy in a liquidity trap," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 9-15.

  37. Charles I. Plosser, 2009. "Redesigning financial system regulation: a speech at the New York University Conference \"Restoring Financial Stability: How to Repair a Failed System,\" March 6, 2009," Speech 25, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Marina Resta, 2016. "Enhancing Self‐Organizing Map Capabilities with Graph Clustering: An Application to Financial Markets," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 21-46, January.

  38. Charles I. Plosser, 2008. "The benefits of systematic monetary policy: a speech presented to the National Association for Business Economics, Washington Economic Policy Conference, March 3, 2008," Speech 14, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Charles I. Plosser, 2014. "A Limited Central Bank," Cato Journal, Cato Journal, Cato Institute, vol. 34(2), pages 201-211, Spring/Su.
    2. Lien, Donald & Sun, Yuchen & Zhang, Chengsi, 2021. "Uncertainty, confidence, and monetary policy in China," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1347-1358.
    3. James M. Nason & Charles I. Plosser, 2012. "Time-consistency and credible monetary policy after the crisis," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 19-26.

  39. Charles I. Plosser, 2008. "Importance of financial econometrics for financial innovation and financial stability: a speech for the Inaugural Conference of the Society for Financial Econometrics, New York University Stern School of Business, June 5, 2008," Speech 18, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Elijah Brewer & Julapa Jagtiani, 2013. "How Much Did Banks Pay to Become Too-Big-To-Fail and to Become Systemically Important?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(1), pages 1-35, February.

  40. Charles I. Plosser, 2008. "Some thoughts on the economy and financial regulatory reform: a speech at the Economics Club of Pittsburgh, November 13, 2008," Speech 21, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. James B. Bullard, 2009. "Three funerals and a wedding," Review, Federal Reserve Bank of St. Louis, vol. 91(Jan), pages 1-12.

  41. Charles I. Plosser, 2008. "Perspectives on the economy, inflation, and monetary policy: a speech at the Philadelphia Business Journal Book of Lists Power Breakfast, King of Prussia, PA, July 22, 2008," Speech 19, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Juan Manuel Julio & Javier Guillermo Gómez & Manuel Dario Hernández, 2017. "La Inflación de los Precios Rígidos en Colombia," Borradores de Economia 1007, Banco de la Republica de Colombia.
    2. Stefano Eusepi & Bart Hobijn & Andrea Tambalotti, 2009. "CONDI: a cost-of-nominal-distortions index," Working Paper Series 2009-03, Federal Reserve Bank of San Francisco.

  42. Charles I. Plosser, 2007. "Credibility and commitment: a speech presented to the New York Association for Business Economics, March 6, 2007, and as the Hutchinson Lecture, University of Delaware, April 10, 2007," Speech 4, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Jonathan Benchimol & Lahcen Bounader, 2018. "Optimal Monetary Policy Under Bounded Rationality," Globalization Institute Working Papers 336, Federal Reserve Bank of Dallas.

  43. Charles I. Plosser, 2007. "Two pillars of central banking: monetary policy and financial stability: opening remarks to the Pennsylvania Association of Community Bankers 130th Annual Convention, Waikoloa, Hawaii, September 8, 2007," Speech 9, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. José De Gregorio, 2010. "Monetary Policy and Financial Stability: An Emerging Markets Perspective," International Finance, Wiley Blackwell, vol. 13(1), pages 141-156, March.

  44. Charles I. Plosser, 2006. "The economic outlook and monetary policy: a speech at the William E. Simon Graduate School of Business Administration, University of Rochester, Annual Economic Outlook Seminar, November 28, 2006," Speech 2, Federal Reserve Bank of Philadelphia.

    Cited by:

    1. Koethenbuerger, Marko & Lockwood, Ben, 2007. "Does Tax Competition Really Promote Growth?," The Warwick Economics Research Paper Series (TWERPS) 810, University of Warwick, Department of Economics.

  45. Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1991. "Stochastic trends and economic fluctuations," Working Paper Series, Macroeconomic Issues 91-4, Federal Reserve Bank of Chicago.

    Cited by:

    1. Farmer, Roger E.A. & Nicolò, Giovanni, 2018. "Keynesian economics without the Phillips curve," Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 137-150.
    2. Mashabela, Juliet & Raputsoane, Leroi, 2018. "The behaviour of disaggregated transitory and potential output over the economic cycle," MPRA Paper 84422, University Library of Munich, Germany.
    3. Martha Misas & Enrique López, 2000. "La Utilización de la Capacidad Instalada de la Industria en Colombia: Un Nuevo Enfoque," Borradores de Economia 153, Banco de la Republica de Colombia.
    4. Ben Fung & Marcel Kasumovich, 1997. "Monetary Shocks in the G-6 Countries: Is There a Puzzle?," Staff Working Papers 97-7, Bank of Canada.
    5. 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, vol. 21(3), pages 577-595, July.
    6. Mihail Yanchev, 2023. "Uncertainty - Definition and Classification for the Task of Economic Forecasting," Bulgarian Economic Papers bep-2023-03, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Mar 2023.
    7. Ivan D. Trofimov, 2017. "Capital Productivity In Industrialised Economies: Evidence From Error-Correction Model And Lagrange Multiplier Tests," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 62(215), pages 53-80, October –.
    8. Girish Bahal & Mr. Mehdi Raissi & Mr. Volodymyr Tulin, 2015. "Crowding-Out or Crowding-In? Public and Private Investment in India," IMF Working Papers 2015/264, International Monetary Fund.
    9. Stan du Plessis & Ben Smit & Federico Sturzenegger, 2008. "Identifying Aggregate Supply and Demand Shocks in South Africa," CID Working Papers 164, Center for International Development at Harvard University.
    10. Robert F. Engle & Joao Victor Issler, 1993. "Estimating Sectoral Cycles Using Cointegration and Common Features," NBER Working Papers 4529, National Bureau of Economic Research, Inc.
    11. Valadkhani, Abbas, 2004. "History of macroeconometric modelling: lessons from past experience," Journal of Policy Modeling, Elsevier, vol. 26(2), pages 265-281, February.
    12. Bagliano, Fabio C. & Morana, Claudio, 2003. "Measuring US core inflation: A common trends approach," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 197-212, June.
    13. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Review, Federal Reserve Bank of St. Louis, vol. 90(Nov), pages 609-642.
    14. Yoonbai Kim, 1997. "How Real are Real Exchange Rates?," International Economic Journal, Taylor & Francis Journals, vol. 11(1), pages 87-108.
    15. Céline Gauthier & David Tessier, 2002. "Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence," Staff Working Papers 02-31, Bank of Canada.
    16. Lütkepohl, Helmut & Netšunajev, Aleksei, 2017. "Structural vector autoregressions with heteroskedasticity: A review of different volatility models," Econometrics and Statistics, Elsevier, vol. 1(C), pages 2-18.
    17. Luca Benati & Thomas A. Lubik, 2022. "Searching for Hysteresis," Working Paper 22-05, Federal Reserve Bank of Richmond.
    18. Stephan B. Bruns & Alessio Moneta & David I. Stern, 2019. "Estimating the Economy-Wide Rebound Effect Using Empirically Identified Structural Vector Autoregressions," LEM Papers Series 2019/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    19. Fabio Canova & Gianni de Nicoló, 1999. "On the sources of business cycles in the G-7," Economics Working Papers 459, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2000.
    20. Lee, Jim, 2000. "The Robustness of Okun's Law: Evidence from OECD Countries," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 331-356, April.
    21. Chen, Jie, 2006. "Housing Wealth and Aggregate Consumption in Sweden," Working Paper Series 2006:16, Uppsala University, Department of Economics.
    22. Masih, Abul M. M. & Masih, Rumi, 1999. "Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 251-282, August.
    23. 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 0021, Department of Economics at the University of Washington.
    24. Julia Campos & Neil R. Ericsson & David F. Hendry, 1987. "An analogue model of phase-averaging procedures," International Finance Discussion Papers 303, Board of Governors of the Federal Reserve System (U.S.).
    25. Jaebeom Kim & Masao Ogaki & Minseok Yang, 2007. "Structural Error Correction Models: A System Method for Linear Rational Expectations Models and an Application to an Exchange Rate Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 2057-2075, December.
    26. Álvarez, Luis J. & Gómez-Loscos, Ana, 2018. "A menu on output gap estimation methods," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 827-850.
    27. Gehrke, Britta & Yao, Fang, 2016. "Persistence and Volatility of Real Exchange Rates: The Role of Supply Shocks Revisited," VfS Annual Conference 2016 (Augsburg): Demographic Change 145752, Verein für Socialpolitik / German Economic Association.
    28. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008. "Investment shocks and business cycles," Working Paper Series WP-08-12, Federal Reserve Bank of Chicago.
    29. Campbell, John & Perron, Pierre, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots," Scholarly Articles 3374863, Harvard University Department of Economics.
    30. Peter Hans Matthews, 2004. "Paradise Lost and Found? The Econometric Contributions of Clive W.J. Granger and Robert F. Engle," Middlebury College Working Paper Series 0416, Middlebury College, Department of Economics.
    31. Selva Demiralp & Kevin D. Hoover & Stephen J. Perez, 2008. "A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 509-533, August.
    32. Chang, Yongsung & Schorfheide, Frank, 2003. "Labor-supply shifts and economic fluctuations," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1751-1768, November.
    33. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1998. "Time-series properties and empirical evidence of growth and infraestructure: revised version," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 336, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    34. Kozicki, Sharon, 1999. "Multivariate detrending under common trend restrictions: Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 997-1028, June.
    35. Claeys Peter, 2008. "Estimating the effects of fiscal policy under the budget constraint," wp.comunite 0038, Department of Communication, University of Teramo.
    36. Yan, Bingcheng & Zivot, Eric, 2010. "A structural analysis of price discovery measures," Journal of Financial Markets, Elsevier, vol. 13(1), pages 1-19, February.
    37. Trenkler, Carsten, 2006. "Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms," SFB 649 Discussion Papers 2006-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    38. Martinez, Valeria & Tse, Yiuman, 2018. "Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico," Research in International Business and Finance, Elsevier, vol. 45(C), pages 271-284.
    39. Abdul Karim, Zulkefly & Abdul Karim, Bakri & Ahmad, Riayati, 2010. "Fixed investment, household consumption, and economic growth : a structural vector error correction model (SVECM) study of Malaysia," MPRA Paper 27146, University Library of Munich, Germany.
    40. Karl WHELAN, 2002. "Some New Economy Lessons for Macroeconomists," Discussion Papers (REL - Recherches Economiques de Louvain) 2002012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    41. Fève, Patrick & Guay, Alain, 2009. "Identification of Technology Shocks in Structural VARs," TSE Working Papers 09-028, Toulouse School of Economics (TSE).
    42. Qin, Duo & Cagas, Marie Anne & Quising, Pilipinas & He, Xin-Hua, 2006. "How much does investment drive economic growth in China?," Journal of Policy Modeling, Elsevier, vol. 28(7), pages 751-774, October.
    43. Morana, Claudio, 2004. "The Japanese stagnation: an assessment of the productivity slowdown hypothesis," Japan and the World Economy, Elsevier, vol. 16(2), pages 193-211, April.
    44. Beaudry, Paul & Guay, Alain, 1996. "What do interest rates reveal about the functioning of real business cycle models?," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1661-1682.
    45. Juan de Dios Tena & César Salazar, 2008. "Explaining inflation and output volatility in Chile: an empirical analysis of forty years," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
    46. Herzer, Dierk & Kemper, Niels & Zamparelli, Luca, 2009. "Balanced growth and structural breaks: Evidence for Germany," MPRA Paper 14944, University Library of Munich, Germany.
    47. Hoffman, Dennis L. & Rasche, Robert H. & Tieslau, Margie A., 1995. "The stability of long-run money demand in five industrial countries," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 317-339, April.
    48. Martin Schmidt, 2007. "M1 demand and volatility," Empirical Economics, Springer, vol. 32(1), pages 85-104, April.
    49. Chang-Jin Kim & Charles R. Nelson & Jeremy M. Piger, 2003. "The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations," Working Papers 2001-016, Federal Reserve Bank of St. Louis.
    50. Pau Rabanal & Juan F. Rubio-Ramirez & Vicente Tuesta, 2009. "Cointegrated TFP processes and international business cycles," FRB Atlanta Working Paper 2009-23, Federal Reserve Bank of Atlanta.
    51. John H. Cochrane, 1990. "Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods," NBER Working Papers 3427, National Bureau of Economic Research, Inc.
    52. Victor Zarnowitz, 1997. "Business Cycles Observed and Assessed: Why and How They Matter," NBER Working Papers 6230, National Bureau of Economic Research, Inc.
    53. Whelan, Karl, 2006. "New Evidence on Balanced Growth, Stochastic Trends, and Economic Fluctuations," MPRA Paper 5910, University Library of Munich, Germany.
    54. Hoffmaister, Alexander W. & Roldos, Jorge E., 2001. "The Sources of Macroeconomic Fluctuations in Developing Countries: Brazil and Korea," Journal of Macroeconomics, Elsevier, vol. 23(2), pages 213-239, April.
    55. Michael D. Bauer & Glenn D. Rudebusch, 2017. "Interest Rates Under Falling Stars," CESifo Working Paper Series 6571, CESifo.
    56. Shintani, Mototsugu, 2001. "A simple cointegrating rank test without vector autoregression," Journal of Econometrics, Elsevier, vol. 105(2), pages 337-362, December.
    57. Hahn, Franz & Ruenstler, Gerhard, 1996. "Potential Output, the Natural Rate of Unemployment, and the Phillips Curve in a Multivariate Structural Time Series Framework," Economics Series 33, Institute for Advanced Studies.
    58. Robert H. Rasche, 2001. "Identification of dynamic economic models from reduced form VECM structures: an application of covariance restrictions," Working Papers 2000-011, Federal Reserve Bank of St. Louis.
    59. Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2008. "Structural vector autoregressions: theory of identification and algorithms for inference," FRB Atlanta Working Paper 2008-18, Federal Reserve Bank of Atlanta.
    60. James A. Kahn & Robert W. Rich, 2003. "Tracking the new economy: using growth theory to detect changes in trend productivity," Proceedings, Federal Reserve Bank of San Francisco, issue nov.
    61. Ahking, Francis W., 2002. "Model mis-specification and Johansen's co-integration analysis: an application to the US money demand," Journal of Macroeconomics, Elsevier, vol. 24(1), pages 51-66, March.
    62. Robert B. Archibald & Alfredo M. Pereira, 2003. "Effects of Public and Private R&D on Private-Sector Performance in the United States," Public Finance Review, , vol. 31(4), pages 429-451, July.
    63. Darren Pain & Ryland Thomas, 1997. "Real Interest Rate Linkages: Testing for Common Trends and Cycles," Bank of England working papers 65, Bank of England.
    64. Hess, Martin K., 2004. "Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 455-471, December.
    65. Steven Cook, 2003. "The nonstationarity of the consumption-income ratio: Evidence from more powerful Dickey-Fuller tests," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 393-395.
    66. Lawrence J. Christiano & Martin S. Eichenbaum & Robert J. Vigfusson, 2003. "What happens after a technology shock?," International Finance Discussion Papers 768, Board of Governors of the Federal Reserve System (U.S.).
    67. Fisher, Jonas D. M., 1997. "Relative prices, complementarities and comovement among components of aggregate expenditures," Journal of Monetary Economics, Elsevier, vol. 39(3), pages 449-474, August.
    68. Gert Peersman, 2005. "What caused the early millennium slowdown? Evidence based on vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 185-207.
    69. M.S.Rafiq, 2006. "Business Cycle Moderation - Good Policies or Good Luck: Evidence and Explanations for the Euro Area," Discussion Paper Series 2006_21, Department of Economics, Loughborough University.
    70. Jan P. A. M. Jacobs & Kenneth F. Wallis, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
    71. Neaime, Simon & Gaysset, Isabelle, 2022. "Macroeconomic and monetary policy responses in selected highly indebted MENA countries post Covid 19: A structural VAR approach," Research in International Business and Finance, Elsevier, vol. 61(C).
    72. Michelis, Andrea De & Iacoviello, Matteo, 2016. "Raising an inflation target: The Japanese experience with Abenomics," European Economic Review, Elsevier, vol. 88(C), pages 67-87.
    73. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2007. "Bayesian Inference in a Cointegrating Panel Data Model," Working Paper series 02_07, Rimini Centre for Economic Analysis.
    74. Haug, Alfred A. & Karagedikli, Ozer & Ranchhod, Satish, 2005. "Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union," Journal of Policy Modeling, Elsevier, vol. 27(1), pages 55-74, February.
    75. Robert G. King & Sergio T. Rebelo, 2000. "Resuscitating Real Business Cycles," NBER Working Papers 7534, National Bureau of Economic Research, Inc.
    76. Yifei Cai, 2018. "Testing the Fisher Effect in the US," Economics Bulletin, AccessEcon, vol. 38(2), pages 1014-1027.
    77. Schreiber, Sven, 2014. "The estimation uncertainty of permanent-transitory decompositions in co-integrated systems," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100582, Verein für Socialpolitik / German Economic Association.
    78. Blonigen, Bruce A. & Piger, Jeremy & Sly, Nicholas, 2014. "Comovement in GDP trends and cycles among trading partners," Journal of International Economics, Elsevier, vol. 94(2), pages 239-247.
    79. Fisher, Lance A. & Huh, Hyeon-Seung & Summers, Peter M., 2000. "Structural Identification of Permanent Shocks in VEC Models: A Generalization," Journal of Macroeconomics, Elsevier, vol. 22(1), pages 53-68, January.
    80. Moses M. Kupabado & Juergen Kaehler, 2021. "Financialization, common stochastic trends, and commodity prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 1988-2008, December.
    81. Kascha, Christian & Trenkler, Carsten, 2011. "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1008-1017, February.
    82. Dennis L. Hoffman & Robert H. Rasche, 1997. "STLS/US-VECM6.1: a vector error-correction forecasting model of the U. S. economy," Working Papers 1997-008, Federal Reserve Bank of St. Louis.
    83. Marinko Škare & Saša Stjepanović, 2016. "Measuring Business Cycles: A Review," Contemporary Economics, Vizja University, vol. 10(1), March.
    84. Holtemöller, Oliver & Schmidt, Torsten, 2008. "Identifying Sources of Business Cycle Fluctuations in Germany 1975–1998," Ruhr Economic Papers 68, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    85. Sarantis, Nicholas & Stewart, Chris, 1999. "Is the consumption-income ratio stationary? Evidence from panel unit root tests," Economics Letters, Elsevier, vol. 64(3), pages 309-314, September.
    86. Paul Lau, Sau-Him, 2000. "On the validity and identification of long-run restrictions for a cointegrated system," Economic Modelling, Elsevier, vol. 17(4), pages 485-496, December.
    87. International Monetary Fund, 2005. "Net Foreign Asset Positions and Consumption Dynamics in the International Economy," IMF Working Papers 2005/082, International Monetary Fund.
    88. Iacoviello, Matteo, 2000. "House prices and the macroeconomy in Europe: Results from a structural var analysis," Working Paper Series 18, European Central Bank.
    89. Anthony Garratt & Donald Robertson & Stephen Wright, 2006. "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542, May.
    90. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007. "Common shocks, common dynamics, and the international business cycle," Economic Modelling, Elsevier, vol. 24(1), pages 149-166, January.
    91. Alain DeSerres & Alain Guay, 1995. "Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions," Econometrics 9510001, University Library of Munich, Germany.
    92. Valerie A. Ramey, 1993. "How Important is the Credit Channel in the Transmission of Monetary Policy?," NBER Working Papers 4285, National Bureau of Economic Research, Inc.
    93. Han, Hsiang-Ling & Ogaki, Masao, 1997. "Consumption, income and cointegration," International Review of Economics & Finance, Elsevier, vol. 6(2), pages 107-117.
    94. Szilárd Benk & Zoltán M. Jakab & Gábor Vadas, 2005. "Potential Output Estimations for Hungary: A Survey of Different Approaches," MNB Occasional Papers 2005/43, Magyar Nemzeti Bank (Central Bank of Hungary).
    95. Martin Bruns & Helmut Lutkepohl, 2024. "Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions," University of East Anglia School of Economics Working Paper Series 2024-06, School of Economics, University of East Anglia, Norwich, UK..
    96. Claus Brand & Nuno Cassola, 2004. "A money demand system for euro area M3," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 817-838.
    97. Franchi, Massimo & Paruolo, Paolo, 2011. "A characterization of vector autoregressive processes with common cyclical features," Journal of Econometrics, Elsevier, vol. 163(1), pages 105-117, July.
    98. Tor Jacobson & Henry Ohlsson, 2000. "Working time, employment, and work sharing: Evidence from Sweden," Empirical Economics, Springer, vol. 25(1), pages 169-187.
    99. Mashabela, Juliet & Raputsoane, Leroi, 2018. "The behaviour of disaggregated output over the economic cycle," MPRA Paper 121912, University Library of Munich, Germany.
    100. Stephen G. Cecchetti, 1999. "Legal Structure, Financial Structure, and the Monetary Policy Transmission Mechanism," NBER Working Papers 7151, National Bureau of Economic Research, Inc.
    101. Ehrmann, Michael & Worms, Andreas, 2001. "Interbank lending and monetary policy transmission - evidence for Germany," Working Paper Series 73, European Central Bank.
    102. Darrell Duffie & Kenneth J. Singleton, 1990. "Simulated Moments Estimation of Markov Models of Asset Prices," NBER Technical Working Papers 0087, National Bureau of Economic Research, Inc.
    103. Ivrendi, Mehmet & Guloglu, Bulent, 2010. "Monetary shocks, exchange rates and trade balances: Evidence from inflation targeting countries," Economic Modelling, Elsevier, vol. 27(5), pages 1144-1155, September.
    104. Sax, Christoph & Gubler, Matthias, 2011. "The Balassa-Samuelson Effect Reversed: New Evidence from OECD Countries," Working papers 2011/09, Faculty of Business and Economics - University of Basel.
    105. Krkoska, Libor, 1999. "A Neoclassical Growth Model Applied to Transition in Central Europe," Journal of Comparative Economics, Elsevier, vol. 27(2), pages 259-280, June.
    106. Richard Dennis, 2001. "The Policy Preferences of the U.S. Federal Reserve," Working Paper Series 2001-08, Federal Reserve Bank of San Francisco.
    107. Frederic Dufourt, 2000. "Dynamic Properties of the New Neoclassical Synthesis Model of Business Cycle," Econometric Society World Congress 2000 Contributed Papers 0389, Econometric Society.
    108. Koustas, Zisimos, 1998. "Canadian Evidence on Long-Run Neutrality Propositions," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 397-411, April.
    109. Andrle, Michal, 2008. "The Role of Trends and Detrending in DSGE Models," MPRA Paper 13289, University Library of Munich, Germany.
    110. Pierre St-Amant, 1996. "Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology," Staff Working Papers 96-2, Bank of Canada.
    111. de Silva, Ashton, 2007. "A multivariate innovations state space Beveridge Nelson decomposition," MPRA Paper 5431, University Library of Munich, Germany.
    112. Michael Ehrmann & Andreas Worms, 2004. "Bank Networks and Monetary Policy Transmission," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1148-1171, December.
    113. Piergiorgio Alessandri, 2004. "Aggregate Consumption and the Stock Market: Should We Worry about Non-linear Wealth Effects?," Birkbeck Working Papers in Economics and Finance 0410, Birkbeck, Department of Economics, Mathematics & Statistics.
    114. Mario J. Crucini & Mototsugu Shintani, 2015. "Measuring international business cycles by saving for a rainy day," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(4), pages 1266-1290, November.
    115. John H. Rogers, 1995. "Real shocks and real exchange rates in really long-term data," International Finance Discussion Papers 493, Board of Governors of the Federal Reserve System (U.S.).
    116. Iacoviello, Matteo & Minetti, Raoul, 2008. "The credit channel of monetary policy: Evidence from the housing market," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 69-96, March.
    117. Brüggemann, Ralf, 2006. "Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions," SFB 649 Discussion Papers 2006-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    118. Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007. "Opening the black box: structural factor models with large cross-sections," Working Paper Series 712, European Central Bank.
    119. Karl Whelan, 2001. "A two-sector approach to modeling U.S. NIPA data," Finance and Economics Discussion Series 2001-04, Board of Governors of the Federal Reserve System (U.S.).
    120. Robert J. Vigfusson, 2004. "The delayed response to a technology shock: a flexible price explanation," International Finance Discussion Papers 810, Board of Governors of the Federal Reserve System (U.S.).
    121. Rita Duarte & Carlos Marques, 2013. "The dynamic effects of shocks to wages and prices in the United States and the Euro Area," Empirical Economics, Springer, vol. 44(2), pages 613-638, April.
    122. Shively, Philip A., 2004. "The size and dynamic effect of aggregate-demand and aggregate-supply disturbances in expansionary and contractionary regimes," Journal of Macroeconomics, Elsevier, vol. 26(1), pages 83-99, March.
    123. Ulrich Mueller & Mark W. Watson, 2006. "Testing Models of Low-Frequency Variability," NBER Working Papers 12671, National Bureau of Economic Research, Inc.
    124. Banerjee, Anindya & Marcellino, Massimiliano, 2008. "Factor-augmented Error Correction Models," CEPR Discussion Papers 6707, C.E.P.R. Discussion Papers.
    125. Robert G. King & Mark W. Watson, 1995. "Money, prices, interest rates and the business cycle," Working Paper Series, Macroeconomic Issues 95-10, Federal Reserve Bank of Chicago.
    126. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1994. "Testing the externalities hypothesis of endogenous growth using cointegration," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 236, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    127. Mr. Natan P. Epstein & Corrado Macchiarelli, 2010. "Estimating Poland's Potential Output: A Production Function Approach," IMF Working Papers 2010/015, International Monetary Fund.
    128. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 62-78.
    129. Anton Skrobotov, 2021. "Structural breaks in cointegration models: Multivariate case," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 64, pages 83-106.
    130. Alexius, Annika & Carlsson, Mikael, 2007. "Production function residuals, VAR technology shocks, and hours worked: Evidence from industry data," Economics Letters, Elsevier, vol. 96(2), pages 259-263, August.
    131. ODIA NDONGO, Yves Francis, 2007. "Les sources des fluctuations marcoéconomiques au Cameroun," MPRA Paper 1308, University Library of Munich, Germany.
    132. Chen, Xiaoshan & Mills, Terence C., 2009. "Evaluating growth cycle synchronisation in the EU," Economic Modelling, Elsevier, vol. 26(2), pages 342-351, March.
    133. Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003. "A Long run structural macroeconometric model of the UK," Economic Journal, Royal Economic Society, vol. 113(487), pages 412-455, April.
    134. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.).
    135. Lippi, Marco & Reichlin, Lucrezia & Forni, Mario, 2003. "Opening the Black Box: Structural Factor Models versus Structural VARs," CEPR Discussion Papers 4133, C.E.P.R. Discussion Papers.
    136. Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers CWP21/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    137. Norrbin, Stefan C. & Reffett, Kevin L., 1995. "Trade credit in a monetary economy," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 413-430, June.
    138. Augustine Arize & John Malindretos & Kiseok Nam, 2005. "Inflation and Structural Change in 50 Developing Countries," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 33(4), pages 461-471, December.
    139. Lastrapes, William D. & Selgin, George, 1995. "The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 387-404.
    140. James S. Fackler & W. Douglas McMillin, 1998. "Historical Decomposition of Aggregate Demand and Supply Shocks in a Small Macro Model," Southern Economic Journal, John Wiley & Sons, vol. 64(3), pages 648-664, January.
    141. Gil-Alana, Luis A. & Mudida, Robert & Zerbo, Eleazar, 2021. "GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 175-190.
    142. Chrigui Zouhair & Boujelbene Younes, 2009. "The Opportunities for Adopting Inflation Targeting in Tunisia: a Cointegration Study and Transmission Channels of Monetary Policy," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 16(3), pages 671-692, October.
    143. Alain DeSerres & Alain Guay & Pierre St-Amant, 1995. "Estimating and Projecting Potential Output Using Structural VAR Methodology," Macroeconomics 9504003, University Library of Munich, Germany.
    144. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2011. "Energy consumption at business cycle horizons: The case of the United States," Energy Economics, Elsevier, vol. 33(2), pages 161-167, March.
    145. Willie Lahari, 2010. "Permanent and Transitory Shocks among Pacific Island Economies - Prospects for a Pacific Islands Currency Union," Working Papers 1001, University of Otago, Department of Economics, revised Feb 2010.
    146. Ribba, Antonio, 2007. "Permanent disinflationary effects on unemployment in a small open economy: Italy 1979-1995," Economic Modelling, Elsevier, vol. 24(1), pages 66-81, January.
    147. Alfred A. Haug & Julie Tam, 2001. "A Closer Look at Long Run Money Demand," Working Papers 2002_09, York University, Department of Economics, revised Sep 2002.
    148. Dimitra Kontana & Stilianos Fountas, 2021. "Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: A panel cointegration approach for 50 US states," Discussion Paper Series 2021_10, Department of Economics, University of Macedonia, revised Sep 2021.
    149. Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2006. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 624, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    150. Murray, John & Schembri, Lawrence & St-Amant, Pierre, 2003. "Revisiting the case for flexible exchange rates in North America," The North American Journal of Economics and Finance, Elsevier, vol. 14(2), pages 207-240, August.
    151. Francis X. Diebold, 1997. "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers 6290, National Bureau of Economic Research, Inc.
    152. Kyungho Jang & Masao Ogaki, 2001. "The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Working Papers 01-02, Ohio State University, Department of Economics.
    153. Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
    154. Claudio Morana, 2003. "Long-Run Growth and Income Distribution: Evidence for Italy and the US," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 62(2), pages 171-210, October.
    155. Coibion, Olivier & Gorodnichenko, Yuriy & Ulate, Mauricio, 2018. "The Cyclical Sensitivity in Estimates of Potential Output," Department of Economics, Working Paper Series qt0r16570h, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    156. Ben Fung & Rohit Gupta, "undated". "Searching for the Liquidity Effect in Canada," Staff Working Papers 94-12, Bank of Canada.
    157. Attfield, Clifford L. F. & Silverstone, Brian, 1998. "Okun's Law, Cointegration and Gap Variables," Journal of Macroeconomics, Elsevier, vol. 20(3), pages 625-637, July.
    158. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January.
    159. Jon Faust & Charles H. Whiteman, 1997. "General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and critique," International Finance Discussion Papers 576, Board of Governors of the Federal Reserve System (U.S.).
    160. Iacoviello, Matteo & Minetti, Raoul, 2000. "The credit channel of monetary policy and housing markets: International empirical evidence," Bank of Finland Research Discussion Papers 14/2000, Bank of Finland.
    161. Huh, Hyeon-seung & Kim, David, 2013. "An empirical test of exogenous versus endogenous growth models for the G-7 countries," Economic Modelling, Elsevier, vol. 32(C), pages 262-272.
    162. Andersson, Björn, 1999. "On the Causality Between Saving and Growth: Long- and Short-Run Dynamics and Country Heterogeneity," Working Paper Series 1999:18, Uppsala University, Department of Economics.
    163. Claudio Morana, 2004. "Frequency domain principal components estimation of fractionally cointegrated processes," Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 837-842.
    164. Haykaz Igityan & Hovhannes Manukyan, 2020. "Fitting Armenian Data to the Simple DSGE Model with Permanent Productivity Growth," Working Papers 14, Central Bank of Armenia.
    165. Héctor Zárate & Norberto Rodr�guez & Margarita Mar�n, 2013. "El tamano de las empresas y la transmisión de la política monetaria en Colombia: una aplicación con la encuesta mensual de expectativas económicas," Revista de Economía del Rosario, Universidad del Rosario.
    166. Pascal Towbin & Mr. Sebastian Weber, 2015. "Price Expectations and the U.S. Housing Boom," IMF Working Papers 2015/182, International Monetary Fund.
    167. Chen, Jie, 2006. "Re-evaluating the association between housing wealth and aggregate consumption: New evidence from Sweden," Journal of Housing Economics, Elsevier, vol. 15(4), pages 321-348, December.
    168. Restrepo-Ochoa, Sergio I. & Vazquez, Jesus, 2004. "Cyclical features of the Uzawa-Lucas endogenous growth model," Economic Modelling, Elsevier, vol. 21(2), pages 285-322, March.
    169. Julio J. Rotemberg & Michael Woodford, 1994. "Is the Business Cycles a Necessary Consequence of Stochastic Growth?," NBER Working Papers 4650, National Bureau of Economic Research, Inc.
    170. Dufourt, 2005. "Demand and productivity components of business cycles: Estimates and implications," Macroeconomics 0501013, University Library of Munich, Germany, revised 09 Nov 2005.
    171. Chang‐Jin Kim & Jeremy M. Piger & Richard Startz, 2007. "The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 187-204, February.
    172. Afonso, António & Claeys, Peter, 2007. "The dynamic behaviour of budget components and output," Working Paper Series 775, European Central Bank.
    173. Dey, Jaya, 2017. "The Role Of Investment-Specific Technology Shocks In Driving International Business Cycles: A Bayesian Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 21(3), pages 555-598, April.
    174. Francis, Neville & Ramey, Valerie A., 2005. "Is the technology-driven real business cycle hypothesis dead? Shocks and aggregate fluctuations revisited," Journal of Monetary Economics, Elsevier, vol. 52(8), pages 1379-1399, November.
    175. 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, vol. 18(1), pages 133-155.
    176. Fábio Augusto Reis Gomes & Douglas de Souza Franchini, 2008. "The Stationarity of Consumption–Income Ratios: Evidence from South American Countries," Business and Economics Working Papers 021, Unidade de Negocios e Economia, Insper.
    177. Harvey, David I. & Mills, Terence C., 2002. "Common features in UK sectoral output," Economic Modelling, Elsevier, vol. 19(1), pages 91-104, January.
    178. Mashabela, Juliet & Raputsoane, Leroi, 2018. "Important factors in a nations international competitiveness ranking," MPRA Paper 86477, University Library of Munich, Germany.
    179. Cook, Steven, 2005. "The stationarity of consumption-income ratios: Evidence from minimum LM unit root testing," Economics Letters, Elsevier, vol. 89(1), pages 55-60, October.
    180. Daniel, Betty C., 1997. "International interdependence of national growth rates: A structural trends anakysis," Journal of Monetary Economics, Elsevier, vol. 40(1), pages 73-96, September.
    181. Alain DeSerres & Alain Guay & Pierre St-Amant, "undated". "Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy," Staff Working Papers 95-2, Bank of Canada.
    182. Helmut Lütkepohl & Aleksei Netšunajev, 2018. "The Relation between Monetary Policy and the Stock Market in Europe," Econometrics, MDPI, vol. 6(3), pages 1-14, August.
    183. Seok-Kyun Hur, 2010. "The Economic Growth of Korea Since the 1990s: Identifying Contributing Factors from Demand and Supply Sides," Chapters, in: Takatoshi Ito & Chin Hee Hahn (ed.), The Rise of China and Structural Changes in Korea and Asia, chapter 5, Edward Elgar Publishing.
    184. Adeel Ali & Syed Faizan Iftikhar & Ambreen Fatima & Lubna Naz, 2015. "Income Inequality, Redistribution of Income and Trade Openness," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 54(4), pages 865-874.
    185. Pierre-Daniel G. Sarte, 1997. "On the identification of structural vector autoregressions," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 45-68.
    186. Francesca Marino, 2016. "The Italian productivity slowdown in a Real Business Cycle perspective," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 63(2), pages 171-193, June.
    187. Lütkepohl, Helmut, 2008. "Problems related to over-identifying restrictions for structural vector error correction models," Economics Letters, Elsevier, vol. 99(3), pages 512-515, June.
    188. Perron, Pierre & Wada, Tatsuma, 2009. "Let's take a break: Trends and cycles in US real GDP," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 749-765, September.
    189. Michael Kiley, 2010. "Output gaps," 2010 Meeting Papers 266, Society for Economic Dynamics.
    190. Nicholas Bloom, 2000. "A Generalised Model of Investment under Uncertainty: Aggregation and Estimation," Econometric Society World Congress 2000 Contributed Papers 1505, Econometric Society.
    191. Norrbin, Stefan C. & Reffett, Kevin L., 1996. "A substitution test of long-run money demand," Journal of Macroeconomics, Elsevier, vol. 18(2), pages 253-270.
    192. Easaw Joshy & Golinelli Roberto, 2010. "Households Forming Inflation Expectations: Active and Passive Absorption Rates," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-32, November.
    193. Gunbileg Ganbayar, 2021. "An Investigation into the Sources of Depreciations in Mongolian Tugrik Exchange Rate: A Structural VAR Approach," JRFM, MDPI, vol. 14(11), pages 1-16, November.
    194. George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price, 2019. "Time-varying cointegration and the UK great ratios," Bank of England working papers 789, Bank of England.
    195. Yin Zhang & Guanghua Wan, 2004. "Output and Price Fluctuations in China's Reform Years: What Role did Money Play?," WIDER Working Paper Series RP2004-56, World Institute for Development Economic Research (UNU-WIDER).
    196. Polbin, Andrey & Fokin, Nikita, 2017. "К Вопросу О Долгосрочной Взаимосвязи Реального Потребления Домохозяйств С Реальным Доходом В Рф [A note on cointegration relationship between real consumption and real income in Russia]," MPRA Paper 82451, University Library of Munich, Germany, revised Nov 2017.
    197. Alessio Moneta, 2003. "Graphical Models for Structural Vector Autoregressions," LEM Papers Series 2003/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    198. Wenli Li & Pierre-Daniel G. Sarte, 2000. "Investigating fluctuations in U.S. manufacturing : what are the direct effects of informational frictions?," Working Paper 00-01, Federal Reserve Bank of Richmond.
    199. Niels Haldrup & Peter Lildholdt, "undated". "Local Power Functions of Tests for Double Unit Roots," Economics Working Papers 2000-2, Department of Economics and Business Economics, Aarhus University.
    200. S Shahnawaz, 2004. "Market Power and Unites States Sectoral Textile Imports," Economic Issues Journal Articles, Economic Issues, vol. 9(2), pages 69-84, September.
    201. Masih, Abul M. M. & Masih, Rumi, 1996. "Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach," Journal of Policy Modeling, Elsevier, vol. 18(5), pages 531-560, October.
    202. Efdal Ulas Misirli, 2018. "Productivity Risk and Industry Momentum," Financial Management, Financial Management Association International, vol. 47(3), pages 739-774, September.
    203. Ángel Guillén & Gabriel Rodríguez, 2014. "Trend-cycle decomposition for Peruvian GDP: application of an alternative method," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 23(1), pages 1-44, December.
    204. deB. Harris, Frederick H. & McInish, Thomas H. & Wood, Robert A., 2002. "Security price adjustment across exchanges: an investigation of common factor components for Dow stocks," Journal of Financial Markets, Elsevier, vol. 5(3), pages 277-308, July.
    205. William Crowder & Mark Wohar, 2004. "A cointegrated structural VAR model of the Canadian economy," Applied Economics, Taylor & Francis Journals, vol. 36(3), pages 195-213.
    206. Philip M. Bodman, 1998. "Asymmetry and Duration Dependence in Australian GDP and Unemployment," The Economic Record, The Economic Society of Australia, vol. 74(227), pages 399-411, December.
    207. René Lalonde, 2000. "Le modèle USM d'analyse et de projection de l'économie américaine," Staff Working Papers 00-19, Bank of Canada.
    208. Morana, Claudio, 2000. "Measuring core inflation in the euro area," Working Paper Series 36, European Central Bank.
    209. Roger E.A. Farmer, 1996. "Money In A Real Business Cycle Model," UCLA Economics Working Papers 757, UCLA Department of Economics.
    210. 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.
    211. Dr. Godwin Chukwudum Nwaobi, 2004. "Modelling Economic Fluctuations In Subsaharan Africa:A Vector Autoregressive Approach," Macroeconomics 0406008, University Library of Munich, Germany.
    212. Gottschalk, Jan & Döpke, Jörg & Kamps, Christophe, 2001. "Sources of Euro Real Exchange Rate Fluctuations: What Is Behind the Euro Weakness in 1999-2000?," Kiel Working Papers 1050, Kiel Institute for the World Economy.
    213. Kbiri, Mohammed Alaoui & Ghassan, Hassan Belkacem, 2019. "Model reduction in dynamical VAR systems," MPRA Paper 122971, University Library of Munich, Germany, revised 2020.
    214. Towbin, Pascal & Weber, Sebastian, 2013. "Limits of floating exchange rates: The role of foreign currency debt and import structure," Journal of Development Economics, Elsevier, vol. 101(C), pages 179-194.
    215. Michael Ehrmann, 2000. "Comparing monetary policy transmission across European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(1), pages 58-83, March.
    216. Victor Olkhov, 2018. "How Macro Transactions Describe the Evolution and Fluctuation of Financial Variables," IJFS, MDPI, vol. 6(2), pages 1-19, March.
    217. Shibamoto, Masahiko & Hayaki, Shoka & Ogisu, Yoshitaka, 2022. "COVID-19 infection spread and human mobility," Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
    218. Robert Taylor & Stephen Leybourne & David Harvey, 2004. "Modified Tests for a Change in Persistence," Econometric Society 2004 Australasian Meetings 64, Econometric Society.
    219. Attfield, Cliff & Temple, Jonathan R.W., 2010. "Balanced growth and the great ratios: New evidence for the US and UK," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 937-956, December.
    220. Pesaran, H. Hashem & Shin, Yongcheol, 1998. "Generalized impulse response analysis in linear multivariate models," Economics Letters, Elsevier, vol. 58(1), pages 17-29, January.
    221. Masih, A. Mansur M. & Masih, Rumi, 2002. "Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period," Global Finance Journal, Elsevier, vol. 13(1), pages 63-91.
    222. Kirstin Hubrich & Peter J. G. Vlaar, 2000. "Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy," Econometric Society World Congress 2000 Contributed Papers 1802, Econometric Society, revised 08 Nov 2000.
    223. Gomes, Fábio A. R. & Franchini, Douglas de S., 2008. "The Stationarity of Consumption–Income Ratios: Evidence from South American Countries," Insper Working Papers wpe_123, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    224. Bilgili, Faik & Tülüce, Nadide Sevil Halıcı & Doğan, İbrahim, 2012. "The determinants of FDI in Turkey: A Markov Regime-Switching approach," Economic Modelling, Elsevier, vol. 29(4), pages 1161-1169.
    225. Radmila Krkošková, 2019. "Modelování makroekonomických agregátů české a slovenské ekonomiky pomocí var modelů [Modelling Macroeconomic Aggregates of the Czech and Slovak Economies Using Var Models]," Politická ekonomie, Prague University of Economics and Business, vol. 2019(6), pages 593-610.
    226. Parker, Miles, 2018. "How global is “global inflation”?," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 174-197.
    227. Will Dison & Konstantinos Theodoridis, 2017. "Do macro shocks matter for equities?," Bank of England working papers 692, Bank of England.
    228. Barhoumi, Karim, 2006. "Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation," MPRA Paper 6573, University Library of Munich, Germany, revised 13 Oct 2007.
    229. Tom Stark, 1998. "A Bayesian vector error corrections model of the U.S. economy," Working Papers 98-12, Federal Reserve Bank of Philadelphia.
    230. Anna Mikusheva, 2014. "Estimation of dynamic stochastic general equilibrium models (in Russian)," Quantile, Quantile, issue 12, pages 1-21, February.
    231. Pesaran, M. Hashem & Shin, Yongcheol, 1996. "Cointegration and speed of convergence to equilibrium," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 117-143.
    232. Pelizzon, Loriana & Sottocornola, Matteo, 2018. "The impact of monetary policy iInterventions on the insurance industry," SAFE Working Paper Series 204, Leibniz Institute for Financial Research SAFE.
    233. Lucke, Bernd, 2010. "Identification and overidentification in SVECMs," Economics Letters, Elsevier, vol. 108(3), pages 318-321, September.
    234. Chow, Hwee Kwan & Kim, Yoonbai, 2003. "A common currency peg in East Asia? Perspectives from Western Europe," Journal of Macroeconomics, Elsevier, vol. 25(3), pages 331-350, September.
    235. Dobromił Serwa & Piotr Wdowiński, 2017. "Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(4), pages 323-357, December.
    236. Seiha Ok & Makoto Kakinaka & Hiroaki Miyamoto, 2010. "Real Shock or Nominal Shock? Exchange Rate Movements in Cambodia and Lao PDR," Working Papers EMS_2010_05, Research Institute, International University of Japan.
    237. Gary D. Hansen, 1989. "Technical Progress and Aggregate Fluctuations," UCLA Economics Working Papers 546, UCLA Department of Economics.
    238. Yang, Zan & Wang, S.T., 2012. "Permanent and transitory shocks in owner-occupied housing: A common trend model of price dynamics," Journal of Housing Economics, Elsevier, vol. 21(4), pages 336-346.
    239. Christian Kascha & Karel Mertens, 2006. "Business Cycle Analysis and VARMA models," Economics Working Papers ECO2006/37, European University Institute.
    240. Justyna Wr'oblewska & {L}ukasz Kwiatkowski, 2024. "Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity," Papers 2406.03053, arXiv.org, revised Jun 2024.
    241. Christophe Kamps, 2005. "The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 12(4), pages 533-558, August.
    242. Vahid, Farshid & Issler, Joao Victor, 2002. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, vol. 109(2), pages 341-363, August.
    243. Peel, David A. & Ioannidis, Christos, 2003. "Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes," Economics Letters, Elsevier, vol. 78(2), pages 147-152, February.
    244. Alfan Mansur, 2023. "Simultaneous identification of fiscal and monetary policy shocks," Empirical Economics, Springer, vol. 65(2), pages 697-728, August.
    245. Hsiao, Cheng & Wang, Siyan, 2006. "Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 427-463.
    246. Kumah, F.Y., 1996. "Common Stochastic Trends in the Current Account," Discussion Paper 1996-84, Tilburg University, Center for Economic Research.
    247. Rita Duarte, 2009. "Wage and Price Dynamics in the United States and the Euro Area," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    248. James H. Stock & Mark W. Watson, 2005. "Implications of Dynamic Factor Models for VAR Analysis," NBER Working Papers 11467, National Bureau of Economic Research, Inc.
    249. Bergman, Michael, 1996. "International evidence on the sources of macroeconomic fluctuations," European Economic Review, Elsevier, vol. 40(6), pages 1237-1258, June.
    250. Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," Working Paper 2006/01, Norges Bank.
    251. Alberto Alesina & Nouriel Roubini, 1990. "Political Cycles in OECD Economies," NBER Working Papers 3478, National Bureau of Economic Research, Inc.
    252. Ehrmann, Michael & Ellison, Martin & Valla, Natacha, 2003. "Regime-dependent impulse response functions in a Markov-switching vector autoregression model," Economics Letters, Elsevier, vol. 78(3), pages 295-299, March.
    253. Enzo Weber, 2011. "Analyzing U.S. Output and the Great Moderation by Simultaneous Unobserved Components," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1579-1597, December.
    254. Martin Schmidt, 2003. "Monetary dynamics: a market approach," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 139-152.
    255. Roberto ESPOSTI, 2000. "Public R&D Design and Technological Spill-Ins. A Dynamic Model," Working Papers 136, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    256. Céline Gauthier & Fuchun Li, 2006. "Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model," Staff Working Papers 06-42, Bank of Canada.
    257. Silvestro Di Sanzo, 2006. "Output fluctuations persistence: Do cyclical shocks matter?," Working Papers 2006_21, Department of Economics, University of Venice "Ca' Foscari".
    258. Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte, 2005. "Are Business Cycles All Alike In Europe?," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 031, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    259. Jesper Rangvid & Carsten Sørensen, 2002. "Convergence in the ERM and Declining Numbers of Common Stochastic Trends," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 1(2), pages 183-213, September.
    260. Yin-Wong Cheung, 2001. "Hong Kong Output Dynamics: An Empirical Analysis," CESifo Working Paper Series 482, CESifo.
    261. Fiona Atkins, 2005. "Financial Crises and Money Demand in Jamaica," Birkbeck Working Papers in Economics and Finance 0512, Birkbeck, Department of Economics, Mathematics & Statistics.
    262. Bessler, David A. & Yang, Jian, 2003. "The structure of interdependence in international stock markets," Journal of International Money and Finance, Elsevier, vol. 22(2), pages 261-287, April.
    263. Gonzalo, Jesus & Ng, Serena, 2001. "A systematic framework for analyzing the dynamic effects of permanent and transitory shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 25(10), pages 1527-1546, October.
    264. Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods qf0109, Department of Economics, University of Insubria.
    265. Paresh Narayan & Seema Narayan & Vinod Mishra, 2009. "Estimating money demand functions for South Asian countries," Empirical Economics, Springer, vol. 36(3), pages 685-696, June.
    266. Fatás, Antonio & Cerra, Valerie & Saxena, Sweta, 2020. "Hysteresis and Business Cycles," CEPR Discussion Papers 14531, C.E.P.R. Discussion Papers.
    267. Velinov, Anton, 2018. "On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 2(1), pages 106-126.
    268. Calcagnini, Giorgio, 1995. "Common trends and common cycles in international labor productivity," Economics Letters, Elsevier, vol. 48(2), pages 179-184, May.
    269. Itzhak Ben-David & Pascal Towbin & Sebastian Weber, 2019. "Inferring Expectations from Observables: Evidence from the Housing Market," NBER Working Papers 25702, National Bureau of Economic Research, Inc.
    270. Lee, Bong-Soo, 1996. "Comovements of earnings, dividends, and stock prices," Journal of Empirical Finance, Elsevier, vol. 3(4), pages 327-346, December.
    271. Martha Misas Arango & Enrique L�pez, 2000. "La Utilizaci�N De La Capacidad Instalada De La Industria En Colombia: Un Nuevo Enfoque," Borradores de Economia 3096, Banco de la Republica.
    272. Blankenau, William & Ayhan Kose, M. & Yi, Kei-Mu, 2001. "Can world real interest rates explain business cycles in a small open economy?," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 867-889, June.
    273. Dimitris Christopoulos & Eftymios Tsionas, 2002. "Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests," Economics Bulletin, AccessEcon, vol. 3(12), pages 1-5.
    274. Toru Konishi & Valerie A. Ramey & Clive W.J. Granger, 1993. "Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity," NBER Working Papers 4275, National Bureau of Economic Research, Inc.
    275. Lütkepohl, Helmut & Velinov, Anton, 2014. "Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity," SFB 649 Discussion Papers 2014-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    276. Valentina Corradi & Norman R. Swanson, 2003. "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers 200322, Rutgers University, Department of Economics.
    277. Claude Lopez & Javier Reyes, 2009. "Stationary properties of the real interest rate and the per-capita consumption growth rate: empirical evidence for theoretical arguments," Applied Economics, Taylor & Francis Journals, vol. 41(13), pages 1643-1651.
    278. Mr. Francisco d Nadal De Simone & Alain N. Kabundi, 2007. "France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis," IMF Working Papers 2007/129, International Monetary Fund.
    279. Jacobson, Tor & Vredin, Anders & Warne, Anders, 1997. "Common trends and hysteresis in Scandinavian unemployment," European Economic Review, Elsevier, vol. 41(9), pages 1781-1816, December.
    280. John B. Carlson & William T. Gavin & Katherine A. Samolyk, 1990. "The short-run dynamics of long-run inflation policy," Economic Review, Federal Reserve Bank of Cleveland, vol. 26(Q III), pages 26-35.
    281. Herwartz, Helmut & Lütkepohl, Helmut, 2014. "Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks," Journal of Econometrics, Elsevier, vol. 183(1), pages 104-116.
    282. Helmut Lütkepohl & Aleksei Netšunajev, 2015. "Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models," CESifo Working Paper Series 5308, CESifo.
    283. Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics.
    284. Peter N. Ireland, 2007. "On the Welfare Cost of Inflation and the Recent Behavior of Money Demand," Boston College Working Papers in Economics 662, Boston College Department of Economics.
    285. André Kurmann, 2003. "Quantifying the Uncertainty about the Fit of a New Keynesian Pricing Model: Extended Version," Cahiers de recherche 0344, CIRPEE.
    286. Michener, Ron, 1998. "Inflation, Expectations, and Output: Lucas's Islands Revisited," Journal of Macroeconomics, Elsevier, vol. 20(4), pages 767-783, October.
    287. F.A.G. den Butter & S.J. Koopman, 1997. "Interaction between Supply and Demand Shocks in Production and Employment," Tinbergen Institute Discussion Papers 97-052/3, Tinbergen Institute.
    288. Alexius, Annika & Carlsson, Mikael, 2002. "Measures of Technology and the Business Cycle," Working Paper Series 2002:10, Uppsala University, Department of Economics, revised 02 Mar 2006.
    289. d'Amico, Stefania & Mira Farka, 2003. "The Fed and Stock Market: A Proxy and Instrumental Variable Identification," Royal Economic Society Annual Conference 2003 52, Royal Economic Society.
    290. de Groot, E.A. & Segers, R. & Prins, D., 2022. "Non-resonating cycles in a dynamic model for investment behavior," Technological Forecasting and Social Change, Elsevier, vol. 177(C).
    291. Kwark, Noh-Sun, 1999. "Sources of international business fluctuations: Country-specific shocks or worldwide shocks?," Journal of International Economics, Elsevier, vol. 48(2), pages 367-385, August.
    292. Gian Maria Tomat, 2022. "An asset-based approach to housing prices," Empirical Economics, Springer, vol. 63(1), pages 265-286, July.
    293. Gabor Katay & Lisa Kerdelhué & Matthieu Lequien, 2020. "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," JRC Working Papers in Economics and Finance 2020-11, Joint Research Centre, European Commission.
    294. Hasumi, Ryo & Iibsoshi, Hirokuni & Nakamura, Daisuke, 2018. "Trends, Cycles and Lost Decades: Decomposition from a DSGE Model with Endogenous Growth," MPRA Paper 85521, University Library of Munich, Germany.
    295. Lawrence J. Christiano, 1987. "Dynamic properties of two approximate solutions to a particular growth model," Working Papers 338, Federal Reserve Bank of Minneapolis.
    296. Nikolaus A. Siegfried, 2002. "An information-theoretic extension to structural VAR modelling," Econometrics 0203005, University Library of Munich, Germany.
    297. Pedro José Pérez Vázquez, 2003. "Fuentes de variabilidad en las principales economías occidentales," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 565-591, September.
    298. Chen, Show-Lin & Wu, Jyh-Lin, 2005. "Long-run money demand revisited: evidence from a non-linear approach," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 19-37, February.
    299. Neaime, Simon & Gaysset, Isabelle & Badra, Nasser, 2018. "The eurozone debt crisis: A structural VAR approach," Research in International Business and Finance, Elsevier, vol. 43(C), pages 22-33.
    300. James H. Stock & Mark W. Watson, 1990. "Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988," Working Papers 1990-1, Princeton University. Economics Department..
    301. Odia Ndongo, Yves Francis, 2006. "Datation du Cycle du PIB Camerounais entre 1960 et 2003," MPRA Paper 552, University Library of Munich, Germany.
    302. Céline Gauthier & Fuchun Li, 2005. "Linking real activity and financial markets: the first steps towards a small estimated model for Canada," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 253-72, Bank for International Settlements.
    303. James H. Stock & Mark W. Watson, 1990. "Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988," NBER Working Papers 3376, National Bureau of Economic Research, Inc.
    304. John B. Carlson & Dennis L. Hoffman & Benjamin D. Keen & Robert H. Rasche, 1999. "Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates," Working Papers (Old Series) 9917, Federal Reserve Bank of Cleveland.
    305. Charles Ka Yui Leung, 2014. "Error correction dynamics of house prices: an equilibrium benchmark," Globalization Institute Working Papers 177, Federal Reserve Bank of Dallas.
    306. Valadkhani, Abbas & Smyth, Russell, 2015. "Switching and asymmetric behaviour of the Okun coefficient in the US: Evidence for the 1948–2015 period," Economic Modelling, Elsevier, vol. 50(C), pages 281-290.
    307. Barhoumi Karim, 2009. "How Structural Macroeconomic Shocks Can Explain Exchange Rate Pass-Through in Developing Countries: A Common Trend Approach," Global Economy Journal, De Gruyter, vol. 9(2), pages 1-37, June.
    308. McKibbin, Warwick J. & Pagan, Adrian R. & Robertson, John C., 1998. "Some experiments in constructing a hybrid model for macroeconomic analysis," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 113-142, December.
    309. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers 2020106, University of Pretoria, Department of Economics.
    310. Elliott, Graham & Jansson, Michael, 2003. "Testing for unit roots with stationary covariates," Journal of Econometrics, Elsevier, vol. 115(1), pages 75-89, July.
    311. 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.
    312. Catherine Bruneau & Olivier De Bandt, 1999. "La modélisation Var "structurel" : application à la politique monétaire en France," Économie et Prévision, Programme National Persée, vol. 137(1), pages 67-94.
    313. Becker, Torbjorn, 1997. "An investigation of Ricardian equivalence in a common trends model," Journal of Monetary Economics, Elsevier, vol. 39(3), pages 405-431, August.
    314. P J Pérez, 2001. "Cyclical Properties in the Main Western Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 33, Economics, The University of Manchester.
    315. Tran, Thuy Nhung, 2022. "The Volatility of the Stock Market and Financial Cycle: GARCH Family Models," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 56(1), pages 151-168.
    316. Fisher, Lance A. & Fackler, Paul L. & Orden, David, 1995. "Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output," Journal of International Money and Finance, Elsevier, vol. 14(1), pages 127-147, February.
    317. Okubo, Masakatsu, 2002. "Long-Run Relationship between Consumption and Income in Japan: Tests of the Deterministic Cointegration Restriction," Journal of the Japanese and International Economies, Elsevier, vol. 16(2), pages 253-278, June.
    318. James H. Stock & Mark W. Watson, 1998. "Business Cycle Fluctuations in U.S. Macroeconomic Time Series," NBER Working Papers 6528, National Bureau of Economic Research, Inc.
    319. Pérez-Quirós, Gabriel & Camacho, Máximo, 2005. "Jump-and-Rest Effects of US Business Cycles," CEPR Discussion Papers 4975, C.E.P.R. Discussion Papers.
    320. Saeed Dehghan Khavari & Seyed Hossein Mirjalili, 2012. "Estimation and Analysis of Output Gap: An Application of Structural Vector Autoregression and Hodrick-Prescott-Fmethods," American Journal of Economics and Business Administration, Science Publications, vol. 4(3), pages 180-189, August.
    321. Chevillon, Guillaume, 2012. "Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area," ESSEC Working Papers WP1210, ESSEC Research Center, ESSEC Business School.
    322. Kumah, F.Y., 1996. "The Effect of Monetary Policy on Exchange Rates : How to Solve the Puzzles," Discussion Paper 1996-70, Tilburg University, Center for Economic Research.
    323. Mario J. Crucini & Mototsugu Shintani, 2010. "Measuring Business Cycles by Saving for a Rainy Day," NBER Working Papers 16075, National Bureau of Economic Research, Inc.
    324. Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2014. "Dynamic Factor Models, Cointegration and Error Correction Mechanisms," Working Papers ECARES ECARES 2014-14, ULB -- Universite Libre de Bruxelles.
    325. Granados, Camilo & Parra-Amado, Daniel, 2024. "Estimating the output gap after COVID: How to address unprecedented macroeconomic variations," Economic Modelling, Elsevier, vol. 135(C).
    326. Kumah, F.Y., 1996. "The Effect of Monetary Policy on Exchange Rates : How to Solve the Puzzles," Other publications TiSEM bd740a88-6e13-4285-bd5b-b, Tilburg University, School of Economics and Management.
    327. Liu, Xiaohui & Buck, Trevor & Shu, Chang, 2005. "Chinese economic development, the next stage: outward FDI?," International Business Review, Elsevier, vol. 14(1), pages 97-115, February.
    328. Perli, Roberto, 1998. "Increasing returns, home production and persistence of business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 22(4), pages 519-543, April.
    329. Olivier de Bandt & Sheheryar Malik, 2010. "Is there Evidence of Shift-Contagion in International Housing Markets?," Working papers 295, Banque de France.
    330. Fernald, John G., 2007. "Trend breaks, long-run restrictions, and contractionary technology improvements," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2467-2485, November.
    331. Breitung, Jörg, 1998. "Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen," SFB 373 Discussion Papers 1998,80, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    332. Pierre-Daniel G. Sarte, 1999. "An empirical investigation of fluctuations in manufacturing sales and inventory within a sticky-price framework," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 61-84.
    333. Anderson, Heather M. & Vahid, Farshid, 1998. "Testing multiple equation systems for common nonlinear components," Journal of Econometrics, Elsevier, vol. 84(1), pages 1-36, May.
    334. Trofimov, Ivan D., 2017. "Capital productivity in industrialized economies: evidence from error-correction model and Lagrange Multiplier tests," MPRA Paper 81655, University Library of Munich, Germany.
    335. Mr. Roland Straub & Gert Peersman, 2006. "Putting the New Keynesian Model to a Test," IMF Working Papers 2006/135, International Monetary Fund.
    336. Engle, Robert F. & Issler, Joao Victor, 1995. "Estimating common sectoral cycles," Journal of Monetary Economics, Elsevier, vol. 35(1), pages 83-113, February.
    337. Cushman, David O. & Zha, Tao, 1997. "Identifying monetary policy in a small open economy under flexible exchange rates," Journal of Monetary Economics, Elsevier, vol. 39(3), pages 433-448, August.
    338. Robert G. King & Charles I. Plosser, 1989. "Real Business Cycles and the Test of the Adelmans," NBER Working Papers 3160, National Bureau of Economic Research, Inc.
    339. Richards, Gordon R., 2000. "Endogenous technological advance in an econometric model: implications for productivity and potential output in the United States," Economic Modelling, Elsevier, vol. 17(1), pages 13-34, January.
    340. Kenneth D. West, 1987. "On the Interpretation of Near Random-Walk Behavior in GNP," NBER Working Papers 2364, National Bureau of Economic Research, Inc.
    341. Schreiber, Sven, 2008. "Did work-sharing work in France? Evidence from a structural co-integrated VAR model," European Journal of Political Economy, Elsevier, vol. 24(2), pages 478-490, June.
    342. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025. "Persistence in real GDP: Evidence from Europe and the US," Economics Bulletin, AccessEcon, vol. 45(3), pages 1376-1388.
    343. Sven Schreiber, 2011. "Estimating the natural rate of unemployment in euro-area countries with co-integrated systems," Post-Print hal-00671241, HAL.
    344. Frédérique Bec & Jean-Olivier Hairault, 1993. "Taux d'intérêt, politique monétaire et activité économique en France : un examen empirique," Économie et Prévision, Programme National Persée, vol. 109(3), pages 13-24.
    345. Bahmani-Oskooee Mohsen & Taggert Brooks, 1999. "Cointegration Approach to Estimating Bilateral Trade Elasticities Between U.S. and Her Trading Partners," International Economic Journal, Taylor & Francis Journals, vol. 13(4), pages 119-128.
    346. Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2008. "Global Business Cycles: Convergence or Decoupling?," IZA Discussion Papers 3442, IZA Network @ LISER.
    347. Diego Romero‐Ávila, 2007. "The Unit Root Hypothesis for Aggregate Output May Not Hold after All: New Evidence from a Panel Stationarity Test with Multiple Breaks," Southern Economic Journal, John Wiley & Sons, vol. 73(3), pages 642-658, January.
    348. Aysun, Uluc, 2024. "Identifying the external and internal drivers of exchange rate volatility in small open economies," Emerging Markets Review, Elsevier, vol. 58(C).
    349. Matteo Mogliani, 2010. "Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study," Working Papers halshs-00564897, HAL.
    350. Mr. Noureddine Krichene, 2008. "Recent Inflationary Trends in World Commodities Markets," IMF Working Papers 2008/130, International Monetary Fund.
    351. Aysun, Uluc, 2022. "A structural approach to measuring the degree of economic integration: Evidence from G-7 countries," Journal of International Money and Finance, Elsevier, vol. 124(C).
    352. Bohl, Martin T., 1999. "Testing the Long-Run Implications of the Neoclassical Stochastic Growth Model: A Panel-Based Unit Root Investigation for West German Lander, 1970-1994," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 155-164, January.
    353. Balvers, Ronald J. & Huang, Dayong, 2007. "Productivity-based asset pricing: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 86(2), pages 405-445, November.
    354. Shahidur Rahman, 2005. "An Alternative Estimation to Spurious Regression Model," Economic Growth Centre Working Paper Series 0507, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    355. Ogaki, Masao & Park, Joon Y., 1997. "A cointegration approach to estimating preference parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 107-134.
    356. Almonacid, Ruben D., 2003. "The determinants of nominal income, output and the price level: A synthesis of the Keynesian and neo-classical views," Journal of International Money and Finance, Elsevier, vol. 22(6), pages 747-772, November.
    357. Mark Aguiar & Gita Gopinath, 2004. "Emerging Market Business Cycles: The Cycle is the Trend," NBER Working Papers 10734, National Bureau of Economic Research, Inc.
    358. Pagan, A.R. & Pesaran, M. Hashem, 2008. "Econometric analysis of structural systems with permanent and transitory shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3376-3395, October.
    359. Abul M. M. Masih & Rumi Masih, 1997. "Bivariate and Multivariate Tests of Money-Price Causality: Robust Evidence from a Small Developing Country," Journal of International Development, John Wiley & Sons, Ltd., vol. 9(6), pages 803-825.
    360. Greg Tkacz & Carolyn A. Wilkins, 2006. "Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices," Staff Working Papers 06-25, Bank of Canada.
    361. Rumi Masih & A. Mansur & M. Masih, 2004. "Common stochastic trends and the dynamic linkages driving european stock markets: evidence from pre- and post-october 1987 crash eras," The European Journal of Finance, Taylor & Francis Journals, vol. 10(1), pages 81-104.
    362. Neville Francis & Valerie A. Ramey, 2005. "Measures of Per Capita Hours and their Implications for the Technology-Hours Debate," NBER Working Papers 11694, National Bureau of Economic Research, Inc.
    363. Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2003. "On the welfare costs of business cycles in the 20th century," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 481, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    364. Peter Ireland & Scott Schuh, 2008. "Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 473-492, July.
    365. Holmes, Mark J. & Shen, Xin, 2013. "A note on the average propensity to consume, wealth and threshold adjustment," Economic Modelling, Elsevier, vol. 35(C), pages 309-313.
    366. Alain Guay & Pierre St-Amant, 1997. "Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?," Cahiers de recherche CREFE / CREFE Working Papers 53, CREFE, Université du Québec à Montréal.
    367. Jonas Fisher, 2004. "Technology Shocks Matter," Econometric Society 2004 North American Winter Meetings 14, Econometric Society.
    368. Swanson, Norman R., 1998. "Money and output viewed through a rolling window," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 455-474, May.
    369. Charles I. Jones, 2003. "Growth, capital shares, and a new perspective on production functions," Proceedings, Federal Reserve Bank of San Francisco, issue nov.
    370. Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008. "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document 172, CPB Netherlands Bureau for Economic Policy Analysis.
    371. Cushman David O., 2002. "Nonlinear Trends and Co-trending in Canadian Money Demand," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-29, April.
    372. Paul, Biru Paksha & Uddin, Gazi Salah, 2011. "Energy and output dynamics in Bangladesh," Energy Economics, Elsevier, vol. 33(3), pages 480-487, May.
    373. Rita D'Ecclesia & Mauro Costantini, 2006. "Comovements and correlations in international stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 567-582.
    374. Yau, Hwey-Yun & Nieh, Chien-Chung, 2006. "Interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate," Journal of Asian Economics, Elsevier, vol. 17(3), pages 535-552, June.
    375. Beneš, Jaromí­r & Vávra, David, 2005. "Eigenvalue filtering in VAR models with application to the Czech business cycle," Working Paper Series 549, European Central Bank.
    376. Uzma Iram & Ambreen Fatima, 2008. "International trade, foreign direct investment and the phenomenon of child labor," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 35(11), pages 809-822, September.
    377. Francesco Giuli & Massimiliano Tancioni, 2009. "Firm-Specific Capital, Productivity Shocks and Investment Dynamics," Working Papers in Public Economics 120, Department of Economics and Law, Sapienza University of Rome.
    378. Fabio Ghironi & Talan B. Iscan & Alessandro Rebucci, 2003. "Productivity Shocks and Consumption Smoothing in the International Economy," Boston College Working Papers in Economics 565, Boston College Department of Economics.
    379. Canh P. Nguyen & Christophe Schinckus & Dinh Su Thanh, 2020. "Economic Fluctuations And The Shadow Economy: A Global Study," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 20(03), pages 1-24, September.
    380. Norrbin, S. C., 1995. "Disaggregate stochastic trends in industrial production," Economics Letters, Elsevier, vol. 47(3-4), pages 327-333, March.
    381. Kia, Amir & Darrat, Ali F., 2007. "Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability," Global Finance Journal, Elsevier, vol. 18(1), pages 104-123.
    382. José R Sánchez-Fung, 2000. "Money Demand, PPP and Macroeconomic Dynamics in a Small Developing Economy," Studies in Economics 0015, School of Economics, University of Kent.
    383. Mark S Astley & Tony Yates, 1999. "Inflation and real disequilibria," Bank of England working papers 103, Bank of England.
    384. AKA, Bédia F., 2009. "Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 9(1), pages 111-126.
    385. Jana Juriová, 2015. "The role of foreign sentiment in small open economy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(2), pages 57-68, June.
    386. Arize, Augustine C. & Malindretos, John, 2012. "Nonstationarity and nonlinearity in inflation rate: Some further evidence," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 224-234.
    387. Alexius, Annika, 2000. "Supply Shocks and Real Exchange Rates," Working Paper Series 117, Sveriges Riksbank (Central Bank of Sweden).
    388. H. Youn Kim & Junsoo Lee, 2001. "Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(1), pages 41-57.
    389. Fisher, Lance A. & Huh, Hyeon-seung, 1999. "Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models," Economics Letters, Elsevier, vol. 63(2), pages 159-165, May.
    390. Ogunlesi, Ayodeji, 2018. "Agricultural Productivity, Fiscal and Trade Policies Nexus in Sub-Saharan Africa: A Panel Structural Vector Error Correction Model Analysis," MPRA Paper 90202, University Library of Munich, Germany.
    391. Gao, Jiti & Peng, Bin & Yan, Yayi, 2025. "Time-varying vector error-correction models: Estimation and inference," Journal of Econometrics, Elsevier, vol. 251(C).
    392. Markku Lanne & Helmut Lütkepohl, 2006. "Structural Vector Autoregressions with Nonnormal Residuals," CESifo Working Paper Series 1651, CESifo.
    393. Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K., 2007. "Trends and cycles in economic time series: A Bayesian approach," Journal of Econometrics, Elsevier, vol. 140(2), pages 618-649, October.
    394. Jorge E. Restrepo & Hern�n Rinc�n, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 2800, Banco de la Republica.
    395. Katie Farrant & Gert Peersman, 2005. "Accounting for the source of exchange rate movements: new evidence," Bank of England working papers 269, Bank of England.
    396. Mike Artis & Hans-Martin Krolzig & Juan Toro, 2002. "The European Business Cycle," Economic Working Papers at Centro de Estudios Andaluces E2002/19, Centro de Estudios Andaluces.
    397. Lau, Sau-Him Paul & Sin, Chor-Yiu, 1997. "Observational equivalence and a stochastic cointegration test of the neoclassical and Romer's increasing returns models," Economic Modelling, Elsevier, vol. 14(1), pages 39-60, January.
    398. Chang, Juin-Jen & Lin, Chang-Ching & Lin, Hsieh-Yu, 2016. "Great ratios and international openness," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 110-121.
    399. Cribari-Neto, Francisco, 1996. "On time series econometrics," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(Supplemen), pages 37-60.
    400. Apostolos Serletis & Khandokar Istiak & Periklis Gogas, 2013. "Interest Rates, Leverage, and Money," Open Economies Review, Springer, vol. 24(1), pages 51-78, February.
    401. León Padilla & Ángel Rodriguez García-Brazales, 2021. "Can South America form an optimal monetary area? A structural vector autoregression analysis," International Economics and Economic Policy, Springer, vol. 18(2), pages 309-329, May.
    402. John P. Judd & Brian Motley, 1992. "Controlling inflation with an interest rate instrument," Economic Review, Federal Reserve Bank of San Francisco, pages 3-22.
    403. Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics.
    404. Juan Carlos Echeverry, 1993. "Indicadores de política y canales de transmisión monetaria. Colombia: 1975-1991," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 12(24), pages 7-41.
    405. F. Vahid & R. F. Engle, 1993. "Common Trends And Common Cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(4), pages 341-360, October.
    406. Arabinda Basistha & Sheida Teimouri, 2015. "Currency Crises and Output Dynamics," Open Economies Review, Springer, vol. 26(1), pages 139-153, February.
    407. Senyuz, Zeynep, 2009. "Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market," MPRA Paper 26855, University Library of Munich, Germany, revised Mar 2010.
    408. Moolman, Elna, 2004. "A Markov switching regime model of the South African business cycle," Economic Modelling, Elsevier, vol. 21(4), pages 631-646, July.
    409. Baxter, Marianne & Jermann, Urban J. & King, Robert G., 1998. "Synthetic returns on NIPA assets: An international comparison," European Economic Review, Elsevier, vol. 42(6), pages 1141-1172, June.
    410. Michael R. Wickens & Roberto Motto, 2001. "Estimating shocks and impulse response functions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 371-387.
    411. Donald H. Dutkowsky & H. Sonmez Atesoglu, 2001. "The Demand For Money: A Structural Econometric Investigation," Southern Economic Journal, John Wiley & Sons, vol. 68(1), pages 92-106, July.
    412. Lal, Anil K. & Lowinger, Thomas C., 2002. "Nominal effective exchange rate and trade balance adjustment in South Asia countries," Journal of Asian Economics, Elsevier, vol. 13(3), pages 371-383.
    413. Alessio Moneta, 2005. "Causality in macroeconometrics: some considerations about reductionism and realism," Journal of Economic Methodology, Taylor & Francis Journals, vol. 12(3), pages 433-453.
    414. Yin, Libo & Ma, Xiyuan, 2018. "Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 434-453.
    415. Kenneth D. West, 1989. "The Sources of Fluctuations in Aggregate Inventories and GNP," NBER Working Papers 2992, National Bureau of Economic Research, Inc.
    416. Antonio Ribba, 2003. "Short-run and long-run interaction between inflation and unemployment in the USA," Applied Economics Letters, Taylor & Francis Journals, vol. 10(6), pages 373-376.
    417. Elbourne, Adam, 2008. "The UK housing market and the monetary policy transmission mechanism: An SVAR approach," Journal of Housing Economics, Elsevier, vol. 17(1), pages 65-87, March.
    418. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2006. "Measuring the Sources of Cyclical Fluctuations in the G7 Economies," Economics & Statistics Discussion Papers esdp06028, University of Molise, Department of Economics.
    419. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2021. "Spurious relationships in high-dimensional systems with strong or mild persistence," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1480-1497.
    420. Martin Schmidt, 2003. "The relative adjustment of wages and prices: direct tests within a multiple-equation system," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 985-997.
    421. Haslag, Joseph H. & Hein, Scott E., 1995. "Does it matter how monetary policy is implemented?," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 359-386, April.
    422. M.S.Rafiq, 2006. "Great Ratios, Balanced Growth and Stochastic Trends: Evidence for the Euro Area," Discussion Paper Series 2006_20, Department of Economics, Loughborough University.
    423. Agiakloglou, Christos & Newbold, Paul, 1996. "The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag," Economics Letters, Elsevier, vol. 52(3), pages 229-234, September.
    424. Crowder, William J. & Wohar, Mark E., 1998. "Cointegration, forecasting and international stock prices," Global Finance Journal, Elsevier, vol. 9(2), pages 181-204.
    425. Masagus M. Ridhwan & Henri L.F. de Groot & Piet Rietveld & Peter Nijkamp, 2011. "The Regional Impact of Monetary Policy in Indonesia," Tinbergen Institute Discussion Papers 11-081/3, Tinbergen Institute.
    426. Yang, Mingyi, 2020. "Remeasuring and decomposing stochastic trends in business cycles," Research in Economics, Elsevier, vol. 74(4), pages 354-362.
    427. Matteo Iacoviello, 2002. "House Prices and Business Cycles in Europe: a VAR Analysis," Boston College Working Papers in Economics 540, Boston College Department of Economics.
    428. Issler, Joao Victor & Vahid, Farshid, 2001. "Common cycles and the importance of transitory shocks to macroeconomic aggregates," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 449-475, June.
    429. Jang, Kyungho, 2006. "An alternative approach to estimation of structural vector error correction models with long-run restrictions," Economics Letters, Elsevier, vol. 90(1), pages 126-131, January.
    430. Carsten Trenkler & Pentti Saikkonen & Helmut Luetkepohl, 2006. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," Economics Working Papers ECO2006/29, European University Institute.
    431. Haffar, Adlane & Le Fur, Eric, 2021. "Structural vector error correction modelling of Bitcoin price," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 170-178.
    432. Francesco Giuli & Massimiliano Tancioni, 2010. "Contractionary Effects of Supply Shocks: Evidence and Theoretical Interpretation," Working Papers in Public Economics 131, Department of Economics and Law, Sapienza University of Rome.
    433. Diego Romero-Ávila, 2012. "Multiple trend shifts and unit roots in US state income levels: implications for long-run growth," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(3), pages 641-661, June.
    434. Hardouvelis, Gikas A. & Kim, Dongcheol & Wizman, Thierry A., 1996. "Asset pricing models with and without consumption data: An empirical evaluation," Journal of Empirical Finance, Elsevier, vol. 3(3), pages 267-301, September.
    435. Michael Ehrmann, 2004. "Firm Size and Monetary Policy Transmission – Evidence from German Business Survey Data," CESifo Working Paper Series 1201, CESifo.
    436. Ramey, V.A., 2016. "Macroeconomic Shocks and Their Propagation," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 71-162, Elsevier.
    437. Yongsung Chang & Noh-Sun Kwark, 2000. "Decomposition of Hours Based on Extensive and Intensive Margins of Labor," Econometric Society World Congress 2000 Contributed Papers 1416, Econometric Society.
    438. Ghironi, Fabio & Iscan, Talan B. & Rebucci, Alessandro, 2008. "Net foreign asset positions and consumption dynamics in the international economy," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1337-1359, December.
    439. Jushan Bai & Serena Ng, 2001. "A PANIC Attack on Unit Roots and Cointegration," Boston College Working Papers in Economics 519, Boston College Department of Economics.
    440. Won Lee Kyung & James Schmidt & George Rejda, 1999. "Unemployment Insurance and State Economic Activity," International Economic Journal, Taylor & Francis Journals, vol. 13(3), pages 77-95.
    441. 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.
    442. Hossein Askari & Noureddine Krichene, 2010. "Monetary policy and world commodity markets: 2000-2007," PSL Quarterly Review, Economia civile, vol. 63(253), pages 145-177.
    443. Karel Mertens, 2006. "How the Removal of Deposit Rate Ceilings Has Changed Monetary Transmission in the US: Theory and Evidence," Economics Working Papers ECO2006/34, European University Institute.
    444. Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2001. "Permanent and transitory components of business cycles: their relative importance and dynamic relationship," International Finance Discussion Papers 703, Board of Governors of the Federal Reserve System (U.S.).
    445. Rodrigo Caputo & Gustavo Leyva & Michael Pedersen, 2014. "The Changing Nature of Real Exchange Rate Fluctuations. New Evidence for Inflation-Targeting Countries," Working Papers Central Bank of Chile 730, Central Bank of Chile.
    446. Mau-Ting Lin, 2004. "Measuring the effect of money: test, estimation and identification," Money Macro and Finance (MMF) Research Group Conference 2003 53, Money Macro and Finance Research Group.
    447. Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009. "Structural Vector Autoregressions with Markov Switching," Economics Working Papers ECO2009/06, European University Institute.
    448. Villani, Mattias & Warne, Anders, 2003. "Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs," Working Paper Series 156, Sveriges Riksbank (Central Bank of Sweden).
    449. Carlo Di Giorgio & Massimo Giannini, 2012. "A comparison of the Beveridge curve dynamics in Italy and USA," Empirical Economics, Springer, vol. 43(3), pages 945-983, December.
    450. Yung‐Hsiang Ying & Yoonbai Kim, 2001. "An Empirical Analysis on Capital Flows: The Case of Korea and Mexico," Southern Economic Journal, John Wiley & Sons, vol. 67(4), pages 954-968, April.
    451. Narayan, Paresh Kumar, 2008. "Understanding the importance of permanent and transitory shocks at business cycle horizons for the UK," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2879-2888.
    452. Pedersen, Torben Mark & Elmer, Anne Marie, 2003. "International evidence on the connection between business cycles and economic growth," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 255-275, June.
    453. Holly, S. & Petrella, I., 2008. "Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations," Cambridge Working Papers in Economics 0827, Faculty of Economics, University of Cambridge.
    454. Yiuman Tse, 2000. "Further Examination Of Price Discovery On The Nyse And Regional Exchanges," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(3), pages 331-351, September.
    455. Kostas Tsatsaronis & Frank Smets, 1997. "Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States," BIS Working Papers 49, Bank for International Settlements.
    456. Martha Misas Arango & Enrique López Enciso & Diego Vásquez Escobar, 2004. "Tendencias Estocásticas Comunes y Fluctuaciones en la Economía Colombiana: 1950-2002," Borradores de Economia 275, Banco de la Republica de Colombia.
    457. Chevillon, Guillaume, 2007. "Inference in the Presence of Stochastic and Deterministic Trends," ESSEC Working Papers DR 07021, ESSEC Research Center, ESSEC Business School.
    458. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1998. "Time-Series Properties and Empirical Evidence of Growth and Infrastructure," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 18(1), May.
    459. Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore, 2016. "Long-run changes in radiative forcing and surface temperature: The effect of human activity over the last five centuries," Journal of Environmental Economics and Management, Elsevier, vol. 76(C), pages 67-85.
    460. Ghent, Andra, 2006. "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper 180, University Library of Munich, Germany.
    461. Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series 374, CESifo.
    462. Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek, 2009. "Implementing the New Structural Model of the Czech National Bank," Working Papers 2009/2, Czech National Bank, Research and Statistics Department.
    463. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012. "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers 2012:36, Department of Economics, University of Venice "Ca' Foscari".
    464. Gianni Amisano & Massimiliano Serati, 2003. "What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(4), pages 440-470, September.
    465. Centoni, Marco & Cubadda, Gianluca, 2003. "Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series," Economics Letters, Elsevier, vol. 80(1), pages 45-51, July.
    466. Mark Dwyer, 1998. "Impulse Response Priors for Discriminating Structural Vector Autoregressions," UCLA Economics Working Papers 780, UCLA Department of Economics.
    467. Jang, Kyungho & Ogaki, Masao, 2003. "The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(1), pages 1-34, February.
    468. J. Easaw J. & R. Golinelli, 2009. "Households Forming Inflation Expectations: Who Are the 'Active' and 'Passive' Learners?," Working Papers 675, Dipartimento Scienze Economiche, Universita' di Bologna.
    469. Farmer, Roger, 2019. "The importance of beliefs in shaping macroeconomic outcomes," CEPR Discussion Papers 14185, C.E.P.R. Discussion Papers.
    470. Canova, Fabio, 1998. "Detrending and business cycle facts," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 475-512, May.
    471. Greasley, David & Oxley, Les, 2000. "British Industrialization, 1815-1860: A Disaggregate Time-Series Perspective," Explorations in Economic History, Elsevier, vol. 37(1), pages 98-119, January.
    472. Schmidt, Martin B., 2001. "The long and short of money and prices: a market equilibrium approach," Journal of Economics and Business, Elsevier, vol. 53(6), pages 563-583.
    473. Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
    474. Li, Wenli & Sarte, Pierre-Daniel G., 2003. "Credit market frictions and their direct effects on U.S. manufacturing fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 419-443, December.
    475. Geert Bekaert & Robert J. Hodrick, 1991. "Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets," NBER Working Papers 3790, National Bureau of Economic Research, Inc.
    476. Artis, Michael & Ehrmann, Michael, 2006. "The exchange rate - A shock-absorber or source of shocks? A study of four open economies," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 874-893, October.
    477. Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2016. "Non-Stationary Dynamic Factor Models for Large Datasets," Finance and Economics Discussion Series 2016-024, Board of Governors of the Federal Reserve System (U.S.).
    478. Michael Funke, 2000. "Macroeconomic Shocks in Euroland vs. the UK: Supply, Demand, or Nominal?," EUI-RSCAS Working Papers 37, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
    479. Gehrke, Britta & Yao, Fang, 2014. "Phillips curve shocks and real exchange rate fluctuations: SVAR evidence," FAU Discussion Papers in Economics 11/2014, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    480. Seymen, Atilim & Kappler, Marcus, 2009. "The role of structural common and country-specific shocks in the business cycle dynamics of the G7 countries," ZEW Discussion Papers 09-015, ZEW - Leibniz Centre for European Economic Research.
    481. Julien Matheron & Tristan-Pierre Maury, 2004. "Evaluating the Fit of Sticky Price Models," Working papers 104, Banque de France.
    482. Pitruzzello, Salvatore, 2004. "Trade Globalization, Economic Performance, and Social Protection: Nineteenth-Century British Laissez-Faire and Post–World War II U.S.-Embedded Liberalism," International Organization, Cambridge University Press, vol. 58(4), pages 705-744, October.
    483. Katrin Assenmacher-Wesche, 2008. "Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 197-246, June.
    484. Jonathan Temple & Nicolas Van de Sijpe, 2015. "Foreign Aid and Domestic Absorption," Bristol Economics Discussion Papers 15/658, School of Economics, University of Bristol, UK, revised 22 May 2015.
    485. Helmut Lütkepohl, 2006. "Structural vector autoregressive analysis for cointegrated variables," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 75-88, March.
    486. Tao Zha, 1996. "Identification, vector autoregression, and block recursion," FRB Atlanta Working Paper 96-8, Federal Reserve Bank of Atlanta.
    487. Murasawa, Yasutomo, 2019. "Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration," MPRA Paper 91979, University Library of Munich, Germany.
    488. Gilbert Mbara, 2018. "Risk sharing with gradual financial integration: the Visegrád countries and the euro area," Bank i Kredyt, Narodowy Bank Polski, vol. 49(1), pages 17-44.
    489. Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
    490. Fatas, Antonio, 2000. "Endogenous growth and stochastic trends," Journal of Monetary Economics, Elsevier, vol. 45(1), pages 107-128, February.
    491. Jerome Fahrer & Alexandra Heath, 1992. "The Evolution of Employment and Unemployment in Australia," RBA Research Discussion Papers rdp9215, Reserve Bank of Australia.
    492. 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.
    493. Ghartey, Edward E., 2001. "Macroeconomic instability and inflationary financing in Ghana," Economic Modelling, Elsevier, vol. 18(3), pages 415-433, August.
    494. Bruggeman, Annick & Donnay, Marie, 2003. "A monthly monetary model with banking intermediation for the euro area," Working Paper Series 264, European Central Bank.
    495. James Morley & Tara M. Sinclair, 2005. "Testing for Stationarity and Cointegration in an Unobserved Components Framework," Computing in Economics and Finance 2005 451, Society for Computational Economics.
    496. Brancaccio, Emiliano & Califano, Andrea & Lopreite, Milena & Moneta, Alessio, 2020. "Nonperforming loans and competing rules of monetary policy: A statistical identification approach," Structural Change and Economic Dynamics, Elsevier, vol. 53(C), pages 127-136.
    497. Kumah, F.Y., 1996. "Common Stochastic Trends in the Current Account," Other publications TiSEM a4536d58-c31a-45bc-97f5-4, Tilburg University, School of Economics and Management.
    498. Yin-Wong Cheung & Javier Gardeazabal & Jesús Vázquez, 2004. "Exchange Rate Dynamics: Where is the Saddle Path?," CESifo Working Paper Series 1129, CESifo.
    499. Lawrence J. Christiano & Martin Eichenbaum, 1989. "Unit Roots in Real GNP: Do We Know, and Do We Care?," NBER Working Papers 3130, National Bureau of Economic Research, Inc.
    500. Adrian Pagan, 1999. "The Getting of Macroeconomic Wisdom," CEPR Discussion Papers 412, Centre for Economic Policy Research, Research School of Economics, Australian National University.
    501. Javier Escobal, 1993. "Relaciones de largo plazo entre el sector agrícola y el no agrícola: un estudio de cointegración para la economía peruana," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, issue 31, pages 71-90.
    502. Shu‐Yi Liao & Lan‐Hsun Wang & Mao‐Lung Huang, 2019. "Does More Consumption Promote Real GDP Growth?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(3), pages 384-403, July.
    503. Gregory, Allan W. & Smith, Gregor W., 1996. "Measuring business cycles with business-cycle models," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1007-1025.
    504. Hans Christian Kongsted & Heino Bohn Nielsen, 2004. "Analysing I(2) Systems by Transformed Vector Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 379-397, July.
    505. Lucke, Bernd, 1998. "Productivity shocks in a sectoral real business cycle model for West Germany," European Economic Review, Elsevier, vol. 42(2), pages 311-327, February.
    506. Johannes W. Fedderke, 2022. "Identifying supply and demand shocks in the South African Economy, 1960–2020," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 349-389, September.
    507. Giancarlo Corsetti & Panagiotis Th. Konstantinou, 2009. "What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks," Discussion Paper Series 2009_03, Department of Economics, University of Macedonia, revised Jan 2009.
    508. Mark W. Watson, 1991. "Measures of Fit for Calibrated Models," NBER Technical Working Papers 0102, National Bureau of Economic Research, Inc.
    509. Everaert, Gerdie, 2003. "Balanced growth and public capital: an empirical analysis with I(2) trends in capital stock data," Economic Modelling, Elsevier, vol. 20(4), pages 741-763, July.
    510. Maria Grazia Miele, 2013. "The effects of capital requirements on real economy: a cointegrated VAR approach for US commercial banks," Working Papers in Public Economics 163, Department of Economics and Law, Sapienza University of Rome.
    511. Bruinshoofd, W.A. & Candelon, B. & Raabe, K., 2005. "Banking sector strength and the transmission of currency crises," Research Memorandum 022, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    512. Dey, Jaya, 2013. "The role of investment-specific technology shocks in driving international business cycles: a bayesian approach," MPRA Paper 57803, University Library of Munich, Germany, revised 06 Aug 2014.
    513. Yanick Desnoyers, 2001. "L'effet de la richesse sur la consommation aux États-Unis," Staff Working Papers 01-14, Bank of Canada.
    514. Richard Clarida & Jordi Gali, 1994. "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," NBER Working Papers 4658, National Bureau of Economic Research, Inc.
    515. Peijie Wang, 2008. "A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output," Working Papers 2008-FIN-02, IESEG School of Management.
    516. Robert G. King & Andre Kurmann, 2002. "Expectations and the term structure of interest rates : evidence and implications," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 49-95.
    517. Cubadda, Gianluca & Triacca, Umberto, 2011. "An alternative solution to the Autoregressivity Paradox in time series analysis," Economic Modelling, Elsevier, vol. 28(3), pages 1451-1454, May.
    518. Waggoner, Daniel F. & Zha, Tao, 2003. "Likelihood preserving normalization in multiple equation models," Journal of Econometrics, Elsevier, vol. 114(2), pages 329-347, June.
    519. Beaudry, Paul & Saito, Makoto, 1998. "Estimating the effects of monetary shocks: An evaluation of different approaches," Journal of Monetary Economics, Elsevier, vol. 42(2), pages 241-260, July.
    520. Burnside, Craig, 1998. "Detrending and business cycle facts: A comment," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 513-532, May.
    521. Rodney Strachan & Herman K. van Dijk, "undated". "Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan," MRG Discussion Paper Series 1407, School of Economics, University of Queensland, Australia.
    522. Mark S Astley & Anthony Garratt, 1998. "Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94," Bank of England working papers 85, Bank of England.
    523. Christian Schumacher, 2001. "Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 352-363.
    524. Inagaki, Kazuyuki, 2009. "Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments," Economic Modelling, Elsevier, vol. 26(1), pages 147-154, January.
    525. Peter R. Hartley & Joseph A. Whitt, 1997. "Macroeconomic fluctuations in Europe: demand or supply, permanent or temporary?," FRB Atlanta Working Paper 97-14, Federal Reserve Bank of Atlanta.
    526. Lucke, Bernd, 2002. "Die Real-Business-Cycle Theorie und ihre Relevanz fur die Konjunkturanalyse," Discussion Paper Series 26227, Hamburg Institute of International Economics.
    527. Dominique Tremblay, 2002. "Salaire réel, chocs technologiques et fluctuations économiques," Staff Working Papers 02-42, Bank of Canada.
    528. Stephen Cecchetti & Michael Ehrmann, 2000. "Does Inflation Targeting Increase Output volatility? An International Comparison of Policy Maker's Preferences and Outcomes," Working Papers Central Bank of Chile 69, Central Bank of Chile.
    529. John H. Cochrane, 1994. "Shocks," NBER Working Papers 4698, National Bureau of Economic Research, Inc.
    530. Funke, Michael, 1997. "Supply potential and output gaps in West German manufacturing," International Journal of Forecasting, Elsevier, vol. 13(2), pages 211-222, June.
    531. Kirstin Hubrich & Peter Vlaar, 2004. "Monetary transmission in Germany: Lessons for the Euro area," Empirical Economics, Springer, vol. 29(2), pages 383-414, May.
    532. Nieh, Chien-Chung & Yau, Hwey-Yun, 2004. "Time series analysis for the interest rates relationships among China, Hong Kong, and Taiwan money markets," Journal of Asian Economics, Elsevier, vol. 15(1), pages 171-188, February.
    533. Matheron, Julien, 2003. "Is growth useful in RBC models?," Economic Modelling, Elsevier, vol. 20(3), pages 605-622, May.
    534. Rapach, David E., 1998. "Macro Shocks and Fluctuations," Journal of Economics and Business, Elsevier, vol. 50(1), pages 23-38, January.
    535. CHOY Keen Meng, 2009. "Trade Cycles in a Re-export Economy: The Case of Singapore," Economic Growth Centre Working Paper Series 0905, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    536. Yang, Minxian, 1998. "On identifying permanent and transitory shocks in VAR models," Economics Letters, Elsevier, vol. 58(2), pages 171-175, February.
    537. Pierre-Yves Hénin & Pierre Ralle, 1993. "Les nouvelles théories de la croissance : quelques apports pour la politique économique," Revue Économique, Programme National Persée, vol. 44(1), pages 75-100.
    538. Dridi, Ramdan & Guay, Alain & Renault, Eric, 2007. "Indirect inference and calibration of dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 136(2), pages 397-430, February.
    539. Wu, Chung-Shu & Lin, Jin-Lung & Tiao, George C. & Cho, David D., 2005. "Is money demand in Taiwan stable?," Economic Modelling, Elsevier, vol. 22(2), pages 327-346, March.
    540. Christophe Faugere, 2024. "Velocity of Money and Productivity Growth: Explaining the 2% Inflation Target in the U.S. (1959–2007)," IJFS, MDPI, vol. 12(1), pages 1-34, February.
    541. Patrick Fève & Alain Guay, 2009. "The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 987-1013, August.
    542. Alain Guay & Pierre St-Amant, 1996. "Do Mechanical Filters Provide a Good Approximation of Business Cycles?," Technical Reports 78, Bank of Canada.
    543. Jon Faust & Eric M. Leeper, 1994. "When do long-run identifying restrictions give reliable results?," International Finance Discussion Papers 462, Board of Governors of the Federal Reserve System (U.S.).
    544. Alfred A. Haug & Julie Tam, 2007. "A Closer Look At Long‐Run U.S. Money Demand: Linear Or Nonlinear Error‐Correction With M0, M1, Or M2?," Economic Inquiry, Western Economic Association International, vol. 45(2), pages 363-376, April.
    545. T.J. Brailsford & J. H.W. Penm & R.D. Terrell, 2006. "The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates," Multinational Finance Journal, Multinational Finance Journal, vol. 10(3-4), pages 153-178, September.
    546. Masih, Abul M. M. & Masih, Rumi, 1997. "Dynamic linkages and the propagation mechanism driving major international stock markets: An analysis of the pre- and post-crash eras," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 859-885.
    547. Lau, Sau-Him Paul, 2008. "Using an error-correction model to test whether endogenous long-run growth exists," Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 648-676, February.
    548. Aka, B.F., 2004. "Do WAEMU Countries Exhibit a Regional Business Cycle?. A Simulated Markov Switching Model for a Western Africa area," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(4).
    549. CARDIA, Emanuela & KOZHAYA, Norma & RUGE-MURCIA, Francisco J., 1999. "Distortionary Taxation and Labor Supply: Evidence from Canada," Cahiers de recherche 9913, Universite de Montreal, Departement de sciences economiques.
    550. Sinchan Mitra & Tara M. Sinclair, "undated". "Macroeconomic Fluctuations in Emerging Economies: An Unobserved Components Approach," MRG Discussion Paper Series 3911, School of Economics, University of Queensland, Australia.
    551. Lütkepohl, Helmut, 2014. "Structural vector autoregressive analysis in a data rich environment: A survey," SFB 649 Discussion Papers 2014-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    552. Iris Claus, 1999. "Estimating potential output for New Zealand: a structural VAR approach," Reserve Bank of New Zealand Discussion Paper Series DP2000/03, Reserve Bank of New Zealand.
    553. Bierens, Herman J. & Swanson, Norman R., 2000. "The econometric consequences of the ceteris paribus condition in economic theory," Journal of Econometrics, Elsevier, vol. 95(2), pages 223-253, April.
    554. Frondel, Manuel & Schmidt, Torsten & Vance, Colin & Zimmermann, Tobias & Belke, Ansgar, 2008. "Einfluss von Preisschocks auf die Preisentwicklung in Deutschland: Forschungsvorhaben des Bundesministeriums für Wirtschaft und Technologie. Projekt-Nr. I D 4-020815-16/07. Endbericht - Oktober 2008," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 70890.
    555. Francesco Giuli & Massimiliano Tancioni, 2012. "Prince-setting, monetary policy and the contractionary effects of productivity improvements," Departmental Working Papers of Economics - University 'Roma Tre' 0161, Department of Economics - University Roma Tre.
    556. Francesco Busato & Alessandro Girardi & Amadeo Argentiero, 2005. "Technology and non-technology shocks in a two-sector economy," Economics Working Papers 2005-11, Department of Economics and Business Economics, Aarhus University.
    557. Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2003. "Intra-and International Risk-Sharing in the Short Run and the Long Run," CESifo Working Paper Series 1111, CESifo.
    558. Engle, Robert F. & Issler, João Victor, 1993. "Common trends and common cycles in Latin America," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 47(2), April.
    559. Clifford L.F. Attfield, 2003. "Structural Breaks and Permanent Trends," Bristol Economics Discussion Papers 03/545, School of Economics, University of Bristol, UK.
    560. Lau, Sau-Him Paul, 1997. "Using stochastic growth models to understand unit roots and breaking trends," Journal of Economic Dynamics and Control, Elsevier, vol. 21(10), pages 1645-1667, August.
    561. Mark J. HOLMES & Xin SHEN, 2015. "On Wealth Volatility, Asymmetries And The Average Propensity To Consume In The United States," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 15(1), pages 69-78.
    562. Ahmed, Shaghil & Rogers, John H., 2000. "Inflation and the great ratios: Long term evidence from the U.S," Journal of Monetary Economics, Elsevier, vol. 45(1), pages 3-35, February.
    563. Keating, John W., 2013. "What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 203-217.
    564. Angelo Mont’Alverne Duarte & Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & João Victor Issler, 2020. "Commodity Prices and Global Economic Activity: a derived-demand approach," Working Papers Series 539, Central Bank of Brazil, Research Department.
    565. Ellis W. Tallman & Ping Wang, 1993. "Money demand and relative prices during episodes of hyperinflation," Working Papers 9307, Federal Reserve Bank of Dallas.
    566. Dupaigne, Martial & Fève, Patrick, 2005. "Technology Shocks around the World," IDEI Working Papers 346, Institut d'Économie Industrielle (IDEI), Toulouse.
    567. Tallman, Ellis W. & Wang, Ping, 1995. "Money demand and the relative price of capital goods in hyperinflations," Journal of Monetary Economics, Elsevier, vol. 36(2), pages 375-404, November.
    568. Olaf, POSCH & Klaus, WAELDE, 2005. "Natural volatility, welfare and taxation," Discussion Papers (ECON - Département des Sciences Economiques) 2005009, Université catholique de Louvain, Département des Sciences Economiques.
    569. D. Ventosa-Santaulària, 2009. "Spurious Regression," Journal of Probability and Statistics, Hindawi, vol. 2009, pages 1-27, August.
    570. Nurgun Topalli & İbrahim Dogan, 2016. "The structure and sustainability of current account deficit: Turkish evidence from regime switching," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(4), pages 570-589, June.
    571. Marco Centoni & Gianluca Cubadda, 2011. "Modelling Comovements of Economic Time Series: A Selective Survey," CEIS Research Paper 215, Tor Vergata University, CEIS, revised 26 Oct 2011.
    572. George Alessandria & Carter Mix, 2019. "Trade Policy is Real News: A quantitative analysis of past, current, and future changes in U.S. trade barriers," 2019 Meeting Papers 545, Society for Economic Dynamics.
    573. Malik, M. Fahad & Awan, Dr Masood Sarwar & Malik, Dr Waseem Shahid, 2020. "Macroeconomic Shocks: Short-Run versus Long-Run Perspectives," MPRA Paper 99103, University Library of Munich, Germany.
    574. António Afonso & Peter Claeys, 2006. "The dynamic behaviour of budget components and output – the cases of France, Germany, Portugal, and Spain," Working Papers Department of Economics 2006/26, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    575. Sylvain Martel, 2005. "Y a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990?," Staff Working Papers 05-5, Bank of Canada.
    576. Alexandre Mathis & Lucrezia Reichlin, 1992. "Les effets du taux d'intérêt réel sur l'activité en France," Revue de l'OFCE, Programme National Persée, vol. 41(1), pages 195-216.
    577. Antonio Fatás, 2002. "The Effects of Bussiness Cycles on Growth," Central Banking, Analysis, and Economic Policies Book Series, 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 7, pages 191-220, Central Bank of Chile.
    578. Shamik Dhar & Darren Pain & Ryland Thomas, 2000. "A small structural empirical model of the UK monetary transmission mechanism," Bank of England working papers 113, Bank of England.
    579. Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1993. "Nonlinear Dynamic Structures," Econometrica, Econometric Society, vol. 61(4), pages 871-907, July.
    580. Maximo Camacho, 2002. "Nonlinear stochastic trends and economic fluctuations," Computing in Economics and Finance 2002 274, Society for Computational Economics.
    581. Hassan Belkacem Ghassan & Mohammed Souissi & Mohammed Kbiri Alaoui, 2009. "An Alternative Identification of the Economic Shocks in SVAR Models," Economics Bulletin, AccessEcon, vol. 29(2), pages 1019-1026.
    582. Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler, 2010. "Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion," Discussion Papers 10/04, University of Nottingham, Granger Centre for Time Series Econometrics.
    583. Weyerstraß, Klaus, 2001. "Methoden der Schätzung des gesamtwirtschaftlichen Produktionspotentials und der Produktionslücke," IWH Discussion Papers 142/2001, Halle Institute for Economic Research (IWH).
    584. Barry E. Jones & Travis D. Nesmith, 1999. "Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates," Finance and Economics Discussion Series 1999-55, Board of Governors of the Federal Reserve System (U.S.).
    585. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
    586. Carl E. Walsh, 1993. "What caused the 1990-1991 recession?," Economic Review, Federal Reserve Bank of San Francisco, pages 33-48.
    587. Philip A. Shively, 2001. "Trend-stationary GNP: evidence from a new exact pointwise most powerful invariant unit root test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 537-551.
    588. Bisio Laura & Faccini Andrea, 2010. "Does cointegration matter? An analysis in a RBC perspective," wp.comunite 0066, Department of Communication, University of Teramo.
    589. Mukantabana, Athanasie & Habimana, Olivier, 2015. "Technology Shock and the Business Cycle in the G7 Countries: A Structural Vector Error Correction Model," MPRA Paper 69651, University Library of Munich, Germany.
    590. Boriss Siliverstovs, 2008. "Dynamic modelling of the demand for money in Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 8(1), pages 53-74, October.
    591. Amir Kia & Ali F. Darrat, 2003. "Modeling Money Demand under the Profit-Sharing Banking Scheme: Evidence on Policy Invariance and Long-Run Stability," Carleton Economic Papers 03-13, Carleton University, Department of Economics, revised Apr 2007.
    592. Gehrke, Britta & Yao, Fang, 2017. "Are supply shocks important for real exchange rates? A fresh view from the frequency-domain," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 99-114.
    593. Martin Wagner, 2004. "A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 399-424, July.
    594. René Lalonde & Jennifer Page & Pierre St-Amant, 1998. "Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne," Staff Working Papers 98-21, Bank of Canada.
    595. James Morley & Jeremy Piger & Pao-Lin Tien, 2012. "Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?," Discussion Papers 2012-23, School of Economics, The University of New South Wales.
    596. Hong Li & Vince Daly, 2009. "Testing the balanced growth hypothesis: evidence from China," Empirical Economics, Springer, vol. 37(1), pages 185-200, September.
    597. Hamilton, James D., 2002. "On the interpretation of cointegration in the linear-quadratic inventory model," Journal of Economic Dynamics and Control, Elsevier, vol. 26(12), pages 2037-2049, October.
    598. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001. "Testing for Common Cyclical Features in Var Models with Cointegration," CESifo Working Paper Series 451, CESifo.
    599. Joaquim Pina, 2009. "Do international spillovers matter for long run neutrality?," Economics Bulletin, AccessEcon, vol. 29(3), pages 1570-1587.
    600. Chen, Xiaohong & Xiao, Zhijie & Wang, Bo, 2022. "Copula-based time series with filtered nonstationarity," Journal of Econometrics, Elsevier, vol. 228(1), pages 127-155.
    601. Kurmann, Andre, 2005. "Quantifying the uncertainty about the fit of a new Keynesian pricing model," Journal of Monetary Economics, Elsevier, vol. 52(6), pages 1119-1134, September.
    602. Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    603. Mathias Hoffmann & Ronald MacDonald, 2003. "A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials," CESifo Working Paper Series 894, CESifo.
    604. Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998. "A structural cointegrating VAR approach to macroeconometric modelling," Edinburgh School of Economics Discussion Paper Series 8, Edinburgh School of Economics, University of Edinburgh.
    605. Meryem Duygun Fethi & Sami Fethi & Salih Turan Katircioglu, 2008. "Does Trade Policy Matter in an Isolated Economy? A Case Study," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 61(4), pages 637-664.
    606. Alessio Moneta, 2008. "Graphical causal models and VARs: an empirical assessment of the real business cycles hypothesis," Empirical Economics, Springer, vol. 35(2), pages 275-300, September.
    607. David Knezevic & Martin Nordström & Pär Österholm, 2021. "The relation between municipal and government bond yields in an era of unconventional monetary policy," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 50(1), February.
    608. Martin Lettau & Sydney Ludvigson, 2003. "Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption," NBER Working Papers 9848, National Bureau of Economic Research, Inc.
    609. Mario Forni & Luca Gambetti, 2021. "Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy," JRFM, MDPI, vol. 14(8), pages 1-21, August.
    610. Ekaterina Ponomareva & Alexandra Bozhechkova & Alexandr Knobel, 2012. "Factors of Economic Growth," Published Papers 172, Gaidar Institute for Economic Policy, revised 2013.
    611. William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004. "The Nonlinear Skeletons in the Closet," Econometrics 0405003, University Library of Munich, Germany.
    612. Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan, 2017. "Evidence of persistence in U.S. short and long-term interest rates," Journal of Policy Modeling, Elsevier, vol. 39(5), pages 775-789.
    613. Camacho, Maximo, 2005. "Markov-switching stochastic trends and economic fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 135-158, January.
    614. Patel, Urjit R. & Srivastava, Pradeep, 1996. "Macroeconomic policy and output comovement: The formal and informal sectors in India," World Development, Elsevier, vol. 24(12), pages 1915-1923, December.
    615. Manolis Kavussanos & Nikos Nomikos, 2003. "Price Discovery, Causality and Forecasting in the Freight Futures Market," Review of Derivatives Research, Springer, vol. 6(3), pages 203-230, October.
    616. Luigi Marattin & Simone Salotti, 2014. "Consumption multipliers of different types of public spending: a structural vector error correction analysis for the UK," Empirical Economics, Springer, vol. 46(4), pages 1197-1220, June.
    617. Charles A. Fleischman, 1999. "The causes of business cycles and the cyclicality of real wages," Finance and Economics Discussion Series 1999-53, Board of Governors of the Federal Reserve System (U.S.).
    618. Philip Bodman, 1998. "A Contribution on the Empirics of Trade, Migration and Economic Growth for Australia and Canada," International Economic Journal, Taylor & Francis Journals, vol. 12(3), pages 41-62.
    619. John S. Irons, "undated". "Assessing the Stability of Aggregate Productivity Growth in the United States: 1889-1989," Home Pages _001, Massachussets Institute of Technology, Economics.
    620. Fisher, Lance A. & Huh, Hyeon-seung & Tallman, Ellis W., 2003. "Permanent income and transitory variation in investment and output," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 149-168, June.
    621. F. Butter & S. Koopman, 2001. "Interaction between structural and cyclical shocks in production and employment," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 137(2), pages 273-296, June.
    622. Marcel Kasumovich, 1996. "Interpreting Money-Spply and Interest-Rate Sgocks as Monetary-Policy Shocks," Staff Working Papers 96-8, Bank of Canada.
    623. Mohsen Bahmani-Oskooee, 1998. "Cointegration Approach to Estimate the Long-Run Trade Elasticities in LDCs," International Economic Journal, Taylor & Francis Journals, vol. 12(3), pages 89-96.
    624. Fukuda, Kosei, 2007. "Joint detection of unit roots and cointegration: Data-based simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 75(1), pages 28-36.
    625. Daniel Aurelio Tirado Fabregat & Jordi Pons Novell, 2003. "Why Italy and not Spain? Comparing two industrialization processes from a dissagregate time series perspective," Working Papers in Economics 95, Universitat de Barcelona. Espai de Recerca en Economia.
    626. Martha Misas Arango & Enrique L�pez Enciso & Diego V�squez Escobar, 2004. "Tendencias Estoc�sticas Comunes y Fluctuaciones en la Econom�a Colombiana: 1950-2002," Borradores de Economia 3550, Banco de la Republica.
    627. 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.
    628. Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," CESifo Working Paper Series 2532, CESifo.
    629. Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon, 2020. "Time-varying cointegration with an application to the UK Great Ratios," Economics Letters, Elsevier, vol. 193(C).
    630. Martin Schmidt, 2007. "The long and short of money: short-run dynamics within a structural model," Applied Economics, Taylor & Francis Journals, vol. 40(2), pages 175-192.
    631. Beyer, Andreas & Farmer, Roger E.A., 2007. "Natural rate doubts," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 797-825, March.
    632. Masih, Rumi & Masih, Abul M. M., 1996. "Macroeconomic activity dynamics and Granger causality: New evidence from a small developing economy based on a vector error-correction modelling analysis," Economic Modelling, Elsevier, vol. 13(3), pages 407-426, July.
    633. Giuli, Francesco & Tancioni, Massimiliano, 2012. "Real rigidities, productivity improvements and investment dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 100-118.
    634. Jammie H. Penm & R.D. Terrell, 1994. "Is Housing Activity a Leading Indicator?," The Economic Record, The Economic Society of Australia, vol. 70(210), pages 241-252, September.
    635. Marianne Baxter & Alan C. Stockman, 1988. "Business Cycles and the Exchange Rate System: Some International Evidence," NBER Working Papers 2689, National Bureau of Economic Research, Inc.
    636. Issouf Samaké, 2008. "Investment and Growth Dynamics: An Empirical Assessment Applied to Benin," IMF Working Papers 2008/120, International Monetary Fund.
    637. John P. Judd & Bharat Trehan, 1989. "Unemployment-rate dynamics: aggregate-demand and -supply interactions," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 20-37.
    638. Miyao, Ryuzo, 2000. "The Role of Monetary Policy in Japan: A Break in the 1990s?," Journal of the Japanese and International Economies, Elsevier, vol. 14(4), pages 366-384, December.
    639. Pym Manopimoke, 2016. "The Output Euler Equation and Real Interest Rate Regimes," PIER Discussion Papers 33, Puey Ungphakorn Institute for Economic Research.
    640. Alexius, Annika & Carlsson, Mikael, 2001. "Measures of Technology and the Business Cycle: Evidence from Sweden and the U.S," Working Paper Series 174, Trade Union Institute for Economic Research.
    641. Anthony Garratt & Donald Robertson & Stephen Wright, 2004. "Inside the black box: permanent vs transitory components and economic fundamentals," Money Macro and Finance (MMF) Research Group Conference 2003 35, Money Macro and Finance Research Group.
    642. Esposti, Roberto, 2002. "Public agricultural R&D design and technological spill-ins: A dynamic model," Research Policy, Elsevier, vol. 31(5), pages 693-717, July.
    643. Alexius, Annika, 2005. "Productivity shocks and real exchange rates," Journal of Monetary Economics, Elsevier, vol. 52(3), pages 555-566, April.
    644. Semmler, Will & Gong, Gang, 1996. "Estimating parameters of real business cycle models," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 301-325, September.
    645. Lise Pichette & Dominique Tremblay, 2003. "Are Wealth Effects Important for Canada?," Staff Working Papers 03-30, Bank of Canada.
    646. Bahmani-Oskooee, Mohsen, 1999. "Do Federal Budget Deficits Crowd Out or Crowd In Private Investment?," Journal of Policy Modeling, Elsevier, vol. 21(5), pages 633-640, September.
    647. Greg Tkacz & Carolyn Wilkins, 2008. "Linear and threshold forecasts of output and inflation using stock and housing prices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 131-151.
    648. Kuang, Pei & Tang, Li & Zhang, Renbin & Zhang, Tongbin, 2022. "Forecast disagreement about long-run macroeconomic relationships," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 371-387.
    649. Bergman, Michael & Cheung, Yin-Wong & Lai, Kon S., 2000. "Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices," Working Papers 2000:4, Lund University, Department of Economics.
    650. Gavosto, Andrea & Pellegrini, Guido, 1999. "Demand and supply shocks in Italy:: An application to industrial output," European Economic Review, Elsevier, vol. 43(9), pages 1679-1703, October.
    651. Ahmad, Nisar & Aghdam, Reza FathollahZadeh & Butt, Irfan & Naveed, Amjad, 2020. "Citation-based systematic literature review of energy-growth nexus: An overview of the field and content analysis of the top 50 influential papers," Energy Economics, Elsevier, vol. 86(C).
    652. Francisco Barillas & Christoph Schleicher, 2003. "Common Trends and Common Cycles in Canadian Sectoral Output," Staff Working Papers 03-44, Bank of Canada.
    653. Granger, Clive W. J. & Jeon, Yongil, 2003. "A time-distance criterion for evaluating forecasting models," International Journal of Forecasting, Elsevier, vol. 19(2), pages 199-215.
    654. Tachibana, Minoru, 2004. "Central Banks' preferences in Japan, the UK, and the US," Japan and the World Economy, Elsevier, vol. 16(1), pages 81-93, January.
    655. John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998. "Fractional Monetary Dynamics," Boston College Working Papers in Economics 321., Boston College Department of Economics.
    656. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 273-307.
    657. Nicholas Apergis, 2001. "Reassessing the role of buffer stock money under oil price shocks," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 29(1), pages 20-30, March.
    658. Canova, Fabio, 2003. "The Transmission of US Shocks to Latin America," CEPR Discussion Papers 3963, C.E.P.R. Discussion Papers.
    659. Clements, Michael P., 2016. "Long-run restrictions and survey forecasts of output, consumption and investment," International Journal of Forecasting, Elsevier, vol. 32(3), pages 614-628.
    660. George Alogoskoufis & Dong-Ho Lee & Apostolis Philippopoulos, 1998. "Exchange-Rate Regimes, Political Parties and the Inflation-Unemployment Tradeoff: Evidence from Greece," Open Economies Review, Springer, vol. 9(1), pages 39-51, January.
    661. Emanuele BACCHIOCCHI, 2011. "Identification in structural VAR models with different volatility regimes," Departmental Working Papers 2011-39, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    662. Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper 82, Tor Vergata University, CEIS.
    663. Anil K. Lal, 2017. "Foreign Direct Investment, Trade Openness And Gdp In China, India And Mexico," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(05), pages 1059-1076, December.
    664. Chien-Chung Nieh, 2002. "The effect of the Asian financial crisis on the relationships among open macroeconomic factors for Asian countries," Applied Economics, Taylor & Francis Journals, vol. 34(4), pages 491-502.
    665. Davidson, James, 1998. "Structural relations, cointegration and identification: some simple results and their application," Journal of Econometrics, Elsevier, vol. 87(1), pages 87-113, August.
    666. Gorodnichenko, Yuriy & Ng, Serena, 2017. "Level and volatility factors in macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 91(C), pages 52-68.
    667. John Keating, 2004. "Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run," Econometric Society 2004 North American Summer Meetings 608, Econometric Society.
    668. Smith, Gregor W. & Zin, Stanley E., 1997. "Real business-cycle realizations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 243-280, December.
    669. Michael J. Dueker & Charles R. Nelson, 2003. "Business cycle detrending of macroeconomic data via a latent business cycle index," Working Papers 2002-025, Federal Reserve Bank of St. Louis.
    670. Martin Schmidt, 2003. "Money and prices: evidence from the G7 countries," Applied Economics, Taylor & Francis Journals, vol. 35(17), pages 1799-1809.
    671. N. Kundan Kishor, 2007. "Does Consumption Respond More to Housing Wealth Than to Financial Market Wealth? If So, Why?," The Journal of Real Estate Finance and Economics, Springer, vol. 35(4), pages 427-448, November.
    672. Cliff L.F. Attfield & Jonathan R.W. Temple, 2003. "Measuring trend output: how useful are the Great Ratios?," Bristol Economics Discussion Papers 03/555, School of Economics, University of Bristol, UK.
    673. Tuomas, Malinen, 2011. "Inequality and savings: a reassesment of the relationship in cointegrated panels," MPRA Paper 33350, University Library of Munich, Germany.
    674. Anari, Ali & Kolari, James, 1999. "Nonmonetary effects of the financial crisis in the Great Depression," Journal of Economics and Business, Elsevier, vol. 51(3), pages 215-235, May.
    675. William C. Whitesell, "undated". "Interest Rates and M2 in an Error-Correction Macro Model," Finance and Economics Discussion Series 1997-59, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
    676. Alam, Shaista & Ahmed, Mohsin H. & Butt, Muhammad S., 2003. "The dynamics of fertility, family planning and female education in Pakistan," Journal of Asian Economics, Elsevier, vol. 14(3), pages 447-463, June.
    677. James Peery Cover & C. James Hueng & Ruey Yau, 2002. "Are Policy Rules Better Than The Discretionary System In Taiwan?," Contemporary Economic Policy, Western Economic Association International, vol. 20(1), pages 60-71, January.
    678. Celine Gauthier & Virginie Traclet, 2004. "Do Domestic Macroeconomic Factors Play a Role in Determining Long-Term Nominal Interest Rates? Application in the Case of a Small Open-Economy," Money Macro and Finance (MMF) Research Group Conference 2004 90, Money Macro and Finance Research Group.
    679. Magalhães, Matheus Albergaria de & Picchetti, Paulo, 2005. "Regress and Progress! An Econometric Characterization of the Short-Run Relationship between Productivity and Labor Input in Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 25(2), November.
    680. Norman J. Morin, 2006. "Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements," Finance and Economics Discussion Series 2006-21, Board of Governors of the Federal Reserve System (U.S.).
    681. Hoffmann, Mathias, 2006. "Balanced Growth and Empirical Proxies of the Consumption-Wealth Ratio," Technical Reports 2006,26, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    682. David Harvey & Stephen Leybourne & Paul Newbold, 2003. "How great are the great ratios?," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 163-177.
    683. Joseph G. Haubrich, 1991. "Financial efficiency and aggregate fluctuations: an exploration," Economic Review, Federal Reserve Bank of Cleveland, vol. 27(Q IV), pages 25-36.
    684. Keating, John W., 1996. "Structural information in recursive VAR orderings," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1557-1580.
    685. James Morley & Jeremy Piger & Pao-Lin Tien, 2009. "Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?," Wesleyan Economics Working Papers 2009-003, Wesleyan University, Department of Economics.
    686. Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
    687. Canova, Fabio & Marrinan, Jane, 1998. "Sources and propagation of international output cycles: Common shocks or transmission?," Journal of International Economics, Elsevier, vol. 46(1), pages 133-166, October.
    688. Bingcheng Yan & Eric Zivot, 2007. "A Structural Analysis of Price Discovery Measures," Working Papers UWEC-2006-08-FC, University of Washington, Department of Economics, revised Apr 2007.
    689. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective," Working Papers 202093, University of Pretoria, Department of Economics.
    690. Dong Shin & Man-Suk Oh, 2003. "Tests for the order of integration against higher order integration," Statistical Papers, Springer, vol. 44(3), pages 383-396, July.
    691. Antonio Fiorencio & Ajax R. B. Moreira, 2015. "Long-run Determinants of the Real Exchange Rate: Brazil – 1947/95," Discussion Papers 0072, Instituto de Pesquisa Econômica Aplicada - IPEA.
    692. Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008. "A review of nonfundamentalness and identification in structural VAR models," Working Paper Series 922, European Central Bank.
    693. Ogawa, Kazuo, 2000. "Monetary Policy, Credit, and Real Activity: Evidence from the Balance Sheet of Japanese Firms," Journal of the Japanese and International Economies, Elsevier, vol. 14(4), pages 385-407, December.
    694. Gabor Vadas & Zsolt Darvas, 2005. "Univariate Potential Output Estimations for Hungary," Macroeconomics 0512009, University Library of Munich, Germany.
    695. Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers 21/13, Institute for Fiscal Studies.
    696. Michael D. Bordo & Ehsan U. Choudhri & Anna J. Schwartz, 1989. "Money Stock Targeting, Base Drift and Price-Level Predictability: Lessons From the U.K. Experience," NBER Working Papers 2825, National Bureau of Economic Research, Inc.
    697. Perli, Roberto & Sakellaris, Plutarchos, 1998. "Human capital formation and business cycle persistence," Journal of Monetary Economics, Elsevier, vol. 42(1), pages 67-92, June.
    698. Chen, Pu & Schneider, Elena & Frohn, Joachim, 2008. "A Long-Run Structural Macroeconometric Model for Germany: An Empirical Note," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, vol. 2, pages 1-12.
    699. Klieber, Karin, 2024. "Non-linear dimension reduction in factor-augmented vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
    700. Zviadadze, Irina, 2018. "Term Structure of Risk in Expected Returns," CEPR Discussion Papers 13414, C.E.P.R. Discussion Papers.
    701. Robert Kaufmann & Heikki Kauppi & Michael Mann & James Stock, 2013. "Does temperature contain a stochastic trend: linking statistical results to physical mechanisms," Climatic Change, Springer, vol. 118(3), pages 729-743, June.
    702. Julien Garnier, 2004. "UK in or UK Out? A Common Cycle Analysis Between the UK and the Euro Zone," Working Papers 2004-17, CEPII research center.
    703. Paul Lau, Sau-Him, 1999. "I(0) In, integration and cointegration out:: Time series properties of endogenous growth models," Journal of Econometrics, Elsevier, vol. 93(1), pages 1-24, November.
    704. Gabriel Rodríguez & Pierina Villanueva Vega & Paul Castillo Bardalez, 2018. "Driving economic fluctuations in Peru: the role of the terms of trade," Empirical Economics, Springer, vol. 55(3), pages 1089-1119, November.
    705. Jaebeom Kim & Masao Ogaki & Minseok Yang, 2003. "Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model," RCER Working Papers 502, University of Rochester - Center for Economic Research (RCER).
    706. Tse, Yiuman & Lee, Tae-Hwy & Booth, G. Geoffrey, 1996. "The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 447-465, June.
    707. Jan Groen, 2004. "Corporate credit, stock price inflation and economic fluctuations," Applied Economics, Taylor & Francis Journals, vol. 36(18), pages 1995-2006.
    708. Kumah, Francis Y. & Ibrahim, Saifu B., 1996. "Stochastic trends and fluctuations in the interest rate, exchange rate and the current account balance: An empirical investigation," Economic Modelling, Elsevier, vol. 13(3), pages 383-406, July.
    709. Steven Cassou & Jesús Vázquez, 2014. "Employment comovements at the sectoral level over the business cycle," Empirical Economics, Springer, vol. 46(4), pages 1301-1323, June.
    710. Lutz Kilian, 2013. "Structural vector autoregressions," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 22, pages 515-554, Edward Elgar Publishing.
    711. Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2003. "The use of long-run restrictions for the identification of technology shocks," Working Papers 2003-010, Federal Reserve Bank of St. Louis.
    712. Peter N. Ireland, 2011. "Stochastic Growth in the United States and Euro Area," NBER Working Papers 16681, National Bureau of Economic Research, Inc.
    713. Giorgio Canarella & Luis A. Gil‐Alana & Rangan Gupta & Stephen M. Miller, 2022. "The behaviour of real interest rates: New evidence from a 'suprasecular' perspective," International Finance, Wiley Blackwell, vol. 25(1), pages 46-64, April.
    714. Ralf Brüggemann, 2006. "Sources of German unemployment: a structural vector error correction analysis," Empirical Economics, Springer, vol. 31(2), pages 409-431, June.
    715. John G. Fernald, 2007. "Trend Breaks, Long-Run Restrictions, and the Contractionary Effects of Technology Improvements," Working Paper Series 2005-21, Federal Reserve Bank of San Francisco.
    716. Helmut Lütkepohl, 2013. "Reducing confidence bands for simulated impulse responses," Statistical Papers, Springer, vol. 54(4), pages 1131-1145, November.
    717. Mertens, Elmar, 2010. "Structural shocks and the comovements between output and interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1171-1186, June.
    718. A. Mansur & M. Masih & Vicky Ryan, 2005. "The term structure of interest rates in Australia: an application of long run structural modelling," Applied Financial Economics, Taylor & Francis Journals, vol. 15(8), pages 557-573.
    719. Ghassan, Hassan B., 2003. "Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme [Testing the Automatic Stabilization Effect: Evidence from SVAR Model without Long-Term Constraint]," MPRA Paper 56387, University Library of Munich, Germany, revised 02 Apr 2003.
    720. Klemens Hauzenberger & Robert Stehrer, 2010. "An Empirical Characterization of Redistribution Shocks and Output Dynamics," wiiw Working Papers 68, The Vienna Institute for International Economic Studies, wiiw.
    721. Romero-Ávila, Diego, 2009. "Multiple Breaks, Terms of Trade Shocks and the Unit-Root Hypothesis for African Per Capita Real GDP," World Development, Elsevier, vol. 37(6), pages 1051-1068, June.
    722. Sarno, Lucio, 1999. "Stochastic growth: Empirical evidence from the G7 countries," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 691-712.
    723. Jonathan Temple & Cliff Attfield, 2004. "Measuring trend growth: how useful are the great ratios?," Money Macro and Finance (MMF) Research Group Conference 2003 101, Money Macro and Finance Research Group.
    724. DeLoach, Stephen B. & Rasche, Robert H., 1998. "Stochastic trends and economic fluctuations in a large open economy," Journal of International Money and Finance, Elsevier, vol. 17(4), pages 565-596, August.
    725. Clifford L.F. Attfield, 2003. "Balanced Growth and Output Convergence in Europe," Bristol Economics Discussion Papers 03/547, School of Economics, University of Bristol, UK.
    726. Robert King & Mark W. Watson, 1992. "Testing Long Run Neutrality," NBER Working Papers 4156, National Bureau of Economic Research, Inc.
    727. James H. Stock & Mark W. Watson, 1989. "A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems," NBER Technical Working Papers 0083, National Bureau of Economic Research, Inc.
    728. Farmer, Roger E.A. & Platonov, Konstantin, 2019. "Animal spirits in a monetary model," European Economic Review, Elsevier, vol. 115(C), pages 60-77.
    729. Keating, John W., 2000. "Macroeconomic Modeling with Asymmetric Vector Autoregressions," Journal of Macroeconomics, Elsevier, vol. 22(1), pages 1-28, January.
    730. Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997. "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Staff Working Papers 97-5, Bank of Canada.

  46. Meltzer, A.H. & Heinemann, H.E. & Jordan, J.L. & Levy, M.D. & Plosser, C.I. & Poole, W. & Rasche, R.H. & Schwartz, A.J., 1991. "Shadow Open Market Committee; Policy Statement and Position Papers," Papers ip_91-01, Rochester, Business - Industry Policy Studies.

    Cited by:

    1. Rik Hafer, 1984. "The money-GNP link: assessing alternative transaction measures," Review, Federal Reserve Bank of St. Louis, vol. 66(Mar), pages 19-27.
    2. Siebert, Horst, 1990. "The economic integration of Germany," Kiel Discussion Papers 160, Kiel Institute for the World Economy.
    3. Carl E. Walsh, 1987. "The Impact of Monetary Targeting in the United States: 1976-1984," NBER Working Papers 2384, National Bureau of Economic Research, Inc.
    4. Siebert, Horst, 1990. "The economic integration of Germany – An update," Kiel Discussion Papers 160a, Kiel Institute for the World Economy.

  47. Charles I. Plosser, 1990. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc.

    Cited by:

    1. Hiroshi Yoshikawa, 1993. "Monetary Policy and the Real Economy in Japan," NBER Chapters, in: Japanese Monetary Policy, pages 121-159, National Bureau of Economic Research, Inc.
    2. Joseph H. Haslag & Scott E. Hein, 1993. "Constructing an alternative measure of changes in reserve requirement ratios," Working Papers 9306, Federal Reserve Bank of Dallas.
    3. Karin Jürgensen & Francisco Rosende, "undated". "Hayek y el Ciclo Económico: Una Revisión a la Luz de la Macroeconomía Moderna," Documentos de Trabajo 154, Instituto de Economia. Pontificia Universidad Católica de Chile..
    4. Jinill Kim, 1998. "Monetary policy in a stochastic equilibrium model with real and nominal rigidities," Finance and Economics Discussion Series 1998-02, Board of Governors of the Federal Reserve System (U.S.).
    5. Joseph H. Haslag & Scott E. Hein, 1995. "Measuring the policy effects of changes in reserve requirement ratios," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 2-15.
    6. Michelle R. Garfinkel & Daniel L. Thornton, 1991. "The multiplier approach to the money supply process: a precautionary note," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 47-64.
    7. Luis Eduardo Arango T., 1998. "Some Univariate Time Series Properties Of Output," Borradores de Economia 3516, Banco de la Republica.
    8. Gauger, Jean, 1998. "Economic Impacts on the Money Supply Process," Journal of Macroeconomics, Elsevier, vol. 20(3), pages 553-577, July.
    9. Kenneth D. West, 1993. "An Aggregate Demand–Aggregate Supply Analysis of Japanese Monetary Policy, 1973–1990," NBER Chapters, in: Japanese Monetary Policy, pages 160-188, National Bureau of Economic Research, Inc.
    10. Scheide, Joachim, 1991. "On the causality between output, money and the terms of trade in Germany," Kiel Working Papers 475, Kiel Institute for the World Economy.
    11. Joseph H. Haslag & Scott E. Hein, 1990. "Does it matter how monetary policy is implemented?," Working Papers 9009, Federal Reserve Bank of Dallas.
    12. Valerie A. Ramey, 1991. "The Source of Fluctuations in Money: Evidence From Trade Credit," NBER Working Papers 3756, National Bureau of Economic Research, Inc.
    13. Prakash Loungani & Mark Rush, 1994. "The effect of changes in reserve requirements on investment and GNP," International Finance Discussion Papers 471, Board of Governors of the Federal Reserve System (U.S.).
    14. Michael T. Belongia & Peter N. Ireland, 2002. "The Own-Price of Money and a New Channel of Monetary Transmission," NBER Working Papers 9341, National Bureau of Economic Research, Inc.
    15. S. Rao Aiyagari, 1990. "Deflating the case for zero inflation," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 14(Sum), pages 2-11.

  48. Plosser, C.I., 1989. "Understanding Real Business Cycles," Papers 89-03, Rochester, Business - General.

    Cited by:

    1. Jess Benhabib & Richard Rogerson & Randall Wright, 1991. "Homework in macroeconomics: household production and aggregate fluctuations," Staff Report 135, Federal Reserve Bank of Minneapolis.
    2. Feng Dai & Songtao Wu & Ling Liang, 2014. "Capital and innovation aggregation with environmental pressure: An optimal evolution," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-16, December.
    3. S. Brock Blomberg & Gregory D. Hess, 2001. "Is the Political Business Cycle for Real?," CESifo Working Paper Series 415, CESifo.
    4. Emi Nakamura, 2009. "Deconstructing The Success Of Real Business Cycles," Economic Inquiry, Western Economic Association International, vol. 47(4), pages 739-753, October.
    5. Eckhard Hein, 2005. "Finanzstruktur und Wirtschaftswachstum - theoretische und empirische Aspekte," Macroeconomics 0508014, University Library of Munich, Germany.
    6. Camille Bronsard & Lise Salvas-Bronsard, 1992. "De la variété de Patinkin-Malinvaud à l’optimum macroéconomique de court terme," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 205-224.
    7. Richard W. Kopcke, 1993. "The determinants of business investment: has capital spending been surprisingly low?," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-31.
    8. Saban Nazlioglu & Dogukan Tarakci & Emre Kilic, 2024. "Nelson and Plosser revisited: macroeconomic and financial stability of Turkey," Empirical Economics, Springer, vol. 66(6), pages 2557-2592, June.
    9. Frédéric Lordon, 1991. "Théorie de la croissance : quelques développements récents [Première partie : la croissance récente]," Revue de l'OFCE, Programme National Persée, vol. 36(1), pages 157-211.
    10. Hutter, Christian & Klinger, Sabine & Trenkler, Carsten & Weber, Enzo, 2019. "Which factors are behind Germany's labour market upswing?," IAB-Discussion Paper 201920, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    11. J.P.G. Reijnders, 2007. "Impulse or propagation? How the tides turned in Business Cycle Theory," Working Papers 07-07, Utrecht School of Economics.
    12. Leon Podkaminer, 2021. "Dynamic Stochastic General Equilibrium: macroeconomics at a dead end," Bank i Kredyt, Narodowy Bank Polski, vol. 52(2), pages 97-122.
    13. Casey B. Mulligan, 1998. "Substitution over Time: Another Look at Life Cycle Labor Supply," NBER Working Papers 6585, National Bureau of Economic Research, Inc.
    14. Julio J. Rotemberg & Michael Woodford, 1999. "The Cyclical Behavior of Prices and Costs," NBER Working Papers 6909, National Bureau of Economic Research, Inc.
    15. Hoffmaister, Alexander W. & Roldos, Jorge E., 2001. "The Sources of Macroeconomic Fluctuations in Developing Countries: Brazil and Korea," Journal of Macroeconomics, Elsevier, vol. 23(2), pages 213-239, April.
    16. Aoki, Masanao & Yoshikawa, Hiroshi, 2007. "Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics," Economics Discussion Papers 2007-49, Kiel Institute for the World Economy.
    17. Gapinski, James H., 1996. "Heterogeneous capital, economic growth, and economic development," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 561-585.
    18. Luca, PENSIEROSO, 2005. "Real Business Cycle Models of the Great Depression : a Critical Survey," Discussion Papers (ECON - Département des Sciences Economiques) 2005005, Université catholique de Louvain, Département des Sciences Economiques.
    19. Feng, Dai & Yuan-Zheng, Zhong, 2006. "The Stochastic Advance-Retreat Course: An Approach to Analyse Social-Economic Evolution," MPRA Paper 117, University Library of Munich, Germany.
    20. Robert G. King & Sergio T. Rebelo, 2000. "Resuscitating Real Business Cycles," NBER Working Papers 7534, National Bureau of Economic Research, Inc.
    21. Krajewski, Piotr, . "Efekty podażowe szoków fiskalnych w gospodarce polskiej na podstawie modelu realnego cyklu koniunkturalnego," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2011(4).
    22. Bill Gibson, 2008. "Keynesian And Neoclassical Closures In An Agent-Based Context," UMASS Amherst Economics Working Papers 2008-03, University of Massachusetts Amherst, Department of Economics.
    23. Grishchenko, Olesya V., 2011. "Asset pricing in the production economy subject to monetary shocks," Journal of Economics and Business, Elsevier, vol. 63(3), pages 187-216, May.
    24. Tony Caporale & Barbara McKiernan, 1998. "The Fischer Black Hypothesis: Some Time‐Series Evidence," Southern Economic Journal, John Wiley & Sons, vol. 64(3), pages 765-771, January.
    25. David Aadland, 2002. "Detrending Time-Aggregated Data," Working Papers 2002-05, Utah State University, Department of Economics.
    26. Steve Ambler, 1991. "Les modèles du cycle économique face à la corrélation productivité-emploi," L'Actualité Economique, Société Canadienne de Science Economique, vol. 67(4), pages 532-548.
    27. M Ball, 1994. "The 1980s Property Boom," Environment and Planning A, , vol. 26(5), pages 671-695, May.
    28. Karin Jürgensen & Francisco Rosende, "undated". "Hayek y el Ciclo Económico: Una Revisión a la Luz de la Macroeconomía Moderna," Documentos de Trabajo 154, Instituto de Economia. Pontificia Universidad Católica de Chile..
    29. Feng Dai & Jianping Qi & Ling Liang, 2011. "Socio‐economic development model based on stochastic advance‐retreat course," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 38(5), pages 416-437, April.
    30. Delis, Manthos & Iosifidi, Maria, 2019. "Environmentally Aware Households," MPRA Paper 92138, University Library of Munich, Germany.
    31. Sébastien Bock & Idriss Fontaine, 2020. "Routine-Biased Technological Change and Hours Worked over the Business Cycle," PSE Working Papers halshs-02982145, HAL.
    32. Victor Olkhov, 2018. "Econophysics Beyond General Equilibrium: the Business Cycle Model," Papers 1804.04721, arXiv.org.
    33. Casey B. Mulligan, 1999. "Microfoundations and Macro Implications of Indivisible Labor," NBER Working Papers 7116, National Bureau of Economic Research, Inc.
    34. Spree, Reinhard, 2002. "Business Cycles in History," Discussion Papers in Economics 6, University of Munich, Department of Economics.
    35. Masanao Aoki & Hiroshi Yoshikawa, 2007. "Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics," CIRJE F-Series CIRJE-F-493, CIRJE, Faculty of Economics, University of Tokyo.
    36. Borio, Claudio & Filardo, Andrew J., 2004. "Looking back at the international deflation record," The North American Journal of Economics and Finance, Elsevier, vol. 15(3), pages 287-311, December.
    37. Hall, Thomas E., 1995. "Price cyclicality in the natural rate-nominal demand shock model," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 257-272.
    38. Cribari-Neto, Francisco, 1993. "The Cyclical Component in Brazilian GDP," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 13(1), April.
    39. Yuriy Mishchenko, 2014. "Oscillations in Rational Economies," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-6, February.
    40. Schlicht, Ekkehart, 1990. "Rationality, Bounded or Not, and Institutional Analysis," Munich Reprints in Economics 3167, University of Munich, Department of Economics.
    41. Ertz, Guy, 1996. "Business Cycle Models and Stylized Facts in Germany," LIDAM Discussion Papers IRES 1997005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Apr 1997.
    42. Levent, Korap, 2006. "An essay upon the business cycle facts: the Turkish case," MPRA Paper 21717, University Library of Munich, Germany.
    43. Olkhov, Victor, 2018. "Economic Transactions Govern Business Cycles," MPRA Paper 88531, University Library of Munich, Germany, revised 19 Aug 2018.
    44. Reynolds, Stanley S., 1995. "Schumpeterian puzzles : Maria Brouwer, (The University of Michigan Press, Ann Arbor, Michigan, 1991) pp. x + 257, $36.00," Journal of Economic Behavior & Organization, Elsevier, vol. 26(2), pages 305-308, March.
    45. Cai, Jie & Li, Nan, 2012. "Growth through Inter-sectoral Knowledge Linkages," MPRA Paper 102119, University Library of Munich, Germany.
    46. Julio J. Rotemberg & Michael Woodford, 1994. "Is the Business Cycles a Necessary Consequence of Stochastic Growth?," NBER Working Papers 4650, National Bureau of Economic Research, Inc.
    47. SAU, Lino, 2001. "Stato del Credito, Effetto Cash-flow ed Instabilità [State of Credit, Cash-flow Effect and Instability]," MPRA Paper 3641, University Library of Munich, Germany.
    48. Gregor Semieniuk & Emanuele Campiglio & Jean-Francois Mercure & Ulrich Volz & Neil R. Edwards, 2020. "Low-carbon transition risks for finance," Working Papers 233, Department of Economics, SOAS University of London, UK.
    49. Thomas C. Owen, 2013. "Measuring business cycles in the Russian Empire," Economic History Review, Economic History Society, vol. 66(3), pages 895-916, August.
    50. James H. Gapinski, 1997. "The Growth of Tigers, Elephants, and Other Metaphorical Creatures under Heterogeneous Capital," Southern Economic Journal, John Wiley & Sons, vol. 64(1), pages 147-166, July.
    51. Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
    52. Charles Freedman, 1990. "La politique monétaire des années 90 : leçons et enjeux," L'Actualité Economique, Société Canadienne de Science Economique, vol. 66(2), pages 147-186.
    53. Vlieghe, Gertjan W, 2007. "Imperfect credit markets: implications for monetary policy," MPRA Paper 12957, University Library of Munich, Germany.
    54. Marvin Goodfriend, 2004. "Monetary policy in the new neoclassical synthesis : a primer," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 90(Sum), pages 21-45.
    55. Charles W. Calomiris & Christopher Hanes, 1994. "Historical Macroeconomics and American Macroeconomic History," NBER Working Papers 4935, National Bureau of Economic Research, Inc.
    56. Bengui, Julien & Acharya, Sushant & Dogra, Keshav & Wee, Shu Lin, 2018. "Slow Recoveries and Unemployment Traps: Monetary Policy in a Time of Hysteresis," CEPR Discussion Papers 13409, C.E.P.R. Discussion Papers.
    57. 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.
    58. John P. Judd & Bharat Trehan, 1990. "What does unemployment tell us about future inflation?," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 15-26.
    59. John O'Trakoun, 2018. "The impact of trade on growth in the Great Lakes states," Economics Bulletin, AccessEcon, vol. 38(4), pages 1845-1856.
    60. Chan Guk Huh & Bharat Trehan, 1991. "Real business cycles: a selective survey," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 3-17.
    61. Antulio N. Bomfim, "undated". "\"Forecasting the Forecasts of Others:\" Expectational Heterogeneity and Aggregate Dynamics," Finance and Economics Discussion Series 1996-41, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
    62. Victor Zarnowitz, 1991. "What is a Business Cycle?," NBER Working Papers 3863, National Bureau of Economic Research, Inc.
    63. Danilo Spinola, 2021. "The La Marca model revisited: Structuralist goodwin cycles with evolutionary supply side and balance of payments constraints," Metroeconomica, Wiley Blackwell, vol. 72(1), pages 189-212, February.
    64. Andrei Polbin & Sergey Drobyshevsky, 2014. "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
    65. Marianne Baxter & Robert G. King, 1991. "Productive externalities and business cycles," Discussion Paper / Institute for Empirical Macroeconomics 53, Federal Reserve Bank of Minneapolis.
    66. Kai D. Schmid, 2010. "Medium-run macrodynamics and the consensus view of stabilization policy," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 322/2010, Department of Economics, University of Hohenheim, Germany.
    67. Gillian Hewitson, 2001. "Robinson Crusoe in the Family: Feminist Economics and Lost in Space," Working Papers 2001.02, School of Economics, La Trobe University.
    68. Yi Wen, 2005. "By force of demand: explaining international comovements and the saving-investment correlation puzzle," Working Papers 2005-043, Federal Reserve Bank of St. Louis.
    69. Theodore Palivos & Chong K. Yip, 1996. "Government Purchases and Real Interest Rates with Endogenous Labour Supply," The Economic Record, The Economic Society of Australia, vol. 72(219), pages 332-340, December.
    70. Odia Ndongo, Yves Francis, 2006. "Datation du Cycle du PIB Camerounais entre 1960 et 2003," MPRA Paper 552, University Library of Munich, Germany.
    71. Benoît Desmarchelier & Faridah Djellal & Faïz Gallouj, 2017. "Economic growth, business cycles and products variety: exploring the role of demand satiety," Journal of Evolutionary Economics, Springer, vol. 27(3), pages 503-529, July.
    72. Smant, David J. C., 1998. "Modelling trends, expectations and the cyclical behaviour of prices," Economic Modelling, Elsevier, vol. 15(1), pages 151-161, January.
    73. James Tobin, 1991. "The Invisible Hand in Modern Macroeconomics," Cowles Foundation Discussion Papers 966, Cowles Foundation for Research in Economics, Yale University.
    74. Zbigniew Dokurno & Bogusław Fiedor, 2016. "Sustainable Development as the Concept of World Economy Development from Contemporary Macroeconomics Perspective," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 5-24.
    75. Sushant Acharya & Julien Bengui & Keshav Dogra & Shu Lin Wee, 2018. "Escaping Unemployment Traps," 2018 Meeting Papers 543, Society for Economic Dynamics.
    76. Robert G. King & Charles I. Plosser, 1989. "Real Business Cycles and the Test of the Adelmans," NBER Working Papers 3160, National Bureau of Economic Research, Inc.
    77. Scheide, Joachim, 1991. "On the causality between output, money and the terms of trade in Germany," Kiel Working Papers 475, Kiel Institute for the World Economy.
    78. Burkhard Heer & Alfred Maußner, 2013. "Asset Returns, the Business Cycle and the Labor Market," German Economic Review, Verein für Socialpolitik, vol. 14(3), pages 372-397, August.
    79. Aminu, Nasir, 2019. "Energy prices volatility and the United Kingdom: Evidence from a dynamic stochastic general equilibrium model," Energy, Elsevier, vol. 172(C), pages 487-497.
    80. Ellen R. McGrattan & Lee E. Ohanian, 2006. "Does Neoclassical Theory Account for the Effects of Big Fiscal Shocks? Evidence From World War II," NBER Working Papers 12130, National Bureau of Economic Research, Inc.
    81. Paul Gomme & Richard Rogerson & Peter Rupert & Randall Wright, 2004. "The business cycle and the life cycle," Working Papers (Old Series) 0404, Federal Reserve Bank of Cleveland.
    82. Piotr Krajewski, 2011. "Efekty podażowe szoków fiskalnych w gospodarce polskiej na podstawie modelu realnego cyklu koniunkturalnego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 23-43.
    83. Shyam Gouri Suresh, 2015. "Rational versus Adaptive Expectations in an Agent-Based Model of a Barter Economy," Working Papers 15-02, Davidson College, Department of Economics.
    84. Burkhard Heer & Alfred Maussner, 2011. "Asset Returns, the Business Cycle, and the Labor Market: A Sensitivity Analysis for the German Economy," CESifo Working Paper Series 3391, CESifo.
    85. Feng Dai, 2004. "The Soft Engine for Economic Growth in a Long-Time:The Economic Development Power, Conversion and Conservation for economic Energy," Macroeconomics 0411009, University Library of Munich, Germany.
    86. Francisco Rosende & Luis Oscar Herrera, 1991. "Teoría y Política Monetaria: Elementos para el Análisis," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 28(83), pages 55-94.
    87. Franz, Wolfgang, 1992. "Neuere makroökonomische Kontroversen," Discussion Papers, Series II 168, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
    88. Susanto Basu, 1998. "Technology and business cycles; how well do standard models explain the facts?," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 42(Jun), pages 207-269.
    89. Cribari-Neto, Francisco, 1996. "On time series econometrics," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(Supplemen), pages 37-60.
    90. Dokurno, Zbigniew & Fiedor, Bogusław, . "Zrównoważony rozwój jako koncepcja rozwoju światowej gospodarki z perspektywy współczesnej makroekonomii," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2016(2).
    91. Robert G. King, 1995. "Quantitative theory and econometrics," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-105.
    92. Satyajit Chatterjee, 1999. "Real business cycles: a legacy of countercyclical policies?," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 17-27.
    93. Cooper, Ilan & Priestley, Richard, 2011. "Real investment and risk dynamics," Journal of Financial Economics, Elsevier, vol. 101(1), pages 182-205, July.
    94. Jean-Sébastien Lenfant, 2021. "Eugen (Evgeny Evgenievich) Slutsky (1880-1948)," Working Papers hal-03628273, HAL.
    95. Robert G. King, 1993. "Will the New Keynesian Macroeconomics Resurrect the IS-LM Model?," Journal of Economic Perspectives, American Economic Association, vol. 7(1), pages 67-82, Winter.
    96. Caleb Stroup, 2015. "International Deal Experience and Cross-Border Acquisitions," Working Papers 15-03, Davidson College, Department of Economics.
    97. Prof. Neil D. Karunaratne, 1999. "Rival Macroeconomic Models And Australian Stylised Facts," Discussion Papers Series 261, School of Economics, University of Queensland, Australia.
    98. Guillaume Colosiez & Mouldi Djelassi, 1993. "La redécouverte des cycles financiers," Revue d'Économie Financière, Programme National Persée, vol. 26(3), pages 109-144.
    99. Nam Foo & Ruhul Salim, 2022. "The evolution of mining employment during the resource boom and bust cycle in Australia," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 35(2), pages 309-324, June.
    100. Bruce Greenwald & Joseph E. Stiglitz, 1993. "New and Old Keynesians," Journal of Economic Perspectives, American Economic Association, vol. 7(1), pages 23-44, Winter.
    101. Letendre, Marc-Andre, 2004. "Semi-parametric predictions of the intertemporal approach to the current account," Journal of International Economics, Elsevier, vol. 64(2), pages 363-386, December.
    102. Harald Hagemann, 2024. "Hayek's Austrian Theory of the Business Cycle," GREDEG Working Papers 2024-06, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    103. Satyajit Chatterjee, 2000. "From cycles to shocks: progress in business-cycle theory," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 27-37.
    104. Gianni Amisano & Massimiliano Serati, 2003. "What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(4), pages 440-470, September.
    105. James Tobin, 1993. "Price Flexibility and Output Stability: An Old Keynesian View," Journal of Economic Perspectives, American Economic Association, vol. 7(1), pages 45-65, Winter.
    106. Canova, Fabio, 1998. "Detrending and business cycle facts," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 475-512, May.
    107. Michael Horvath, 1998. "Cyclicality and Sectoral Linkages: Aggregate Fluctuations from Independent Sectoral Shocks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(4), pages 781-808, October.
    108. Feng, Dai, 2006. "Developower: The Potential Motivity in Economic Process," MPRA Paper 115, University Library of Munich, Germany, revised 05 Oct 2006.
    109. Casey B. Mulligan, 2001. "Aggregate Implications of Indivisible Labor," NBER Working Papers 8159, National Bureau of Economic Research, Inc.
    110. E.J. Weber, 1993. "The Role of Money During the Recession in Australia in 1990-92," Economics Discussion / Working Papers 93-15, The University of Western Australia, Department of Economics.
    111. Olkhov, Victor, 2018. "Economic and Financial Transactions Govern Business Cycles," MPRA Paper 93269, University Library of Munich, Germany.
    112. Joshua D. Angrist, 1990. "Does Labor Supply Explain Fluctuations in Average Hours Worked?," NBER Working Papers 3312, National Bureau of Economic Research, Inc.
    113. feng dai, 2005. "Boating Against the Current: Cases, Concepts, Models and Development Power," Econometrics 0503003, University Library of Munich, Germany.
    114. Ignacio Escañuela ROMANA, 2016. "Randomness, Determinism and Undecidability in the Economic Cycle Theory," Journal of Economics and Political Economy, KSP Journals, vol. 3(4), pages 638-658, December.
    115. John Harvey, 2010. "US Business Cycles from 1971-2010: A Post Keynesian Explanation," Working Papers 201004, Texas Christian University, Department of Economics.
    116. Basak, Suleyman, 1999. "On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 1029-1064, June.
    117. Feng Dai & Hui Liu & Zifu Qin, 2005. "The Logarithm Model of Development Power: A Tool to Analyze the Motivity of Economic Growth," Macroeconomics 0505022, University Library of Munich, Germany.
    118. Isabella David, 2009. "Composition Bias and Italian Wage Rigidities over the Business Cycle," LABORatorio R. Revelli Working Papers Series 92, LABORatorio R. Revelli, Centre for Employment Studies.
    119. Oleg Korenok & Stanislav Radchenko, 2006. "The role of permanent and transitory components in business cycle volatility moderation," Empirical Economics, Springer, vol. 31(1), pages 217-241, March.
    120. Julio J. Rotemberg & Michael Woodford, 1993. "Dynamic General Equilibrium Models with Imperfectly Competitive Product Markets," NBER Working Papers 4502, National Bureau of Economic Research, Inc.
    121. John F. Helliwell & Alan Chung, 1991. "Macroeconomic Convergence: International Transmission of Growth and Technical Progress," NBER Chapters, in: International Economic Transactions: Issues in Measurement and Empirical Research, pages 388-436, National Bureau of Economic Research, Inc.
    122. Mark W. Watson, 1991. "Measures of Fit for Calibrated Models," NBER Technical Working Papers 0102, National Bureau of Economic Research, Inc.
    123. Alfredo Villca, 2019. "Confronting DSGE model with data," Documentos de Trabajo de Valor Público 17803, Universidad EAFIT.
    124. John Y. Campbell, 1992. "Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model," NBER Working Papers 4188, National Bureau of Economic Research, Inc.
    125. Buiter, Willem H., 2003. "James Tobin : an appreciation of his contribution to economics," LSE Research Online Documents on Economics 847, London School of Economics and Political Science, LSE Library.
    126. Allan H. Meltzer, 2014. "Current Lessons from the Past: How the Fed Repeats Its History," Cato Journal, Cato Journal, Cato Institute, vol. 34(3), pages 519-539, Fall.
    127. Steven Ambler & Emanuela Cardia & Louis Phaneuf, 1992. "Contrats de salaire, croissance endogène et fluctuations," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 175-204.
    128. Coenen, Günter, 1998. "Intertemporal effects of fiscal policy in an RBC model," Discussion Paper Series 1: Economic Studies 1998,02e, Deutsche Bundesbank.
    129. Charles I. Plosser, 1990. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc.
    130. Gregory C. Chow, 2003. "How the Basic RBC Model Fails to Explain US Time Series," Macroeconomics 0306010, University Library of Munich, Germany.
    131. Pedro Garcia Duarte, 2016. "From Real Business Cycle And New Keynesian To Dsge Macroeconomics: Facts And Models In The Emergence Of A Consensus," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 009, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    132. Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2008. "What Happens During Recessions, Crunches and Busts?," IMF Working Papers 2008/274, International Monetary Fund.
    133. Mariolis, Theodore, 2014. "Η θεωρία οικονομικών κρίσεων του Karl Marx [Karl Marx’s theory of economic crises]," MPRA Paper 56831, University Library of Munich, Germany.
    134. David Smant, 1996. "Re-examining the cyclical behaviour of prices and output," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 132(4), pages 651-674, December.
    135. Antonio Carneiro de Almeida Júnior, 2023. "Currency Crisis or Overproduction? A Marxian Analysis of the Exchange Rate Peg Collapse in Brazil," Review of Radical Political Economics, Union for Radical Political Economics, vol. 55(3), pages 466-489, September.
    136. Galbács, Péter, 2017. "Max Weber és a modern makroökonómia újraértelmezése. Elméleti keret a kortárs makroökonómia módszertani elemzéséhez [Max Weber and reinterpretation of modern macroeconomics. A theoretical framework for a contemporary methodological analysis]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 285-304.
    137. George Bitros, 2008. "Why the structure of capital and the useful lives of its components matter: A test based on a model of Austrian descent," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 21(4), pages 301-328, December.
    138. Anne Péguin-Feissolle & Denis Péguin, 1993. "Protection tarifaire, brevets et diffusion internationale de la connaissance : croissance et dynamique de court terme aux États-Unis de 1889 à 1985," Revue Économique, Programme National Persée, vol. 44(2), pages 369-388.
    139. Mehmet Ezer, 2019. "Do Monetary Aggregates Belong In A Monetary Model? Evidence From The Uk," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 22(4), pages 509-530, December.
    140. Jeff E. Biddle, 2014. "Retrospectives: The Cyclical Behavior of Labor Productivity and the Emergence of the Labor Hoarding Concept," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 197-212, Spring.
    141. Miguel Ángel Alonso-Neira & Antonio Sánchez-Bayón, 2024. "Spanish Boom-bust Cycle Within the Euro Area: Credit Expansion, Malinvestments & Recession (2002-2014)," Politická ekonomie, Prague University of Economics and Business, vol. 2024(4), pages 597-625.
    142. Reinhart, Carmen & Reinhart, Vincent, 1991. "Fluctuaciones del producto y choques monetarios: evidencia colombiana [Output Fluctuations and Monetary Shocks: Evidence from Colombia]," MPRA Paper 13654, University Library of Munich, Germany.
    143. Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998. "A structural cointegrating VAR approach to macroeconometric modelling," Edinburgh School of Economics Discussion Paper Series 8, Edinburgh School of Economics, University of Edinburgh.
    144. Michel de Vroey, 2018. "The History of Recent Macroeconomics Through the Lens of the Marshall-Walras Divide," LIDAM Discussion Papers IRES 2018018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    145. Robertico Croes & Jorge Ridderstaat, 2017. "The effects of business cycles on tourism demand flows in small island destinations," Tourism Economics, , vol. 23(7), pages 1451-1475, November.
    146. Dai, Feng & Li, Pengpeng & Liang, Ling, 2016. "Long-term economic growth under environmental pressure: An optimal path," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 15-24.
    147. Jacky Fayolle & Alexandre Mathis, 1993. "Tendances et cycles stylisés dans les pays du G7 - Une approche stochastique," Revue de l'OFCE, Programme National Persée, vol. 47(1), pages 201-233.
    148. Carlos G. Elías, 1998. "Sectoral Shocks and Unemployment Rate Fluctuations," The American Economist, Sage Publications, vol. 42(2), pages 65-72, October.
    149. Batra, Ravi, 2002. "The long-run real-wage rigidity and full employment adjustment in the classical model," International Review of Economics & Finance, Elsevier, vol. 11(2), pages 117-138, May.
    150. Pedro Garcia Duarte & Kevin D. Hoover, 2012. "Observing Shocks," History of Political Economy, Duke University Press, vol. 44(5), pages 226-249, Supplemen.
    151. Patrick Minford & Prakriti Sofat, 2004. "An Open Economy Real Business Cycle Model for the UK," Money Macro and Finance (MMF) Research Group Conference 2004 23, Money Macro and Finance Research Group.
    152. Miocevic, Dario & Kadic-Maglajlic, Selma & Arslanagic-Kalajdzic, Maja, 2025. "When does betting on ambidexterity pay off? Exploring SME’s customer relationship strategies during crises," Journal of Business Research, Elsevier, vol. 188(C).
    153. Chong-Chuo Chang & Kuen-Shiou Yang, 2021. "Loose monetary policy and firm uncertainty," SN Business & Economics, Springer, vol. 1(3), pages 1-27, March.
    154. Smith, Gregor W. & Zin, Stanley E., 1997. "Real business-cycle realizations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 243-280, December.
    155. Bask Mikael & de Luna Xavier, 2002. "Characterizing the Degree of Stability of Non-linear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-19, April.
    156. Pierre-Alain Muet, 1993. "Modèles d'équilibre et de déséquilibre dans les théories contemporaines des cycles," Revue de l'OFCE, Programme National Persée, vol. 45(1), pages 53-93.
    157. Michael Sattinger & Sumati Srinivas, 2003. "The Employment-Productivity Relation with Employment Criteria," Discussion Papers 03-07, University at Albany, SUNY, Department of Economics.
    158. Feng Dai, 2004. "Development Power and Derivative Process-A Model and Theory for Macroeconomy Analysis," Macroeconomics 0405013, University Library of Munich, Germany.
    159. Funke, Michael, 1997. "How important are demand and supply shocks in explaining German business cycles?: New evidence on an old debate," Economic Modelling, Elsevier, vol. 14(1), pages 11-37, January.
    160. feng dai, 2005. "The Golden Growth Law in Economic Process," Development and Comp Systems 0511014, University Library of Munich, Germany.
    161. Snowdon, Brian & Vane, Howard R., 1996. "The development of modern macroeconomics: Reflections in the light of Johnson's analysis after twenty-five years," Journal of Macroeconomics, Elsevier, vol. 18(3), pages 381-401.
    162. Korap, Levent, 2010. "A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series," MPRA Paper 28647, University Library of Munich, Germany.
    163. Samuel MENG, 2018. "How to build an economy free of recession and stagnation: results from a multi-commodity macro model," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(615), S), pages 69-104, Summer.
    164. Jean-Pierre Rouy, 1997. "Sources et impacts à long terme des chocs dans l'industrie manufacturière : une analyse au niveau désagrégé," Économie et Prévision, Programme National Persée, vol. 131(5), pages 131-144.
    165. Reinhart, Carmen & Reinhart, Vincent, 1991. "Output Fluctuations and Monetary Shocks: Evidence from Colombia," MPRA Paper 6980, University Library of Munich, Germany.
    166. Reijnders, Jan P.G., 2009. "Trend movements and inverted Kondratieff waves in the Dutch economy, 1800-1913," Structural Change and Economic Dynamics, Elsevier, vol. 20(2), pages 90-113, June.
    167. Vashchelyuk, N.V. (Ващелюк, Н.В.) & Polbin, Andrey (Полбин, Андрей) & Trunin, Pavel (Трунин, Павел), 2016. "The Econometric Estimation of the Macroeconomic Effects of the Shock of Monetary Policy for the Russian Economy [Эконометрическая Оценка Макроэкономических Эффектов Шока Денежно-Кредитной Политики Для Российской Экономики]," Working Papers 2133, Russian Presidential Academy of National Economy and Public Administration.
    168. Kevin Lee & Kalvinder Shields, "undated". "Information, Business Survey Forecasts and Measurement of Output Trends in Six European Economies," Discussion Papers in European Economics 99/7, Division of Economics, School of Business, University of Leicester.
    169. Chow, Gregory C. & Kwan, Yum K., 1998. "How the basic RBC model fails to explain US time series," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 301-318, April.
    170. Yaming Ma & Ziwei Wang & Feng He, 2022. "How do economic policy uncertainties affect stock market volatility? Evidence from G7 countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2303-2325, April.
    171. Mulligan, Robert F., 2010. "A fractal comparison of real and Austrian business cycle models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(11), pages 2244-2267.
    172. Polbin, Andrey & Skrobotov, Anton, 2017. "Спектральная Оценка Компоненты Бизнес Цикла Ввп России С Учетом Высокой Зависимости От Условий Торговли [Spectral estimation of the business cycle component of the Russian GDP under high dependence on the terms of trade]," MPRA Paper 78667, University Library of Munich, Germany.

  49. Robert G. King & Charles I. Plosser, 1989. "Real Business Cycles and the Test of the Adelmans," NBER Working Papers 3160, National Bureau of Economic Research, Inc.

    Cited by:

    1. I. De Greef & C. Van Nieuwenhuyze, 2009. "The National Bank of Belgium, Research Department’s new business survey indicator," Economic Review, National Bank of Belgium, issue ii, pages 31-51, June.
    2. Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara, 2012. "A new monthly chronology of the US industrial cycles in the prewar economy," Working Papers 12-02, Association Française de Cliométrie (AFC).
    3. Don Harding & Adrian Pagan, 2000. "Disecting the Cycle: A Methodological Investigation," Econometric Society World Congress 2000 Contributed Papers 1164, Econometric Society.
    4. Marianne Baxter & Robert G. King, 1995. "Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series," NBER Working Papers 5022, National Bureau of Economic Research, Inc.
    5. Albuquerque, Rui & Eichenbaum, Martin & Papanikolaou, Dimitris & Rebelo, Sergio, 2015. "Long-run bulls and bears," Journal of Monetary Economics, Elsevier, vol. 76(S), pages 21-36.
    6. Peter McAdam, 2007. "USA, Japan and the Euro Area: Comparing Business-Cycle Features," International Review of Applied Economics, Taylor & Francis Journals, vol. 21(1), pages 135-156.
    7. Paul Cashin & C John McDermott & Alasdair Scott, 1999. "Booms and slumps in world commodity prices," Reserve Bank of New Zealand Discussion Paper Series G99/8, Reserve Bank of New Zealand.
    8. Mr. Thomas Helbling & Mr. Tamim Bayoumi, 2003. "Are they All in the Same Boat? the 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages," IMF Working Papers 2003/046, International Monetary Fund.
    9. Mönch, Emanuel & Uhlig, Harald, 2005. "Towards a monthly business cycle chronology for the euro area," SFB 649 Discussion Papers 2005-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    10. Banerji, Anirvan & Hiris, Lorene, 2001. "A framework for measuring international business cycles," International Journal of Forecasting, Elsevier, vol. 17(3), pages 333-348.
    11. Pami Dua & Anirvan Banerji, 2007. "Predicting Indian Business Cycles-- Leading Indices for External and Domestic Sectors," Working papers 156, Centre for Development Economics, Delhi School of Economics.
    12. Robert G. King & Sergio T. Rebelo, 2000. "Resuscitating Real Business Cycles," NBER Working Papers 7534, National Bureau of Economic Research, Inc.
    13. Viviana Alejandra Alfonso & Luis Eduardo Arango & Fernando Arias & José David Pulido, 2011. "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia 651, Banco de la Republica de Colombia.
    14. Hodula, Martin & Pfeifer, Lukáš & Janků, Jan, 2022. "The effect of structural risks on financial downturns," ESRB Working Paper Series 138, European Systemic Risk Board.
    15. Manzoor Ahmad & Zahoor Ul Haq & Javed Iqbal & Shehzad Khan, 2023. "Dating the Business Cycles: Research and Development (R&D) Expenditures and New Knowledge Creation in OECD Economies over the Business Cycles," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(4), pages 3929-3973, December.
    16. Fabio Canova & Eva Ortega, 1996. "Testing calibrated general equilibrium models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra.
    17. Sanvi Avouyi-Dovi & Dominique Guégan & Sophie Ladoucette, 2002. "What is the Best Approach to Measure the Interdependence between Different Markets?," Working papers 95, Banque de France.
    18. Mr. Paul Cashin & Mr. Sam Ouliaris, 2001. "Key Features of Australian Business Cycles," IMF Working Papers 2001/171, International Monetary Fund.
    19. Wang, Daxue, 2008. "Herd behavior towards the market index: Evidence from 21 financial markets," IESE Research Papers D/776, IESE Business School.
    20. Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2011. "How Do Business and Financial Cycles Interact?," IMF Working Papers 2011/088, International Monetary Fund.
    21. Juan Paez-Farrell, 2004. "New Keynesian Models and the Kydland and Prescott Test," Macroeconomics 0411003, University Library of Munich, Germany, revised 24 Nov 2004.
    22. Martin Hodula & Jan Janku & Lukas Pfeifer, 2021. "Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis," Research and Policy Notes 2021/03, Czech National Bank, Research and Statistics Department.
    23. Kirsten Lommatzsch & Sabine Stephan, 2001. "Seasonal Adjustment Methods and the Determination of Turning Points of the EMU Business Cycle," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 399-415.
    24. Nathan S. Balke & Mark A. Wynne, 1993. "Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior?," Working Papers 9322, Federal Reserve Bank of Dallas.
    25. Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2011. "Financial Cycles: What? How? When?," IMF Working Papers 2011/076, International Monetary Fund.
    26. Alexandra Krystaloyianni & George Matysiak & Sotiris Tsolacos, 2004. "Forecasting UK Real Estate Cycle Phases With Leading Indicators: A Probit Approach," Real Estate & Planning Working Papers rep-wp2004-15, Henley Business School, University of Reading.
    27. knani, ramzi & fredj, ali, 2010. "Mondialisation et fluctuations des cycles économiques [globalisation and business cycle fluctuation]," MPRA Paper 22755, University Library of Munich, Germany.
    28. Viv B. Hall & John McDermott, 2006. "The Ups and Downs of New Zealand House Prices," Motu Working Papers 06_03, Motu Economic and Public Policy Research.
    29. Bernd Lucke, 2003. "Are technical trading rules profitable? Evidence for head-and-shoulder rules," Applied Economics, Taylor & Francis Journals, vol. 35(1), pages 33-40.
    30. Li, Ziran & Sun, Jiajing & Wang, Shouyang, 2013. "An information diffusion-based model of oil futures price," Energy Economics, Elsevier, vol. 36(C), pages 518-525.
    31. Chan Guk Huh & Bharat Trehan, 1991. "Real business cycles: a selective survey," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 3-17.
    32. Charlotte Le Chapelain, 2012. "Allocation des talents et accumulation de capital humain en France à la fin du XIXe siècle," Working Papers 12-03, Association Française de Cliométrie (AFC).
    33. Sèna Kimm Gnangnon, 2012. "An analysis of duration dependence of government revenue expansions and contractions in Developing Countries," Working Papers halshs-00722083, HAL.
    34. Hall, Viv B. & McDermott, C. John, 2015. "Recessions and Recoveries in New Zealand’s Post-Second World War Business Cycles," Working Paper Series 19334, Victoria University of Wellington, School of Economics and Finance.
    35. Richard Jenner, 2004. "Real Wages, Business Cycles and New Production Patterns," Small Business Economics, Springer, vol. 23(5), pages 441-452, November.
    36. Mark W. Watson, 1992. "Business Cycle Durations and Postwar Stabilization of the U.S. Economy," NBER Working Papers 4005, National Bureau of Economic Research, Inc.
    37. Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan, 2013. "Disentangling economic recessions and depressions," Discussion Papers 43/2013, Deutsche Bundesbank.
    38. McKay, Alisdair, 2006. "The Brevity and Violence of Contractions and Expansions," CEPR Discussion Papers 5756, C.E.P.R. Discussion Papers.
    39. James H. Stock & Mark W. Watson, 1998. "Business Cycle Fluctuations in U.S. Macroeconomic Time Series," NBER Working Papers 6528, National Bureau of Economic Research, Inc.
    40. Louise Holm, 2016. "The Swedish business cycle, 1969-2013," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2015(2), pages 1-22.
    41. António Rua, 2017. "Dating the Portuguese business cycle," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    42. Martínez-García, Enrique & Grossman, Valerie & Mack, Adrienne, 2015. "A contribution to the chronology of turning points in global economic activity (1980–2012)," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 170-185.
    43. Simkins, Scott, 1995. "Forecasting with vector autoregressive (VAR) models subject to business cycle restrictions," International Journal of Forecasting, Elsevier, vol. 11(4), pages 569-583, December.
    44. Pavlov, Oscar & Weder, Mark, 2021. "Endogenous product scope: Market interlacing and aggregate business cycle dynamics," Working Papers 2021-01, University of Tasmania, Tasmanian School of Business and Economics.
    45. Alexandra Krystalogianni & George Matysiak & Sotiris Tsolacos, 2004. "Forecasting UK commercial real estate cycle phases with leading indicators: a probit approach," Applied Economics, Taylor & Francis Journals, vol. 36(20), pages 2347-2356.
    46. Viv. B Hall & McDermott C. John, 2004. "Regional Business Cycles in New Zealand: Do they exist? What might drive them?," ERSA conference papers ersa04p200, European Regional Science Association.
    47. Travis J. Berge & Òscar Jordà, 2011. "A chronology of turning points in economic activity: Spain, 1850-2011," Research Working Paper RWP 11-14, Federal Reserve Bank of Kansas City.
    48. Pedersen, Torben Mark & Elmer, Anne Marie, 2003. "International evidence on the connection between business cycles and economic growth," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 255-275, June.
    49. Adrian R. Pagan & Kirill A. Sossounov, 2003. "A simple framework for analysing bull and bear markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 23-46.
    50. Satyajit Chatterjee, 2000. "From cycles to shocks: progress in business-cycle theory," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 27-37.
    51. Beatriz C. Galvao, Ana, 2002. "Can non-linear time series models generate US business cycle asymmetric shape?," Economics Letters, Elsevier, vol. 77(2), pages 187-194, October.
    52. Hans-Martin Krolzig & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Modelling Business Cycle Features Using Switching Regime Models," Economics Series Working Papers 58, University of Oxford, Department of Economics.
    53. Chebbi, Ali, 2019. "How to enlarge the fiscal space and gain efficiency when adopting automatic fuel pricing mechanisms? The Tunisian case," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 34-43.
    54. Wei Dai & Mark Weder & Bo Zhang, 2017. "Animal Spirits, Financial Markets and Aggregate Instability," School of Economics and Public Policy Working Papers 2017-08, University of Adelaide, School of Economics and Public Policy.
    55. Don Harding & Adrian Pagan, 1999. "Knowing the Cycle," Melbourne Institute Working Paper Series wp1999n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    56. Everts, Martin, 2006. "Duration of Business Cycles," MPRA Paper 1219, University Library of Munich, Germany.
    57. Pami Dua & Anirvan Banerji, 2001. "A Leading Index for India's Exports," Occasional papers 1, Centre for Development Economics, Delhi School of Economics.
    58. Ms. Natasha X Che & Yoko Shinagawa, 2014. "Financial Soundness Indicators and the Characteristics of Financial Cycles," IMF Working Papers 2014/014, International Monetary Fund.
    59. Patrick K. Asea & S. Brock Blomberg, 1997. "Lending Cycles," NBER Working Papers 5951, National Bureau of Economic Research, Inc.
    60. Charles I. Plosser, 1990. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc.
    61. Guha, Debashis & Hiris, Lorene, 2002. "The aggregate credit spread and the business cycle," International Review of Financial Analysis, Elsevier, vol. 11(2), pages 219-227.
    62. Curto, José Dias & Quinaz, Pedro Miguel Mateus Dias, 2016. "Prudential regulation in an artificial banking system," Economics Discussion Papers 2016-27, Kiel Institute for the World Economy.
    63. Mr. Allan Timmermann & Mr. Luis Catão & Mr. Marco Aiolfi, 2006. "Common Factors in Latin America's Business Cycles," IMF Working Papers 2006/049, International Monetary Fund.
    64. Mr. Paul Cashin, 2004. "Caribbean Business Cycles," IMF Working Papers 2004/136, International Monetary Fund.
    65. Michael P. Clements & Hans-Martin Krolzig, 2004. "Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 1-14.
    66. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2008. "Trends, Fluctuations, and Determinants of Commodity Prices," Borradores de Economia 521, Banco de la Republica de Colombia.
    67. Don Harding & Adrian Pagan, 1999. "Dissecting the Cycle," Melbourne Institute Working Paper Series wp1999n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    68. Dutra, Tiago Mota & Dias, José Carlos & Teixeira, João C.A., 2022. "Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 599-630.
    69. Pedro Garcia Duarte & Kevin D. Hoover, 2012. "Observing Shocks," History of Political Economy, Duke University Press, vol. 44(5), pages 226-249, Supplemen.
    70. Pami Dua & Anirvan Banerji, 2007. "Predicting Indian Business Cycles," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 1(3), pages 249-265, July.
    71. Smith, Gregor W. & Zin, Stanley E., 1997. "Real business-cycle realizations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 243-280, December.
    72. Juan Paez-Farrell, 2005. "New Keynesian Models and the test of Kydland and Prescott," Money Macro and Finance (MMF) Research Group Conference 2005 83, Money Macro and Finance Research Group.
    73. C John McDermott & Alasdair Scott, 1999. "Concordance in business cycles," Reserve Bank of New Zealand Discussion Paper Series G99/7, Reserve Bank of New Zealand.
    74. Proietti, Tommaso, 2005. "New algorithms for dating the business cycle," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 477-498, April.
    75. Chen, Shiu-Sheng, 2003. "Macroeconomic fluctuations and welfare cost of stabilization policy," Journal of Policy Modeling, Elsevier, vol. 25(2), pages 123-135, February.
    76. 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.

  50. Robert G. King & Charles I. Plosser, 1982. "The Behavior of Money, Credit, and Prices in a Real Business Cycle," NBER Working Papers 0853, National Bureau of Economic Research, Inc.

    Cited by:

    1. Ireland, Peter N., 2003. "Endogenous money or sticky prices?," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1623-1648, November.
    2. Fischer Black, 1982. "General Equilibrium and Business Cycles," NBER Working Papers 0950, National Bureau of Economic Research, Inc.
    3. Malley, James R. & Muscatelli, V. Anton & Woitek, Ulrich, 2005. "Real business cycles, sticky wages or sticky prices? The impact of technology shocks on US manufacturing," European Economic Review, Elsevier, vol. 49(3), pages 745-760, April.
    4. Herschel I. Grossman, 1982. "The Natural-Rate Hypothesis, the Rational-Expectations Hypothesis, and the Remarkable Survival of Non-Market-Clearing Assumptions," NBER Working Papers 1010, National Bureau of Economic Research, Inc.
    5. Berger, Helge & Österholm, Pär, 2009. "Does money still matter for U.S. output?," Economics Letters, Elsevier, vol. 102(3), pages 143-146, March.
    6. Grishchenko, Olesya V., 2011. "Asset pricing in the production economy subject to monetary shocks," Journal of Economics and Business, Elsevier, vol. 63(3), pages 187-216, May.
    7. Karin Jürgensen & Francisco Rosende, "undated". "Hayek y el Ciclo Económico: Una Revisión a la Luz de la Macroeconomía Moderna," Documentos de Trabajo 154, Instituto de Economia. Pontificia Universidad Católica de Chile..
    8. Victor Zarnowitz, 1984. "Business Cycles Analysis and Expectational Survey Data," NBER Working Papers 1378, National Bureau of Economic Research, Inc.
    9. Starr, Martha A., 2005. "Does money matter in the CIS? Effects of monetary policy on output and prices," Journal of Comparative Economics, Elsevier, vol. 33(3), pages 441-461, September.
    10. Fratianni, Michele & von Hagen, Jurgen, 2001. "The Konstanz Seminar on monetary theory and policy at 30," European Journal of Political Economy, Elsevier, vol. 17(3), pages 641-664, September.
    11. Chava, Sudheer & Purnanandam, Amiyatosh, 2011. "The effect of banking crisis on bank-dependent borrowers," Journal of Financial Economics, Elsevier, vol. 99(1), pages 116-135, January.
    12. Bennett T. McCallum, 1982. "Macroeconomics After a Decade of Rational Expectations: Some Critical Issues," NBER Working Papers 1050, National Bureau of Economic Research, Inc.
    13. Ongena, Steven & Smith, David C. & Michalsen, Dag, 1999. "Distressed relationships: Lessons from the Norwegian banking crisis," CFS Working Paper Series 2000/01, Center for Financial Studies (CFS).
    14. C. Emre Alper, 2000. "Stylized Facts of Business Cycles, Excess Volatility and Capital Flows: Evidence from Mexico and Turkey," Working Papers 2000/11, Bogazici University, Department of Economics.
    15. Mester Ioana, 2012. "Stylized Facts Of Romanian Business Cycle. The Literature (I)," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 624-629, July.
    16. Jaccard, Ivan, 2013. "Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks," Working Paper Series 1525, European Central Bank.
    17. Koelln, Kenneth & Rush, Mark & Waldo, Doug, 1996. "Do government policy multipliers decrease with inflation?," Journal of Monetary Economics, Elsevier, vol. 38(3), pages 495-505, December.
    18. Krol, Robert & Svorny, Shirley, 1996. "The effect of the bank regulatory environment on state economic activity," Regional Science and Urban Economics, Elsevier, vol. 26(5), pages 531-541, August.
    19. Benassy, Jean-Pascal, 1995. "Money and wage contracts in an optimizing model of the business cycle," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 303-315, April.
    20. Ahmed, Shahzad & Pasha, Farooq, 2014. "The Role of Money in Explaining Business Cycles for a Developing Economy: The Case of Pakistan," MPRA Paper 55262, University Library of Munich, Germany, revised 11 Apr 2014.
    21. Makin, Anthony J., 2002. "Saving, productivity and national income: a discrete-time geometric framework," Japan and the World Economy, Elsevier, vol. 14(2), pages 233-241, April.
    22. Sustek, Roman, 2010. "Monetary aggregates and the business cycle," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 451-465, May.
    23. James M. Nason & Ellis W. Tallman, 2012. "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers (Old Series) 1221, Federal Reserve Bank of Cleveland.
    24. Neill, Jon R., 2022. "The impact of sectoral shocks on an efficiency wage equilibrium," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 589-595.
    25. Rousseau, Peter L., 1999. "Finance, investment, and growth in Meiji-era Japan," Japan and the World Economy, Elsevier, vol. 11(2), pages 185-198, April.
    26. Robert G. King & Bharat Trehan, 1983. "The Implications of an Endogenous Money Supply for Monetary Neutrality," NBER Working Papers 1175, National Bureau of Economic Research, Inc.
    27. Hakkio, Craig S. & Rush, Mark & Schmidt, Timothy J., 1996. "The marginal income tax rate schedule from 1930 to 1990," Journal of Monetary Economics, Elsevier, vol. 38(1), pages 117-138, August.
    28. Bianconi, Marcelo, 1995. "Inflation and the real price of equities: Theory with some empirical evidence," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 495-514.
    29. Haslag, Joseph H. & Hein, Scott E., 1995. "Does it matter how monetary policy is implemented?," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 359-386, April.
    30. Guillaume Colosiez & Mouldi Djelassi, 1993. "La redécouverte des cycles financiers," Revue d'Économie Financière, Programme National Persée, vol. 26(3), pages 109-144.
    31. Shen, Chung-Hua & Huang, Ai-Hua, 2003. "Are performances of banks and firms linked? And if so, why?," Journal of Policy Modeling, Elsevier, vol. 25(4), pages 397-414, June.
    32. Fernandez-Corugedo, Emilio & McMahon, Michael & Millard, Stephen & Rachel, Lukasz, 2011. "Understanding the macroeconomic effects of working capital in the United Kingdom," The Warwick Economics Research Paper Series (TWERPS) 959, University of Warwick, Department of Economics.
    33. Nachane, D.M. & Dubey, Amlendu Kumar, 2011. "The vanishing role of money in the macro-economy: An empirical investigation for India," Economic Modelling, Elsevier, vol. 28(3), pages 859-869, May.
    34. Ghartey, Edward E., 2001. "Macroeconomic instability and inflationary financing in Ghana," Economic Modelling, Elsevier, vol. 18(3), pages 415-433, August.
    35. Damania, D. & Masden, Jakob B., 1995. "Monetary policy and macroeconomic equilibrium in an oligopolistic economy," Journal of Macroeconomics, Elsevier, vol. 17(4), pages 651-665.
    36. Alan S. Blinder & Joseph E. Stiglitz, 1983. "Money, Credit Constraints, and Economic Activity," NBER Working Papers 1084, National Bureau of Economic Research, Inc.
    37. Hairault, Jean-Olivier & Langot, Francois & Portier, Franck, 1997. "Time to implement and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 109-121, November.
    38. Ongena, Steven & Smith, David C. & Michalsen, Dag, 2003. "Firms and their distressed banks: lessons from the Norwegian banking crisis," Journal of Financial Economics, Elsevier, vol. 67(1), pages 81-112, January.
    39. Naish, Howard F., 1995. "Keynesian real business cycles in a neoclassical framework," Journal of Economic Behavior & Organization, Elsevier, vol. 27(2), pages 183-211, July.
    40. Rahbar, Farhad & Behzadi Soufiani, Mohsen, 2021. "The Impact of Macroeconomic and Banking Variables on Non-Performing Loans in Oil Cycles: Evidence from Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(2), pages 135-164, June.
    41. Benk, Szilárd & Gillman, Max & Kejak, Michal, 2010. "A banking explanation of the US velocity of money: 1919-2004," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 765-779, April.
    42. Alan S. Blinder, 1982. "On the Monetization of Deficits," NBER Working Papers 1052, National Bureau of Economic Research, Inc.
    43. Caraiani, Petre, 2012. "Stylized facts of business cycles in a transition economy in time and frequency," Economic Modelling, Elsevier, vol. 29(6), pages 2163-2173.
    44. Cuberes, David & Dougan, William, 2009. "How Endogenous Is Money? Evidence from a New Microeconomic Estimate," MPRA Paper 17744, University Library of Munich, Germany.
    45. Floden, Martin, 2000. "Endogenous monetary policy and the business cycle," European Economic Review, Elsevier, vol. 44(8), pages 1409-1429, August.
    46. Yun, Tack, 1996. "Nominal price rigidity, money supply endogeneity, and business cycles," Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 345-370, April.
    47. Cothren, Richard, 2006. "A model of optimal legal restrictions and open market operations," Journal of Macroeconomics, Elsevier, vol. 28(3), pages 480-492, September.
    48. Chen, Shiu-Sheng, 2003. "Macroeconomic fluctuations and welfare cost of stabilization policy," Journal of Policy Modeling, Elsevier, vol. 25(2), pages 123-135, February.
    49. Kakarot-Handtke, Egmont, 2012. "Intertwined real and monetary stochastic business cycles," MPRA Paper 42793, University Library of Munich, Germany.
    50. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Unit roots and long-run causality: investigating the relationship between output, money and interest rates," Economic Modelling, Elsevier, vol. 15(1), pages 91-112, January.

Articles

  1. Charles I. Plosser, 2019. "A Limited Central Bank," Journal of Applied Corporate Finance, Morgan Stanley, vol. 31(4), pages 16-20, December.
    See citations under working paper version above.
  2. Charles I. Plosser, 2016. "Commitment, Rules, and Discretion," Cato Journal, Cato Journal, Cato Institute, vol. 36(2), pages 251-259, Spring/Su.

    Cited by:

    1. Van Den Hauwe, Ludwig, 2017. "Monetary Constitutionalism: Some Recent Developments," MPRA Paper 83052, University Library of Munich, Germany.

  3. Plosser, Charles I., 2014. "Monetary rules: Theory and practice," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 144-146.
    See citations under working paper version above.
  4. Charles I. Plosser, 2014. "Systematic Policy and Forward Guidance at the Fed," Journal of Applied Corporate Finance, Morgan Stanley, vol. 26(2), pages 15-18, June.

    Cited by:

    1. Leek, Lauren Caroline & Bischl, Simeon, 2024. "How Central Bank Independence Shapes Monetary Policy Communication: A Large Language Model Application," SocArXiv yrhka, Center for Open Science.
    2. Leek, Lauren & Bischl, Simeon, 2025. "How central bank independence shapes monetary policy communication: A Large Language Model application," European Journal of Political Economy, Elsevier, vol. 87(C).

  5. Charles I. Plosser, 2013. "Fed Policy: Good Intentions, Risky Consequences," Cato Journal, Cato Journal, Cato Institute, vol. 33(3), pages 347-357, Fall.

    Cited by:

    1. John B. Taylor, 2013. "Monetary Policy during the Past 30 Years with Lessons for the Next 30 Years," Cato Journal, Cato Journal, Cato Institute, vol. 33(3), pages 333-345, Fall.

  6. Charles I. Plosser, 2010. "Convertible Securities and Bankruptcy Reforms: Addressing Too Big to Fail and Reducing the Fragility of the Financial System," Journal of Applied Corporate Finance, Morgan Stanley, vol. 22(3), pages 30-33, June.

    Cited by:

    1. Edward Simpson Prescott, 2012. "Contingent capital: the trigger problem," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(1Q), pages 33-50.
    2. Douglas Davis & Oleg Korenok & Edward Simpson Prescott, 2014. "An Experimental Analysis of Contingent Capital with Market‐Price Triggers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 999-1033, August.
    3. Bernd Rudolph, 2013. "Contingent Convertibles (CoCo-Bonds) als Bail-in-Instrumente für Banken," Schmalenbach Journal of Business Research, Springer, vol. 65(67), pages 97-122, January.

  7. Charles I. Plosser, 2009. "Financial Econometrics, Financial Innovation, and Financial Stability," Journal of Financial Econometrics, Oxford University Press, vol. 7(1), pages 3-11, Winter.

    Cited by:

    1. Rishika Khetan & Varda Sardana & Shubham Singhania & Jagvinder Singh, 2025. "Financial stability through a global perspective: an in-depth integrative review," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 16(8), pages 2912-2929, August.
    2. Mustansar, Talreja, 2023. "Financial innovation, technological improvement and bank’ profitability," OSF Preprints 8wy95, Center for Open Science.
    3. Mohammad Naim Azimi, 2016. "Modeling the Clustering Volatility of India¡¯s Wholesale Price Index and the Factors Affecting It," Journal of Management and Sustainability, Canadian Center of Science and Education, vol. 6(1), pages 141-148, March.
    4. Azimi, Mohammad Naim, 2015. "Modelling the Clustering Volatility of India's Wholesales Price Index and the Factors Affecting it," MPRA Paper 70267, University Library of Munich, Germany.

  8. King, Robert G. & Plosser, Charles I., 2005. "The econometrics of the New Keynesian price equation," Journal of Monetary Economics, Elsevier, vol. 52(6), pages 1059-1060, September.

    Cited by:

    1. P Arestis & A Mihailov, 2009. "Flexible Rules cum Constrained Discretion: A New Consensus in Monetary Policy," Economic Issues Journal Articles, Economic Issues, vol. 14(2), pages 27-54, September.

  9. King, Robert G & Plosser, Charles I & Rebelo, Sergio T, 2002. "Production, Growth and Business Cycles: Technical Appendix," Computational Economics, Springer;Society for Computational Economics, vol. 20(1-2), pages 87-116, October.

    Cited by:

    1. Jess Benhabib & Richard Rogerson & Randall Wright, 1991. "Homework in macroeconomics: household production and aggregate fluctuations," Staff Report 135, Federal Reserve Bank of Minneapolis.
    2. Michael Gail, 2003. "Habit Persistence in Consumption in a Sticky Price Model of the Business Cycle," Volkswirtschaftliche Diskussionsbeiträge 111-03, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, revised Jul 2004.
    3. Michel Normandin & Martin Boileau, 2003. "Dynamics of the Current Account and Interest Differentials," Cahiers de recherche 03-05, HEC Montréal, Institut d'économie appliquée.
    4. Hans A. Holter & Dirk Krueger & Serhiy Stepanchuk, 2014. "How Does Tax Progressivity and Household Heterogeneity Affect Laffer Curves?," NBER Working Papers 20688, National Bureau of Economic Research, Inc.
    5. Soojae Moon, 2015. "The Losses from Trade Restrictions: Policy Dynamics with Firm Selection and Endogenous Markup," Review of International Economics, Wiley Blackwell, vol. 23(1), pages 86-110, February.
    6. Boileau, Martin & Normandin, Michel, 2017. "The price of imported capital and consumption fluctuations in emerging economies," Journal of International Economics, Elsevier, vol. 108(C), pages 67-81.
    7. Kenneth K. Chow & Matthew S. Yiu & Charles Ka Yui Leung & Dickson C. Tam, 2008. "Does the DiPasquale-Wheaton Model Explain the House Price Dynamics in China Cities?," Working Papers 212008, Hong Kong Institute for Monetary Research.
    8. Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Comparing solution methods for dynamic equilibrium economies," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2477-2508, December.
    9. Martin Boileau & Marc-André Letendre, 2004. "Inventories, Sticky Prices and the Propogation of Nominal Shocks," Department of Economics Working Papers 2004-03, McMaster University.
    10. Paul Gomme & Paul Klein, 2009. "Second-order approximation of dynamic models without the use of tensors," Working Papers 09004, Concordia University, Department of Economics, revised 28 Apr 2010.
    11. Martin Boileau & Michel Normandin, 2005. "Closing International Real Business Cycle Models with Restricted Financial Markets," Cahiers de recherche 0506, CIRPEE.
    12. Timo Boppart & Per Krusell & Kurt Mitman, 2017. "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative," NBER Working Papers 24138, National Bureau of Economic Research, Inc.
    13. Cagri Seda Kumru & John Piggott, 2010. "Should Public Retirement Pensions Be Means-tested?," DEGIT Conference Papers c015_049, DEGIT, Dynamics, Economic Growth, and International Trade.
    14. Yvonne Adema & Jan Bonenkamp & Lex Meijdam, 2011. "Retirement Flexibility and Portfolio Choice in General Equilibrium," Tinbergen Institute Discussion Papers 11-038/2/DSF13, Tinbergen Institute.
    15. Michel Normandin & Martin Boileau, 2004. "The Current Account and the Interest Differential In Canada," Cahiers de recherche 04-09, HEC Montréal, Institut d'économie appliquée.
    16. Samaniego, Roberto M., 2006. "Organizational capital, technology adoption and the productivity slowdown," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1555-1569, October.
    17. Roberto M Samaniego, 2004. "Does Employment Protection Inhibit Technical Diffusion?," Computing in Economics and Finance 2004 51, Society for Computational Economics.
    18. Jan Bonenkamp & Yvonne Adema & Lex Meijdam, 2011. "Retirement Flexibility and Portfolio Choice," CPB Discussion Paper 182, CPB Netherlands Bureau for Economic Policy Analysis.
    19. Leeper, Eric M. & Yang, Shu-Chun Susan, 2008. "Dynamic scoring: Alternative financing schemes," Journal of Public Economics, Elsevier, vol. 92(1-2), pages 159-182, February.
    20. Marianne Baxter & Urban J. Jermann, 1999. "Household Production and the Excess Sensitivity of Consumption to Current Income," NBER Working Papers 7046, National Bureau of Economic Research, Inc.
    21. Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip, 2016. "Characteristics-based portfolio choice with leverage constraints," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 23-37.
    22. Thomas Demuynck & Tom Potoms, 2020. "Weakening Transferable Utility: the Case of Non-intersecting Pareto Curves," ULB Institutional Repository 2013/303534, ULB -- Universite Libre de Bruxelles.
    23. Thomas Harjes, 1997. "Real business cycles in an open economy: An application to Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(4), pages 635-656, December.
    24. Till Gross, 2021. "Dynamic Optimal Fiscal Policy in a Transfer Union," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 194-238, October.
    25. Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series 9328, CESifo.
    26. Rubio-Ramírez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
    27. Mertens, Jean-Francois & Rubinchik, Anna, "undated". "Discounting and Welfare Evaluation of Policies," Working Papers WP2015/7, University of Haifa, Department of Economics, revised 18 Nov 2015.
    28. Johri, Alok & Letendre, Marc-André & Luo, Daqing, 2011. "Organizational capital and the international co-movement of investment," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 511-523.
    29. Ben J. Heijdra & Laurie S. M. Reijnders, 2016. "Human Capital Accumulation and the Macroeconomy in an Ageing Society," De Economist, Springer, vol. 164(3), pages 297-334, September.
    30. Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
    31. Miroljub Labus & Milica Labus, 2019. "Monetary Transmission Channels in DSGE Models: Decomposition of Impulse Response Functions Approach," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 27-50, January.
    32. Roberto M. Samaniego, 2008. "Entry, Exit and Business Cycles in a General Equilibrium Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 529-541, July.
    33. Emily Dabbs & Cagri Kumru, 2015. "How Well Does the Australian Aged Pension Provide Social Insurance?," Working Papers wp339, University of Michigan, Michigan Retirement Research Center.
    34. Hachmi Ben Ameur & Eric Le Fur & Julien Pillot, 2023. "The Influence of Economic Policy Uncertainty and Business Cycles on Fine Wine Prices," Computational Economics, Springer;Society for Computational Economics, vol. 62(2), pages 589-608, August.
    35. Nick Draper & Alex Armstrong, 2007. "GAMMA; a simulation model for ageing, pensions and public finances," CPB Document 147, CPB Netherlands Bureau for Economic Policy Analysis.
    36. Franz Hamann Salcedo & Juan Manuel Julio & Paulina Restrepo & Alvaro Riascos, 2004. "Inflation Targeting in a Samll Open Economy: The Colombian Case," Borradores de Economia 308, Banco de la Republica de Colombia.
    37. Uhlig, Harald, 2006. "Approximate solutions to dynamic models: Linear methods," SFB 649 Discussion Papers 2006-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    38. Michael Gail, 2004. "Sticky Wages in a Stochastic DGE Model of the Business Cycle," Volkswirtschaftliche Diskussionsbeiträge 114-04, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
    39. Jaccard, Ivan, 2010. "Asset pricing, habit memory, and the labor market," Working Paper Series 1163, European Central Bank.
    40. Francesco Busato & Bruno Charini & Enrico Marchetti, 2004. "Indeterminacy, Underground Activities and Tax Evasion," Economics Working Papers 2004-12, Department of Economics and Business Economics, Aarhus University.
    41. Attfield, Cliff & Temple, Jonathan R.W., 2010. "Balanced growth and the great ratios: New evidence for the US and UK," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 937-956, December.
    42. John Bailey Jones & Sohini Sahu, 2008. "Transition Accounting for India in a Multi-Sector Dynamic General Equilibrium Model," Discussion Papers 08-03, University at Albany, SUNY, Department of Economics.
    43. Jianjun Miao & Pengfei Wang, "undated". "Does Lumpy Investment Matter for Business Cycles?," Boston University - Department of Economics - Working Papers Series wp2010-002, Boston University - Department of Economics.
    44. Vasilev, Aleksandar, 2009. "Business cycles in Bulgaria and the Baltic countries: an RBC approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1(2), pages 148-170.
    45. Li, Qian & Shim, Myungkyu & Wen, Yongheng, 2017. "The implication of subsistence consumption for economic welfare," Economics Letters, Elsevier, vol. 158(C), pages 30-33.
    46. Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2016. "Losing Track of the Asset Markets: the Case of Housing and Stock," International Real Estate Review, Global Social Science Institute, vol. 19(4), pages 435-492.
    47. Charles Ka Yui Leung, 2014. "Error correction dynamics of house prices: an equilibrium benchmark," Globalization Institute Working Papers 177, Federal Reserve Bank of Dallas.
    48. Chung Tran & Juergen Jung, 2007. "The Extension of Social Security Coverage in Developing Countries," CAEPR Working Papers 2007-026, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    49. Daisuke Ikeda & Masashi Saito, 2012. "The Effects of Demographic Changes on the Real Interest Rate in Japan," Bank of Japan Working Paper Series 12-E-3, Bank of Japan.
    50. Christos Alexakis & Michael Dowling & Konstantinos Eleftheriou & Michael Polemis, 2021. "Textual Machine Learning: An Application to Computational Economics Research," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 369-385, January.
    51. Michael Gail, 2001. "Persistency and Money Demand Distortions in a Stochastic DGE Model with Sticky Prices," Volkswirtschaftliche Diskussionsbeiträge 96-01, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, revised 14 Feb 2003.
    52. Benoît Campagne & Aurélien Poissonnier, 2015. "Structural Reforms in DSGE Models : A Plead for Sensitivity Analysis," EcoMod2015 8482, EcoMod.
    53. Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Solving DSGE models with perturbation methods and a change of variables," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2509-2531, December.
    54. Feldkord, Eva-Ulrike, 2005. "On the relevance of monetary aggregates in monetary policy models," HWWA Discussion Papers 317, Hamburg Institute of International Economics (HWWA).
    55. Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003. "Some results on the solution of the neoclassical growth model," FRB Atlanta Working Paper 2003-34, Federal Reserve Bank of Atlanta.
    56. Michel Normandin & Bruno Powo Fosso, 2006. "Global versus Country-Specific Shocks and International Business Cycles," Cahiers de recherche 0601, CIRPEE.
    57. Olson, Lars J. & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics.
    58. Samaniego, Roberto M., 2006. "Industrial subsidies and technology adoption in general equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1589-1614.
    59. Ben J. Heijdra & Laurie S. M. Reijnders, 2015. "Longevity Shocks with Age-Dependent Productivity Growth," CESifo Working Paper Series 5364, CESifo.
    60. Julian Pérez Amaya, 2006. "Evaluación de Reglas de Tasa de Interés en un Modelo de Economía Pequeña y Abierta," Borradores de Economia 385, Banco de la Republica de Colombia.
    61. Anagnostopoulos, Alexis & Li, Qian, 2013. "Consumption taxes and precautionary savings," Economics Letters, Elsevier, vol. 119(3), pages 238-242.
    62. Martial Dupaigne, 2007. "Les variations choisies de l'utilisation du capital : une revue des implications macroéconomiques," Revue d'économie politique, Dalloz, vol. 117(2), pages 161-196.
    63. Ivan Jaccard, 2010. "Asset Pricing and Housing Supply in a Production Economy," 2010 Meeting Papers 605, Society for Economic Dynamics.
    64. Martin Boileau & Marc-Andre Letendre, 2011. "Inventories, sticky prices, and the persistence of output and inflation," Applied Economics, Taylor & Francis Journals, vol. 43(10), pages 1161-1174.
    65. Jaccard Ivan, 2011. "Asset Pricing and Housing Supply in a Production Economy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-40, October.
    66. Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?," MPRA Paper 32255, University Library of Munich, Germany.
    67. Anna Rubinchik & Jean-Francois Mertens, 2008. "Intergenerational equity and the discount rate for cost-benefit analysis," 2008 Meeting Papers 874, Society for Economic Dynamics.
    68. Jess Benhabib & Randall Wright & Richard Rogerson, 1990. "Homework in Macoreconomics I: Basic Theory (Part I of II)," NBER Working Papers 3344, National Bureau of Economic Research, Inc.
    69. Camilo Zea, 1999. "Financial Inefficiency And Real Business Cycle In Colombia," Borradores de Economia 2722, Banco de la Republica.
    70. Mertens, Jean-Francois & Rubinchik, Anna, "undated". "Intergenerational Equity And The Discount Rate For Policy Analysis," Working Papers WP2011/4, University of Haifa, Department of Economics.
    71. Alali, Walid Y., 2009. "Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) models," EconStor Preprints 269876, ZBW - Leibniz Information Centre for Economics.
    72. Franz Hamann & Julián Pérez & Paulina Restrepo, 2005. "Sobre los Efectos Macroeconómicos de la Composición de la Deuda Pública en Colombia," Borradores de Economia 332, Banco de la Republica de Colombia.
    73. Enrique G. Mendoza & Martin Uribe, 1999. "The Business Cycles of Balance-of-Payment Crises: A Revision of Mundellan Framework," NBER Working Papers 7045, National Bureau of Economic Research, Inc.
    74. Holter, Hans A. & Ljungqvist, Lars & Sargent, Thomas J. & Stepanchuk, Serhiy, 2025. "Singles, couples, time-averaging, and taxation," Journal of Monetary Economics, Elsevier, vol. 150(C).
    75. Feldkord, Eva-Ulrike, 2005. "On the Relevance of Monetary Aggregates in Monetary Policy Models," Discussion Paper Series 26343, Hamburg Institute of International Economics.
    76. Hubar, Sylwia & Koulovatianos, Christos & Li, Jian, 2020. "The role of labor-income risk in household risk-taking," European Economic Review, Elsevier, vol. 129(C).
    77. Marco Cozzi, 2018. "Optimal Capital Taxation with Incomplete Markets and Schumpeterian Growth," Department Discussion Papers 1803, Department of Economics, University of Victoria.
    78. Jocelyn Boussard & Benoît Campagne, 2017. "Fiscal policy coordination in a monetary union at the zero lower bound," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 494-495-4, pages 65-90.
    79. Bovenberg, Lans & Uhlig, Harald, 2006. "Pension Systems and the Allocation of Macroeconomic Risk," CEPR Discussion Papers 5949, C.E.P.R. Discussion Papers.
    80. Suescun, Rodrigo, 2005. "Fiscal space for investment in infrastructure in Colombia," Policy Research Working Paper Series 3629, The World Bank.
    81. Michael A. Kouparitsas, 1996. "North-South financial integration and business cycles," Working Paper Series, Macroeconomic Issues WP-96-10, Federal Reserve Bank of Chicago.
    82. Bennett T. McCallum, 1988. "Real Business Cycle Models," NBER Working Papers 2480, National Bureau of Economic Research, Inc.
    83. Alali, Walid Y., 2009. "Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) models," MPRA Paper 116480, University Library of Munich, Germany.
    84. Koulovatianos, Christos & Schröder, Carsten & Schmidt, Ulrich, 2019. "Do demographics prevent consumption aggregates from reflecting micro-level preferences?," European Economic Review, Elsevier, vol. 111(C), pages 166-190.
    85. Juli�n P�rez Amaya, 2006. "Evaluaci�N De Reglas De Tasa De Inter�S En Un Modelo De Econom�A Peque�A Y Abierta," Borradores de Economia 2638, Banco de la Republica.
    86. Alfonso Novales & Javier J. Pérez, 2002. "Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Economic Working Papers at Centro de Estudios Andaluces E2002/15, Centro de Estudios Andaluces.
    87. Julio J. Rotemberg & Michael Woodford, 1989. "Oligopolistic Pricing and the Effects of Aggregate Demand on Economic Activity," NBER Working Papers 3206, National Bureau of Economic Research, Inc.
    88. Gary D. Hansen & Randall Wright, 1992. "The labor market in real business cycle theory," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 16(Spr), pages 2-12.
    89. M Saifur Rahman, 2008. "Should Dynamic Scoring be done with Heterogeneous Agent-Based Models? Challenging the Conventional Wisdom," CAEPR Working Papers 2008-023, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    90. Elvan Ozlu, 1998. "Aggregate fluctuations in a monetary two-sector endogenous growth model," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(1), pages 85-101, March.
    91. Bovenberg, A.L. & Uhlig, H.F.H.V.S., 2006. "Pension Systems and the Allocation of Macroeconomic Risk," Other publications TiSEM 96f86a91-524a-4fb8-b455-6, Tilburg University, School of Economics and Management.
    92. Ben J. Heijdra & Fabian Kindermann & Laurie S. M. Reijnders, 2014. "Life in Shackles? The Quantitative Implications of Reforming the Educational Loan System," CESifo Working Paper Series 5013, CESifo.
    93. Paulina Restrepo Echavarría, 2005. "Disinflation Costs Under Inflation Targeting in Small Open Economy Economy," Borradores de Economia 328, Banco de la Republica de Colombia.
    94. Sangyup Choi & Myungkyu Shim, 2018. "Labor Market Dynamics in Developing Economies: the Role of Subsistence Consumption," Working papers 2018rwp-127, Yonsei University, Yonsei Economics Research Institute.
    95. Leung, Charles Ka Yui & Chow, Kenneth & Yiu, Matthew & Tam, Dickson, 2010. "House Market in Chinese Cities: Dynamic Modeling, In-Sampling Fitting and Out-of-Sample Forecasting," MPRA Paper 27367, University Library of Munich, Germany.
    96. Ben Heijdra & Fabian Kindermann & Laurie Reijnders, 2017. "Life in shakles? The quantitative implications of reforming the educational financing system," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 37-57, April.
    97. Marc‐André Letendre & Daqing Luo, 2007. "Investment‐specific shocks and external balances in a small open economy model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(2), pages 650-678, May.
    98. Cliff L.F. Attfield & Jonathan R.W. Temple, 2003. "Measuring trend output: how useful are the Great Ratios?," Bristol Economics Discussion Papers 03/555, School of Economics, University of Bristol, UK.
    99. Wolfram F. Richter & Christoph Braun, 2010. "Efficient Subsidization of Human Capital Accumulation with Overlapping Generations and Endogenous Growth," CESifo Working Paper Series 2982, CESifo.
    100. Paulina Restrepo Echavarr�a, 2005. "Disinflation Costs Under Inflation Targeting In A Small Open Economy," Borradores de Economia 2374, Banco de la Republica.
    101. Moore, Rachel & Pecoraro, Brandon, 2018. "Macroeconomic Implications of Modeling the Internal Revenue Code in a Heterogeneous-Agent Framework," MPRA Paper 87240, University Library of Munich, Germany.
    102. Saroj Bhattarai & Jae Won Lee & Woong Yong Park & Choongryul Yang, 2022. "Macroeconomic Effects of Capital Tax Rate Changes," Finance and Economics Discussion Series 2022-027, Board of Governors of the Federal Reserve System (U.S.).
    103. Gorokhovsky, Alexander & Rubinchik, Anna, 2018. "Regularity of a general equilibrium in a model with infinite past and future," Journal of Mathematical Economics, Elsevier, vol. 74(C), pages 35-45.
    104. Gross, Till & Klein, Paul, 2022. "Optimal tax policy and endogenous growth through innovation," Journal of Public Economics, Elsevier, vol. 209(C).
    105. Michael A. Kouparitsas, 1996. "North-South business cycles," Working Paper Series, Macroeconomic Issues WP-96-9, Federal Reserve Bank of Chicago.
    106. Jonathan Temple & Cliff Attfield, 2004. "Measuring trend growth: how useful are the great ratios?," Money Macro and Finance (MMF) Research Group Conference 2003 101, Money Macro and Finance Research Group.

  10. Meltzer, A. H. & Plosser, C. I., 1995. "Introduction to the series," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42(1), pages 1-1, June.

    Cited by:

    1. Goutsmedt, Aurélien & Sergi, Francesco & Guizzo, Danielle, 2019. "An Agenda without a Plan: Robert E. Lucas's Trajectory throught the Public Debate," OSF Preprints 7jpa9, Center for Open Science.

  11. Plosser, Charles I. & Geert Rouwenhorst, K., 1994. "International term structures and real economic growth," Journal of Monetary Economics, Elsevier, vol. 33(1), pages 133-155, February.

    Cited by:

    1. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
    2. Anastasios Evgenidis & Stephanos Papadamou, 2021. "The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5684-5703, October.
    3. Thomas M. Fullerton & Elías D. Saenz-Rojo & Adam G. Walke, 2017. "Yield spreads, currency movements, and recession predictability for southern border economies in the United States," Applied Economics, Taylor & Francis Journals, vol. 49(30), pages 2910-2921, June.
    4. Fabio Canova & Gianni de Nicoló, 1999. "On the sources of business cycles in the G-7," Economics Working Papers 459, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2000.
    5. Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information In The Yield Curve: A Macro‐Finance Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 42-64, January.
    6. Frédéric Sedillot, 1999. "La pente des taux contient-elle de l'information sur l'activite economique future?," Working papers 67, Banque de France.
    7. Amihud, Yakov & Hurvich, Clifford M. & Wang, Yi, 2010. "Predictive regression with order-p autoregressive predictors," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 513-525, June.
    8. Edward N. Gamber, 1996. "The policy content of the yield curve slope," Review of Financial Economics, John Wiley & Sons, vol. 5(2), pages 163-179.
    9. Hibiki Ichiue, 2004. "Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model," Econometric Society 2004 Far Eastern Meetings 581, Econometric Society.
    10. Rebecca Stuart, 2020. "Monetary regimes, the term structure and business cycles in Ireland, 1972–2018," Manchester School, University of Manchester, vol. 88(5), pages 731-748, September.
    11. Peel, David A. & Taylor, Mark P., 1998. "The slope of the yield curve and real economic activity: tracing the transmission mechanism," Economics Letters, Elsevier, vol. 59(3), pages 353-360, June.
    12. Javier Gomez-Biscarri, 2009. "The predictive power of the term spread revisited: a change in the sign of the predictive relationship," Applied Financial Economics, Taylor & Francis Journals, vol. 19(14), pages 1131-1142.
    13. McMillan, David G., 2021. "When and why do stock and bond markets predict US economic growth?," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 331-343.
    14. Hamilton, James Douglas & Kim, Dong Heon, 2000. "A Re-examination of the Predictability of Economic Activity Using the Yield Spread," University of California at San Diego, Economics Working Paper Series qt69v8p1m9, Department of Economics, UC San Diego.
    15. Fabio ALESSANDRINI, 2003. "Do Financial Variables Provide Information about the Swiss Business Cycle ?," Cahiers de Recherches Economiques du Département d'économie 03.02, Université de Lausanne, Faculté des HEC, Département d’économie.
    16. B. De Backer & M. Deroose & Ch. Van Nieuwenhuyze, 2019. "Is a recession imminent? The signal of the yield curve," Economic Review, National Bank of Belgium, issue i, pages 69-93, June.
    17. Mateus A. Feitosa & Benjamin M. Tabak, 2007. "Predictability Of Economic Activity Using Yield Spreads: The Case Of Brazil," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 029, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    18. Panopoulou, Ekaterini, 2009. "Financial variables and euro area growth: A non-parametric causality analysis," Economic Modelling, Elsevier, vol. 26(6), pages 1414-1419, November.
    19. Viktor Kotlán, 2001. "Monetary policy and the term structure of interest rates in a small open economy - a model framework approach," Macroeconomics 0110003, University Library of Munich, Germany.
    20. Khurshid Kiani, 2011. "Fluctuations in Economic and Activity and Stabilization Policies in the CIS," Computational Economics, Springer;Society for Computational Economics, vol. 37(2), pages 193-220, February.
    21. Bordo, Michael D. & Haubrich, Joseph G., 2024. "Low interest rates and the predictive content of the yield curve," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    22. Arturo Estrella, 1997. "Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy," Research Paper 9717, Federal Reserve Bank of New York.
    23. Dufrénot, Gilles & Rhouzlane, Meryem & Vaccaro-Grange, Etienne, 2022. "Potential growth and natural yield curve in Japan," Journal of International Money and Finance, Elsevier, vol. 124(C).
    24. Sohrab Rafiq, 2014. "What Do Energy Prices Tell Us About UK Inflation?," Economica, London School of Economics and Political Science, vol. 81(322), pages 293-310, April.
    25. Libo Xu, 2025. "Economic downturn and the yield curve: Evidence from Canada and the US," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 49(2), pages 536-567, June.
    26. Bataa, Erdenebat & Wohar, Mark & Vivian, Andrew, 2015. "Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014," MPRA Paper 72422, University Library of Munich, Germany.
    27. Fernandez-Perez, Adrian & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2014. "The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 21-33.
    28. Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui, 2009. "Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock," MPRA Paper 23514, University Library of Munich, Germany.
    29. Chris R. Birchenhall & Marianne Sensier & Denise R. Osborn, 2000. "Predicting Uk Business Cycle Regimes," Computing in Economics and Finance 2000 134, Society for Computational Economics.
    30. Ivanova, Detelina & Lahiri, Kajal & Seitz, Franz, 2000. "Interest rate spreads as predictors of German inflation and business cycles," International Journal of Forecasting, Elsevier, vol. 16(1), pages 39-58.
    31. Willi Semmler, 2011. "Asset Prices, Booms and Recessions," Springer Books, Springer, number 978-3-642-20680-1, October.
    32. Hardouvelis, Gikas & Malliaropoulos, Dimitrios, 2004. "The Yield Spread as a Symmetric Predictor of Output and Inflation," CEPR Discussion Papers 4314, C.E.P.R. Discussion Papers.
    33. Boukhatem, Jamel & Sekouhi, Hayfa, 2017. "What does the bond yield curve tell us about Tunisian economic activity?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 295-303.
    34. Sarantis, Nicholas, 2001. "Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence," International Journal of Forecasting, Elsevier, vol. 17(3), pages 459-482.
    35. Nakaota, Hiroshi & Fukuta, Yuichi, 2013. "The leading indicator property of the term spread and the monetary policy factors in Japan," Japan and the World Economy, Elsevier, vol. 28(C), pages 85-98.
    36. He, Zhongfang, 2009. "Forecasting output growth by the yield curve: the role of structural breaks," MPRA Paper 28208, University Library of Munich, Germany.
    37. Poshakwale, Sunil S. & Mandal, Anandadeep, 2016. "Determinants of asymmetric return comovements of gold and other financial assets," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 229-242.
    38. Andrew Ang & Monika Piazzesi & Min Wei, 2004. "What Does the Yield Curve Tell us about GDP Growth?," NBER Working Papers 10672, National Bureau of Economic Research, Inc.
    39. Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2012. "In the shadow of the United States: the international transmission effect of asset returns," Globalization Institute Working Papers 121, Federal Reserve Bank of Dallas.
    40. Nakaota, Hiroshi, 2005. "The term structure of interest rates in Japan: the predictability of economic activity," Japan and the World Economy, Elsevier, vol. 17(3), pages 311-326, August.
    41. Ahrens, Ralf, 1999. "Predicting recessions with interest rate spreads: A multicountry regime-switching analysis," CFS Working Paper Series 1999/15, Center for Financial Studies (CFS).
    42. Robert Brooks & Brandon N. Cline & Pavel Teterin & Yu You, 2022. "The information in global interest rate futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(6), pages 1135-1166, June.
    43. Jardet, Caroline, 2004. "Why did the term structure of interest rates lose its predictive power?," Economic Modelling, Elsevier, vol. 21(3), pages 509-524, May.
    44. Won-Gi Kim & Noh-Sun Kwark, 2012. "Leading Behavior of Interest Rate Term Spreads and Credit Risk Spreads in Korea," Working Papers 1203, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    45. Sharon Kozicki, 1997. "Predicting real growth and inflation with the yield spread," Economic Review, Federal Reserve Bank of Kansas City, vol. 82(Q IV), pages 39-57.
    46. Gross, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series 1286, European Central Bank.
    47. Yash P. Mehra, 1997. "The bond rate and actual future inflation," Working Paper 97-03, Federal Reserve Bank of Richmond.
    48. Shigeyuki Hamori & Naoko Hamori, 2009. "Introduction of the Euro and the Monetary Policy of the European Central Bank," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7169.
    49. Harald Grech, 2004. "What Do German Short-Term Interest Rates Tell Us About Future Inflation?," Working Papers 94, Oesterreichische Nationalbank (Austrian Central Bank).
    50. Markus Baltzer & Gerhard Kling, 2005. "Predictability of future economic growth and the credibility of different monetary regimes in Germany, 1870 - 2003," Working Papers 5023, Economic History Society.
    51. Gerlach, Stefan & Stuart, Rebecca, 2018. "The Slope of the Term Structure and Recessions: The Pre-Fed Evidence, 1857-1913," CEPR Discussion Papers 13013, C.E.P.R. Discussion Papers.
    52. Peña, Juan Ignacio & Rodríguez, Rosa, 2006. "On the economic link between asset prices and real activity," DEE - Working Papers. Business Economics. WB wb063209, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    53. Dalu Zhang & Peter Moffatt, 2012. "The yield curve as a leading indicator in economic forecasting in the U.K," University of East Anglia Applied and Financial Economics Working Paper Series 035, School of Economics, University of East Anglia, Norwich, UK..
    54. Canova, Fabio & De Nicolo', Gianni, 1995. "Stock returns and real activity: A structural approach," European Economic Review, Elsevier, vol. 39(5), pages 981-1015, May.
    55. Tomáš Holub & Jaromír Hurník, 2008. "Ten Years of Czech Inflation Targeting: Missed Targets and Anchored Expectations," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 44(6), pages 67-86, November.
    56. Ivan Paya & Kent Matthews, 2004. "Term spread and real economic activity in Korea: was the crisis predictable?," Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 797-801.
    57. Poshakwale, Sunil S. & Mandal, Anandadeep, 2016. "What drives asymmetric dependence structure of asset return comovements?," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 312-330.
    58. William L. Seyfried & Bradley T. Ewing, 2001. "Inflation Uncertainty and Unemployment: Some International Evidence," The American Economist, Sage Publications, vol. 45(2), pages 33-39, October.
    59. Peel, David A. & Ioannidis, Christos, 2003. "Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes," Economics Letters, Elsevier, vol. 78(2), pages 147-152, February.
    60. Evgenidis, Anastasios & Papadamou, Stephanos & Siriopoulos, Costas, 2020. "The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?," Journal of Business Research, Elsevier, vol. 106(C), pages 221-232.
    61. Raffaele Passaro, 2007. "The Predictive Power of Interest Rates Spread for Economic Activity," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 81-112, November-.
    62. Morell, Joseph, 2018. "The decline in the predictive power of the US term spread: A structural interpretation," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 314-331.
    63. Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2016. "Losing Track of the Asset Markets: the Case of Housing and Stock," International Real Estate Review, Global Social Science Institute, vol. 19(4), pages 435-492.
    64. M. Isabel Martínez-Serna & Eliseo Navarro-Arribas, 2002. "El modelo de McCallum. Evidencia empírica en la estructura temporal de los tipos de interés española," Investigaciones Economicas, Fundación SEPI, vol. 26(2), pages 323-357, May.
    65. Rendu de Lint, Christel & Stolin, David, 2003. "The predictive power of the yield curve: a theoretical assessment," Journal of Monetary Economics, Elsevier, vol. 50(7), pages 1603-1622, October.
    66. Yutaka Kurihara, 2014. "Does High Yield Spread Dampen Economic Growth?: The Case of US-Japan," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 3(2), pages 01-09, April.
    67. Michael D. Bordo & Joseph G. Haubrich, 2004. "The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997," Working Papers (Old Series) 0402, Federal Reserve Bank of Cleveland.
    68. Mehl, Arnaud, 2006. "The yield curve as a predictor and emerging economies," Working Paper Series 691, European Central Bank.
    69. Mr. Jorge A Chan-Lau & Mr. Iryna V. Ivaschenko, 2002. "The Corporate Spread Curve and Industrial Production in the United States," IMF Working Papers 2002/008, International Monetary Fund.
    70. Georgopoulos, George & Hejazi, Walid, 2009. "Financial structure and the heterogeneous impact of monetary policy across industries," Journal of Economics and Business, Elsevier, vol. 61(1), pages 1-33.
    71. Li, Matthew C., 2016. "US term structure and international stock market volatility: The role of the expectations factor and the maturity premium," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 1-15.
    72. Claus Brand & Hans-Eggert Reimers & Franz Seitz, 2003. "Narrow Money and the Business Cycle: Theoretical aspects and euro area evdence," Macroeconomics 0303012, University Library of Munich, Germany.
    73. Tanner, J. Ernest & Pescatrice, Donn, 1998. "Was Monetary Policy Impotent or Simply Contracyclical in the 1980s?," Journal of Macroeconomics, Elsevier, vol. 20(1), pages 55-80, January.
    74. Ayadi, Mohamed A. & Lazrak, Skander & Welch, Robert, 2017. "Determinants of bankruptcy regime choice for Canadian public firms," Research in International Business and Finance, Elsevier, vol. 42(C), pages 161-172.
    75. Dalu Zhang & Peter Moffatt, 2013. "Time series non-linearity in the real growth / recession-term spread relationship," University of East Anglia Applied and Financial Economics Working Paper Series 047, School of Economics, University of East Anglia, Norwich, UK..
    76. Breitung, Jorg & Candelon, Bertrand, 2006. "Testing for short- and long-run causality: A frequency-domain approach," Journal of Econometrics, Elsevier, vol. 132(2), pages 363-378, June.
    77. Andrea Nobili, 2005. "Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?," Temi di discussione (Economic working papers) 544, Bank of Italy, Economic Research and International Relations Area.
    78. Benati, Luca & Goodhart, Charles, 2008. "Investigating time-variation in the marginal predictive power of the yield spread," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1236-1272, April.
    79. Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "Information in the Yield Curve: A Macro-Finance Approach," Insper Working Papers wpe_230, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    80. Tiff Macklem & Alain Paquet & Louis Phaneuf, 1996. "Asymmetric Effects of Monetary Policy: Evidence from the Yield Curve," Cahiers de recherche CREFE / CREFE Working Papers 42, CREFE, Université du Québec à Montréal.
    81. Leo Krippner, 2005. "Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics 05/02, University of Waikato.
    82. Mody, Ashoka & Taylor, Mark P., 2004. "Financial predictors of real activity and the financial accelerator," Economics Letters, Elsevier, vol. 82(2), pages 167-172, February.
    83. Hiroshi Nakaota & Yuichi Fukuta, 2013. "The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan," Discussion Papers in Economics and Business 13-09, Osaka University, Graduate School of Economics, revised Jul 2013.
    84. Omay, Tolga, 2008. "The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey," MPRA Paper 28572, University Library of Munich, Germany.
    85. Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016. ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers 2058, Cowles Foundation for Research in Economics, Yale University.
    86. ALAM Nafis & TAN Ee Chain, 2012. "Impact Of Financial Crisis On Stock Returns: Evidence From Singapore," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 7(2), pages 5-19, August.
    87. Fernández-Gallardo, Álvaro & Payá, Iván, 2025. "Public debt burden and crisis severity," European Economic Review, Elsevier, vol. 176(C).
    88. Y. K. Tse, 1998. "Interest Rate Spreads And The Prediction Of Real Economic Activity: The Case Of Singapore," The Developing Economies, Institute of Developing Economies, vol. 36(3), pages 289-304, September.
    89. Bordo, Michael D. & Haubrich, Joseph G., 2022. "Some international evidence on the causal impact of the yield curve," Finance Research Letters, Elsevier, vol. 45(C).
    90. Kevin Aretz & David A. Peel, 2010. "Spreads versus professional forecasters as predictors of future output change," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(6), pages 517-522.
    91. Fornari, Fabio & Mele, Antonio, 2009. "Financial volatility and economic activity," LSE Research Online Documents on Economics 29309, London School of Economics and Political Science, LSE Library.
    92. Menzie D. Chinn & Kavan J. Kucko, 2010. "The Predictive Power of the Yield Curve across Countries and Time," NBER Working Papers 16398, National Bureau of Economic Research, Inc.
    93. Guidolin, Massimo & Ono, Sadayuki, 2006. "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 480-518.
    94. Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2012. "The yield curve and the macro-economy across time and frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1950-1970.
    95. Ekaterini Panopoulou, 2006. "The predictive content of financial variables: Evidence from the euro area," The Institute for International Integration Studies Discussion Paper Series iiisdp178, IIIS.
    96. Favero, Carlo A. & Söderström, Ulf & Kaminska, Iryna, 2005. "The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation," CEPR Discussion Papers 4910, C.E.P.R. Discussion Papers.
    97. Hogrefe, Jens, 2007. "The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy," Economics Working Papers 2007-12, Christian-Albrechts-University of Kiel, Department of Economics.
    98. Christiansen, Charlotte, 2013. "Predicting severe simultaneous recessions using yield spreads as leading indicators," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1032-1043.
    99. Norman R. Swanson & Nii Ayi Armah, 2011. "Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators," Departmental Working Papers 201115, Rutgers University, Department of Economics.
    100. Anandadeep Mandal & Sunil S. Poshakwale & Gabriel J. Power, 2021. "Do investors gain from forecasting the asymmetric return co‐movements of financial and real assets?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3246-3268, July.
    101. Yu-chin Chen & Kwok Ping Tsang, 2009. "What Does the Yield Curve Tell Us About Exchange Rate Predictability?," Working Papers UWEC-2009-04, University of Washington, Department of Economics.
    102. Sokhanvar, Amin & Hammoudeh, Shawkat, 2024. "Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S," International Review of Economics & Finance, Elsevier, vol. 94(C).
    103. Kostas Tsatsaronis & Frank Smets, 1997. "Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States," BIS Working Papers 49, Bank for International Settlements.
    104. Arturo Estrella, 2005. "Why Does the Yield Curve Predict Output and Inflation?," Economic Journal, Royal Economic Society, vol. 115(505), pages 722-744, July.
    105. Ibarra-Ramírez Raúl, 2021. "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers 2021-07, Banco de México.
    106. James Kung, 2008. "Dynamic strategies for fixed-income investment," Applied Economics, Taylor & Francis Journals, vol. 40(10), pages 1341-1354.
    107. Bell go, C. & Laurent Ferrara, 2009. "Forecasting Euro-area recessions using time-varying binary response models for financial," Working papers 259, Banque de France.
    108. Fabio Canova & Gianni de Nicolo, 1997. "Stock returns, term structure, inflation and real activity: An international perspective," Economics Working Papers 203, Department of Economics and Business, Universitat Pompeu Fabra.
    109. Arturo Estrella & Frederic S. Mishkin, 1995. "Predicting U.S. Recessions: Financial Variables as Leading Indicators," NBER Working Papers 5379, National Bureau of Economic Research, Inc.
    110. Walid Hejazi, 2000. "Yield spreads as predictors of industrial production: expectations on short rates or term premia?," Applied Economics, Taylor & Francis Journals, vol. 32(8), pages 945-951.
    111. Gebka, Bartosz & Wohar, Mark E., 2018. "The predictive power of the yield spread for future economic expansions: Evidence from a new approach," Economic Modelling, Elsevier, vol. 75(C), pages 181-195.
    112. Bruinshoofd, W.A. & Candelon, B. & Raabe, K., 2005. "Banking sector strength and the transmission of currency crises," Research Memorandum 022, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    113. Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2000. "How stable is the predictive power of the yield curve? evidence from Germany and the United States," Staff Reports 113, Federal Reserve Bank of New York.
    114. James L. Butkiewicz & Kim Lane Leong Long, 2003. "Predicting Interwar Business Cycles with the Interest Rate Yield Spread," Working Papers 03-07, University of Delaware, Department of Economics.
    115. Marcelo Ochoa, 2006. "Interpreting an Affine Term Structure Model for Chile," Working Papers Central Bank of Chile 380, Central Bank of Chile.
    116. Floros, Christos & Kizys, Renatas & Pierdzioch, Christian, 2013. "Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 166-173.
    117. Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023. "Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach," Journal of International Economics, Elsevier, vol. 145(C).
    118. Kim, Kenneth A. & Limpaphayom, Piman, 1997. "The effect of economic regimes on the relation between term structure and real activity in Japan," Journal of Economics and Business, Elsevier, vol. 49(4), pages 379-392.
    119. Andrew Ang & Monika Piazzesi & Min Wei, 2003. "What does the yield curve tell us about GDP growth?," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
    120. Alfonso Novales & Emilio Domínguez, 2002. "Dynamic correlations and forecasting of term structure slopes in eurocurrency market," Documentos de Trabajo del ICAE 0226, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    121. Kim, Sei-wan & Lee, Kihoon & Nam, Kiseok, 2010. "The relationship between CO2 emissions and economic growth: The case of Korea with nonlinear evidence," Energy Policy, Elsevier, vol. 38(10), pages 5938-5946, October.
    122. Bauer, Gregory H., 2017. "International house price cycles, monetary policy and credit," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 88-114.
    123. Juan Ignacio Peña & Rosa Rodríguez, 2007. "On the Economic Link Between Asset Prices and Real Activity," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(5‐6), pages 889-916, June.
    124. Christis Hassapis, 2003. "Financial variables and real activity in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(2), pages 421-442, May.
    125. Canova, Fabio, 2002. "G-7 Inflation Forecasts," CEPR Discussion Papers 3283, C.E.P.R. Discussion Papers.
    126. M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002. "Domestic and International Influences on Business Cycle Regimes in Europe," Centre for Growth and Business Cycle Research Discussion Paper Series 11, Economics, The University of Manchester.
    127. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute.
    128. Viktor Kotlan, 2002. "Monetary Policy and the Term Spread in a Macro Model of a Small Open Economy," Working Papers 2002/01, Czech National Bank, Research and Statistics Department.
    129. Leo Krippner & Leif Anders Thorsrud, 2009. "Forecasting New Zealand's economic growth using yield curve information," Reserve Bank of New Zealand Discussion Paper Series DP2009/18, Reserve Bank of New Zealand.
    130. Duarte, Agustin & Venetis, Ioannis A. & Paya, Ivan, 2005. "Predicting real growth and the probability of recession in the Euro area using the yield spread," International Journal of Forecasting, Elsevier, vol. 21(2), pages 261-277.
    131. Huseyin Kaya, 2013. "On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case," Working Papers 010, Bahcesehir University, Betam, revised Mar 2013.
    132. Brand, Claus & Reimers, Hans-Eggert & Seitz, Franz, 2003. "Forecasting real GDP: what role for narrow money?," Working Paper Series 254, European Central Bank.
    133. Argyropoulos, Efthymios & Tzavalis, Elias, 2015. "Real term structure forecasts of consumption growth," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 208-222.
    134. Pilar Abad & Alfonso Novales, 2002. "An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets," Documentos de Trabajo del ICAE 0222, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    135. He, Hui & Locke, Peter, 2011. "Global trends in real risk free rates," Research in International Business and Finance, Elsevier, vol. 25(1), pages 53-63, January.
    136. Ahrens, R., 2002. "Predicting recessions with interest rate spreads: a multicountry regime-switching analysis," Journal of International Money and Finance, Elsevier, vol. 21(4), pages 519-537, August.
    137. Venetis, Ioannis A. & Paya, Ivan & Peel, David A., 2003. "Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach," International Review of Economics & Finance, Elsevier, vol. 12(2), pages 187-206.
    138. Hyde, Stuart & Sherif, Mohamed, 2010. "Consumption asset pricing and the term structure," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(1), pages 99-109, February.
    139. James H. Stock & Mark W. Watson, 2001. "Forecasting output and inflation: the role of asset prices," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
    140. Argyropoulos, Efthymios & Tzavalis, Elias, 2016. "Forecasting economic activity from yield curve factors," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 293-311.
    141. Nan-Kuang Chen & Han-Liang Cheng & Ching-Sheng Mao, 2014. "Identifying and forecasting house prices: a macroeconomic perspective," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2105-2120, December.
    142. Alfonso Novales & Emilio Domínguez, 2002. "A factor model of term structure slopes in eurocurrency markets," Documentos de Trabajo del ICAE 0224, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    143. Abdul Majid, Muhamed Zulkhibri, 2011. "Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia," MPRA Paper 29039, University Library of Munich, Germany.
    144. Michael Dotsey, 1998. "The predictive content of the interest rate term spread for future economic growth," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 31-51.
    145. Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper 82, Tor Vergata University, CEIS.
    146. Canova, Fabio & Nicolo, Gianni De, 2002. "Monetary disturbances matter for business fluctuations in the G-7," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1131-1159, September.
    147. J.Marcelo Ochoa, 2006. "An interpretation of an affine term structure model of Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 33(2 Year 20), pages 155-184, December.
    148. Hafer, R. W. & Kutan, Ali M. & Su Zhou, 1997. "Linkage in EMS term structures: evidence from common trend and transitory components," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 595-607, August.
    149. David C. Wheelock & Mark E. Wohar, 2009. "Can the term spread predict output growth and recessions? a survey of the literature," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 419-440.
    150. David G. McMillan, 2023. "Do financial markets predict macroeconomic performance? US evidence from risk‐based measures," Manchester School, University of Manchester, vol. 91(5), pages 439-466, September.
    151. Ioannis A. Venetis & David A. Peel & Ivan Paya, 2004. "Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 373-384.
    152. James H. Stock & Mark W. Watson, 2001. "Forecasting Output and Inflation: The Role of Asset Prices," NBER Working Papers 8180, National Bureau of Economic Research, Inc.
    153. Bianchi, Francesco & Ludvigson, Sydney & Ma, Sai, 2020. "Belief Distortions and Macroeconomic Fluctuations," CEPR Discussion Papers 15003, C.E.P.R. Discussion Papers.
    154. Sara G. Castellanos & Eduardo Camero, 2003. "La estructura temporal de tasas de interés en México: ¿Puede predecir la actividad económica futura?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 18(2), pages 33-66, December.
    155. Tvedt, Jostein, 2025. "A predictive term-spread model in the age of inflation targeting," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
    156. Kavita Sirichand & Simeon Coleman, 2015. "International yield curve comovements: impact of the recent financial crisis," Applied Economics, Taylor & Francis Journals, vol. 47(43), pages 4561-4573, September.
    157. David G. McMillan, 2021. "Predicting GDP growth with stock and bond markets: Do they contain different information?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3651-3675, July.
    158. Henri Bernard & Stefan Gerlach, 1996. "Does the term structure predict recessions? The international evidence," BIS Working Papers 37, Bank for International Settlements.
    159. Yash P. Mehra, 1998. "The bond rate and actual future inflation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 27-47.
    160. Dahlquist, Magnus & Sallstrom, Torbjorn, 2002. "An Evaluation of International Asset Pricing Models," CEPR Discussion Papers 3145, C.E.P.R. Discussion Papers.
    161. Reyna Cerecero Mario & Salazar Cavazos Diana & Salgado Banda Héctor, 2008. "The Yield Curve and its Relation with Economic Activity: The Mexican Case," Working Papers 2008-15, Banco de México.

  12. King, Robert G. & Plosser, Charles I., 1994. "Real business cycles and the test of the Adelmans," Journal of Monetary Economics, Elsevier, vol. 33(2), pages 405-438, April.
    See citations under working paper version above.
  13. Charles I. Plosser, 1992. "The search for growth," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 57-86.

    Cited by:

    1. Patrick K. Asea & Enrique G. Mendoza & Gian Maria Milesi-Ferreti, 1995. "Do taxes matter for long-run growth?: Harberger's superneutrality conjecture," International Finance Discussion Papers 511, Board of Governors of the Federal Reserve System (U.S.).
    2. Katircioglu, Salih Turan, 2010. "Is There A Long-Run Relationship Between Taxation And Growth: The Case Of Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 99-106, March.
    3. Szarowska, Irena, 2013. "Effects of taxation by economic functions on economic growth in the European Union," MPRA Paper 59781, University Library of Munich, Germany.
    4. William Easterly & Sergio Rebelo, 1993. "Fiscal Policy and Economic Growth: An Empirical Investigation," NBER Working Papers 4499, National Bureau of Economic Research, Inc.
    5. Zee, Howell H., 1996. "Empirics of crosscountry tax revenue comparisons," World Development, Elsevier, vol. 24(10), pages 1659-1671, October.
    6. Patrick Minford & David Meenagh & Jiang Wang, 2006. "Testing a Simple Structural Model of Endogenous Growth," CDMA Conference Paper Series 0606, Centre for Dynamic Macroeconomic Analysis.
    7. Nigar Hashimzade & Gareth D. Myles, 2009. "Growth and Public Infrastructure," Economics Discussion Papers em-dp2009-03, Department of Economics, University of Reading.
    8. Fölster, Stefan & Henrekson, Magnus, 1997. "Growth and the Public Sector: A Critique of the Critics," Working Paper Series 492, Research Institute of Industrial Economics, revised 10 Jun 1998.
    9. Gareth Myles, 2000. "Taxation and economic growth," Fiscal Studies, Institute for Fiscal Studies, vol. 21(1), pages 141-168, March.
    10. Kalle Kukk, 2007. "Fiscal Policy Effects on Economic Growth: Short Run vs Long Run," Working Papers 167, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
    11. Ambachew, Mekonnen Sisay, 2009. "The Dynamic Links between Investment, Trade and Growth: Evidence from Ethiopia," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 18(2), pages 132-132, August.
    12. Fölster, Stefan & Henrekson, Magnus, 1998. "Growth Effects of Government Expenditure and Taxation in Rich Countries," Working Paper Series 503, Research Institute of Industrial Economics, revised 20 Jun 2000.
    13. Awad, Atif & Albaity, Mohamed, 2022. "ICT and economic growth in Sub-Saharan Africa: Transmission channels and effects," Telecommunications Policy, Elsevier, vol. 46(8).
    14. Gundlach, Erich, 1993. "Determinanten des Wirtschaftswachstums: Hypothesen und empirische Evidenz," Open Access Publications from Kiel Institute for the World Economy 1583, Kiel Institute for the World Economy.
    15. Minford, Patrick & Wang, Jiang & Meenagh, David, 2007. "Growth and relative living standards - testing Barriers to Riches on post-war panel data," CEPR Discussion Papers 6288, C.E.P.R. Discussion Papers.
    16. Irena Szarowská, 2015. "Tax Shift by Economic Functions and Its Effect on Economic Growth in the European Union," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 63(6), pages 2127-2135.
    17. António Afonso & João Tovar Jalles, 2012. "Fiscal volatility, financial crises and growth," Applied Economics Letters, Taylor & Francis Journals, vol. 19(18), pages 1821-1826, December.
    18. H. Sonmez Atesoglu & Donald Dutkowsky, 1997. "On the dynamics of balance of payments constrained growth," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1343-1351.
    19. Joel Slemrod, 1995. "What Do Cross-Country Studies Teach about Government Involvement, Prosperity, and Economic Growth?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(2), pages 373-431.
    20. Rosby Leandra López L. & Juan Pablo Saldarriaga M., 2010. "Ahorro y crecimiento económico en Colombia: 1950-2007," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
    21. Szarowska, Irena, 2010. "Changes in taxation and their impact on economic growth in the European Union," MPRA Paper 32354, University Library of Munich, Germany.
    22. Afonso, António & Furceri, Davide, 2008. "Government size, composition, volatility and economic growth," Working Paper Series 849, European Central Bank.
    23. Szarowska, Irena, 2013. "Shift in tax burden and its impact on economic growth in the European Union," MPRA Paper 59778, University Library of Munich, Germany.
    24. Karagianni, Stella & Pempetzoglou, Maria & Saraidaris, Anastasios, 2012. "Tax burden distribution and GDP growth: Non-linear causality considerations in the USA," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 186-194.
    25. Mendoza, Enrique G. & Milesi-Ferretti, Gian Maria & Asea, Patrick, 1997. "On the ineffectiveness of tax policy in altering long-run growth: Harberger's superneutrality conjecture," Journal of Public Economics, Elsevier, vol. 66(1), pages 99-126, October.
    26. Irena Szarowská, 2016. "Quality of Public Finance and Economic Growth in the Czech Republic," Working Papers 0030, Silesian University, School of Business Administration.

  14. King, Robert G. & Plosser, Charles I. & Stock, James H. & Watson, Mark W., 1991. "Stochastic Trends and Economic Fluctuations," American Economic Review, American Economic Association, vol. 81(4), pages 819-840, September.
    See citations under working paper version above.
  15. Robert G. King & Charles I. Plosser, 1989. "Real business cycles and the test of the Adelmans," Proceedings, Federal Reserve Bank of San Francisco.

    Cited by:

    1. Banerji, Anirvan & Hiris, Lorene, 2001. "A framework for measuring international business cycles," International Journal of Forecasting, Elsevier, vol. 17(3), pages 333-348.
    2. Pami Dua & Anirvan Banerji, 2007. "Predicting Indian Business Cycles-- Leading Indices for External and Domestic Sectors," Working papers 156, Centre for Development Economics, Delhi School of Economics.
    3. Wang, Daxue, 2008. "Herd behavior towards the market index: Evidence from 21 financial markets," IESE Research Papers D/776, IESE Business School.
    4. Nathan S. Balke & Mark A. Wynne, 1993. "Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior?," Working Papers 9322, Federal Reserve Bank of Dallas.
    5. Chan Guk Huh & Bharat Trehan, 1991. "Real business cycles: a selective survey," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 3-17.
    6. Mark W. Watson, 1992. "Business Cycle Durations and Postwar Stabilization of the U.S. Economy," NBER Working Papers 4005, National Bureau of Economic Research, Inc.
    7. Pami Dua & Anirvan Banerji, 2001. "A Leading Index for India's Exports," Occasional papers 1, Centre for Development Economics, Delhi School of Economics.
    8. Patrick K. Asea & S. Brock Blomberg, 1997. "Lending Cycles," NBER Working Papers 5951, National Bureau of Economic Research, Inc.
    9. Charles I. Plosser, 1990. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc.
    10. Pedro Garcia Duarte & Kevin D. Hoover, 2012. "Observing Shocks," History of Political Economy, Duke University Press, vol. 44(5), pages 226-249, Supplemen.
    11. Pami Dua & Anirvan Banerji, 2007. "Predicting Indian Business Cycles," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 1(3), pages 249-265, July.

  16. Plosser, Charles I, 1989. "Understanding Real Business Cycles," Journal of Economic Perspectives, American Economic Association, vol. 3(3), pages 51-77, Summer.
    See citations under working paper version above.
  17. Charles I. Plosser, 1989. "Money and business cycles: a real business cycle interpretation," Proceedings, Federal Reserve Bank of St. Louis.
    See citations under working paper version above.
  18. King, Robert G. & Plosser, Charles I. & Rebelo, Sergio T., 1988. "Production, growth and business cycles : I. The basic neoclassical model," Journal of Monetary Economics, Elsevier, vol. 21(2-3), pages 195-232.

    Cited by:

    1. Guisinger, Amy Y., 2020. "Gender differences in the volatility of work hours and labor demand," Journal of Macroeconomics, Elsevier, vol. 66(C).
    2. Juan Carlos Conesa & Timothy J. Kehoe, 2017. "Productivity, Taxes, and Hours Worked in Spain: 1970-2015," Staff Report 550, Federal Reserve Bank of Minneapolis.
    3. Rasmus Lentz & Torben Tranas, 2005. "Job Search and Savings: Wealth Effects and Duration Dependence," Journal of Labor Economics, University of Chicago Press, vol. 23(3), pages 467-490, July.
    4. Pacheco Jiménez, J.F., 2001. "Business cycles in small open economies: the case of Costa Rica," ISS Working Papers - General Series 19075, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
    5. Chang-Kon Choi, 1998. "Asymmetric Fluctuations and the Third Moments in the Real Business Cycle Theory," International Economic Journal, Taylor & Francis Journals, vol. 12(2), pages 35-53.
    6. Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2021. "Involuntary Unemployment and the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 26-54, January.
    7. W. Bentley MacLeod & Roman Rivera, 2024. "Positive Incentives: The Income Effect and The Optimal Regulation of Crime," NBER Working Papers 32805, National Bureau of Economic Research, Inc.
    8. Enrique G. Mendoza & Linda L. Tesar, 2004. "Winners and Losers of Tax Competition in the European Union," Working Papers 508, Research Seminar in International Economics, University of Michigan.
    9. Feng Dai & Songtao Wu & Ling Liang, 2014. "Capital and innovation aggregation with environmental pressure: An optimal evolution," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-16, December.
    10. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2012. "What causes banking crises? An empirical investigation," Cardiff Economics Working Papers E2012/14, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2013.
    11. Hakon Tretvoll, 2018. "Real Exchange Variability in a Two-Country Business Cycle Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 123-145, January.
    12. Enrique G. Mendoza & Linda L. Tesar, 1995. "Supply-side economics in a global economy," International Finance Discussion Papers 507, Board of Governors of the Federal Reserve System (U.S.).
    13. Philipp Wegmueller, 2014. "Utility functions, fiscal shocks and the open economy - In the search of a positive consumption multiplier," Diskussionsschriften dp1407, Universitaet Bern, Departement Volkswirtschaft.
    14. Patrick K. Asea & Enrique G. Mendoza & Gian Maria Milesi-Ferreti, 1995. "Do taxes matter for long-run growth?: Harberger's superneutrality conjecture," International Finance Discussion Papers 511, Board of Governors of the Federal Reserve System (U.S.).
    15. Jeong, Jaehun & Shim, Myungkyu, 2022. "On the welfare cost of business cycles: The role of labor-market heterogeneity," Journal of Macroeconomics, Elsevier, vol. 73(C).
    16. Larry Jones & Rodolfo Manuelli & Henry Siu, 2000. "Growth and Business Cycles," NBER Working Papers 7633, National Bureau of Economic Research, Inc.
    17. Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle, 2019. "The fight-or-flight response to the Joneses and inequality," ISU General Staff Papers 201904010700001060, Iowa State University, Department of Economics.
    18. Michael Gail, 2003. "Habit Persistence in Consumption in a Sticky Price Model of the Business Cycle," Volkswirtschaftliche Diskussionsbeiträge 111-03, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, revised Jul 2004.
    19. Paul Gomme & Jeremy Greenwood, 1992. "On the cyclical allocation of risk," Discussion Paper / Institute for Empirical Macroeconomics 71, Federal Reserve Bank of Minneapolis.
    20. Robert F. Engle & Joao Victor Issler, 1993. "Estimating Sectoral Cycles Using Cointegration and Common Features," NBER Working Papers 4529, National Bureau of Economic Research, Inc.
    21. Javier Andrés & Pablo Burriel & Ángel Estrada, 2006. "BEMOD: a DSGE model for the Spanish economy and the rest of the Euro area," Working Papers 0631, Banco de España.
    22. Timo Boppart & Per Krusell, 2016. "Labor Supply in the Past, Present, and Future: a Balanced-Growth Perspective," NBER Working Papers 22215, National Bureau of Economic Research, Inc.
    23. S. Brock Blomberg & Gregory D. Hess, 2001. "Is the Political Business Cycle for Real?," CESifo Working Paper Series 415, CESifo.
    24. Pablo Burriel & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010. "MEDEA: a DSGE model for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 175-243, March.
    25. John Laitner, 2003. "Labor Supply Responses to Social Security," Working Papers wp050, University of Michigan, Michigan Retirement Research Center.
    26. Christoph Priesmeier & Nikolai Stähler, 2011. "Long Dark Shadows Or Innovative Spirits? The Effects Of (Smoothing) Business Cycles On Economic Growth: A Survey Of The Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 25(5), pages 898-912, December.
    27. Leo Butler, 1996. "The Bank of Canada's New Quarterly Porjection Model Part 4 : A Semi-Structural Method to Estimate Potential Output : Combining Economic Theory with a Time-Series Filter," Technical Reports 77, Bank of Canada.
    28. Wei Dai & Mark Weder & Bo Zhang, 2020. "Animal Spirits, Financial Markets, and Aggregate Instability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(8), pages 2053-2083, December.
    29. Honerkamp, Josef & Moog, Stefan & Raffelhüschen, Bernd, 2004. "Earlier or Later: A General Equilibrium Analysis of Bringing Forward an Already Announced Tax Reform," Discussion Papers 123, Albert-Ludwigs-Universität Freiburg, Institut für Finanzwissenschaft.
    30. Joel Wagner, 2017. "Anticipated Technology Shocks: A Re-Evaluation Using Cointegrated Technologies," Staff Working Papers 17-11, Bank of Canada.
    31. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Ou, Zhirong, 2013. "What causes banking crises? An empirical investigation for the world economy," Cardiff Economics Working Papers E2013/3, Cardiff University, Cardiff Business School, Economics Section, revised May 2013.
    32. Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo.
    33. Gao, Yang & Gong, Gang, 2020. "Stabilizing and destabilizing mechanisms: A new perspective to understand business cycles," Economic Modelling, Elsevier, vol. 93(C), pages 51-68.
    34. Ganelli, Giovanni & Tervala, Juha, 2015. "Value of WTO trade agreements in a New Keynesian model," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 347-362.
    35. Benedetto Molinari & Francesco Turino, 2009. "Advertising, Labor Supply and the Aggregate Economy. A long run Analysis," Working Papers 09.16, Universidad Pablo de Olavide, Department of Economics.
    36. Aleksandar Vasilev, 2013. "Fiscal policy in a Real-Business-Cycle model with labor-intensive government services and endogenous public sector wages and hours," Working Papers 2013_18, Business School - Economics, University of Glasgow.
    37. Enrique G. Mendoza, 2001. "The International Macroeconomics of Taxation and the Case Against European Tax Harmonization," NBER Working Papers 8217, National Bureau of Economic Research, Inc.
    38. Fuchs-Schündeln, Nicola & Bick, Alexander & Lagakos, David & Tsujiyama, Hitoshi, 2019. "Why are Average Hours Worked Lower in Richer Countries?," CEPR Discussion Papers 14180, C.E.P.R. Discussion Papers.
    39. Trimborn, Timo & Strulik, Holger, 2011. "The Dark Side of Fiscal Stimulus," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48725, Verein für Socialpolitik / German Economic Association.
    40. Jos� Eduardo G�mez & Jair Ojeda Joya & Fernando Tenjo Galarza & H�ctor Manuel Z�rate Solano, 2013. "The Interdependence between Credit and Real Business Cycles in Latin American Economies," Borradores de Economia 10833, Banco de la Republica.
    41. Mattesini Fabrizio & Rossi Lorenza, 2007. "Productivity shocks and optimal monetary policy in a unionized labor market economy," wp.comunite 0023, Department of Communication, University of Teramo.
    42. Sungki Hong, 2017. "Customer Capital, Markup Cyclicality, and Amplification," Working Papers 2017-33, Federal Reserve Bank of St. Louis.
    43. Mehkari, M. Saif, 2016. "Uncertainty shocks in a model with mean-variance frontiers and endogenous technology choices," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 71-98.
    44. Rebelo, Sérgio & Jaimovich, Nir, 2006. "Can News About the Future Drive the Business Cycle?," CEPR Discussion Papers 5877, C.E.P.R. Discussion Papers.
    45. Stephanie Schmitt-Grohe, 1998. "Endogenous business cycles and the dynamics of output, hours, and consumption," Finance and Economics Discussion Series 1998-19, Board of Governors of the Federal Reserve System (U.S.).
    46. Michel De Vroey, 2020. "Should the History of Macroeconomics Steer Cear of the Fray or be Partisan? A Critical Essay on Banks and Finance in Modern Macroeconomics by B. Ingrao and C. Sardoni," LIDAM Discussion Papers IRES 2020028, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    47. Alvaro J. Riascos, 2002. "Dynamic Response To Monetary Shocks In A Search Model Of The Labor Market," Borradores de Economia 2385, Banco de la Republica.
    48. Erica Perego, 2018. "Sovereign Risk and Asset Market Dynamics in the Euro Area," Working Papers 2018-18, CEPII research center.
    49. Vasilev, Aleksandar, 2016. "Business Cycles in Bulgaria and the Baltic Countries: An RBC Approach," EconStor Preprints 144531, ZBW - Leibniz Information Centre for Economics.
    50. Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015. "The Tail that Wags the Economy: Beliefs and Persistent Stagnation," NBER Working Papers 21719, National Bureau of Economic Research, Inc.
    51. Giorgio Calcagnini & Germana Giombini & Giuseppe Travaglini, 2021. "The Productivity Gap Among Major European Countries, USA and Japan," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(1), pages 59-78, March.
    52. Kollmann, Robert, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," CEPR Discussion Papers 11911, C.E.P.R. Discussion Papers.
    53. Simone Marsiglio & Marco Tolotti, 2018. "Endogenous growth and technological progress with innovation driven by social interactions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(2), pages 293-328, March.
    54. Florin Bilbiie & Roland Straub, 2012. "Changes in the Output Euler Equation and Asset Markets Participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00680647, HAL.
    55. Per Krusell & Jonna Olsson & Timo Boppart, 2017. "Labor Supply in the Future: Who Will Work?," 2017 Meeting Papers 157, Society for Economic Dynamics.
    56. Yan Zhang, 2021. "Income effects, stabilization policy, and indeterminacy in one-sector models," Annals of Economics and Finance, Society for AEF, vol. 22(1), pages 109-133, May.
    57. Alexander Beames & Mariano Kulish & Nadine Yamout, 2022. "Fiscal Policy and the Slowdown in Trend Growth in an Open Economy," Working Papers 143, Red Nacional de Investigadores en Economía (RedNIE).
    58. Kozicki, Sharon, 1999. "Multivariate detrending under common trend restrictions: Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 997-1028, June.
    59. Alvaro J. Riascos, 2002. "Monetary Policy Rules in a Search Model of the Labor Market," Borradores de Economia 3250, Banco de la Republica.
    60. Hofkes, Marjan W., 1996. "Modelling sustainable development: An economy-ecology integrated model," Economic Modelling, Elsevier, vol. 13(3), pages 333-353, July.
    61. Susanto Basu, 2014. "Productivity and the Welfare of Nations," 2014 Meeting Papers 787, Society for Economic Dynamics.
    62. Antonio Cutanda & Juan A. Sanchis, 2024. "Labour Supply Status and Intertemporal Behaviour: Evidence from Spanish panel data," Working Papers 2408, Department of Applied Economics II, Universidad de Valencia.
    63. Eric M. Leeper & Shu-Chun Susan Yang, 2006. "Dynamic Scoring: Alternative Financing Schemes," NBER Working Papers 12103, National Bureau of Economic Research, Inc.
    64. Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007. "Non‐stationary Hours in a DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, September.
    65. K Blackburn & A Pelloni, 2001. "On the Relationship Between Growth and Volatility in Learning-by-Doing Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 01, Economics, The University of Manchester.
    66. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
    67. Dominik Grafenhofer & Christian Jaag & Christian Keuschnigg & Mirela Keuschnigg, 2006. "Probabilistic Aging," CESifo Working Paper Series 1680, CESifo.
    68. Alexander Mihailov & Giovanni Razzu & Zhe Wang, 2019. "Heterogeneous effects of single monetary policy on unemployment rates in the largest EMU economies," Economics Discussion Papers em-dp2019-07, Department of Economics, University of Reading.
    69. Dirk Niepelt, 2020. "Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics," CESifo Working Paper Series 8712, CESifo.
    70. Ngai, L. Rachel & Pissarides, Christopher, 2006. "Trends in hours and economic growth," LSE Research Online Documents on Economics 4462, London School of Economics and Political Science, LSE Library.
    71. Inekwe John Nkwoma, 2014. "Business Cycle Variability and Growth Linkage," Monash Economics Working Papers 38-14, Monash University, Department of Economics.
    72. Bayer, Christian & Tjaden, Volker & Pham-Do, Lien & Lütticke, Ralph, 2015. "Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk," CEPR Discussion Papers 10849, C.E.P.R. Discussion Papers.
    73. Kame Babilla, Thierry U., 2023. "Digital innovation and financial access for small and medium-sized enterprises in a currency union," Economic Modelling, Elsevier, vol. 120(C).
    74. Beaudry, Paul & Guay, Alain, 1996. "What do interest rates reveal about the functioning of real business cycle models?," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1661-1682.
    75. Sumei Luo & Guangyou Zhou & Jinpeng Zhou, 2021. "The Impact of Electronic Money on Monetary Policy: Based on DSGE Model Simulations," Mathematics, MDPI, vol. 9(20), pages 1-26, October.
    76. Kollman, R., 1996. "The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: a Quantitative Investigation," Cahiers de recherche 9614, Universite de Montreal, Departement de sciences economiques.
    77. Taylor, John & Wieland, Volker & Cogan, John F. & Wolters, Maik, 2012. "Fiscal Consolidation Strategy," CEPR Discussion Papers 9041, C.E.P.R. Discussion Papers.
    78. Tobias Cwik, 2012. "Fiscal consolidation using the example of Germany," Finance and Economics Discussion Series 2012-80, Board of Governors of the Federal Reserve System (U.S.).
    79. Hall, George J., 1996. "Overtime, effort, and the propagation of business cycle shocks," Journal of Monetary Economics, Elsevier, vol. 38(1), pages 139-160, August.
    80. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
    81. Rodrigo Suescún, 1997. "Bonanzas, enfermedad holandesa y ciclo económico real en Colombia," Coyuntura Económica, Fedesarrollo.
    82. Pau Rabanal & Juan F. Rubio-Ramirez & Vicente Tuesta, 2009. "Cointegrated TFP processes and international business cycles," FRB Atlanta Working Paper 2009-23, Federal Reserve Bank of Atlanta.
    83. Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers hal-04141131, HAL.
    84. Patel, Dev & Sandefur, Justin & Subramanian, Arvind, 2021. "The new era of unconditional convergence," Journal of Development Economics, Elsevier, vol. 152(C).
    85. Broer, Tobias & Krusell, Per & Öberg, Erik, 2021. "Fiscal Multipliers: A Heterogeneous-Agent Perspective," CEPR Discussion Papers 15685, C.E.P.R. Discussion Papers.
    86. Yongsung Chang & Mark Bils, 2002. "Cyclical Movements in Hours and Effort under Sticky Wages," Macroeconomics 0204004, University Library of Munich, Germany.
    87. Pelloni, Alessandra & Waldmann, Robert, 2000. "Can waste improve welfare?," Journal of Public Economics, Elsevier, vol. 77(1), pages 45-79, July.
    88. Edward P. Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.
    89. Almås, Ingvild & Bold, Tessa & von Carnap, Tillmann & Ghisolfi, Selene & Sandefur, Justin, 2023. "The macroeconomics of pandemics around the world: Lives versus livelihoods revisited," Journal of Development Economics, Elsevier, vol. 163(C).
    90. Jang Ok Cho & Hyo-Youn Chu & Hyung Seok E. Kim & Jaywon Lee, 2016. "Productivity Distribution and Economic Growth," Korean Economic Review, Korean Economic Association, vol. 32, pages 23-40.
    91. Kim, David, 2007. "An East Asian currency union?: The empirical nature of macroeconomic shocks in East Asia," Journal of Asian Economics, Elsevier, vol. 18(6), pages 847-866, December.
    92. Pau Rabanal & Juan F. Rubio-Ramirez, 2015. "Can international macroeconomic models explain low-frequency movements of real exchange rates?," Working Papers 1508, BBVA Bank, Economic Research Department.
    93. Krenz, Astrid & Strulik, Holger, 2022. "Automation and the fall and rise of the servant economy," University of Göttingen Working Papers in Economics 431, University of Goettingen, Department of Economics.
    94. Alfonso Novales, 2002. "The Role of Simulation Methods in Macroeconomics," Documentos de Trabajo del ICAE 0227, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    95. Rahul Nath, 2018. "Flexible Labour, Income Effects, and Asset Prices," Economics Series Working Papers 851, University of Oxford, Department of Economics.
    96. Mark Aguiar & Erik Hurst, 2006. "Measuring trends in leisure," Proceedings, Federal Reserve Bank of San Francisco.
    97. Timo Boppart & Per Krusell & Kurt Mitman, 2017. "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative," NBER Working Papers 24138, National Bureau of Economic Research, Inc.
    98. Hashmat Khan & John Tsoukalas, 2009. "Investment Shocks and the Comovement Problem," Carleton Economic Papers 09-09, Carleton University, Department of Economics, revised 09 Aug 2010.
    99. Chang, Yongsung, 2000. "Comovement, excess volatility, and home production," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 385-396, October.
    100. Jean Barthélemy & Magali Marx & Aurélien Poissonnier, 2009. "Trends and Cycles : an Historical Review of the Euro Area," Working papers 258, Banque de France.
    101. Leeper, Eric M., 2009. "Monetary-Fiscal Policy Interactions and Fiscal Stimulus," CEPR Discussion Papers 7509, C.E.P.R. Discussion Papers.
    102. Alison Butler & Michael R. Pakko, 1998. "R&D spending and cyclical fluctuations: putting the \"technology\" in technology shocks," Working Papers 1998-020, Federal Reserve Bank of St. Louis.
    103. Ligthart, J.E. & van der Meijden, G.C., 2011. "The Dynamics of Revenue-Neutral Trade Liberalization," Other publications TiSEM 1d95686d-f518-4a0e-aad6-3, Tilburg University, School of Economics and Management.
    104. Daniele Siena, 2014. "The European Monetary Union and Imbalances: Is it an Anticipation Story ?," Working papers 501, Banque de France.
    105. Guo, Jang-Ting & Harrison, Sharon G., 2006. "Government size and macroeconomic stability: A comment," European Economic Review, Elsevier, vol. 50(5), pages 1339-1346, July.
    106. Basu, Susanto & Pascali, Luigi & Schiantarelli, Fabio & Serven, Luis, 2013. "Productivity and the Welfare of Nations," CAGE Online Working Paper Series 163, Competitive Advantage in the Global Economy (CAGE).
    107. J., AZNAR-MARQUEZ & José Ramon, RUIZ-TAMARIT, 2005. "Non Catastrophic Endogenous Growth with Pollution and Abatment," Discussion Papers (ECON - Département des Sciences Economiques) 2005002, Université catholique de Louvain, Département des Sciences Economiques.
    108. Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
    109. Wen, Yi, 1998. "Investment cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 22(7), pages 1139-1165, May.
    110. Enrique Martínez García, 2008. "Globalization and monetary policy: an introduction," Globalization Institute Working Papers 11, Federal Reserve Bank of Dallas.
    111. Yongseung Jung, 2001. "Liquidity effects and habit formation in a sticky price model," International Economic Journal, Taylor & Francis Journals, vol. 18(4), pages 521-546.
    112. Boileau, Martin & Normandin, Michel, 2002. "Aggregate employment, real business cycles, and superior information," Journal of Monetary Economics, Elsevier, vol. 49(3), pages 495-520, April.
    113. A. Johri & M-A. Letendre, 2001. "Labour Market Dynamics in RBC Models," Department of Economics Working Papers 2001-03, McMaster University.
    114. Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhigui, 2013. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Cardiff Economics Working Papers E2013/5, Cardiff University, Cardiff Business School, Economics Section.
    115. Debasis Mondal, 2015. "Private provision of public good and immiserizing growth," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 45(1), pages 29-49, June.
    116. Yang Jiao & Yi Wen, 2012. "Capital, finance, and trade collapse," Working Papers 2012-003, Federal Reserve Bank of St. Louis.
    117. Pau Rabanal, 2009. "Inflation Differentials between Spain and the EMU: A DSGE Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1141-1166, September.
    118. Knüppel, Malte, 2008. "Can capacity constraints explain asymmetries," Discussion Paper Series 1: Economic Studies 2008,01, Deutsche Bundesbank.
    119. M.S.Rafiq, 2006. "Business Cycle Moderation - Good Policies or Good Luck: Evidence and Explanations for the Euro Area," Discussion Paper Series 2006_21, Department of Economics, Loughborough University.
    120. Chen, Kuan-Jen & Chu, Angus C. & Lai, Ching-Chong, 2014. "Home Production and Small Open Economy Business Cycles," MPRA Paper 59020, University Library of Munich, Germany.
    121. Daniel G. Swaine, 1999. "Is the U.S. economy characterized by endogenous growth?: a time-series test of two stochastic growth models," Working Papers 99-9, Federal Reserve Bank of Boston.
    122. Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2020. "A tractable framework for analyzing a class of nonstationary Markov models," Quantitative Economics, Econometric Society, vol. 11(4), pages 1289-1323, November.
    123. Zubarev, Andrey V. (Зубарев, Андрей) & Polbin, Andrey V. (Ролбин, Андрей), 2016. "Estimation of Macroeconomic Effects from the Decline in Oil Export Duty [Оценка Макроэкономических Эффектов От Снижения Экспортной Пошлины На Нефть]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 8-35, December.
    124. Komunjer, Ivana & Zhu, Yinchu, 2020. "Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 218(2), pages 561-586.
    125. Malley, James R. & Muscatelli, V. Anton & Woitek, Ulrich, 2005. "Real business cycles, sticky wages or sticky prices? The impact of technology shocks on US manufacturing," European Economic Review, Elsevier, vol. 49(3), pages 745-760, April.
    126. Wen, Yi, 1998. "Capacity Utilization under Increasing Returns to Scale," Journal of Economic Theory, Elsevier, vol. 81(1), pages 7-36, July.
    127. Robert G. King & Sergio T. Rebelo, 2000. "Resuscitating Real Business Cycles," NBER Working Papers 7534, National Bureau of Economic Research, Inc.
    128. Christian Bayer & Benjamin Born & Ralph Luetticke, 2020. "Shocks, Frictions, and Inequality in US Business Cycles," Discussion Papers 2003, Centre for Macroeconomics (CFM).
    129. Fransesco Furlanetto & Martin Seneca, 2010. "Investment-specific technology shocks and consumption," Economics wp49, Department of Economics, Central bank of Iceland.
    130. Charles Ka Yui Leung & Joe Cho Yiu Ng & Edward Chi Ho Tang, 2020. "Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations," ISER Discussion Paper 1081, Institute of Social and Economic Research, The University of Osaka.
    131. Masao Fukui & Emi Nakamura & Jón Steinsson, 2023. "Women, Wealth Effects, and Slow Recoveries," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 269-313, January.
    132. Hyunseung Oh & Nicolas Crouzet, 2013. "Can news shocks account for the business-cycle dynamics of inventories?," 2013 Meeting Papers 504, Society for Economic Dynamics.
    133. Ocampo Díaz, Sergio, 2013. "Rule-of-Thumb Consumers, Nominal Rigidities and the Design of Interest Rate Rules," IDB Publications (Working Papers) 4627, Inter-American Development Bank.
    134. Javier García-Cicco & Roberto Pancrazi & Martín Uribe, 2006. "Real Business Cycles in Emerging Countries?," NBER Working Papers 12629, National Bureau of Economic Research, Inc.
    135. Ippei Fujiwara, 2003. "Output Composition of Monetary Policy Transmission Mechanism in Japan," Discussion Papers in Economics and Business 03-07, Osaka University, Graduate School of Economics.
    136. Munechika Katayama & Kwang Hwan Kim, 2015. "Inter-sectoral Labor Immobility, Sectoral Co-movement, and News Shocks," Discussion papers e-15-011, Graduate School of Economics , Kyoto University.
    137. Gantert, Konstantin, 2022. "The impact of active aggregate demand on utilisation-adjusted TFP," IWH Discussion Papers 9/2022, Halle Institute for Economic Research (IWH).
    138. Fujiwara, Ippei & Hara, Naoko & Hirose, Yasuo & Teranishi, Yuki, 2005. "The Japanese Economic Model (JEM)," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(2), pages 61-142, May.
    139. Alejandro Cunat & Marco Maffezzoli, 2004. "Hecksher-Ohlin Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(3), pages 555-585, July.
    140. Giannitsarou, Chryssi, 2006. "Balanced Budget Rules and Aggregate Instability: The Role of Consumption Taxes," CEPR Discussion Papers 5531, C.E.P.R. Discussion Papers.
    141. Enrique G. Mendoza, 2017. "The Public Debt Crisis of the United States," Manchester School, University of Manchester, vol. 85, pages 1-32, September.
    142. Farmer, Roger E. A. & Jang-Ting, Guo, 1995. "The econometrics of indeterminacy: an applied study," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 43(1), pages 225-271, December.
    143. Federico S. Mandelman & Andrei Zlate, 2010. "Immigration, remittances, and business cycles," FRB Atlanta Working Paper 2008-25, Federal Reserve Bank of Atlanta.
    144. Cust, James & Collier,Paul & Rivera-Ballesteros, lexis, 2023. "Are the Poorest Catching Up ?," Policy Research Working Paper Series 10622, The World Bank.
    145. Panousi, Vasia, 2009. "Capital Taxation with Entrepreneurial Risk," MPRA Paper 24237, University Library of Munich, Germany.
    146. Dean Scrimgeour, 2015. "Dynamic Scoring in a Romer‐Style Economy," Southern Economic Journal, John Wiley & Sons, vol. 81(3), pages 697-723, January.
    147. Andreas Hornstein, 2000. "The business cycle and industry comovement," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 27-48.
    148. Floden, Martin, 2005. "Labor Supply and Saving under Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 597, Stockholm School of Economics.
    149. Kunihiko Konishi, 2015. "A Note on Commodity Taxation and Economic Growth," Economics Bulletin, AccessEcon, vol. 35(1), pages 540-549.
    150. John Kennan, 2001. "Uniqueness of Positive Fixed Points for Increasing Concave Functions on Rn: An Elementary Result," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 893-899, October.
    151. Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Working Papers 17084, National Bureau of Economic Research, Inc.
    152. Juan C. Córdoba & Anni T. Isojärvi & Haoran Li, 2025. "Declining Search Frictions, Unemployment, and Growth Revisited," Finance and Economics Discussion Series 2025-098, Board of Governors of the Federal Reserve System (U.S.).
    153. Gorokhovsky, Alexander & Rubinchik, Anna, 2024. "An overlapping-generations model with data-driven equilibrium behavior," Journal of Mathematical Economics, Elsevier, vol. 115(C).
    154. Garth Heutel, 2011. "How Should Environmental Policy Respond to Business Cycles? Optimal Policy under Persistent Productivity Shocks," UNCG Economics Working Papers 11-8, University of North Carolina at Greensboro, Department of Economics.
    155. 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.
    156. Auray, Stéphane & Eyquem, Aurélien & Jouneau-Sion, Frédéric, 2014. "Wars and capital destruction," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 224-240.
    157. Davis, E. Philip & Madsen, Jakob B., 2008. "Productivity and equity market fundamentals: 80 years of evidence for 11 OECD countries," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1261-1283, December.
    158. Jyh-Lin Wu, 1994. "Fiscal announcements and real exchange rate dynamics," Open Economies Review, Springer, vol. 5(2), pages 177-190, March.
    159. Michael C. Burda & Mark Weder, 2002. "Complementarity of Labor Market Institutions, Equilibrium Unemployment and the Propagation of Business Cycles," German Economic Review, Verein für Socialpolitik, vol. 3(1), pages 1-24, February.
    160. Gustavo Marrero, 2010. "Tax-mix, public spending composition and growth," Journal of Economics, Springer, vol. 99(1), pages 29-51, February.
    161. Marcellino, Massimiliano, 1999. "Some Consequences of Temporal Aggregation in Empirical Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 129-136, January.
    162. Marinko Škare & Saša Stjepanović, 2016. "Measuring Business Cycles: A Review," Contemporary Economics, Vizja University, vol. 10(1), March.
    163. Weder, Mark, 1997. "Indeterminacy, business cycles, and modest increasing returns to scale," SFB 373 Discussion Papers 1997,60, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    164. Anton Cheremukhin & Paulina Restrepo-Echavarria, 2010. "The labor wedge as a matching friction," Working Papers 1004, Federal Reserve Bank of Dallas.
    165. Lilia Maliar & Serguei Maliar, 2003. "Preference Shocks From Aggregation: Time Series Data Evidence," Working Papers. Serie AD 2003-35, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    166. DeJong, David N. & Ingram, Beth F. & Whiteman, Charles H., 2000. "A Bayesian approach to dynamic macroeconomics," Journal of Econometrics, Elsevier, vol. 98(2), pages 203-223, October.
    167. Martin Uribe, 1997. "Habit formation and the comovement of prices and consumption during exchange-rate based stabilization programs," International Finance Discussion Papers 598, Board of Governors of the Federal Reserve System (U.S.).
    168. Luís Francisco Aguiar-Conraria & Yi Wen, 2005. "Understanding the Impact of Oil Shocks," NIPE Working Papers 2/2005, NIPE - Universidade do Minho.
    169. Baqaee, David Rezza & Farhi, Emmanuel, 2018. "Macroeconomics with Heterogeneous Agents and Input-Output Networks," CEPR Discussion Papers 13006, C.E.P.R. Discussion Papers.
    170. Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle, 2018. "The Fight-or-Flight Response to the Joneses and Income Inequality," ISU General Staff Papers 201812120800001060, Iowa State University, Department of Economics.
    171. Enrique G. Mendoza & Linda L. Tesar, 2003. "A Quantitative Analysis of Tax Competition v. Tax Coordination under Perfect Capital Mobility," NBER Working Papers 9746, National Bureau of Economic Research, Inc.
    172. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
    173. David Aadland, 2002. "Detrending Time-Aggregated Data," Working Papers 2002-05, Utah State University, Department of Economics.
    174. Batu, Michael, 2017. "International worker remittances and economic growth in a Real Business Cycle framework," Structural Change and Economic Dynamics, Elsevier, vol. 40(C), pages 81-91.
    175. Josef Hollmayr & Christian Matthes, 2013. "Learning about fiscal policy and the effects of policy uncertainty," Working Paper 13-15, Federal Reserve Bank of Richmond.
    176. Gortz, Christoph & Tsoukalas, John D., 2013. "News Shocks and Business Cycles: Bridging the Gap from Different Methodologies," SIRE Discussion Papers 2013-117, Scottish Institute for Research in Economics (SIRE).
    177. Alain DeSerres & Alain Guay, 1995. "Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions," Econometrics 9510001, University Library of Munich, Germany.
    178. van Groezen, B.J.A.M. & Meijdam, A.C. & Verbon, H.A.A., 2002. "Social Security Reform and Population Ageing in a Two-Sector Growth Model," Other publications TiSEM 5109f2fc-ba3b-421c-89ab-9, Tilburg University, School of Economics and Management.
    179. Heinemann, Maik & Marchlewitz, Gilbert, 1996. "Sunspot equilibria in a monetary real business cycle model," Economics Letters, Elsevier, vol. 53(3), pages 305-310, December.
    180. John Laitner & Dan Silverman, 2007. "Life-Cycle Models: Lifetime Earnings and the Timing of Retirement," Working Papers wp165, University of Michigan, Michigan Retirement Research Center.
    181. Patrick Fève, 2005. "Voies de la modélisation macro-économétrique?," Revue Française d'Économie, Programme National Persée, vol. 20(1), pages 147-179.
    182. Kollmann, Robert, 1998. "US trade balance dynamics: the role of fiscal policy and productivity shocks and of financial market linkages," Journal of International Money and Finance, Elsevier, vol. 17(4), pages 637-669, August.
    183. Takashi Kamihigashi, 2014. "Multiple Interior Steady States in the Ramsey Model with Elastic Labor Supply," Discussion Paper Series DP2014-31, Research Institute for Economics & Business Administration, Kobe University.
    184. Kilponen Juha, 2012. "Consumption, Leisure and Borrowing Constraints," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-25, May.
    185. Yi Wen & Huabin Wu, 2011. "Dynamics of externalities: a second-order perspective," Review, Federal Reserve Bank of St. Louis, vol. 93(May), pages 187-206.
    186. McIntyre, K. H., 2003. "Can non-traded goods solve the "comovement problem?"," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 169-196, June.
    187. Brendan Epstein & Miles S. Kimball, 2021. "The Decline of Drudgery and the Paradox of Hard Work," NBER Working Papers 29041, National Bureau of Economic Research, Inc.
    188. S. Tolga Tiryaki, 2010. "Interest Rates and Real Business Cycles in Emerging Markets (Yukselen Piyasalarda Faiz Oranlari ve Reel Is Cevrimleri)," Working Papers 1008, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    189. Christopher M. Gunn & Alok Johri, 2013. "Fear of Sovereign Default, Banks, and Expectations-Driven Business Cycles," Carleton Economic Papers 13-03, Carleton University, Department of Economics.
    190. Casey B. Mulligan, 2002. "A Century of Labor-Leisure Distortions," NBER Working Papers 8774, National Bureau of Economic Research, Inc.
    191. Cuong Le Van & Yiannis Vailakis, 2004. "Existence of competitive equilibrium in a single-sector growth model with elastic labour," Cahiers de la Maison des Sciences Economiques b04123, Université Panthéon-Sorbonne (Paris 1).
    192. Sébastien Bock & Idriss Fontaine, 2020. "Routine-Biased Technological Change and Hours Worked over the Business Cycle," PSE Working Papers halshs-02982145, HAL.
    193. Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012. "Banks, Sovereign Debt and the International Transmission of Business Cycles," NBER Working Papers 18303, National Bureau of Economic Research, Inc.
    194. Patrick Artus, 1993. "Croissance endogène : revue des modèles et tentatives de synthèse," Revue Économique, Programme National Persée, vol. 44(2), pages 189-228.
    195. Chiarini, Bruno & Piselli, Paolo, 2005. "Business cycle, unemployment benefits and productivity shocks," Journal of Macroeconomics, Elsevier, vol. 27(4), pages 670-690, December.
    196. Florin Bilbiie & Fabio Ghironi & Marc Melitz, 2012. "Endogenous Entry, Product Variety and Business Cycles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00680634, HAL.
    197. Yongseung Jung, 2008. "A Look at Habit Persistence over Business Cycles," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 14(3), pages 45-85, September.
    198. Yicheng Wang, 2017. "Debt-Market Friction, Firm-specific Knowledge Capital Accumulation and Macroeconomic Implications," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 19-39, October.
    199. Kim, Minseung & Shim, Myungkyu, 2020. "Variable Effort, Business Cycles, and Economic Welfare," Economics Letters, Elsevier, vol. 196(C).
    200. Elliot Aurissergues, 2016. "Demand shocks, new keynesian model and supply effects of monetary policy," Working Papers halshs-01288980, HAL.
    201. Addessi, William & Busato, Francesco, 2009. "Fair wages, labor relations and asset returns," Journal of Financial Stability, Elsevier, vol. 5(4), pages 410-430, December.
    202. Gocke, Matthias, 2002. "Leisure versus learning-by-doing -- saturation effects and utility-side limits to endogenous growth," Economic Modelling, Elsevier, vol. 19(4), pages 585-609, August.
    203. Bechlioulis, Alexandros P. & Brissimis, Sophocles N., 2021. "Identifying key aspects of household behavior in a representative agent framework," Economic Modelling, Elsevier, vol. 97(C), pages 105-117.
    204. M. Marzo, 2001. "Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities," Working Papers 411, Dipartimento Scienze Economiche, Universita' di Bologna.
    205. J. Aznar-Márquez & J. R. Ruiz-Tamarit, "undated". "Non-Catastrophic Endogenous Growth and the Environmental Kuznets Curve," Working Papers 2004-15, FEDEA.
    206. Piergiorgio Alessandri, 2004. "Aggregate Consumption and the Stock Market: Should We Worry about Non-linear Wealth Effects?," Birkbeck Working Papers in Economics and Finance 0410, Birkbeck, Department of Economics, Mathematics & Statistics.
    207. Mario J. Crucini & Mototsugu Shintani, 2015. "Measuring international business cycles by saving for a rainy day," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(4), pages 1266-1290, November.
    208. Smulders, Sjak & Gradus, Raymond, 1996. "Pollution abatement and long-term growth," European Journal of Political Economy, Elsevier, vol. 12(3), pages 505-532, November.
    209. Beaudry, Paul & Devereux, Michael B., 1995. "Money and the real exchange rate with sticky prices and increasing returns," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 43(1), pages 55-101, December.
    210. Cassou, Steven P. & Lansing, Kevin J., 1998. "Optimal fiscal policy, public capital, and the productivity slowdown," Journal of Economic Dynamics and Control, Elsevier, vol. 22(6), pages 911-935, June.
    211. Manoj Atolia & Ryan Chahrour, 2013. "Intersectoral Linkages, Diverse Information, and Aggregate Dynamics," Boston College Working Papers in Economics 832, Boston College Department of Economics, revised 12 May 2015.
    212. Guo, Jang-Ting & Zhang, Yan, 2022. "Balanced-budget rules and macroeconomic stability with overlapping generations," Journal of Macroeconomics, Elsevier, vol. 74(C).
    213. Bi, Huixin & Shen, Wenyi & Yang, Shu-Chun S., 2016. "Debt-dependent effects of fiscal expansions," European Economic Review, Elsevier, vol. 88(C), pages 142-157.
    214. Juan Equiza Goni, 2014. "Sovereign Debt in the U.S. and Growth Expectations," Working Papers ECARES ECARES 2014-25, ULB -- Universite Libre de Bruxelles.
    215. Michael R. Pakko, 1998. "Shoe-leather costs of inflation and policy credibility," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 37-50.
    216. Ian Fillmore & Trevor Gallen, 2019. "Heterogeneity in Talent or in Tastes? Implications for Redistributive Taxation," 2019 Meeting Papers 94, Society for Economic Dynamics.
    217. Hanson, Gordon H. & Mataloni, Jr., Raymond J. & Slaughter, Matthew J., 2003. "Vertical Production Networks in Multinational Firms," Conference papers 331164, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    218. Weder, Mark, 2000. "Animal spirits, technology shocks and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 24(2), pages 273-295, February.
    219. Mr. Nooman Rebei, 2012. "What (Really) Accounts for the Fall in Hours After a Technology Shock?," IMF Working Papers 2012/211, International Monetary Fund.
    220. Christopher Otrok & Panayiotis M. Pourpourides, 2011. "On the Cyclicality of Real Wages and Wage Differentials," Working Papers 2011-4, Central Bank of Cyprus.
    221. David M. Aadland, 2000. "The Economics Of Cattle Supply," Computing in Economics and Finance 2000 57, Society for Computational Economics.
    222. Rocco, Matteo V. & Colombo, Emanuela, 2016. "Internalization of human labor in embodied energy analysis: Definition and application of a novel approach based on Environmentally extended Input-Output analysis," Applied Energy, Elsevier, vol. 182(C), pages 590-601.
    223. Scheffel, Eric, 2008. "Consumption Velocity in a Cash Costly-Credit Model," Cardiff Economics Working Papers E2008/31, Cardiff University, Cardiff Business School, Economics Section.
    224. Rubio-Ramírez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
    225. Mr. Nooman Rebei, 2017. "Evaluating Changes in the Transmission Mechanism of Government Spending Shocks," IMF Working Papers 2017/049, International Monetary Fund.
    226. Willi Semmler, 2011. "Asset Prices, Booms and Recessions," Springer Books, Springer, number 978-3-642-20680-1, October.
    227. Mark A. Wynne, 1992. "The analysis of fiscal policy in neoclassical models," Working Papers 9212, Federal Reserve Bank of Dallas.
    228. Robert G. King & Mark W. Watson, 1995. "Money, prices, interest rates and the business cycle," Working Paper Series, Macroeconomic Issues 95-10, Federal Reserve Bank of Chicago.
    229. Chen, Kaiji & Song, Zheng, 2013. "Financial frictions on capital allocation: A transmission mechanism of TFP fluctuations," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 683-703.
    230. Peter N. Ireland, 2006. "Changes in the Federal Reserve's Inflation Target: Causes and Consequences," NBER Working Papers 12492, National Bureau of Economic Research, Inc.
    231. Boldrin, Michael & Horvath, Michael, 1995. "Labor Contracts and Business Cycles," Journal of Political Economy, University of Chicago Press, vol. 103(5), pages 972-1004, October.
    232. Denis Larocque & Michel Normandin, 2004. "Econometric Inference, Cyclical Fluctuations, and Superior Information," Cahiers de recherche 0434, CIRPEE.
    233. Paul Gomme, 1991. "Money and growth revisited," Discussion Paper / Institute for Empirical Macroeconomics 55, Federal Reserve Bank of Minneapolis.
    234. ODIA NDONGO, Yves Francis, 2007. "Les sources des fluctuations marcoéconomiques au Cameroun," MPRA Paper 1308, University Library of Munich, Germany.
    235. Yan Zhang, 2008. "Does the Utility Function Form Matter for Indeterminacy in a Two Sector Small Open Economy," Annals of Economics and Finance, Society for AEF, vol. 9(1), pages 91-101, May.
    236. Jangyoul Kim & Gieyoung Lim, 2007. "Staggered Nominal Contracts: Taylor Vs. Calvo," Korean Economic Review, Korean Economic Association, vol. 23, pages 65-87.
    237. Diniz, Andre & Guimaraes, Bernardo, 2017. "How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies," LSE Research Online Documents on Economics 86169, London School of Economics and Political Science, LSE Library.
    238. Zhicheng Zhou & Prapatchon Jariyapan, 2013. "The impact of macroeconomic policies to real estate market in People's Republic of China," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(3), pages 75-92, September.
    239. Guerron-Quintana, Pablo A., 2008. "Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3613-3630, November.
    240. Broer, Tobias & Öberg, Erik & Harbo Hansen, Niels-Jakob, 2016. "The New Keynesian Transmission Mechanism: A Heterogenous-Agent Perspective," CEPR Discussion Papers 11382, C.E.P.R. Discussion Papers.
    241. Luis Fernando Melo-Velandia & Alvaro J. Riascos, 2004. "Sobre los efectos de la política monetaria en Colombia," Borradores de Economia 281, Banco de la Republica de Colombia.
    242. Jane Marrinan, 1996. "Government consumption and private consumption correlations," Economics Working Papers 187, Department of Economics and Business, Universitat Pompeu Fabra.
    243. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2011. "Energy consumption at business cycle horizons: The case of the United States," Energy Economics, Elsevier, vol. 33(2), pages 161-167, March.
    244. Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," Working Papers 15-10, New York University, Leonard N. Stern School of Business, Department of Economics.
    245. Córdoba, Juan Carlos & Verdier, Geneviève, 2008. "Inequality and growth: Some welfare calculations," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1812-1829, June.
    246. Betty Agnani & Amaia Iza, 2005. "Growth in an oil abundant economy: The case of Venezuela," DEGIT Conference Papers c010_053, DEGIT, Dynamics, Economic Growth, and International Trade.
    247. Tobias Broer & Per Krusell & Erik Öberg, 2023. "Fiscal multipliers: A heterogeneous‐agent perspective," Quantitative Economics, Econometric Society, vol. 14(3), pages 799-816, July.
    248. Ching-Sheng Mao, 1990. "The macroeconomic effects of government spending," Economic Review, Federal Reserve Bank of Richmond, vol. 76(Sep), pages 27-37.
    249. Stilianos Fountas & Menelaos Karanasos, 2008. "Are economic growth and the variability of the business cycle related? Evidence from five European countries," International Economic Journal, Taylor & Francis Journals, vol. 22(4), pages 445-459.
    250. Chakraborty, Suparna, 2006. "Amplifying Business Cycles through Credit Constraints," MPRA Paper 1808, University Library of Munich, Germany.
    251. Fratzscher, Marcel & Straub, Roland, 2010. "Asset Prices, News Shocks and the Current Account," CEPR Discussion Papers 8080, C.E.P.R. Discussion Papers.
    252. Anna Kormilitsina & Sarah Zubairy, 2016. "Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison," Departmental Working Papers 1608, Southern Methodist University, Department of Economics.
    253. Holden, Tom & Levine, Paul & Swarbrick, Jonathan, 2018. "Reconciling Jaimovich–Rebello preferences, habit in consumption and labor supply," Economics Letters, Elsevier, vol. 168(C), pages 132-137.
    254. Fuhrer, Jeffrey C., 1997. "Towards a compact, empirically-verified rational expectations model for monetary policy analysis," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 197-230, December.
    255. De Graeve, Ferre & Dossche, Maarten & Emiris, Marina & Sneessens, Henri & Wouters, Raf, 2010. "Risk premiums and macroeconomic dynamics in a heterogeneous agent model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1680-1699, September.
    256. M. Ayhan Kose & Raymond Riezman, 1999. "Trade Shocks and Macroeconomic Fluctuations in Africa," CESifo Working Paper Series 203, CESifo.
    257. Michael Gail, 2000. "Optimal Monetary Policy in an Optimizing Stochastic Dynamic Model with Sticky Prices," Volkswirtschaftliche Diskussionsbeiträge 87-00, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, revised 15 May 2001.
    258. Klein, Mathias & Linnemann, Ludger, 2021. "Real exchange rate and international spillover effects of US technology shocks," Journal of International Economics, Elsevier, vol. 129(C).
    259. Burda, Michael C. & Severgnini, Battista, 2014. "Solow residuals without capital stocks," Journal of Development Economics, Elsevier, vol. 109(C), pages 154-171.
    260. Martin Fukaè & Vladimír Havlena, 2011. "A Note on the Role of the Natural Condition of Control in the Estimation of DSGE Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 453-466, November.
    261. Kose, M. Ayhan, 2002. "Explaining business cycles in small open economies: 'How much do world prices matter?'," Journal of International Economics, Elsevier, vol. 56(2), pages 299-327, March.
    262. Park, Hyun & Philippopoulos, Apostolis, 2002. "Dynamics Of Taxes, Public Services, And Endogenous Growth," Macroeconomic Dynamics, Cambridge University Press, vol. 6(2), pages 187-201, April.
    263. Hashmat Khan & John Tsoukalas, 2009. "The Quantitative Importance of News Shocks in Estimated DSGE Models," Carleton Economic Papers 09-07, Carleton University, Department of Economics, revised 22 May 2012.
    264. Daniele Siena, 2021. "The Euro Area Periphery and Imbalances: Is it an Anticipation Story?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 278-308, April.
    265. Valles, Javier, 1997. "Aggregate investment in a business cycle model with adjustment costs," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1181-1198, June.
    266. Tesfaselassie, Mewael F. & Wolters, Maik, 2017. "The impact of growth on unemployment in a low vs. a high inflation environment," IMFS Working Paper Series 113, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    267. Stefano Bosi & Francesco Magris & Alain Venditti, 2003. "Indeterminacy in a Cash-in-Advance Two-Sector Economy," Documents de recherche 03-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    268. Fabrice Collard & David de la Croix, 2000. "Gift Exchange and the Business Cycle: The Fair Wage Strikes Back," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(1), pages 166-193, January.
    269. Miroljub Labus & Milica Labus, 2019. "Monetary Transmission Channels in DSGE Models: Decomposition of Impulse Response Functions Approach," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 27-50, January.
    270. Sungbae An & Yongsung Chang & Sun-Bin Kim, 2007. "Can a Representative Agent Model Represent a Heterogeneous Agent Economy?," Discussion Paper Series 0714, Institute of Economic Research, Korea University.
    271. Chari, V.V. & Kehoe, Patrick J. & McGrattan, Ellen R., 2008. "Are structural VARs with long-run restrictions useful in developing business cycle theory?," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1337-1352, November.
    272. Luik, Marc-André & Wesselbaum, Dennis, 2014. "Bubbles over the U.S. business cycle: A macroeconometric approach," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 27-41.
    273. Cellarier, Laurent, 2006. "Constant gain learning and business cycles," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 51-85, March.
    274. Paul Klein & Gustavo Ventura, 2018. "Taxation, Expenditures and the Irish Miracle," 2018 Meeting Papers 282, Society for Economic Dynamics.
    275. Raul Crespo, 2008. "Total factor productivity: an unobserved components approach," Applied Economics, Taylor & Francis Journals, vol. 40(16), pages 2085-2097.
    276. Yoichi Gokan, 2017. "Do Consumption Externalities Correspond to the Indivisible Tax Rates on Consumpiton?," CIRJE F-Series CIRJE-F-1041, CIRJE, Faculty of Economics, University of Tokyo.
    277. Juin-Jen Chang & Chun-Hung Kuo & Hsieh-Yu Lin & Shu-Chun S. Yang, 2022. "Share Buybacks and Corporate Tax Cuts," IEAS Working Paper : academic research 22-A005, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    278. Kodama, Masahiro, 2006. "Business Cycles of Non-mono-cultural Developing Economies: The Case of ASEAN Countries," IDE Discussion Papers 52, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    279. Restrepo-Ochoa, Sergio I. & Vazquez, Jesus, 2004. "Cyclical features of the Uzawa-Lucas endogenous growth model," Economic Modelling, Elsevier, vol. 21(2), pages 285-322, March.
    280. Satyajit Chatterjee & Russell Cooper, 1993. "Entry and Exit, Product Variety and the Business Cycle," NBER Working Papers 4562, National Bureau of Economic Research, Inc.
    281. Gortz, Christoph & John, Tsoukalas, 2011. "Learning, capital-embodied technology and aggregate fluctuations," MPRA Paper 35438, University Library of Munich, Germany, revised Nov 2011.
    282. Marc-Andre Letendre & Joel Wagner, 2015. "Agnecy Costs, Risk Shocks and International Cycles," Department of Economics Working Papers 2015-09, McMaster University.
    283. Serguei Maliar & John Taylor & Lilia Maliar, 2016. "The Impact of Alternative Transitions to Normalized Monetary Policy," 2016 Meeting Papers 794, Society for Economic Dynamics.
    284. Aleksandar Vasilev, 2013. "On the cost of rent-seeking by government bureaucrats in a Real-Business-Cycle framework," Working Papers 2013_20, Business School - Economics, University of Glasgow.
    285. Julio J. Rotemberg & Michael Woodford, 1994. "Is the Business Cycles a Necessary Consequence of Stochastic Growth?," NBER Working Papers 4650, National Bureau of Economic Research, Inc.
    286. Chang, Yongsung, 2000. "Wages, business cycles, and comparative advantage," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 143-171, August.
    287. Nathan S. Balke & Mark A. Wynne, 1993. "Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior?," Working Papers 9322, Federal Reserve Bank of Dallas.
    288. Gang Gong & Alfred Greiner & Willi Semmler, 2001. "Growth Effects of Fiscal Policy and Debt Sustainability in the EU," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 28(1), pages 3-19, March.
    289. Chang‐Jin Kim & Jeremy M. Piger & Richard Startz, 2007. "The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 187-204, February.
    290. Martin Lettau & Harald Uhlig, 2000. "Can Habit Formation be Reconciled with Business Cycle Facts?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(1), pages 79-99, January.
    291. Ralph Chami & Thomas F. Cosimano & Connel Fullenkamp, 2001. "Capital Trading, Stock Trading, and the Inflation Tax on Equity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 575-606, July.
    292. Punnoose Jacob & Gert Peersman, 2013. "Dissecting the dynamics of the US trade balance in an estimated equilibrium model," Reserve Bank of New Zealand Discussion Paper Series DP2013/04, Reserve Bank of New Zealand.
    293. Uribe, Martin, 1997. "Exchange-rate-based inflation stabilization: The initial real effects of credible plans," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 197-221, July.
    294. John H. Cochrane, 2011. "Discount Rates," NBER Working Papers 16972, National Bureau of Economic Research, Inc.
    295. Restrepo Ochoa, Sergio I. & Vázquez Pérez, Jesús, 2002. "Trend analysis in two standard growth models," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
    296. Jesus Clemente & Antonio Montanes & Montserrat Ponz, 1999. "Are the consumption/output and investment/output ratios stationary? An international analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 687-691.
    297. Sims, Eric, 2016. "What׳s news in News? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 41-60.
    298. Jordi Gali, 2005. "Trends in Hours, Balanced Growth, and the Role of Technology in the Business Cycle," NBER Working Papers 11130, National Bureau of Economic Research, Inc.
    299. Gürkaynak, Refet & Edge, Rochelle, 2010. "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," CEPR Discussion Papers 8158, C.E.P.R. Discussion Papers.
    300. Yi Wen, 2013. "Liquidity and Welfare," 2013 Meeting Papers 204, Society for Economic Dynamics.
    301. Alan C. Stockman & Linda L. Tesar, 1991. "Tastes and technology in a two-country model of the business cycle: explaining international co-movements," Working Papers (Old Series) 9019, Federal Reserve Bank of Cleveland.
    302. Roger E.A. Farmer, 2019. "The Indeterminacy School in Macroeconomics," NBER Working Papers 25879, National Bureau of Economic Research, Inc.
    303. Howitt, Richard E. & Reynaud, Arnaud & Msangi, Siwa & Knapp, Keith C., 2002. "Calibrated Stochastic Dynamic Models for Resource Management," 2002 Annual meeting, July 28-31, Long Beach, CA 19620, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    304. Kremer, Jana, 2004. "Fiscal rules and monetary policy in a dynamic stochastic general equilibrium model," Discussion Paper Series 1: Economic Studies 2004,35, Deutsche Bundesbank.
    305. Schäfer, Andreas, 2002. "Endogenous Growth with Endogenous Fertility and Social Discrimination in Education," Thuenen-Series of Applied Economic Theory 35, University of Rostock, Institute of Economics.
    306. Thomai Filippeli & Konstantinos Theodoridis, 2014. "DSGE Priors for BVAR Models," Working Papers 713, Queen Mary University of London, School of Economics and Finance.
    307. Cellarier, L.L., 2023. "Flexible time horizon planning, learning and aggregate fluctuations," Journal of Economic Behavior & Organization, Elsevier, vol. 215(C), pages 268-291.
    308. Sergio Rebelo, 2005. "Real Business Cycle Models: Past, Present and Future," RCER Working Papers 522, University of Rochester - Center for Economic Research (RCER).
    309. Jean Barthélemy & Guillaume Cléaud, 2011. "Global Imbalances and Imported Disinflation in the Euro Area," Working Papers hal-03461450, HAL.
    310. Francesca Marino, 2016. "The Italian productivity slowdown in a Real Business Cycle perspective," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 63(2), pages 171-193, June.
    311. Offick, Sven & Winkler, Roland, 2013. "Endogenous Firm Entry in an Estimated Model of the U.S. Business Cycle," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79845, Verein für Socialpolitik / German Economic Association.
    312. Rodrigo Suesc�n, 1995. "Growth, Welfare Costs And Aggregate Fluctuations In Economies With Monetary Taxation," Borradores de Economia 2775, Banco de la Republica.
    313. William A. Brock & Blake LeBaron, 1989. "Liquidity Constraints in Production Based Asset Pricing Models," NBER Working Papers 3107, National Bureau of Economic Research, Inc.
    314. Cruz Echevarría, 2015. "Income tax progressivity, growth, income inequality and welfare," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 6(1), pages 43-72, March.
    315. Jiro Kondo & Danielle Li & Dimitris Papanikolaou, 2021. "Trust, Collaboration, and Economic Growth," Management Science, INFORMS, vol. 67(3), pages 1825-1850, March.
    316. Tesfaselassie, Mewael F., 2011. "Trend growth and the dynamic effects of government spending," Kiel Working Papers 1678, Kiel Institute for the World Economy.
    317. Benjamin Bridgman, 2016. "Engines of Leisure," BEA Working Papers 0137, Bureau of Economic Analysis.
    318. Sergio Rebelo, 2005. "Real Business Cycle Models: Past, Present and Future," Scandinavian Journal of Economics, Wiley Blackwell, vol. 107(2), pages 217-238, June.
    319. van Marrewijk, Charles & van der Ploeg, Federick & Verbeek, Jos, 1993. "Is growth bad for the environment? Pollution, abatement, and endogenous growth," Policy Research Working Paper Series 1151, The World Bank.
    320. Michael R. Pakko, 2001. "What happens when the technology growth trend changes?: transition dynamics, capital growth and the \"new economy\"," Working Papers 2001-020, Federal Reserve Bank of St. Louis.
    321. Duranton, Gilles, 2001. "Endogenous labor supply, growth and overlapping generations," Journal of Economic Behavior & Organization, Elsevier, vol. 44(3), pages 295-314, March.
    322. De Gregorio, Jose, 1993. "Inflation, taxation, and long-run growth," Journal of Monetary Economics, Elsevier, vol. 31(3), pages 271-298, June.
    323. George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price, 2019. "Time-varying cointegration and the UK great ratios," Bank of England working papers 789, Bank of England.
    324. Rahul Anand & Eswar S. Prasad, 2010. "Optimal Price Indices for Targeting Inflation Under Incomplete Markets," NBER Working Papers 16290, National Bureau of Economic Research, Inc.
    325. Laurentiu Guinea & Luis A. Puch & Jesús Ruiz, 2019. "News-driven housing booms: Spain vs. Germany," Documentos de Trabajo del ICAE 2019-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    326. Russell Cooper & Joao Ejarque, 1994. "Financial Intermediation and Aggregate Fluctuations: A Quantative Analysis," NBER Working Papers 4819, National Bureau of Economic Research, Inc.
    327. Quaghebeur, Ewoud, 2019. "Learning And The Size Of The Government Spending Multiplier," Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3189-3224, December.
    328. Diego Restuccia & Guillaume Vandenbroucke, 2012. "A Century of Human Capital and Hours," Working Papers tecipa-460, University of Toronto, Department of Economics.
    329. Vasia Panousi & George-Marios Angeletos, 2007. "Revisiting the Supply-Side Effects of Government Spending Under Incomplete Markets," 2007 Meeting Papers 545, Society for Economic Dynamics.
    330. Roberto Blanco & Fernando Restoy, 2007. "Have real interest rates really fallen that much in Spain?," Working Papers 0704, Banco de España.
    331. Gaurav Saroliya, 2007. "The New Keynesian Business Cycle Achievements and Challenges," Discussion Papers 07/20, Department of Economics, University of York.
    332. Dang, Jing & Gillman, Max & Kejak, Michal, 2011. "Real Business Cycles with a Human Capital Investment Sector and Endogenous Growth: Persistence, Volatility and Labor Puzzles," Cardiff Economics Working Papers E2011/8, Cardiff University, Cardiff Business School, Economics Section.
    333. Troy Davig & Andrew T. Foerster, 2014. "Uncertainty and fiscal cliffs," Research Working Paper RWP 14-4, Federal Reserve Bank of Kansas City.
    334. Yum, Minchul, 2018. "On the distribution of wealth and employment," Working Papers 18-03, University of Mannheim, Department of Economics.
    335. Russell Cooper & Andrew John, 2000. "Imperfect competition and macroeconomics : Theory and quantitative implications," Cahiers d'Économie Politique, Programme National Persée, vol. 37(1), pages 289-328.
    336. Jeffrey Campbell, 1998. "Entry, Exit, Embodied Technology, and Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(2), pages 371-408, April.
    337. Kuo‐Hsuan Chin, 2022. "Forecast evaluation of DSGE models: Linear and nonlinear likelihood," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1099-1130, September.
    338. Martin Møller Andreasen, 2008. "Ensuring the Validity of the Micro Foundation in DSGE Models," CREATES Research Papers 2008-26, Department of Economics and Business Economics, Aarhus University.
    339. Liam Graham & Dennis J. Snower, 2008. "Hyperbolic Discounting and the Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 427-448, March.
    340. Aydan Dogan & Timo Bettendorf, 2018. "Revisiting real exchange rate volatility: Non-traded goods and cointegrated tfp Chockse," UB School of Economics Working Papers 2018/375, University of Barcelona School of Economics.
    341. Francis X. Diebold & Lutz Kilian, 1997. "Measuring Predictability: Theory and Macroeconomic Applications," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc.
    342. Weder, Mark, 1998. "Fickle Consumers, Durable Goods, and Business Cycles," Journal of Economic Theory, Elsevier, vol. 81(1), pages 37-57, July.
    343. Ortigueira, Salvador & Santos, Manuel S. & Ladrón de Guevara Martínez, Antonio, 1995. "A two-sector model of endogenous growth with leisure," UC3M Working papers. Economics 4160, Universidad Carlos III de Madrid. Departamento de Economía.
    344. Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," CEPR Discussion Papers 9729, C.E.P.R. Discussion Papers.
    345. Efdal Ulas Misirli, 2018. "Productivity Risk and Industry Momentum," Financial Management, Financial Management Association International, vol. 47(3), pages 739-774, September.
    346. Dario Guarascio & Mario Pianta & Matteo Lucchese & Francesco Bogliacino, 2015. "Business cycles, technology and exports," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 32(2), pages 167-200, August.
    347. Neumärker, Bernhard & Weinel, Jette, 2024. "The implications of UBI on the utility function and tax revenue: Further calibrating of basic income effects," The Constitutional Economics Network Working Papers 01-2024, University of Freiburg, Department of Economic Policy and Constitutional Economic Theory.
    348. Roger E.A. Farmer, 1996. "Money In A Real Business Cycle Model," UCLA Economics Working Papers 757, UCLA Department of Economics.
    349. F. Cerina & X. Raurich, 2023. "Saving Behaviour and the Intergenerational Allocation of Leisure Time," Working Paper CRENoS 202315, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    350. João Valle e Azevedo & Valerio Ercolani, 2012. "The Effects of Public Spending Externalities," Working Papers w201210, Banco de Portugal, Economics and Research Department.
    351. Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "DSGE models for monetary policy analysis," FRB Atlanta CQER Working Paper 2010-02, Federal Reserve Bank of Atlanta.
    352. Narayan, Paresh Kumar, 2008. "An investigation of the behaviour of Australia's business cycle," Economic Modelling, Elsevier, vol. 25(4), pages 676-683, July.
    353. Sandra Daudignon & Oreste Tristani, 2022. "Monetary policy and the drifting natural rate of interest," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 22/1057, Ghent University, Faculty of Economics and Business Administration.
    354. Christian Scholz & Georg Ziemes, 1999. "Exhaustible Resources, Monopolistic Competition, and Endogenous Growth," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 13(2), pages 169-185, March.
    355. Jones, John Bailey, 2002. "Has fiscal policy helped stabilize the postwar U.S. economy?," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 709-746, May.
    356. Tadashi Morita & Takanori Ago & Takatoshi Tabuchi & Kazuhiro Yamamoto, 2015. "Endogenous Labor Supply and International Trade," ERSA conference papers ersa15p853, European Regional Science Association.
    357. Fischer, Carolyn & Springborn, Michael R., 2009. "Emissions Targets and the Real Business Cycle: Intensity Targets versus Caps or Taxes," RFF Working Paper Series dp-09-47, Resources for the Future.
    358. Kögel, Tomas, 2011. "The social cost of carbon on an optimal balanced growth path," Economics Discussion Papers 2011-35, Kiel Institute for the World Economy.
    359. Henning Bohn, 1999. "Should the Social Security Trust Fund Hold Equities," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(3), pages 666-697, July.
    360. Miles S. Kimball & Matthew D. Shapiro, 2008. "Labor Supply: Are the Income and Substitution Effects Both Large or Both Small?," NBER Working Papers 14208, National Bureau of Economic Research, Inc.
    361. Martin Fukac & Adrian R. Pagan, 2010. "Structural macro-econometric modelling in a policy environment," Research Working Paper RWP 10-08, Federal Reserve Bank of Kansas City.
    362. Francesco Busato & Bruno Charini & Enrico Marchetti, 2004. "Indeterminacy, Underground Activities and Tax Evasion," Economics Working Papers 2004-12, Department of Economics and Business Economics, Aarhus University.
    363. Attfield, Cliff & Temple, Jonathan R.W., 2010. "Balanced growth and the great ratios: New evidence for the US and UK," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 937-956, December.
    364. Finn, Mary G., 1995. "Variance properties of Solow's productivity residual and their cyclical implications," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1249-1281.
    365. de Hek, Paul A., 2006. "On taxation in a two-sector endogenous growth model with endogenous labor supply," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 655-685, April.
    366. Canova, Fabio & De Nicolo', Gianni, 1995. "Stock returns and real activity: A structural approach," European Economic Review, Elsevier, vol. 39(5), pages 981-1015, May.
    367. Michael Wickens, 2014. "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," Discussion Papers 14/17, Department of Economics, University of York.
    368. Aadland, David & Bailey, DeeVon & Feng, Shelly, 2000. "A Theoretical And Empirical Investigation Of The Supply Response In The U.S. Beef-Cattle Industry," 2000 Annual meeting, July 30-August 2, Tampa, FL 21887, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    369. John Bailey Jones & Sohini Sahu, 2008. "Transition Accounting for India in a Multi-Sector Dynamic General Equilibrium Model," Discussion Papers 08-03, University at Albany, SUNY, Department of Economics.
    370. Zbigniew Kuchta & Katarzyna Piłat, 2010. "Zastosowanie modelu realnego cyklu koniunkturalnego Hansena do gospodarki Polski," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 11-12, pages 19-39.
    371. Sunghyun H. Kim & Jinill Kim, 2004. "Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation," Econometric Society 2004 Far Eastern Meetings 399, Econometric Society.
    372. Xu, Juanyi, 2011. "The optimal currency basket under vertical trade," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1323-1340.
    373. Kim, Jongsoo & Kim, Kwang Hwan & Shim, Myungkyu, 2023. "Are all economic fluctuations bad for consumers?," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
    374. Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2007. "RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence," Reserve Bank of New Zealand Discussion Paper Series DP2007/15, Reserve Bank of New Zealand.
    375. Cooley, Thomas F. & Henriksen, Espen & Nusbaum, Charlie, 2024. "Demographic obstacles to European growth," European Economic Review, Elsevier, vol. 169(C).
    376. Kliem, Martin & Uhlig, Harald, 2013. "Bayesian estimation of a DSGE model with asset prices," Discussion Papers 37/2013, Deutsche Bundesbank.
    377. Stéphane Auray & Aurélien Eyquem & Fréderic Jouneau-Sion, 2012. "Wars as Large Depreciation Shocks," Working Papers 2012-30, Center for Research in Economics and Statistics.
    378. Christoph Görtz & Afrasiab Mirza, 2014. "On the Applicability of Global Approximation Methods for Models with Jump Discontinuities in Policy Functions," CESifo Working Paper Series 4837, CESifo.
    379. Gustavo A. Marrero & Alfonso Novales, 2003. "Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital," Documentos de Trabajo del ICAE 0303, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    380. Kazuo Mino, 2017. "Sunspot-Driven Business Cycles: An Overview," KIER Working Papers 973, Kyoto University, Institute of Economic Research.
    381. Alfonso Novales & Jesús Ruiz, 2001. "Dynamic Laffer Curves," Documentos de Trabajo del ICAE 0106, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    382. Russell Cooper & John Haltiwanger, 1993. "Evidence on Macroeconomic Complementarities," NBER Working Papers 4577, National Bureau of Economic Research, Inc.
    383. Gary D. Hansen, 1989. "Technical Progress and Aggregate Fluctuations," UCLA Economics Working Papers 546, UCLA Department of Economics.
    384. Been‐Lon Chen & Shun‐Fa Lee & Xavier Raurich, 2020. "Non‐separable utilities and aggregate instability," International Journal of Economic Theory, The International Society for Economic Theory, vol. 16(2), pages 222-237, June.
    385. Pierre-Daniel G. Sarte, 2006. "Stark optimal fiscal policies and sovereign lending," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 92(Fall), pages 337-352.
    386. Martin Boileau & Michel Normandin, 2001. "Labor Hoarding, Superior Information and Business Cycle Dynamics," Cahiers de recherche CREFE / CREFE Working Papers 129, CREFE, Université du Québec à Montréal.
    387. Gottlieb, Charles & Onken, Joern & Valladares-Esteban, Arnau, 2021. "On the measurement of the elasticity of labour," European Economic Review, Elsevier, vol. 139(C).
    388. Vasilev, Aleksandar, 2016. "US Health and Aggregate Fluctuations," EconStor Preprints 144584, ZBW - Leibniz Information Centre for Economics.
    389. Steven P. Cassou & Kevin J. Lansing, 1996. "Welfare, stabilization, or growth: a comparison of different fiscal objectives," Working Papers (Old Series) 9614, Federal Reserve Bank of Cleveland.
    390. Joel Wagner, 2015. "The Endogenous Relative Price of Investment," Staff Working Papers 15-30, Bank of Canada.
    391. Güneş Kamber & Chris McDonald & Nicholas Sander & Konstantinos Theodoridis, 2015. "A structural model for policy analysis and forecasting: NZSIM," Reserve Bank of New Zealand Discussion Paper Series DP2015/05, Reserve Bank of New Zealand.
    392. Bianca De Paoli, Alasdair Scott, Olaf Weeken, 2007. "Asset pricing implications for a New Keynesian model," Money Macro and Finance (MMF) Research Group Conference 2006 156, Money Macro and Finance Research Group.
    393. Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015. "Energy Business Cycles," Cardiff Economics Working Papers E2015/19, Cardiff University, Cardiff Business School, Economics Section.
    394. Stephanie Schmitt-Grohe & Martin Uribe, 2004. "Optimal Simple and Implementable Monetary and Fiscal Rules," NBER Working Papers 10253, National Bureau of Economic Research, Inc.
    395. Michael A. Kouparitsas, 1997. "A dynamic macroeconomic analysis of NAFTA," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 21(Jan), pages 14-35.
    396. Ilaski Barañano & M. Paz Moral, 2003. "Output dynamics in an endogenous growth model," Economics Bulletin, AccessEcon, vol. 5(15), pages 1-13.
    397. Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," Working Paper 2006/01, Norges Bank.
    398. O Okiti, 2003. "A Dynamic General Equilibrium Model with Terms of Trade Shocks: A Small Open Economy Case," Economics Discussion Paper Series 0333, Economics, The University of Manchester.
    399. Richard W. Evans & Kerk L. Phillips, 2018. "Advantages of an Ellipse when Modeling Leisure Utility," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 513-533, March.
    400. Lester, Robert & Pries, Michael & Sims, Eric, 2014. "Volatility and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 17-36.
    401. Grossmann Martin & Lang Markus & Dietl Helmut, 2011. "Transitional Dynamics in a Tullock Contest with a General Cost Function," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 11(1), pages 1-26, August.
    402. Andrés Sagner, 2010. "Implied Probability Distribution in Financial Options," Working Papers Central Bank of Chile 597, Central Bank of Chile.
    403. Andres Fernandez & Felipe Meza, 2011. "Labor, Output and Consumption in Business Cycle Models of Emerging Economies: A Comment," Working Papers 1106, Centro de Investigacion Economica, ITAM.
    404. Michael R. Pakko, 2005. "Changing technology trends, transition dynamics and growth accounting," Working Papers 2000-014, Federal Reserve Bank of St. Louis.
    405. Karl Whelan, 2003. "A two-sector approach to modeling U.S. NIPA data," Open Access publications 10197/203, School of Economics, University College Dublin.
    406. Marvin Goodfriend, 2007. "How the World Achieved Consensus on Monetary Policy," Journal of Economic Perspectives, American Economic Association, vol. 21(4), pages 47-68, Fall.
    407. Christian Bayer & Benjamin Born & Ralph Luetticke, 2021. "The Liquidity Channel of Fiscal Policy," ifo Working Paper Series 351, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    408. Gallen, Trevor S. & Winston, Clifford, 2021. "Transportation capital and its effects on the U.S. economy: A general equilibrium approach," Journal of Macroeconomics, Elsevier, vol. 69(C).
    409. Johannes Huber, 2022. "An Augmented Steady-State Kalman Filter to Evaluate the Likelihood of Linear and Time-Invariant State-Space Models," Discussion Paper Series 343, Universitaet Augsburg, Institute for Economics.
    410. Dey, Jaya & Tsai, Yi-Chan, 2012. "Explaining the durable goods co-movement puzzle with non-separable preferences: a bayesian approach," MPRA Paper 57805, University Library of Munich, Germany.
    411. Michael A. Kouparitsas, 1997. "Why do countries pursue bilateral trade agreements: a case study of North America," Working Paper Series, Macroeconomic Issues WP-97-20, Federal Reserve Bank of Chicago.
    412. Andrei Polbin & Sergey Drobyshevsky, 2014. "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
    413. Helge Braun & Björn Brügemann, 2017. "Welfare Effects of Short-Time Compensation," Tinbergen Institute Discussion Papers 17-010/VI, Tinbergen Institute.
    414. Keen Meng Choy & Ichiro Sugimoto, 2013. "Trade, the Staple Theory of Growth, and Fluctuations in Colonial Singapore, 1900–39," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 53(2), pages 121-145, July.
    415. Gantert, Konstantin, 2022. "The Impact of Active Aggregate Demand on Utilization-Adjusted TFP," VfS Annual Conference 2022 (Basel): Big Data in Economics 264103, Verein für Socialpolitik / German Economic Association.
    416. Rodríguez-López, Jesús & Solis-Garcia, Mario, 2024. "On the decline in the magnitude of the expenditure multiplier," Macroeconomic Dynamics, Cambridge University Press, vol. 28(6), pages 1313-1345, September.
    417. Barañano, Ilaski & San Martín, Marta, 2020. "On the indeterminacy of equilibrium in an endogenous growth model with non-separable preferences," Mathematical Social Sciences, Elsevier, vol. 108(C), pages 81-89.
    418. Pyung Kun Chu, 2021. "Forecasting Recessions with Financial Variables and Temporal Dependence," Economies, MDPI, vol. 9(3), pages 1-14, August.
    419. Sarte, Pierre-Daniel G., 1997. "Progressive taxation and income inequality in dynamic competitive equilibrium," Journal of Public Economics, Elsevier, vol. 66(1), pages 145-171, October.
    420. Marianne Baxter & Robert G. King, 1991. "Productive externalities and business cycles," Discussion Paper / Institute for Empirical Macroeconomics 53, Federal Reserve Bank of Minneapolis.
    421. Fatás, Antonio & Cerra, Valerie & Saxena, Sweta, 2020. "Hysteresis and Business Cycles," CEPR Discussion Papers 14531, C.E.P.R. Discussion Papers.
    422. Rebelo, Sérgio & Jaimovich, Nir, 2007. "News and Business Cycles in Open Economies," CEPR Discussion Papers 6520, C.E.P.R. Discussion Papers.
    423. Yi Wen, 2006. "Granger causality and equilibrium business cycle theory," Working Papers 2005-038, Federal Reserve Bank of St. Louis.
    424. Harold L. Cole & Lee E. Ohanian, 1999. "The Great Depression in the United States from a neoclassical perspective," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 23(Win), pages 2-24.
    425. Woon Gyu Choi, 2007. "Measuring Interest Rates as Determined by Thrift and Productivity," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 167-195, May.
    426. Valentina Corradi & Norman R. Swanson, 2003. "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Departmental Working Papers 200320, Rutgers University, Department of Economics.
    427. Tournemaine, Frederic & Tsoukis, Christopher, 2008. "Relative consumption, relative wealth and growth," Economics Letters, Elsevier, vol. 100(2), pages 314-316, August.
    428. Kilponen, Juha, 2009. "Euler consumption equation with non-separable preferences over consumption and leisure and collateral constraints," Bank of Finland Research Discussion Papers 9/2009, Bank of Finland.
    429. Hinterlang, Natascha & Jäger, Marius & Stähler, Nikolai & Strobel, Johannes, 2024. "On curbing the rise in energy prices: An examination of different mitigation approaches," Discussion Papers 09/2024, Deutsche Bundesbank.
    430. Blankenau, William & Ayhan Kose, M. & Yi, Kei-Mu, 2001. "Can world real interest rates explain business cycles in a small open economy?," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 867-889, June.
    431. Schlegel, Christoph, 2004. "Analytical and Numerical Solution of a Poisson RBC model," Dresden Discussion Paper Series in Economics 05/04, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
    432. Jim Malley & Anton Muscatelli & Ulrich Woitek, 1999. "Real Business Cycles or Sticky Prices? The Impact of Technology Shocks on US Manufacturing," Working Papers 1999_15, Business School - Economics, University of Glasgow.
    433. Valentina Corradi & Norman R. Swanson, 2003. "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers 200322, Rutgers University, Department of Economics.
    434. Mossadak, Anas, 2013. "Monetary and Fiscal Policy in an Estimated DSGE Model for Morocco," MPRA Paper 104579, University Library of Munich, Germany, revised 2013.
    435. Jorge A. Fornero, 2010. "Ricardian Equivalence Proposition in a NK DSGE Model for two Large Economies: The EU and the US," Working Papers Central Bank of Chile 563, Central Bank of Chile.
    436. Kollmann, Robert, 1991. ""Essays on International Business Cycles", PhD thesis, Economics Department, University of Chicago, 1991," MPRA Paper 69905, University Library of Munich, Germany.
    437. Alessandro Cologni & Matteo Manera, 2011. "Exogenous Oil Shocks, Fiscal Policy and Sector Reallocations in Oil Producing Countries," Working Papers 2011.55, Fondazione Eni Enrico Mattei.
    438. Vijverberg, Chu-Ping C., 2004. "An empirical financial accelerator model: Small firms' investment and credit rationing," Journal of Macroeconomics, Elsevier, vol. 26(1), pages 101-129, March.
    439. Juan Carlos Aquino & N. R. Ramírez-Rondán, 2020. "Estimating factor shares from nonstationary panel data," Empirical Economics, Springer, vol. 58(5), pages 2353-2380, May.
    440. Charles I. Plosser, 1992. "The search for growth," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 57-86.
    441. Bednar, W.L. & Pretnar, Nick, 2023. "Structural Change with Time to Consume," MPRA Paper 118167, University Library of Munich, Germany.
    442. Liu, G. & Gupta, R. & Schaling, E., 2008. "Forecasting the South African Economy : A DSGE-VAR Approach," Other publications TiSEM adfaca2d-b9dd-4548-93d0-3, Tilburg University, School of Economics and Management.
    443. Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2019. "Fiscal Policy Multipliers In An Rbc Model With Learning," Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 240-283, January.
    444. Michiru Sakane, 2010. "News-Driven International Business Cycles: Effects of the US News Shock on the Canadian Economy," Global COE Hi-Stat Discussion Paper Series gd09-129, Institute of Economic Research, Hitotsubashi University.
    445. Paul Romer & Roberto Samaniego & Remi Jedwab & Asif M. Islam, 2025. "Scars of pandemics from lost schooling and experience: aggregate implications and gender differences through the lens of COVID-19," Journal of Economic Growth, Springer, vol. 30(1), pages 1-47, March.
    446. Andre Silva & Bernardino Adao, 2012. "Debt Financing," 2012 Meeting Papers 577, Society for Economic Dynamics.
    447. Linnemann, Ludger, 2009. "Macroeconomic effects of shocks to public employment," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 252-267, June.
    448. Yoon Joo Jo & Sarah Zubairy, 2025. "State-Dependent Government Spending Multipliers: Downward Nominal Wage Rigidity and Sources of Business Cycle Fluctuations," American Economic Journal: Macroeconomics, American Economic Association, vol. 17(1), pages 379-413, January.
    449. Céline Poilly & Fabien Tripier, 2025. "Regional trade policy uncertainty," Post-Print hal-05067044, HAL.
    450. de Groot, Oliver & Holm-Hadulla, Fédéric & Leiner-Killinger, Nadine, 2015. "Cost of borrowing shocks and fiscal adjustment," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 23-48.
    451. Rui Wang, 2019. "Unconventional Monetary Policy in Japan: Empirical Evidence from Estimated Shadow Rate DSGE Model," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-29, June.
    452. Jaccard, Ivan & Smets, Frank, 2017. "Structural asymmetries and financial imbalances in the eurozone," Working Paper Series 2076, European Central Bank.
    453. Crowley, Patrick M. & Hudgins, David, 2015. "Euro area monetary and fiscal policy tracking design in the time-frequency domain," Bank of Finland Research Discussion Papers 12/2015, Bank of Finland.
    454. Gustavo A. Marrero, 2004. "The public investment rule in a simple endogenous endogenous growth model with public capital: active or pasive?," Documentos de Trabajo del ICAE 0401, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    455. Boucekkine, Raouf & Fagnart, Jean-Francois, 1996. "Solving recent RBC models using linearization: further reserves," UC3M Working papers. Economics 3975, Universidad Carlos III de Madrid. Departamento de Economía.
    456. Lettau, Martin & Gong, Gang & Semmler, Willi, 2001. "Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions," Journal of Economic Behavior & Organization, Elsevier, vol. 44(1), pages 85-103, January.
    457. Evers, Michael P., 2012. "Federal fiscal transfer rules in monetary unions," European Economic Review, Elsevier, vol. 56(3), pages 507-525.
    458. Suparna Chakraborty, 2005. "Real Estate Prices, Borrowing Constraints and Business Cycles -A Study of the Japanese Economy," Macroeconomics 0504012, University Library of Munich, Germany.
    459. Raffo, Andrea, 2010. "Technology Shocks: Novel Implications for International Business Cycles," CEPR Discussion Papers 7980, C.E.P.R. Discussion Papers.
    460. René Lalonde & Dirk Muir, 2007. "The Bank of Canada's Version of the Global Economy Model (BoC-GEM)," Technical Reports 98, Bank of Canada.
    461. Ondra Kamenik & Michael Kumhof, 2014. "Trade Openness and Exchange Rate Regimes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1657-1686, December.
    462. Mariano Kulish & Nadine Yamout, 2024. "The Fiscal Arithmetic of a Slowdown in Trend Growth," Working Papers 308, Red Nacional de Investigadores en Economía (RedNIE).
    463. Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2010. "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," NBER Working Papers 16401, National Bureau of Economic Research, Inc.
    464. Benassy, Jean-Pascal, 1995. "Money and wage contracts in an optimizing model of the business cycle," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 303-315, April.
    465. Enders, Zeno, 2010. "Heterogeneous consumers, segmented asset markets, and the effects of monetary policy," Bonn Econ Discussion Papers 08/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
    466. Mark Bils & Yongsung Chang, 1999. "Wages and the Allocation of Hours and Effort," NBER Working Papers 7309, National Bureau of Economic Research, Inc.
    467. Richard Jenner, 2004. "Real Wages, Business Cycles and New Production Patterns," Small Business Economics, Springer, vol. 23(5), pages 441-452, November.
    468. Ahmat Jidoud, 2015. "Remittances and Macroeconomic Volatility in African Countries," IMF Working Papers 2015/049, International Monetary Fund.
    469. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
    470. Riccardo DiCecio, 2008. "Comovement: it's not a puzzle," 2008 Meeting Papers 884, Society for Economic Dynamics.
    471. Tomi T. Kortela, 2011. "On the costs of disability insurance," 2011 Meeting Papers 445, Society for Economic Dynamics.
    472. Perri, Fabrizio, 2001. "The role of fiscal policy in Japan: a quantitative study," Japan and the World Economy, Elsevier, vol. 13(4), pages 387-404, December.
    473. Yongseung Jung & Tack Yun, 2013. "Inventory Investment and the Empirical Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 201-231, February.
    474. Blanco-Arroyo, Omar & Ruiz-Buforn, Alba & Vidal-Tomás, David & Alfarano, Simone, 2019. "Empresas granulares y desagregación regional: un análisis del caso español [Granular firms and regional disaggregation: an analysis of the Spanish case]," MPRA Paper 93913, University Library of Munich, Germany.
    475. Susanto Basu & John G. Fernald, 2009. "What do we know (and not know) about potential output?," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 187-214.
    476. Beth Ingram & Eric M. Leeper, 1990. "Post econometric policy evaluation: a critique," International Finance Discussion Papers 393, Board of Governors of the Federal Reserve System (U.S.).
    477. Kumar, Anshul, 2023. "A basic two-sector new Keynesian DSGE model of the Indian economy," MPRA Paper 115863, University Library of Munich, Germany.
    478. Martin Boileau & Michel Normandin, 1999. "Capacity Utilization and the Dynamics of Business Cycle Fluctuations," Cahiers de recherche CREFE / CREFE Working Papers 92, CREFE, Université du Québec à Montréal.
    479. Thuy Lan Nguyen & Wataru Miyamoto, 2014. "News shocks and Business cycles: Evidence from forecast data," 2014 Meeting Papers 259, Society for Economic Dynamics.
    480. Wolfgang Maennig & Viktoria C. E. Schumann, 2022. "Prevention Effect of News Shocks in Anti-Doping Policies," Journal of Sports Economics, , vol. 23(4), pages 431-459, May.
    481. Pittel Karen, 2005. "Diskontraten: Endogen oder nicht endogen? / Disounting: Endogenous or not Endogenous?: Eine umweltrelevante Fragestellung / Implications for the Environment," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(4), pages 441-458, August.
    482. Michael Gail, 2001. "Persistency and Money Demand Distortions in a Stochastic DGE Model with Sticky Prices," Volkswirtschaftliche Diskussionsbeiträge 96-01, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, revised 14 Feb 2003.
    483. Huang, Guangming, 2025. "Creating and Stabilizing an Enormous Bubble Economy Similar to the Great Depression," MPRA Paper 123911, University Library of Munich, Germany.
    484. Patrick Artus & François Lecointe, 1993. "Quelle est la configuration des cycles aux États-Unis ? Une modélisation dynamique traditionnelle," Économie et Prévision, Programme National Persée, vol. 107(1), pages 1-14.
    485. Marianne Baxter & Mario J. Crucini, 1992. "Business cycles and the asset structure of foreign trade," Discussion Paper / Institute for Empirical Macroeconomics 59, Federal Reserve Bank of Minneapolis.
    486. Peter Kugler, 1991. "Growth, exports and cointegration: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 127(1), pages 73-82, March.
    487. Maliar, Serguei & Tsener, Inna, 2020. "Capital-Skill Complementarity and Inequality: Twenty Years After," CEPR Discussion Papers 15228, C.E.P.R. Discussion Papers.
    488. Terence D. Agbeyegbe, 2023. "The Link Between Output Growth and Output Growth Volatility: Barbados," Annals of Data Science, Springer, vol. 10(3), pages 787-804, June.
    489. Yariv, Leeat & Jackson, Matthew O., 2018. "The Non-Existence of Representative Agents," CEPR Discussion Papers 13397, C.E.P.R. Discussion Papers.
    490. Kuchta,, Zbigniew & Piłat, Katarzyna, . "Zastosowanie modelu realnego cyklu koniunkturalnego Hansena do gospodarki Polski," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2010(11-12).
    491. Wataru Miyamoto & Thuy Lan Nguyen, 2017. "Understanding the Cross-Country Effects of US Technology Shocks," Staff Working Papers 17-23, Bank of Canada.
    492. David K. Backus & Mario J. Crucini, 1998. "Oil Prices and the Terms of Trade," NBER Working Papers 6697, National Bureau of Economic Research, Inc.
    493. Maria Bejan, 2011. "Trade Agreements and International Comovements: the Case of NAFTA (North American Free Trade Agreement)," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(4), pages 667-685, October.
    494. Deniz Nebioglu & Ayca Ebru Giritligil, 2018. "Wealth Effects and Labor Supply: An Experimental Study," BELIS Working Papers 2018-01, BELIS, Istanbul Bilgi University.
    495. Kei-Mu Yi, 2000. "Can vertical specialization explain the growth of world trade?," Staff Reports 96, Federal Reserve Bank of New York.
    496. Mario J. Crucini & Mototsugu Shintani, 2010. "Measuring Business Cycles by Saving for a Rainy Day," NBER Working Papers 16075, National Bureau of Economic Research, Inc.
    497. Dongya Koh & Raül Santaeulàlia-Llopis, 2017. "Countercyclical Elasticity of Substitution," Working Papers 946, Barcelona School of Economics.
    498. DJINKPO, Medard, 2019. "A DSGE model for Fiscal Policy Analysis in The Gambia," MPRA Paper 97874, University Library of Munich, Germany, revised 30 Dec 2019.
    499. Martin Uribe, 1996. "Comparing the welfare costs and the initial dynamics of alternative temporary stabilization policies," International Finance Discussion Papers 539, Board of Governors of the Federal Reserve System (U.S.).
    500. Kindy R. Sjahrir, 2018. "Dynamic Stochastic General Equilibrium With Financial Accelerator: The Case Of Indonesia," Working Papers in Economics and Development Studies (WoPEDS) 201806, Department of Economics, Padjadjaran University, revised Dec 2018.
    501. Thomas A. Lubik & Pierre-Daniel G. Sarte & Felipe Schwartzman, 2014. "What Inventory Behavior Tells Us About How Business Cycles Have Changed," Working Paper 14-6, Federal Reserve Bank of Richmond.
    502. Boivin, J. & Giannoni, M., 2007. "DSGE Models in a Data-Rich Environment," Working papers 162, Banque de France.
    503. Marrero, Gustavo A., 2008. "Revisiting The Optimal Stationary Public Investment Policy In Endogenous Growth Economies," Macroeconomic Dynamics, Cambridge University Press, vol. 12(2), pages 172-194, April.
    504. Alok Johri & Christopher Gunn, 2009. "News and knowledge capital," 2009 Meeting Papers 763, Society for Economic Dynamics.
    505. Chen-Min Hsu, 1995. "Debt Financing, Public Investment, and Economic Growth in Taiwan," NBER Chapters, in: Growth Theories in Light of the East Asian Experience, pages 129-151, National Bureau of Economic Research, Inc.
    506. Kevin Moran & Veronika Dolar, 2002. "Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data," Staff Working Papers 02-18, Bank of Canada.
    507. Langot, François & Pizzo, Alessandra, 2019. "Accounting for labor gaps," European Economic Review, Elsevier, vol. 118(C), pages 312-347.
    508. Jagoda Kaszowska-Mojsa & Przemyslaw Wlodarczyk, 2020. "To freeze or not to freeze? Epidemic prevention and control in the DSGE model with agent-based epidemic component," Lodz Economics Working Papers 3/2020, University of Lodz, Faculty of Economics and Sociology.
    509. Christian Calmès & Raymond Théoret, 2009. "The Non-Convexity Issues in a Limited-Commitment Economy," RePAd Working Paper Series UQO-DSA-wp012009, Département des sciences administratives, UQO.
    510. Michael Wickens, 2015. "How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics," Manchester School, University of Manchester, vol. 83, pages 60-82, December.
    511. Escañuela Romana, Ignacio, 2016. "Randomness, Determinism and Undecidability in the Economic cycle Theory," MPRA Paper 74646, University Library of Munich, Germany.
    512. Weiske, Sebastian, 2019. "Population growth, the natural rate of interest, and inflation," Working Papers 03/2019, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    513. Thierry Betti, 2014. "Assessing The Effects of Public Expenditure Shocks on the Labor Market in the Euro-Area," Working Papers of BETA 2014-21, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    514. Tortorice, Daniel L, 2018. "The business cycle implications of fluctuating long run expectations," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 266-291.
    515. Cooper, Russell & Ejarque, Joao, 1995. "Financial intermediation and the Great Depression: a multiple equilibrium interpretation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 43(1), pages 285-323, December.
    516. Karanassou, Marika & Sala, Héctor & Snower, Dennis J., 2005. "A reappraisal of the inflation-unemployment tradeoff," Open Access Publications from Kiel Institute for the World Economy 3457, Kiel Institute for the World Economy.
    517. Martin D. Dietz & Christian Keuschnigg, 2003. "Corporate Income Tax Reform in Switzerland," University of St. Gallen Department of Economics working paper series 2003 2003-07, Department of Economics, University of St. Gallen.
    518. Robert G. King & Charles I. Plosser, 1989. "Real Business Cycles and the Test of the Adelmans," NBER Working Papers 3160, National Bureau of Economic Research, Inc.
    519. Poilly, Céline & Anna, Beliansk & Eyquem, Aurélien, 2021. "The Transmission Channels of Government Spending Uncertainty," CEPR Discussion Papers 15894, C.E.P.R. Discussion Papers.
    520. Danthine, Jean-Pierre & Kurmann, Andre, 2002. "Fair Wages in a New Keynesian Model of the Business Cycle," CEPR Discussion Papers 3423, C.E.P.R. Discussion Papers.
    521. Stefano Eusepi & Bruce Preston, 2008. "Expectations, Learning and Business Cycle Fluctuations," NBER Working Papers 14181, National Bureau of Economic Research, Inc.
    522. John F. Helliwell, 1992. "Trade and Technical Progress," NBER Working Papers 4226, National Bureau of Economic Research, Inc.
    523. Nobuyuki Oda & Takashi Suzuki, 2007. "A Macro-Finance Analysis of the Term Structure and Monetary Policy in Japan: Using a Model with Time-Variant Equilibrium Rates of Real Interest and Inflation and with the Zero Lower Bound of Nominal Interest Rates," Bank of Japan Working Paper Series 07-E-17, Bank of Japan.
    524. Hinterlang, Natascha & Jäger, Marius & Stähler, Nikolai & Strobel, Johannes, 2025. "Transfers or subsidies? Comparing mitigation strategies for energy price shocks in a production network model," Economic Modelling, Elsevier, vol. 152(C).
    525. John Laitner & Daniel Silverman, 2006. "Consumption, Retirement, and Social Security: Evaluating the Efficiency of Reform with a Life-Cycle Model," Working Papers wp142, University of Michigan, Michigan Retirement Research Center.
    526. Crowley, Patrick M. & Hughes Hallett, Andrew, 2015. "Great moderation or “Will o’ the Wisp”? A time–frequency decomposition of GDP for the US and UK," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 82-97.
    527. Szilard Benk & Tamas Csabafi & Jing Dang & Max Gillman & Michal Kejak, 2016. "Tuning in RBC Growth Spectra," IMF Working Papers 2016/215, International Monetary Fund.
    528. Kalulumia, Pene & Nyankiye, Francine, 2000. "Labor Adjustment Costs, Macroeconomic Shocks and Real Business Cycles in a Small Open Economy," Journal of Macroeconomics, Elsevier, vol. 22(4), pages 671-694, October.
    529. Dudley, L., 1980. "Macroeconomic Interdependence and the Terms of Trade," Cahiers de recherche 8014, Universite de Montreal, Departement de sciences economiques.
    530. Rodrigo Suesc�n M., 1997. "Commodity booms,dutch disease,and real business cycles in a small open economy: The case of coffee in Colombia," Borradores de Economia 2164, Banco de la Republica.
    531. Franz Hamann, 2002. "Sovereign Risk and Macroeconomic Fluctuations," Borradores de Economia 225, Banco de la Republica de Colombia.
    532. Yue Ma & Guy Meredith & Matthew S. Yiu, 2002. "A Currency Board Model of Hong Kong," Working Papers 012002, Hong Kong Institute for Monetary Research.
    533. Erik Britton & Jens D J Larsen & Ian Small, 2000. "Imperfect competition and the dynamics of mark-ups," Bank of England working papers 110, Bank of England.
    534. Adam Elbourne & Debby Lanser & Bert Smid & Martin Vromans, 2008. "Macroeconomic resilience in a DSGE model," CPB Discussion Paper 96, CPB Netherlands Bureau for Economic Policy Analysis.
    535. Antoine d'Autume, 1992. "Coïntégration et modèles dynamiques," Économie et Prévision, Programme National Persée, vol. 106(5), pages 71-83.
    536. Enders, Zeno, 2017. "Heterogeneous consumers, segmented asset markets, and the real effects of monetary policy," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168227, Verein für Socialpolitik / German Economic Association.
    537. Emmet Hall-Hoffarth, 2022. "Causal Discovery of Macroeconomic State-Space Models," Papers 2204.02374, arXiv.org.
    538. Yongsung Chang & Sun-Bin Kim, 2003. "From individual to aggregate labor supply : a quantitative analysis based on a heterogeneous agent macroeconomy," Working Paper 03-05, Federal Reserve Bank of Richmond.
    539. Graham, Liam, 2008. "Consumption habits and labor supply," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 382-395, March.
    540. Hyeon-Seung Huh, 2013. "A Monte Carlo test for the identifying assumptions of the Blanchard and Quah (1989) model," Applied Economics Letters, Taylor & Francis Journals, vol. 20(6), pages 601-605, April.
    541. GUERRON-QUINTANA, Pablo A. & JINNAI, Ryo & 陣内, 了, 2015. "Financial Frictions, Trends, and the Great Recession," Discussion paper series HIAS-E-14, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    542. Peter N. Ireland, 2004. "Technology Shocks in the New Keynesian Model," The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 923-936, November.
    543. Burkhard Heer & Alfred Maußner, 2013. "Asset Returns, the Business Cycle and the Labor Market," German Economic Review, Verein für Socialpolitik, vol. 14(3), pages 372-397, August.
    544. Feldkord, Eva-Ulrike, 2005. "On the relevance of monetary aggregates in monetary policy models," HWWA Discussion Papers 317, Hamburg Institute of International Economics (HWWA).
    545. Borenstein, Eliezer & Elkayam, David, 2013. "The equity premium in a small open economy, and an application to Israel," MPRA Paper 43909, University Library of Munich, Germany.
    546. Yongseung Jung, 2022. "Inspecting Business Cycles in Korea through the Lens of the TANK Model," Korean Economic Review, Korean Economic Association, vol. 38, pages 109-139.
    547. Kollmann, Robert, 1996. "Incomplete asset markets and the cross-country consumption correlation puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 20(5), pages 945-961, May.
    548. Tsuzuki, Eiji & Inoue, Tomohiro, 2011. "Technological change and monetary policy in a sticky-price model," Research in Economics, Elsevier, vol. 65(3), pages 180-194, September.
    549. Michael Dotsey & Robert G. King, 1988. "Rational expectations business cycle models: a survey," Economic Review, Federal Reserve Bank of Richmond, vol. 74(Mar), pages 3-15.
    550. Angeletos, George-Marios & Panousi, Vasia, 2009. "Revisiting the supply side effects of government spending," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 137-153, March.
    551. Ireland, Peter N., 2001. "Technology shocks and the business cycle: On empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 25(5), pages 703-719, May.
    552. Meng, Qinglai & Yip, Chong Kee, 2008. "On indeterminacy in one-sector models of the business cycle with factor-generated externalities," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 97-110, March.
    553. Miguel Santos, 2016. "The Right Fit for the Wrong Reasons: Real Business Cycle in an Oil-dependent Economy," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 53(1), pages 61-94, December.
    554. Przemysław Włodarczyk, 2018. "Rynek pracy w modelu nowej syntezy neoklasycznej ze sztywnościami płac nominalnych," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 51-92.
    555. Marvin Goodfriend & Robert G. King, 2001. "The Case for Price Stability," NBER Working Papers 8423, National Bureau of Economic Research, Inc.
    556. Fullerton, Don & Kim, Seung-Rae, 2008. "Environmental investment and policy with distortionary taxes, and endogenous growth," Journal of Environmental Economics and Management, Elsevier, vol. 56(2), pages 141-154, September.
    557. Phillips, Kerk L., 2017. "Solving and simulating unbalanced growth models using linearization about the current state," Economics Letters, Elsevier, vol. 151(C), pages 35-38.
    558. Luis Fernando Melo Velandia & Alvaro Jos� Riascos Villegas, 2004. "Sobre los Efectos de la Pol�tica Monetaria en Colombia," Borradores de Economia 3511, Banco de la Republica.
    559. Wang, Peng-fei & Wen, Yi, 2004. "Another Look at Sticky Prices and Output Persistence," Working Papers 04-19, Cornell University, Center for Analytic Economics.
    560. Stephen Millard & Andrew Scott & Marianne Sensier, 1999. "Business cycles and the labour market can theory fit the facts?," Bank of England working papers 93, Bank of England.
    561. Enrique Martínez García, 2007. "A monetary model of the exchange rate with informational frictions," Globalization Institute Working Papers 02, Federal Reserve Bank of Dallas.
    562. Mark Gertler, 1997. "Government Debt and Social Security in a Life-Cycle Economy," NBER Working Papers 6000, National Bureau of Economic Research, Inc.
    563. Dmitriev, Alexandre, 2017. "Composite habits and international transmission of business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 1-34.
    564. Jean-Olivier Hairault, 2002. "Labor-Market Search and International Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(3), pages 535-558, July.
    565. Shen, Wenyi & Yang, Shu-Chun S., 2018. "Downward nominal wage rigidity and state-dependent government spending multipliers," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 11-26.
    566. Olson, Lars J. & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics.
    567. R. Lahiri, 1998. "The Inflation Tax, Variable Time Preference, and the Business Cycle," Economics Discussion / Working Papers 98-04, The University of Western Australia, Department of Economics.
    568. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011. "How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2078-2104.
    569. Deák, Szabolcs & Levine, Paul & Pham, Son T., 2024. "Simple mandates, monetary rules, and trend-inflation," Macroeconomic Dynamics, Cambridge University Press, vol. 28(4), pages 757-790, June.
    570. Mark Weder, 2005. "Indeterminacy Revisited: Variable Capital Utilization and Returns to Scale," School of Economics and Public Policy Working Papers 2005-12, University of Adelaide, School of Economics and Public Policy.
    571. Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2012. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 734, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    572. Mulraine, Millan L. B., 2006. "Real Exchange Rate Dynamics With Endogenous Distribution Costs," MPRA Paper 9, University Library of Munich, Germany.
    573. Chadha, J.S. & Nolan, C., 2001. "Supply Shocks and the ‘Natural Rate of Interest': an Exploration," Cambridge Working Papers in Economics 0103, Faculty of Economics, University of Cambridge.
    574. Schaling, Eric & Tesfaselassie, Mewael F., 2017. "A Note On Trend Growth And Learning About Monetary Policy Rules In A Two-Block World Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 243-258, January.
    575. Córdoba, Juan-Carlos, 2008. "On the distribution of city sizes," Journal of Urban Economics, Elsevier, vol. 63(1), pages 177-197, January.
    576. Christensen, Bent Jesper & Neri, Luca & Parra-Alvarez, Juan Carlos, 2024. "Estimation of continuous-time linear DSGE models from discrete-time measurements," Journal of Econometrics, Elsevier, vol. 244(2).
    577. John Hassler & Petter Lundvik & Torsten Persson & Paul Soderlind, 1992. "The Swedish business cycle: stylized facts over 130 years," Discussion Paper / Institute for Empirical Macroeconomics 63, Federal Reserve Bank of Minneapolis.
    578. Yi Wen & Pengfei Wang, 2008. "A Defense of RBC:Understanding the Puzzling Effects of Technology Shocks," 2008 Meeting Papers 7, Society for Economic Dynamics.
    579. Gian Luca Clementi & Dino Palazzo, 2010. "Entry, Exit, Firm Dynamics, and Aggregate Fluctuations," Working Papers 10-16, New York University, Leonard N. Stern School of Business, Department of Economics.
    580. Burkhard Heer & Alfred Maussner, 2011. "Asset Returns, the Business Cycle, and the Labor Market: A Sensitivity Analysis for the German Economy," CESifo Working Paper Series 3391, CESifo.
    581. Ambrogio Cesa-Bianchi & Emilio Fernandez-Corugedo, 2014. "Uncertainty in a model with credit frictions," Bank of England working papers 496, Bank of England.
    582. Tesfaselassie, Mewael F., 2014. "Trend growth and learning about monetary policy rules," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 241-256.
    583. Jim Malley & Apostolis Philippopoulos & Ulrich Woitek, 2007. "To React or Not? Fiscal Policy, Volatility and Welfare in the EU-3," CESifo Working Paper Series 1919, CESifo.
    584. Grace Weishi Gu, 2018. "Employment and the Cyclical Cost of Worker Benefits," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 96-120, April.
    585. Huang, Guangming, 2025. "Transaction Process, Seigniorage Channel, and Monetary Effectiveness in Flexible Price Economy," MPRA Paper 125728, University Library of Munich, Germany.
    586. Bomfim, Antulio N., 2001. "Heterogeneous forecasts and aggregate dynamics," Journal of Monetary Economics, Elsevier, vol. 47(1), pages 145-161, February.
    587. Bovenberg, A.L. & Smulders, J.A., 1993. "Environmental quality and pollution-saving technological change in a two-sector endogenous growth model," Other publications TiSEM 69a2d188-baed-4083-b8bb-6, Tilburg University, School of Economics and Management.
    588. Alberto PETRUCCI, 2000. "Money, labour supply, and growth in a liquidity costs economy," Discussion Papers (REL - Recherches Economiques de Louvain) 2000012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    589. Etro, Federico, 2017. "Research in economics and macroeconomics," Research in Economics, Elsevier, vol. 71(3), pages 373-383.
    590. Babette Jansen & Roland Winkler, 2024. "Household Heterogeneity, Nonseparable Preferences, and the Taylor Principle," Jena Economics Research Papers 2024-006, Friedrich-Schiller-University Jena.
    591. del Río, Fernando & Lores, Francisco-Xavier, 2023. "Accounting for Spanish economic development 1850-2019," MPRA Paper 116025, University Library of Munich, Germany.
    592. Bucci, Alberto & La Torre, Davide & Liuzzi, Danilo & Marsiglio, Simone, 2019. "Financial contagion and economic development: An epidemiological approach," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 211-228.
    593. Dey, Jaya, 2014. "Evaluating monetary policy under preferences with zero wealth effect: A Bayesian approach," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 209-234.
    594. Furlanetto, Francesco & Natvik, Gisle J. & Seneca, Martin, 2013. "Investment shocks and macroeconomic co-movement," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 208-216.
    595. Martin Boileau & Michel Normandin, 2002. "General equilibrium macroeconomic models and superior information," Applied Economics Letters, Taylor & Francis Journals, vol. 9(11), pages 727-730.
    596. Juana AZNAR-MARQUEZ & Jose-Ramon RUIZ-TAMARIT, 2012. "Sufficient and Necessary Conditions for Non-Catastrophic Growth," LIDAM Discussion Papers IRES 2012027, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    597. Dmitriev, Mikhail, 2009. "Confidence of Agents and Market Frictions," MPRA Paper 21149, University Library of Munich, Germany.
    598. Christopher M. Gunn & Alok Johri, 2012. "News, Credit Spreads and Default Costs: An expectations-driven interpretation of the recent boom-bust cycle in the U.S," Department of Economics Working Papers 2012-04, McMaster University.
    599. Cellarier, Laurent L., 2008. "Least squares learning and business cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 68(3-4), pages 553-564, December.
    600. Burgold, Peter & Ernst, Anne & Hinterlang, Natascha & Jäger, Marius & Stähler, Nikolai, 2025. "Cap and Trade versus tradable performance standard: A comparison for Europe and China," Discussion Papers 02/2025, Deutsche Bundesbank.
    601. Jang-Ting Guo & Sharon G. Harrison, 2001. "Tax Policy and Stability in a Model with Sector-Specific Externalities," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 75-89, January.
    602. Mattesini, Fabrizio & Nisticò, Salvatore, 2010. "Trend growth and optimal monetary policy," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 797-815, September.
    603. Peter A. Schmid, 2013. "The destabilizing effect of company income taxation," Society and Economy, Akadémiai Kiadó, Hungary, vol. 35(3), pages 365-388, September.
    604. John Laitner & Dan Silverman, 2005. "Estimating Life—Cycle Parameters from Consumption Behavior at Retirement”," Working Papers wp099, University of Michigan, Michigan Retirement Research Center.
    605. Magnus Reif & Mewael F. Tesfaselassie & Maik H. Wolters, 2021. "Technological Growth and Hours in the Long Run: Theory and Evidence," Economica, London School of Economics and Political Science, vol. 88(352), pages 1016-1053, October.
    606. Sau‐Him Paul Lau & Chor‐Yiu Sin, 1997. "Public Infrastructure and Economic Growth: Time‐Series Properties and Evidence," The Economic Record, The Economic Society of Australia, vol. 73(221), pages 125-135, June.
    607. Hinterlang, Natascha & Moyen, Stephane & Röhe, Oke & Stähler, Nikolai, 2023. "Gauging the effects of the German COVID-19 fiscal stimulus package," European Economic Review, Elsevier, vol. 154(C).
    608. Eric Swanson, 2015. "A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt," 2015 Meeting Papers 273, Society for Economic Dynamics.
    609. Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent, 1994. "Mechanics of forming and estimating dynamic linear economies," Staff Report 182, Federal Reserve Bank of Minneapolis.
    610. Philip Arestis & Georgios E Chortareas, 2008. "Atheoretical and Theory-Based Approaches to the Natural Equilibrium Real Interest Rate," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 34(3), pages 390-405.
    611. Anagnostopoulos, Alexis & Li, Qian, 2013. "Consumption taxes and precautionary savings," Economics Letters, Elsevier, vol. 119(3), pages 238-242.
    612. Federico S. Mandelman & Pau Rabanal & Juan F. Rubio-Ramirez & Diego Vilán, 2010. "Investment-specific technology shocks and international business cycles: an empirical assessment," FRB Atlanta Working Paper 2010-03, Federal Reserve Bank of Atlanta.
    613. Cooper, Russell W. & Johri, Alok, 1997. "Dynamic complementarities: A quantitative analysis," Journal of Monetary Economics, Elsevier, vol. 40(1), pages 97-119, September.
    614. Bils Marks & Chang Yongsung, 2001. "Cyclical Movements in Hours and Effort Under Sticky Wages-super-," International Economic Journal, Taylor & Francis Journals, vol. 15(2), pages 1-26, June.
    615. Hirokazu Ishise, 2011. "The World Has More Than Two Countries: Implications of Multi- Country International Real Business Cycle Models," IMES Discussion Paper Series 11-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
    616. Kollmann, Robert, 1995. "Consumption, real exchange rates and the structure of international asset markets," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 191-211, April.
    617. Chang, Juin-Jen & Lin, Chang-Ching & Lin, Hsieh-Yu, 2016. "Great ratios and international openness," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 110-121.
    618. Burgold, Peter & Ernst, Anne & Hinterlang, Natascha & Jäger, Marius & Stähler, Nikolai, 2025. "Cap and trade versus tradable performance standard in a production network model with sectoral heterogeneity," Journal of Economic Dynamics and Control, Elsevier, vol. 178(C).
    619. Kamihigashi, Takashi, 1996. "Real business cycles and sunspot fluctuations are observationally equivalent," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 105-117, February.
    620. Tsoukis, Christopher & Tournemaine, Frederic, 2010. "Status in a canonical macro model: labour supply, growth, and inequality," MPRA Paper 26480, University Library of Munich, Germany.
    621. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95, May.
    622. Lans Bovenberg, 2003. "Tax Policy and Labor Market Performance," CESifo Working Paper Series 1035, CESifo.
    623. Kato, Ryo, 2006. "Liquidity, infinite horizons and macroeconomic fluctuations," European Economic Review, Elsevier, vol. 50(5), pages 1105-1130, July.
    624. Rodrigo Suescún M., 1997. "Commodity Booms, Dutch Disease, and Real Business Cycles in a Small Economy: The Case of Coffe in Colombia," Borradores de Economia 073, Banco de la Republica de Colombia.
    625. Marco Airaudo & Ina Hajdini, 2021. "Wealth Effects, Price Markups, and the Neo-Fisherian Hypothesis," Working Papers 21-27, Federal Reserve Bank of Cleveland.
    626. Debajyoti Chakrabarty, 2023. "Relative deprivation, time preference, and economic growth," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 489-525, September.
    627. Latifa Ghalayini, 2018. "Monetary policy and business cycle fluctuations of the Lebanese economy," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 7(1), pages 1-15, December.
    628. Jeffrey C. Fuhrer, 1998. "An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?," RBA Research Discussion Papers rdp9812, Reserve Bank of Australia.
    629. Cacciatore, Matteo & Ghironi, Fabio & Stebunovs, Viktors, 2015. "The domestic and international effects of interstate U.S. banking," Journal of International Economics, Elsevier, vol. 95(2), pages 171-187.
    630. Gundlach, Erich, 1993. "Determinanten des Wirtschaftswachstums: Hypothesen und empirische Evidenz," Open Access Publications from Kiel Institute for the World Economy 1583, Kiel Institute for the World Economy.
    631. Peter N. Ireland, 2010. "A New Keynesian Perspective on the Great Recession," NBER Working Papers 16420, National Bureau of Economic Research, Inc.
    632. Giovanni Di Bartolomeo & Marco Manzo, 2010. "Fiscal Policy Under Balanced Budget And Indeterminacy: A New Keynesian Perspective," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(4), pages 455-472, September.
    633. Pushan Dutt & Devashish Mitra, 2008. "Inequality and the Instability of Polity and Policy," Economic Journal, Royal Economic Society, vol. 118(531), pages 1285-1314, August.
    634. Zhao, Ningru & Shi, Yukun & Sun, Yang & Miao, Jiaming, 2020. "Aggregate labor market fluctuations under news shocks," Economic Modelling, Elsevier, vol. 90(C), pages 397-405.
    635. Jeremy Greenwood & Zvi Hercowitz, 1990. "The allocation of goods and time over the business cycle," Discussion Paper / Institute for Empirical Macroeconomics 26, Federal Reserve Bank of Minneapolis.
    636. Dániel Baksa & István Kónya, 2021. "Convergence stories of post‐socialist Central‐Eastern European countries," Manchester School, University of Manchester, vol. 89(3), pages 239-258, June.
    637. DiCecio, Riccardo, 2009. "Sticky wages and sectoral labor comovement," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 538-553, March.
    638. Gómez, Manuel A. & Monteiro, Goncalo, 2015. "Internal habits in an endogenous growth model with elastic labor supply," Economic Modelling, Elsevier, vol. 51(C), pages 583-595.
    639. Mr. Jordi Gali Garreta & Mr. Pau Rabanal, 2004. "Technology Shocks and Aggregate Fluctuations: How Well Does the RBC Model Fit Postwar U.S. Data?," IMF Working Papers 2004/234, International Monetary Fund.
    640. Malik, Sheheryar & Pitt, Michael K., 2011. "Particle filters for continuous likelihood evaluation and maximisation," Journal of Econometrics, Elsevier, vol. 165(2), pages 190-209.
    641. Heiberger, Christopher & Maußner, Alfred, 2020. "Perturbation solution and welfare costs of business cycles in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
    642. Negro, Marco Del & Schorfheide, Frank, 2013. "DSGE Model-Based Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140, Elsevier.
    643. Juan Ayuso & Roberto Blanco & Fernando Restoy, 2006. "House prices and real interest rates in Spain," Occasional Papers 0608, Banco de España.
    644. Orlando Gomes, 2007. "Imperfect Demand Expectations and Endogenous Business Cycles," Money Macro and Finance (MMF) Research Group Conference 2006 127, Money Macro and Finance Research Group.
    645. Yongseung Jung & Tack Yun, 2005. "Monetary Policy Shocks, Inventory Dynamics, and Price-setting Behavior," Working Paper Series 2006-02, Federal Reserve Bank of San Francisco.
    646. Hakon Tretvoll, 2013. "Investment-Specific Technology Shocks and Recursive Preferences," 2013 Meeting Papers 1207, Society for Economic Dynamics.
    647. Correia, Isabel & Neves, Joao C. & Rebelo, Sergio, 1995. "Business cycles in a small open economy," European Economic Review, Elsevier, vol. 39(6), pages 1089-1113, June.
    648. Osti, Davide, 2013. "The Macroeconomic Effects of Tax Changes: Evidence from Southern European Regions," MPRA Paper 79892, University Library of Munich, Germany.
    649. Daoju Peng & Kang Shi & Juanyi Xu & Yue Zhou, 2020. "SOE and Chinese Real Business Cycle," Annals of Economics and Finance, Society for AEF, vol. 21(2), pages 415-469, November.
    650. Bianconi, Marcelo, 1995. "Inflation and the real price of equities: Theory with some empirical evidence," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 495-514.
    651. Kuan‐Jen Chen & Ching‐Chong Lai, 2015. "On‐the‐Job Learning and News‐Driven Business Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 261-294, March.
    652. Miroslav Gabrovski & Jang-Ting Guo, 2019. "Progressive Taxation, Nominal Wage Rigidity, and Business Cycle Destabilization," Working Papers 201902, University of Hawaii at Manoa, Department of Economics.
    653. M.S.Rafiq, 2006. "Great Ratios, Balanced Growth and Stochastic Trends: Evidence for the Euro Area," Discussion Paper Series 2006_20, Department of Economics, Loughborough University.
    654. Stephen Murchison & Andrew Rennison & Zhenhua Zhu, 2004. "A Structural Small Open-Economy Model for Canada," Staff Working Papers 04-4, Bank of Canada.
    655. Maußner Alfred, 2002. "Adjustment Costs and Nominal Rigidities in a Small Open Economy / Anpassungskosten und nominelle Rigiditäten in einer kleinen offenen Volkswirtschaft," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 222(4), pages 463-489, August.
    656. Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2009. "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," NBER Working Papers 15010, National Bureau of Economic Research, Inc.
    657. Suescun, Rodrigo, 2004. "Raising revenue with transaction taxes in Latin america - or is it better to tax with the devil you know?," Policy Research Working Paper Series 3279, The World Bank.
    658. Wagner, Martin, 2010. "Cointegration Analysis with State Space Models," Economics Series 248, Institute for Advanced Studies.
    659. Benjamin Born & Johannes Pfeifer, 2013. "Policy Risk and the Business Cycle," CESifo Working Paper Series 4336, CESifo.
    660. Dupor, Bill & Mehkari, M. Saif, 2014. "The analytics of technology news shocks," Journal of Economic Theory, Elsevier, vol. 153(C), pages 392-427.
    661. Michael R. Pakko, 1997. "The cyclical relationship between output and prices: an analysis in the frequency domain," Working Papers 1997-007, Federal Reserve Bank of St. Louis.
    662. Yang, Mingyi, 2020. "Remeasuring and decomposing stochastic trends in business cycles," Research in Economics, Elsevier, vol. 74(4), pages 354-362.
    663. Agnani, Betty & Gutiérrez Huerta, María José & Iza Padilla, María Amaya, 2007. "R&D Policy in Economies with Endogenous Growth and Non-Renewable Resources," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
    664. Sami Alpanda, 2013. "Identifying The Role Of Risk Shocks In The Business Cycle Using Stock Price Data," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 304-335, January.
    665. Berthold Herrendorf & Akos Valentinyi, 2002. "Neoclassical Growth Model with Externalities," KRTK-KTI WORKING PAPERS 0203, Institute of Economics, Centre for Economic and Regional Studies.
    666. Martin Andreasen, 2011. "An estimated DSGE model: explaining variation in term premia," Bank of England working papers 441, Bank of England.
    667. Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2013. "Fiscal news and macroeconomic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2582-2601.
    668. Jae Won Lee, 2010. "Heterogeneous Households in a Sticky Price Model," Departmental Working Papers 201001, Rutgers University, Department of Economics.
    669. Benhabib, Jess & Wen, Yi, 2001. "Indeterminacy, Aggregate Demand, and the Real Business Cycle," Working Papers 01-09r, Cornell University, Center for Analytic Economics.
    670. Timo Boppart & Per Krusell & Jonna Olsson, 2023. "Labor supply when productivity keeps growing," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 50, pages 61-87, October.
    671. Uribe, Martin, 1999. "Comparing the welfare costs and initial dynamics of alternative inflation stabilization policies," Journal of Development Economics, Elsevier, vol. 59(2), pages 295-318, August.
    672. Linnemann, Ludger, 2008. "Balanced budget rules and macroeconomic stability with non-separable utility," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 199-215, March.
    673. Jesse Perla & Christopher Tonetti & Michael E. Waugh, 2015. "Equilibrium Technology Diffusion, Trade, and Growth," NBER Working Papers 20881, National Bureau of Economic Research, Inc.
    674. Schwark, Florentine, 2014. "Energy price shocks and medium-term business cycles," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 112-121.
    675. Michael Dotsey & Robert G. King, 2005. "Implications of State Dependent-Pricing for Dynamic Macroeconomic Models," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-002, Boston University - Department of Economics.
    676. Michael Ben-Gad, 2006. "Capital-Skill Complementarity and the Immigration Surplus," DEGIT Conference Papers c011_047, DEGIT, Dynamics, Economic Growth, and International Trade.
    677. Boileau, Martin, 2002. "Trade in capital goods and investment-specific technical change," Journal of Economic Dynamics and Control, Elsevier, vol. 26(6), pages 963-984, June.
    678. Yongsung Chang & Noh-Sun Kwark, 2000. "Decomposition of Hours Based on Extensive and Intensive Margins of Labor," Econometric Society World Congress 2000 Contributed Papers 1416, Econometric Society.
    679. Airaudo, Marco & Hajdini, Ina, 2023. "Wealth effects, price markups, and the neo-Fisherian hypothesis," European Economic Review, Elsevier, vol. 157(C).
    680. Burak Ünveren & Seçkin Sunal, 2015. "Why is the Labor Share so Low in Turkey?," The Developing Economies, Institute of Developing Economies, vol. 53(4), pages 272-288, December.
    681. Jun Ishii & Kei-Mu Yi, 1997. "The growth of world trade," Research Paper 9718, Federal Reserve Bank of New York.
    682. Lans Bovenberg, A. & Smulders, Sjak, 1995. "Environmental quality and pollution-augmenting technological change in a two-sector endogenous growth model," Journal of Public Economics, Elsevier, vol. 57(3), pages 369-391, July.
    683. Gantert, Konstantin, 2025. "Shopping Time and Frictional Goods Markets: Implications for the New-Keynesian Model," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy 325386, Verein für Socialpolitik / German Economic Association.
    684. Raul Crespo, 2005. "Total Factor Productivity: An Unobserved Components Approach," Bristol Economics Discussion Papers 05/579, School of Economics, University of Bristol, UK.
    685. Larry E. Jones & Rodolfo E. Manuelli & Henry E. Siu, 2005. "Fluctuations in Convex Models of Endogenous Growth II: Business Cycle Properties," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 805-828, October.
    686. Eric T. Swanson, 2019. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," NBER Working Papers 25764, National Bureau of Economic Research, Inc.
    687. Belongia, Michael T. & Ireland, Peter N., 2022. "A reconsideration of money growth rules," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
    688. Hillebrand, Elmar & Hillebrand, Marten, 2019. "Optimal climate policies in a dynamic multi-country equilibrium model," Journal of Economic Theory, Elsevier, vol. 179(C), pages 200-239.
    689. Cysne, Rubens P. & Turchick, David, 2012. "Intellectual property rights protection and endogenous economic growth revisited," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 851-861.
    690. Tang, Jenn-Hong, 2007. "Gross job flows and technology shocks in nondurable and durable goods sectors," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 326-354, June.
    691. Tania Karamisheva, 2021. "Measuring the Business Cycle in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 17-38.
    692. Eva Ortega, "undated". "The Spanish business cycle and its relationship to Europe," Studies on the Spanish Economy 09, FEDEA.
    693. Alex Hsu & Indrajit Mitra & Yu Xu & Linghang Zeng, 2023. "The Fed Information Effect and Firm-Level Investment: Evidence and Theory," FRB Atlanta Working Paper 2023-6a, Federal Reserve Bank of Atlanta, revised Mar 2024.
    694. Suparna Chakraborty, 2008. "Indian Economic Growth: Lessons for the Emerging Economies," WIDER Working Paper Series RP2008-67, World Institute for Development Economic Research (UNU-WIDER).
    695. Henning Weber, 2012. "Product Replacement Bias in Inflation and Its Consequences for Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(2‐3), pages 255-299, March.
    696. Russell Cooper & John Haltiwanger & Laura Power, 1995. "Machine Replacement and the Business Cycle: Lumps and Bumps," NBER Working Papers 5260, National Bureau of Economic Research, Inc.
    697. Jess Benhabib & Randall Wright & Richard Rogerson, 1990. "Homework in Macoreconomics I: Basic Theory (Part I of II)," NBER Working Papers 3344, National Bureau of Economic Research, Inc.
    698. Kilponen, Juha & Vilmunen, Jouko & Vähämaa, Oskari, 2021. "Revisiting intertemporal elasticity of substitution in a sticky price model," Bank of Finland Research Discussion Papers 9/2021, Bank of Finland.
    699. Dominik Grafenhofer & Christian Jaag & Christian Keuschnigg & Mirela Keuschnigg, 2007. "Economic Aging and Demographic Change," University of St. Gallen Department of Economics working paper series 2007 2007-35, Department of Economics, University of St. Gallen.
    700. Harding, Don & Negara, Siwage, 2008. "Estimating baseline real business cycle models of the Australian economy," MPRA Paper 33556, University Library of Munich, Germany.
    701. Narayan, Paresh Kumar, 2008. "Understanding the importance of permanent and transitory shocks at business cycle horizons for the UK," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2879-2888.
    702. Marcin Bielecki, 2017. "Business cycles, innovation and growth: welfare analysis," Working Papers 2017-19, Faculty of Economic Sciences, University of Warsaw.
    703. Holly, S. & Petrella, I., 2008. "Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations," Cambridge Working Papers in Economics 0827, Faculty of Economics, University of Cambridge.
    704. He, Qichun, 2011. "Dances with Chinese data: are the reform period Chinese provincial panel data reliable?," MPRA Paper 35418, University Library of Munich, Germany.
    705. Alexander Beames & Mariano Kulish & Nadine Yamout, 2021. "Implications of the slowdown in trend growth for fiscal policy in a small open economy," CAMA Working Papers 2021-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    706. Irmen, Andreas, 2018. "Technological Progress, the Supply of Hours Worked, and the Consumption-Leisure Complementarity," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181551, Verein für Socialpolitik / German Economic Association.
    707. Jang-Ok Cho & Thomas Cooley & Hyung Seok Kim, 2015. "Business Cycle Uncertainty and Economic Welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 185-200, April.
    708. Kwark, Noh-Sun, 2002. "Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading indicator," Journal of Economic Dynamics and Control, Elsevier, vol. 26(2), pages 271-302, February.
    709. Ghent, Andra, 2006. "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper 180, University Library of Munich, Germany.
    710. Włodarczyk, Przemysław, . "Rynek pracy w modelu nowej syntezy neoklasycznej ze sztywnościami płac nominalnych," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2018(4).
    711. Yoji Kunimitsu, 2018. "Effects of restoration measures from the east Japan earthquake in the Iwate coastal area: application of a DSGE model," Asia-Pacific Journal of Regional Science, Springer, vol. 2(2), pages 317-335, August.
    712. Kevin L. Kliesen & Frank A. Schmid, 2004. "Do productivity growth, budget deficits, and monetary policy actions affect real interest rates? evidence from macroeconomic announcement data," Working Papers 2004-019, Federal Reserve Bank of St. Louis.
    713. Mr. Prakash Kannan, 2008. "Perspectives on High Real Interest Rates in Turkey," IMF Working Papers 2008/251, International Monetary Fund.
    714. Serena Brianzoni & Raffaella Coppier & Elisabetta Michetti, 2015. "Multiple equilibria in a discrete time growth model with corruption in public procurement," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(6), pages 2387-2410, November.
    715. Liam Graham & Dennis J. Snower, 2008. "Hyperbolic Discounting and the Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 427-448, March.
    716. Ali, Syed Zahid & Qureshi, Irfan A., 2021. "Anticipated versus unanticipated productivity shocks and hours-worked," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 547-572.
    717. Palivos, Theodore, 1995. "Endogenous fertility, multiple growth paths, and economic convergence," Journal of Economic Dynamics and Control, Elsevier, vol. 19(8), pages 1489-1510, November.
    718. Kouparitsas, Michael A., 2001. "Should trade barriers be phased-out slowly? A case study of North America," Journal of Policy Modeling, Elsevier, vol. 23(8), pages 875-900, November.
    719. Miles S. Kimball, 1995. "The Quantitative Analytics of the Basic Neomonetarist Model," NBER Working Papers 5046, National Bureau of Economic Research, Inc.
    720. Barañano Mentxaka, Ilaski & Moral Zuazo, María Paz, 2007. "Consumption-Leisure Trade-offs and Persistency in Business Cycles," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    721. Wojciech Kopczuk & Joel Slemrod & Shlomo Yitzhaki, 2002. "Why World Redistribution Fails," NBER Working Papers 9186, National Bureau of Economic Research, Inc.
    722. Russell Cooper & Alok Johri, 1999. "Learning by Doing and Aggregate Fluctuations," NBER Working Papers 6898, National Bureau of Economic Research, Inc.
    723. Cristiano Cantore & Filippo Ferroni & Miguel A. León-Ledesma, 2012. "The dynamics of hours worked and technology," Working Papers 1238, Banco de España.
    724. Ferrara, Laurent & Metelli, Luca & Natoli, Filippo & Siena, Daniele, 2021. "Questioning the puzzle: Fiscal policy, real exchange rate and inflation," Journal of International Economics, Elsevier, vol. 133(C).
    725. Nathan S. Balke & Enrique Martínez García & Zheng Zeng, 2017. "Understanding the Aggregate Effects of Credit Frictions and Uncertainty," Globalization Institute Working Papers 317, Federal Reserve Bank of Dallas.
    726. Christopher M. Gunn & Alok Johri, 2013. "An Expectations-Driven Interpretation of the "Great Recession"," Carleton Economic Papers 13-02, Carleton University, Department of Economics.
    727. James B. Bullard & John Duffy, 2004. "Learning and structural change in macroeconomic data," Working Papers 2004-016, Federal Reserve Bank of St. Louis.
    728. Canova, Fabio, 1998. "Detrending and business cycle facts," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 475-512, May.
    729. Florin O. Bilbiie, 2011. "Nonseparable Preferences, Frisch Labor Supply, and the Consumption Multiplier of Government Spending: One Solution to a Fiscal Policy Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 221-251, February.
    730. Bovenberg, A.L., 2003. "Tax Policy and Labor Market Performance," Other publications TiSEM 68fd52eb-a6d6-4300-8636-c, Tilburg University, School of Economics and Management.
    731. Ching-Sheng Mao, 1990. "Hypothesis testing and finite sample properties of generalized method of moments estimators: a Monte Carlo study," Working Paper 90-12, Federal Reserve Bank of Richmond.
    732. Danthine, Jean-Pierre & Donaldson, John B. & Johnsen, Thore, 1998. "Productivity growth, consumer confidence and the business cycle," European Economic Review, Elsevier, vol. 42(6), pages 1113-1140, June.
    733. Sala, Luca & Söderström, Ulf & Trigari, Antonella, 2010. "The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours," CEPR Discussion Papers 8005, C.E.P.R. Discussion Papers.
    734. Slavtcheva, Dessislava, 2015. "Financial development, exchange rate regimes and productivity growth: Theory and evidence," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 109-123.
    735. Horag Choi & George Alessandria, 2009. "The Role of Exporting and Trade for Entry over the Business Cycle," 2009 Meeting Papers 355, Society for Economic Dynamics.
    736. Michael Dotsey & Robert G. King, 2001. "Pricing, Production and Persistence," NBER Working Papers 8407, National Bureau of Economic Research, Inc.
    737. Jim Malley & Ulrich Woitek, 2009. "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series 2626, CESifo.
    738. Jung, Yongseung, 2007. "Can the new open economy macroeconomic model explain exchange rate fluctuations?," Journal of International Economics, Elsevier, vol. 72(2), pages 381-408, July.
    739. Julio J. Rotemberg, 2002. "Stochastic Technical Progress, Nearly Smooth Trends and Distinct Business Cycles," NBER Working Papers 8919, National Bureau of Economic Research, Inc.
    740. Fabio Canova & Jane Marrinan, 1996. "Sources and propagation of international cycles: Common shocks or transmission?," Economics Working Papers 188, Department of Economics and Business, Universitat Pompeu Fabra.
    741. Escañuela Romana, Ignacio, 2016. "Azar, Determinismo e Indecidibilidad en la Teoría del Ciclo Económico [Randomness, Determinism and Undecidability in the Business Cycle Theory]," MPRA Paper 72978, University Library of Munich, Germany.
    742. Sergio T. Rebelo, 1990. "Long Run Policy Analysis and Long Run Growth," NBER Working Papers 3325, National Bureau of Economic Research, Inc.
    743. Chai, Jingjing & Horneff, Wolfram & Maurer, Raimond & Mitchell, Olivia S., 2011. "Optimal Portfolio Choice over the Life-Cycle with Flexible Work, Endogenous Retirement, and Lifetime Payouts," Working Papers 11-43, University of Pennsylvania, Wharton School, Weiss Center.
    744. POSCHKE, Markus, 2011. "The Firm Size Distribution across Countries and Skill-Biased Change in Entrepreneurial Technology," Cahiers de recherche 08-2011, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    745. Eric Leeper & Todd Walker, 2011. "Information Flows and News Driven Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 55-71, January.
    746. Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
    747. Jianjun Miao & PENGFEI WANG, 2010. "Credit Risk and Business Cycles," Boston University - Department of Economics - Working Papers Series WP2010-033, Boston University - Department of Economics.
    748. Restrepo Ochoa, Sergio I. & Vázquez Pérez, Jesús, 2002. "Cyclical Features of Uzawa-Lucas Endogenous Growth Model," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
    749. Georgy Idrisov & Sergey Sinelnikov-Murylev, 2013. "Budget Policy and Economic Growth," Working Papers 0076, Gaidar Institute for Economic Policy, revised 2013.
    750. Keuschnigg, Christian, 1991. "How to compute perfect foresight equilibria," Discussion Papers, Series II 150, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
    751. Di Caro, Paolo, 2014. "Regional recessions and recoveries in theory and practice: a resilience-based overview," MPRA Paper 60300, University Library of Munich, Germany.
    752. Gelfer, Sacha, 2024. "Examining business cycles and optimal monetary policy in a regional DSGE model," Economic Modelling, Elsevier, vol. 136(C).
    753. Gustavo A. Marrero & Alfonso Novales, 2001. "Growth and welfare: Distorting versus non-distorting taxes," Documentos de Trabajo del ICAE 0105, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    754. Keuschnigg, Christian & Kohler, Wilhelm K., 1991. "An intertemporal CGE model for Austria: Model structure and calibration," Discussion Papers, Series II 152, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
    755. Chakraborty, Suparna, 2009. "The boom and the bust of the Japanese economy: A quantitative look at the period 1980-2000," Japan and the World Economy, Elsevier, vol. 21(1), pages 116-131, January.
    756. Gheorghița DINCĂ & Marius Sorin DINCĂ & Bardhyl DAUTI & Mirela Camelia BABA & Cătălina POPIONE, 2020. "Cyclicality of Fiscal Policy in the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 75-96, March.
    757. Huarui Jing, 2025. "Robustness Study of Unit Elasticity of Intertemporal Substitution Assumption and Preference Misspecification," Mathematics, MDPI, vol. 13(10), pages 1-23, May.
    758. Don Bredin & Stilianos Fountas & Christos Savva, 2021. "Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data," Discussion Paper Series 2021_02, Department of Economics, University of Macedonia, revised Feb 2021.
    759. Miyamoto, Wataru & Nguyen, Thuy Lan, 2020. "The expectational effects of news in business cycles: Evidence from forecast data," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 184-200.
    760. Suparna Chakraborty, 2005. "Technology as a channel of economic growth in India," Macroeconomics 0512013, University Library of Munich, Germany.
    761. Hanno Kase & Matthias Rottner & Fabio Stohler, 2025. "Generative economic modeling," BIS Working Papers 1312, Bank for International Settlements.
    762. Accolley, Delali, 2016. "Accounting for Business Cycles in Canada: I. The Role of Supply-Side Factors," MPRA Paper 69856, University Library of Munich, Germany.
    763. Schmitt-Grohe, Stephanie, 1998. "The international transmission of economic fluctuations:: Effects of U.S. business cycles on the Canadian economy," Journal of International Economics, Elsevier, vol. 44(2), pages 257-287, April.
    764. Tournemaine, Frederic & Tsoukis, Christopher, 2015. "The growth–distribution nexus in a mixed regime of education with a status motive: On the macroeconomics of the welfare state," Economic Modelling, Elsevier, vol. 47(C), pages 235-243.
    765. Stephanie Schmitt-Grohe & Martin Uribe, 2002. "Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function," NBER Technical Working Papers 0282, National Bureau of Economic Research, Inc.
    766. Gregory, Allan W. & Smith, Gregor W., 1996. "Measuring business cycles with business-cycle models," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1007-1025.
    767. Christian Bayer & Fabio Stohler, 2025. "Can Public Debt Crowd in Private Investment?," CRC TR 224 Discussion Paper Series crctr224_2025_691, University of Bonn and University of Mannheim, Germany.
    768. Sun-Bin Kim & Frank Schorfheide & Yongsung Chang, 2010. "Financial Frictions, Aggregation, and the Lucas Critique," 2010 Meeting Papers 31, Society for Economic Dynamics.
    769. Isabella David, 2009. "Composition Bias and Italian Wage Rigidities over the Business Cycle," LABORatorio R. Revelli Working Papers Series 92, LABORatorio R. Revelli, Centre for Employment Studies.
    770. Julio J. Rotemberg & Michael Woodford, 1993. "Dynamic General Equilibrium Models with Imperfectly Competitive Product Markets," NBER Working Papers 4502, National Bureau of Economic Research, Inc.
    771. Baier, Scott L. & Glomm, Gerhard, 2001. "Long-run growth and welfare effects of public policies with distortionary taxation," Journal of Economic Dynamics and Control, Elsevier, vol. 25(12), pages 2007-2042, December.
    772. Mark W. Watson, 1991. "Measures of Fit for Calibrated Models," NBER Technical Working Papers 0102, National Bureau of Economic Research, Inc.
    773. Montoro Carlos & Moreno Eduardo, 2007. "Structural Fiscal Rules and The Business Cycle," Working Papers 2007-011, Banco Central de Reserva del Perú.
    774. Olivier Jeanne, 1997. "Generating Real Persistent Effects of Monetary Shocks: How Much Nominal Rigidity Do We Really Need?," NBER Working Papers 6258, National Bureau of Economic Research, Inc.
    775. Ufuk Devrim Demirel, 2015. "Identification of technology shocks using misspecified VARs," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(4), pages 1321-1349, November.
    776. Juvenal, Luciana & Santos Monteiro, Paulo, 2017. "Trade and synchronization in a multi-country economy," European Economic Review, Elsevier, vol. 92(C), pages 385-415.
    777. Alfredo Villca, 2019. "Confronting DSGE model with data," Documentos de Trabajo de Valor Público 17803, Universidad EAFIT.
    778. Hsu, Po-Hsuan, 2009. "Technological innovations and aggregate risk premiums," Journal of Financial Economics, Elsevier, vol. 94(2), pages 264-279, November.
    779. John Y. Campbell, 1992. "Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model," NBER Working Papers 4188, National Bureau of Economic Research, Inc.
    780. Rupert, Peter & Šustek, Roman, 2019. "On the mechanics of New-Keynesian models," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 53-69.
    781. Gan-Ochir Doojav & Kaliappa Kalirajan, 2020. "Financial Frictions and Shocks in an Estimated Small Open Economy DSGE Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(2), pages 253-291, June.
    782. A. Mantovi, 2016. "Smooth preferences, symmetries and expansion vector fields," Economics Department Working Papers 2016-EP01, Department of Economics, Parma University (Italy).
    783. Ilaski Barañano, 2001. "Endogenous growth and economic fluctuations," Investigaciones Economicas, Fundación SEPI, vol. 25(3), pages 515-541, September.
    784. da Silva, Marcos Soares & Divino, Jose Angelo, 2013. "The role of banking regulation in an economy under credit risk and liquidity shock," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 266-281.
    785. Buffie, Edward F., 1995. "Public investment, private investment, and inflation," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1223-1247.
    786. Max Floetotto & Nir Jaimovich & Seth Pruitt, 2009. "Markup variation and endogenous fluctuations in the price of investment goods," International Finance Discussion Papers 968, Board of Governors of the Federal Reserve System (U.S.).
    787. Jung, Yongseung, 2000. "Nominal Rigidities, Monetary Policy and Exchange Rates in a Small Open Economy," Journal of Macroeconomics, Elsevier, vol. 22(4), pages 541-580, October.
    788. R. Anton Braun & Charles L. Evans, 1996. "Seasonal Solow residuals and Christmas: a case for labor hoarding and increasing returns," Working Papers 575, Federal Reserve Bank of Minneapolis.
    789. Eugene N. White, 1999. "The Costs and Consequences of the Napoleonic Reparations," NBER Working Papers 7438, National Bureau of Economic Research, Inc.
    790. Gomme, Paul & Rupert, Peter, 2007. "Theory, measurement and calibration of macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 460-497, March.
    791. Senhadji, Abdelhak S., 1998. "Dynamics of the trade balance and the terms of trade in LDCs: The S-curve," Journal of International Economics, Elsevier, vol. 46(1), pages 105-131, October.
    792. Thomai Filippeli, 2011. "Theoretical Priors for BVAR Models & Quasi-Bayesian DSGE Model Estimation," 2011 Meeting Papers 396, Society for Economic Dynamics.
    793. Arezki, Rabah & Ramey, Valerie A & Sheng, Liugang, 2015. "News Shocks in Open Economies: Evidence from Giant Oil Discoveries," University of California at San Diego, Economics Working Paper Series qt9pz945h6, Department of Economics, UC San Diego.
    794. Michelacci, Claudio & Pijoan-Mas, Josep, 2016. "Labor supply with job assignment under balanced growth," Journal of Economic Theory, Elsevier, vol. 163(C), pages 110-140.
    795. Takeshi Yagihashi & Juan Du, 2023. "Intertemporal elasticity of substitution with leisure margin," Review of Economics of the Household, Springer, vol. 21(4), pages 1473-1504, December.
    796. Jiang, Dou, 2017. "Indeterminacy, capital maintenance expenditures and the business cycle," Economic Modelling, Elsevier, vol. 61(C), pages 432-438.
    797. Charles Olivier Mao Takongmo, 2021. "DSGE models, detrending, and the method of moments," Bulletin of Economic Research, Wiley Blackwell, vol. 73(1), pages 67-99, January.
    798. Christopher M. Gunn, 2013. "Animal Spirits as an Engine of Boom-Busts and Throttle of Productivity Growth," Carleton Economic Papers 13-04, Carleton University, Department of Economics, revised 10 Apr 2015.
    799. Aquino, Juan Carlos, 2018. "The Valuation Channel of External Adjustment in Small Open Economies," Working Papers 2018-011, Banco Central de Reserva del Perú.
    800. Pancrazi, Roberto & Vukotic, Marija, 2012. "Technology Persistence and Monetary Policy," Economic Research Papers 270536, University of Warwick - Department of Economics.
    801. Brendan Epstein & Rahul Mukherjee & Shanthi Ramnath, 2014. "Taxes and International Risk Sharing," International Finance Discussion Papers 1110, Board of Governors of the Federal Reserve System (U.S.).
    802. Rochelle M. Edge, 2000. "Time-to-build, time-to-plan, habit-persistence, and the liquidity effect," International Finance Discussion Papers 673, Board of Governors of the Federal Reserve System (U.S.).
    803. Annen, Kurt & Batu, Michael & Kosempel, Stephen, 2016. "Macroeconomic effects of foreign aid and remittances: Implications for aid effectiveness studies," Journal of Policy Modeling, Elsevier, vol. 38(6), pages 1136-1146.
    804. Beaudry, Paul & Portier, Franck, 2004. "An exploration into Pigou's theory of cycles," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1183-1216, September.
    805. William Crowder & Daniel Himarios, 1997. "Balanced growth and public capital: an empirical analysis," Applied Economics, Taylor & Francis Journals, vol. 29(8), pages 1045-1053.
    806. Coenen, Günter, 1998. "Intertemporal effects of fiscal policy in an RBC model," Discussion Paper Series 1: Economic Studies 1998,02e, Deutsche Bundesbank.
    807. Gomes, Orlando, 2006. "Monetary policy and economic growth: combining short and long run macro analysis," MPRA Paper 2849, University Library of Munich, Germany.
    808. Licandro, Omar & Puch, Luis A. & Ruiz-Tamarit, Ramón, 1995. "Utilización del capital y ciclo económico español," DE - Documentos de Trabajo. Economía. DE 3372, Universidad Carlos III de Madrid. Departamento de Economía.
    809. Liyu Dou & Paul Ho & Thomas A. Lubik, 2023. "Max-Share Misidentification," Working Paper 25-02, Federal Reserve Bank of Richmond.
    810. James B. Davies & Jinli Zeng & Jie Zhang, 2009. "Time‐consistent taxation in a dynastic family model with human and physical capital and a balanced government budget," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(3), pages 1023-1049, August.
    811. Carroll, Daniel R. & Young, Eric R., 2018. "Neoclassical inequality," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 83-109.
    812. Dridi, Ramdan & Guay, Alain & Renault, Eric, 2007. "Indirect inference and calibration of dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 136(2), pages 397-430, February.
    813. Bednar, William & Pretnar, Nick, 2020. "Home Production with Time to Consume," MPRA Paper 103730, University Library of Munich, Germany.
    814. Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2015. "China s financial crisis the role of banks and monetary policy," Cardiff Economics Working Papers E2015/1, Cardiff University, Cardiff Business School, Economics Section.
    815. Florin O. Bilbiie, 2009. "Nonseparable Preferences, Fiscal Policy Puzzles, and Inferior Goods," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 443-450, March.
    816. Naish, Howard F., 1995. "Keynesian real business cycles in a neoclassical framework," Journal of Economic Behavior & Organization, Elsevier, vol. 27(2), pages 183-211, July.
    817. Casey B. Mulligan, 2002. "A Dual Method of Empirically Evaluating Dynamic Competitive Equilibrium Models with Market Distortions, Applied to the Great Depression & World War II," NBER Working Papers 8775, National Bureau of Economic Research, Inc.
    818. Gary D. Hansen & Edward C. Prescott, 1992. "Recursive methods for computing equilibria of business cycle models," Discussion Paper / Institute for Empirical Macroeconomics 36, Federal Reserve Bank of Minneapolis.
    819. Maćkowiak, Bartosz & Wiederholt, Mirko, 2023. "Rational inattention and the business cycle effects of productivity and news shocks," Working Paper Series 2827, European Central Bank.
    820. Robert J. Barro, 2007. "Rare Disasters, Asset Prices, and Welfare Costs," NBER Working Papers 13690, National Bureau of Economic Research, Inc.
    821. Adam Pigoń, 2022. "A Simple Model of Educated Hand-to-Mouth Consumers," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 20-43.
    822. Nguyen, Quoc Hung, 2010. "International real business cycles : a re-visit," IDE Discussion Papers 269, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    823. Charles I. Plosser, 1990. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc.
    824. Colin C. Caines & Amartya Lahiri, 2025. "Explaining World Savings," International Finance Discussion Papers 1416, Board of Governors of the Federal Reserve System (U.S.).
    825. Ladron-de-Guevara, Antonio & Ortigueira, Salvador & Santos, Manuel S., 1997. "Equilibrium dynamics in two-sector models of endogenous growth," Journal of Economic Dynamics and Control, Elsevier, vol. 21(1), pages 115-143, January.
    826. Yi Wen, 2009. "Saving and growth under borrowing constraints explaining the \"high saving rate\" puzzle," Working Papers 2009-045, Federal Reserve Bank of St. Louis.
    827. Christopher Malikane & Tshepo Mokoka, 2014. "The new Keynesian Phillips curve: endogeneity and misspecification," Applied Economics, Taylor & Francis Journals, vol. 46(25), pages 3082-3089, September.
    828. Yongsung Chang & Mark Bils, 2002. "Welfare Costs of Sticky Wages When Effort Can Respond," Macroeconomics 0204003, University Library of Munich, Germany.
    829. Easterly, William & DEC, 1993. "How much do distortions affect growth?," Policy Research Working Paper Series 1215, The World Bank.
    830. Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018. "DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation," Cardiff Economics Working Papers E2018/5, Cardiff University, Cardiff Business School, Economics Section.
    831. Torben M. Andersen, 2016. "Does The Public Sector Implode From Baumol'S Cost Disease?," Economic Inquiry, Western Economic Association International, vol. 54(2), pages 810-818, April.
    832. Ulrich Müller & Mark W. Watson, 2009. "Low-Frequency Robust Cointegration Testing," NBER Working Papers 15292, National Bureau of Economic Research, Inc.
    833. Yi Wen, 2005. "Where's the beef? the trivial dynamics of real business cycle models," Working Papers 2005-039, Federal Reserve Bank of St. Louis.
    834. Rochelle M. Edge, 2002. "The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(3), pages 559-585, July.
    835. Robert Grafstein, 2000. "Employment, Party Economic Performance, and the Formation of Partisan Preferences," Journal of Theoretical Politics, , vol. 12(3), pages 325-351, July.
    836. Ryan Chahrour & Manoj Atolia, 2015. "Intersectoral Linkages, Diverse Information, and Aggregate Dynamics in a Neoclassical Model," 2015 Meeting Papers 398, Society for Economic Dynamics.
    837. Tack Yun & Wooheon Rhee, 2004. "Implications of Quasi-Geometric Discounting on the Observable Sharpe Ratio," Econometric Society 2004 North American Summer Meetings 243, Econometric Society.
    838. Pei Kuang & Kaushik Mitra, 2015. "Long-Run Growth Uncertainty," Discussion Papers 15-07, Department of Economics, University of Birmingham.
    839. Feldkord, Eva-Ulrike, 2005. "On the Relevance of Monetary Aggregates in Monetary Policy Models," Discussion Paper Series 26343, Hamburg Institute of International Economics.
    840. Bomfim, Antulio N., 2001. "Measurement error in general equilibrium: the aggregate effects of noisy economic indicators," Journal of Monetary Economics, Elsevier, vol. 48(3), pages 585-603, December.
    841. Liao, Shian-Yu & Chen, Been-Lon, 2023. "News shocks to investment-specific technology in business cycles," European Economic Review, Elsevier, vol. 152(C).
    842. Cooley, Thomas F. & Greenwood, Jeremy & Yorukoglu, Mehmet, 1997. "The replacement problem," Journal of Monetary Economics, Elsevier, vol. 40(3), pages 457-499, December.
    843. Mukoyama, Toshihiko, 2008. "Endogenous depreciation, mismeasurement of aggregate capital, and the productivity slowdown," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 513-522, March.
    844. Michael R. Pakko, 1997. "The business cycle and chain-weighted GDP: has our perspective changed?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 39-49.
    845. Junxi Zhang, 2007. "Endogenous Markups, Intensity of Competition, and Persistence of Business Cycles," Southern Economic Journal, John Wiley & Sons, vol. 74(2), pages 546-565, October.
    846. Schmöller, Michaela, 2019. "Stagnant Wages, Sectoral Misallocation and Slowing Productivity Growth," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203598, Verein für Socialpolitik / German Economic Association.
    847. Marco Cozzi, 2018. "Optimal Capital Taxation with Incomplete Markets and Schumpeterian Growth," Department Discussion Papers 1803, Department of Economics, University of Victoria.
    848. AKITOBY, Bernardin, 1997. "Termes de l'échange endogènes et cycles économiques réels : une application à la Côte-d'Ivoire," Cahiers de recherche 9701, Universite de Montreal, Departement de sciences economiques.
    849. Fujiwara, Ippei & Hara, Naoko & Yoshimura, Kentaro, 2006. "Effectiveness of state-contingent monetary policy under a liquidity trap," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 364-379, September.
    850. Jang‐Ting Guo & Yan Zhang, 2024. "Tax policy and aggregate stability in an overlapping generations model," Pacific Economic Review, Wiley Blackwell, vol. 29(2), pages 187-213, May.
    851. Hasui Kohei, 2021. "Trend Growth and Robust Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(2), pages 449-472, June.
    852. Zheng Song & Kaiji Chen, 2007. "Capital Reallocation, Productivity, and Expectation-Driven Business Cycles," 2007 Meeting Papers 512, Society for Economic Dynamics.
    853. Gregory C. Chow, 2003. "How the Basic RBC Model Fails to Explain US Time Series," Macroeconomics 0306010, University Library of Munich, Germany.
    854. Mr. Marc G Quintyn & Ms. Geneviève Verdier, 2010. "Mother, Can I Trust the Government? Sustained Financial Deepening: A Political Institutionsview," IMF Working Papers 2010/210, International Monetary Fund.
    855. Martin Møller Andreasen, 2008. "Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model," CREATES Research Papers 2008-43, Department of Economics and Business Economics, Aarhus University.
    856. Mikio Ito & Akihiko Noda & Tatsuma Wada, 2016. "The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach," Applied Economics, Taylor & Francis Journals, vol. 48(7), pages 621-635, February.
    857. D’Erasmo, P. & Mendoza, E.G. & Zhang, J., 2016. "What is a Sustainable Public Debt?," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2493-2597, Elsevier.
    858. Eric T. Swanson, 2009. "Risk aversion, the labor margin, and asset pricing in DSGE models," Working Paper Series 2009-26, Federal Reserve Bank of San Francisco.
    859. Nadezhda Malysheva & Pierre-Daniel G. Sarte, 2009. "Heterogeneity in sectoral employment and the business cycle," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 95(Fall), pages 335-355.
    860. Michael A. Kouparitsas, 1996. "North-South financial integration and business cycles," Working Paper Series, Macroeconomic Issues WP-96-10, Federal Reserve Bank of Chicago.
    861. Lorenza Rossi & Fabrizio Mattesini, 2008. "We analyze, in this paper, a DSGE New Keynesian model with indi- visible labor where firms may belong to two different final goods producing sectors one where wages and employment are determined in competitive labor markets and the orther where wages," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0077, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    862. Amélie Barbier‐Gauchard & Thierry Betti, 2021. "Spillover effects of fiscal policy in a monetary union: Why do fiscal instruments matter?," Bulletin of Economic Research, Wiley Blackwell, vol. 73(1), pages 1-33, January.
    863. Langer, Viktoria C.E., 2016. "News shocks, nonseparable preferences, and optimal monetary policy," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 237-246.
    864. Lees, Kirdan & Matheson, Troy, 2007. "Mind your ps and qs! Improving ARMA forecasts with RBC priors," Economics Letters, Elsevier, vol. 96(2), pages 275-281, August.
    865. Nadenichek, Jon, 2000. "The Japan-US trade imbalance: a real business cycle perspective," Japan and the World Economy, Elsevier, vol. 12(3), pages 255-271, September.
    866. Jinill Kim & Sunghyun Henry Kim & Andrew Levin, 2000. "Patience, Persistence and Properties of Two-Country Incomplete Market Models," Econometric Society World Congress 2000 Contributed Papers 1764, Econometric Society.
    867. Pengfei Wang, 2012. "Understanding Expectation‐Driven Fluctuations: A Labor‐Market Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(2‐3), pages 487-506, March.
    868. Faust, Jon & Whiteman, Charles H., 1997. "General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 121-161, December.
    869. Bilbiie, F. O. & Hanks, F. & Lavender, S., 2025. "Complementarity, Heterogeneity, and Multipliers: Utility for HANK," Cambridge Working Papers in Economics 2573, Faculty of Economics, University of Cambridge.
    870. Koulovatianos, Christos & Schröder, Carsten & Schmidt, Ulrich, 2019. "Do demographics prevent consumption aggregates from reflecting micro-level preferences?," European Economic Review, Elsevier, vol. 111(C), pages 166-190.
    871. Gallen, Trevor S., 2021. "Predicting and decomposing why representative agent and heterogeneous agent models sometimes diverge," Economic Modelling, Elsevier, vol. 101(C).
    872. Nicholas Apergis & Alexandros Panethimitakis, 2011. "Stylised facts of Greek business cycles: new evidence from aggregate and across regimes data," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 3(2), pages 147-165.
    873. Julio J. Rotemberg, 2003. "Stochastic Technical Progress, Smooth Trends, and Nearly Distinct Business Cycles," American Economic Review, American Economic Association, vol. 93(5), pages 1543-1559, December.
    874. Paul Levine & Maryam Mirfatah & Joseph Pearlman & Stylianos Tsiaras, 2023. "Optimal Liquidity Provision and Interest Rate Rules: A Tale of Two Frictions," School of Economics Discussion Papers 1323, School of Economics, University of Surrey.
    875. Julio J. Rotemberg, 1998. "Cyclical Movements in Wages and Consumption in a Bargaining Model of Unemployment," NBER Working Papers 6445, National Bureau of Economic Research, Inc.
    876. Crowley, Patrick M. & Hallett, Andrew Hughes, 2011. "The great moderation under the microscope: decomposition of macroeconomic cycles in US and UK aggregate demand," Bank of Finland Research Discussion Papers 13/2011, Bank of Finland.
    877. Coulibaly Brahima & Millar Jonathan N., 2011. "The "Elusive" Capital-User Cost Elasticity Revisited," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-41, September.
    878. Aubhik Khan & Julia K. Thomas, 2000. "Nonconvex factor adjustments in equilibrium business cycle models: do nonlinearities matter?," Working Papers 00-10, Federal Reserve Bank of Philadelphia.
    879. Schaling, Eric & Tesfaselassie, Mewael F., 2013. "Trend growth and learning about monetary policy rules in a two-block world economy," Kiel Working Papers 1818, Kiel Institute for the World Economy.
    880. Jiang, Xiandeng & Zhao, Ningru & Pan, Zheng, 2022. "Regional housing wealth, relative housing wealth and labor market behavior," Journal of Housing Economics, Elsevier, vol. 55(C).
    881. Schmitt-Grohe, Stephanie & Uribe, Martin, 2000. "Price level determinacy and monetary policy under a balanced-budget requirement," Journal of Monetary Economics, Elsevier, vol. 45(1), pages 211-246, February.
    882. Matteo Ghilardi & Raffaele Rossi, 2014. "Aggregate Stability and Balanced-Budget Rules," IMF Working Papers 2014/023, International Monetary Fund.
    883. Daniel R. Carroll & Eric Young, 2014. "The Piketty Transition," Working Papers (Old Series) 1432, Federal Reserve Bank of Cleveland.
    884. Troy Davig & Eric M. Leeper, 2009. "Expectations And Fiscal Stimulus," CAEPR Working Papers 2009-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    885. Maryam Mirfatah & Vasco J. Gabriel & Paul Levine, 2021. "Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications," School of Economics Discussion Papers 0321, School of Economics, University of Surrey.
    886. Velasquez, Agustin, 2025. "The Leisure Gains from International Trade," Journal of International Economics, Elsevier, vol. 155(C).
    887. Cloyne, James, 2014. "Government spending shocks, wealth effects and distortionary taxes," LSE Research Online Documents on Economics 58024, London School of Economics and Political Science, LSE Library.
    888. Bisio Laura & Faccini Andrea, 2010. "Does cointegration matter? An analysis in a RBC perspective," wp.comunite 0066, Department of Communication, University of Teramo.
    889. Salyer, Kevin D., 1995. "The macroeconomics of self-fulfilling prophecies A review essay," Journal of Monetary Economics, Elsevier, vol. 35(1), pages 215-242, February.
    890. Garlappi, Lorenzo & Song, Zhongzhi, 2017. "Capital utilization, market power, and the pricing of investment shocks," Journal of Financial Economics, Elsevier, vol. 126(3), pages 447-470.
    891. Ratto, Marco & Roeger, Werner & Veld, Jan in 't, 2009. "QUEST III: An estimated open-economy DSGE model of the euro area with fiscal and monetary policy," Economic Modelling, Elsevier, vol. 26(1), pages 222-233, January.
    892. Ben Malin, 2006. "Lower-Frequency Macroeconomic Fluctuations: Living Standards and Leisure," 2006 Meeting Papers 752, Society for Economic Dynamics.
    893. Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulà lia-Llopis, Raül, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," CEPR Discussion Papers 7474, C.E.P.R. Discussion Papers.
    894. Graham, Liam, 2003. "Unemployment and the smoothness of consumption in business cycle models," Economics Letters, Elsevier, vol. 79(2), pages 263-267, May.
    895. Ambler, Steve & Guay, Alain & Phaneuf, Louis, 2012. "Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 47-62.
    896. MAO TAKONGMO, Charles Olivier, 2019. "Keynesian Models, Detrending, and the Method of Moments," MPRA Paper 91709, University Library of Munich, Germany.
    897. Jeffrey R. Campbell & Jonas D. M. Fisher & Alejandro Justiniano & Leonardo Melosi, 2016. "Forward Guidance and Macroeconomic Outcomes Since the Financial Crisis," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 283-357, National Bureau of Economic Research, Inc.
    898. Yi Wen, 2009. "When does heterogeneity matter?," Working Papers 2009-024, Federal Reserve Bank of St. Louis.
    899. Hakon Tretvoll, 2012. "Real exchange rate variability in a two country business cycle model," 2012 Meeting Papers 911, Society for Economic Dynamics.
    900. Zsolt Becsi, 1999. "Heterogeneity and the welfare cost of dynamic factor taxes," FRB Atlanta Working Paper 99-2, Federal Reserve Bank of Atlanta.
    901. Raj Chetty, 2006. "A Bound on Risk Aversion Using Labor Supply Elasticities," NBER Working Papers 12067, National Bureau of Economic Research, Inc.
    902. Mehmet Balcilar & Zeynel Abidin Ozdemir, 2020. "A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(3), pages 611-641, August.
    903. Bennett T. McCallum, 1993. "Macroeconomics After Two Decades of Rational Expectations," NBER Working Papers 4367, National Bureau of Economic Research, Inc.
    904. Martin Grossmann & Helmut Dietl & Markus Lang, 2010. "Revenue Sharing and Competitive Balance in a Dynamic Contest Model," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 36(1), pages 17-36, February.
    905. Neyer, Ulrike & Stempel, Daniel, 2021. "Gender discrimination, inflation, and the business cycle," Journal of Macroeconomics, Elsevier, vol. 70(C).
    906. Cologni, Alessandro & Manera, Matteo, 2013. "Exogenous oil shocks, fiscal policies and sector reallocations in oil producing countries," Energy Economics, Elsevier, vol. 35(C), pages 42-57.
    907. Crafts, N. F. R. & Mills, Terence C., "undated". "British Economic Fluctuations, 1851-1913 A Perspective Based on Growth Theory," Economic Research Papers 268482, University of Warwick - Department of Economics.
    908. Holger Strulik & Timo Trimborn, 2017. "The Spending Multiplier in the Medium Run," German Economic Review, Verein für Socialpolitik, vol. 18(2), pages 154-181, May.
    909. Shirota, Toyoichiro, 2018. "What is the major source of business cycles: Spillovers from land prices, investment shocks, or anything else?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 138-149.
    910. Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    911. Jess Benhabib & Stephanie Schmitt-Grohe & Martin Uribe, 2004. "Chaotic Interest Rate Rules: Expanded Version," NBER Working Papers 10272, National Bureau of Economic Research, Inc.
    912. Bernardin Akitoby, 1997. "Termes de l'échange endogène et cycles économiques réels : une application à la Côte-d'Ivoire," Revue Économique, Programme National Persée, vol. 48(6), pages 1485-1508.
    913. Bilbiie, Florin, 2018. "Complementarity, Income, and Substitution: A U(C,N) Utility for Macro," CEPR Discussion Papers 12812, C.E.P.R. Discussion Papers.
    914. Barthélemy, Jean & Cléaud, Guillaume, 2018. "Trade Balance And Inflation Fluctuations In The Euro Area," Macroeconomic Dynamics, Cambridge University Press, vol. 22(4), pages 931-960, June.
    915. Ko, Jun-Hyung, 2011. "Has the Government Lowered the Hours Worked? Evidence from Japan," MPRA Paper 30058, University Library of Munich, Germany.
    916. Fung, Ka Wai Terence & Lau, Chi Keung Marco & Chan, Kwok Ho, 2013. "A R&D Based Real Business Cycle Model," MPRA Paper 52571, University Library of Munich, Germany.
    917. Strulik, Holger & Trimborn, Timo, 2009. "Fiscal Stimulus: A Neoclassical Perspective," Hannover Economic Papers (HEP) dp-421, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    918. Schmöller, Michaela, 2019. "Stagnant wages, sectoral misallocation and slowing productivity growth," Bank of Finland Research Discussion Papers 8/2019, Bank of Finland.
    919. Abad, Nicolas & Seegmuller, Thomas & Venditti, Alain, 2017. "Nonseparable Preferences Do Not Rule Out Aggregate Instability Under Balanced-Budget Rules: A Note," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 259-277, January.
    920. Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2020. "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Econometrics and Statistics, Elsevier, vol. 16(C), pages 1-27.
    921. Deniz Nebioğlu, 2022. "Great Recession and news shocks: evidence based on an estimated DSGE model," Empirical Economics, Springer, vol. 62(4), pages 1649-1685, April.
    922. Julia K. Thomas, 2002. "Is lumpy investment relevant for the business cycle?," Staff Report 302, Federal Reserve Bank of Minneapolis.
    923. Hofkes, Marjan W., 1994. "Sustainable development in an economy-ecology integrated model," Serie Research Memoranda 0048, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    924. Funashima, Yoshito, 2016. "Governmentally amplified output volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 469-478.
    925. Weder, Mark, 2000. "Can Habit Formation Solve the Consumption Anomaly in the Two-Sector Business Cycle Model?," Journal of Macroeconomics, Elsevier, vol. 22(3), pages 433-444, July.
    926. Michael D. Hurd & Susann Rohwedder, 2005. "The Retirement-Consumption Puzzle Anticipated and Actual Declines in Spending at Retirement," Working Papers WR-242, RAND Corporation.
    927. Barry, Frank & Devereux, Michael B., 2003. "Expansionary fiscal contraction: A theoretical exploration," Journal of Macroeconomics, Elsevier, vol. 25(1), pages 1-23, March.
    928. Zubarev, Andrey (Зубарев, Андрей) & Polbin, Andrey (Полбин, Андрей), 2017. "Scenario Analysis of the Impact of Reducing the Export Duty on Oil on the Russian Economy within the Framework of the General Equilibrium Model [Сценарный Анализ Влияния На Российскую Экономику Снижения Экспортной Пошлины На Нефть В Рамках Модели ," Working Papers 051734, Russian Presidential Academy of National Economy and Public Administration.
    929. Sadka, Joyce C. & Yi, Kei-Mu, 1996. "Consumer durables, permanent terms of trade shocks, and the recent US trade deficits," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 797-811, October.
    930. Luca Guerrieri & Dale Henderson & Jinill Kim, 2020. "Interpreting shocks to the relative price of investment with a two‐sector model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 82-98, January.
    931. Ingram, Beth F. & Kocherlakota, Narayana R. & Savin, N. E., 1997. "Using theory for measurement: An analysis of the cyclical behavior of home production," Journal of Monetary Economics, Elsevier, vol. 40(3), pages 435-456, December.
    932. Patel, Urjit R. & Srivastava, Pradeep, 1996. "Macroeconomic policy and output comovement: The formal and informal sectors in India," World Development, Elsevier, vol. 24(12), pages 1915-1923, December.
    933. Jeffrey R. Campbell & Zvi Hercowitz, 2011. "The financial labor supply accelerator," Working Paper Series WP-2011-05, Federal Reserve Bank of Chicago.
    934. Luís Costa, 2007. "GDP steady-state multipliers under monopolistic competition revisited," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 6(3), pages 181-204, December.
    935. Bernardino Adão & André C. Silva, 2021. "Government financing, inflation, and the financial sector," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1357-1396, June.
    936. Huang, Guangming, 2021. "Seigniorage Channel and Monetary Effectiveness in Flexible Price Economy," MPRA Paper 114532, University Library of Munich, Germany, revised 28 Aug 2022.
    937. Herrendorf, Berthold & Valentinyi, Akos, 2002. "On the Stability of the Two-Sector Neoclassical Growth Model with Externalities," CEPR Discussion Papers 3435, C.E.P.R. Discussion Papers.
    938. Gianni Amisano & Oreste Tristani, 2023. "Monetary policy and long‐term interest rates," Quantitative Economics, Econometric Society, vol. 14(2), pages 689-716, May.
    939. Kascha, Christian & Mertens, Karel, 2009. "Business cycle analysis and VARMA models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 267-282, February.
    940. Daniel Farhat, 2009. "Endogenous Labor Supply, Heterogeneous Firms and International Business Cycles," Working Papers 0909, University of Otago, Department of Economics, revised Sep 2009.
    941. Rochelle M. Edge, 2000. "The effect of monetary policy on residential and structures investment under differential project planning and completion times," International Finance Discussion Papers 671, Board of Governors of the Federal Reserve System (U.S.).
    942. Jesús Rodríguez-López & Mario Solís-García, 2020. "On the Magnitude of the Expenditure Multiplier," Working Papers 20.05, Universidad Pablo de Olavide, Department of Economics.
    943. Laurentiu Guinea & Luis A. Puch & Jesús Ruiz Andújar, 2022. "Online Appendix to News-driven housing booms: Spain vs. Germany," Documentos de Trabajo del ICAE 2022-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    944. Chien, YiLi & Wen, Yi, 2024. "The Ramsey steady-state conundrum in heterogeneous-agent economies," Journal of Economic Theory, Elsevier, vol. 220(C).
    945. Friedman Amit & Hercowitz Zvi & Sidi Jonathan, 2016. "Fiscal policy in an open economy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(1), pages 25-46, January.
    946. Fachat, Christian, 2000. "Agency Costs, Net Worth, and the Credit Channel of Monetary Transmission," Bonn Econ Discussion Papers 3/2000, University of Bonn, Bonn Graduate School of Economics (BGSE).
    947. Burkhard Heer, 2025. "On the Optimal Capital Tax Rate in Overlapping Generations Models with Capital - Skill Complementarity," CESifo Working Paper Series 11845, CESifo.
    948. Alexandru Cristian Fotea & Corneliu Guțu, 2016. "Historical and Theoretical Framework of the Relation between Higher Education Institutions and the Process of Regional Economic Development," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 4(1), pages 23-42.
    949. Martin Uribe, 1995. "Real exchange rate targeting and macroeconomic instability," International Finance Discussion Papers 505, Board of Governors of the Federal Reserve System (U.S.).
    950. Guido Menzio, 2023. "Optimal Product Design: Implications for Competition and Growth Under Declining Search Frictions," Econometrica, Econometric Society, vol. 91(2), pages 605-639, March.
    951. RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 17-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    952. Leao, Emanuel R. & Leao, Pedro R., 2007. "Modelling the central bank repo rate in a dynamic general equilibrium framework," Economic Modelling, Elsevier, vol. 24(4), pages 571-610, July.
    953. Drago, Bergholt & Furlanetto, Francesco & Faccioli, Nicolò Maffei, 2019. "The decline of the labor share: new empirical evidence," Working Paper 2019/18, Norges Bank.
    954. Sangyup Choi & Myungkyu Shim, 2018. "Labor Market Dynamics in Developing Economies: the Role of Subsistence Consumption," Working papers 2018rwp-127, Yonsei University, Yonsei Economics Research Institute.
    955. Malikane, Christopher, 2012. "The Microfoundations of the Keynesian Wage-Price Spiral," MPRA Paper 42923, University Library of Munich, Germany, revised 2012.
    956. Gabriel Bruneau & Kevin Moran, 2017. "Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(1), pages 72-93, February.
    957. Alexandr Kopytov & Nikolai Roussanov & Mathieu Taschereau-Dumouchel, 2020. "Cheap Thrills: the Price of Leisure and the Global Decline in Work Hours," NBER Working Papers 27744, National Bureau of Economic Research, Inc.
    958. Pami Dua, 2017. "Macroeconomic Modelling and Bayesian Methods," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(2), pages 209-226, June.
    959. Pedro Garcia Duarte & Kevin D. Hoover, 2012. "Observing Shocks," History of Political Economy, Duke University Press, vol. 44(5), pages 226-249, Supplemen.
    960. Semmler, Will & Gong, Gang, 1996. "Estimating parameters of real business cycle models," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 301-325, September.
    961. Abdelhak S. Senhadji, 2003. "External Shocks and Debt Accumulation in a Small Open Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(1), pages 207-239, January.
    962. Francesco Busato, 2004. "Relative Demand Shocks," Economics Working Papers 2004-11, Department of Economics and Business Economics, Aarhus University.
    963. Cooley, Thomas & Henriksen, Espen, 2018. "The demographic deficit," Journal of Monetary Economics, Elsevier, vol. 93(C), pages 45-62.
    964. Park, Hyun, 2013. "Do habits generate endogenous fluctuations in a growing economy?," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 54-68.
    965. Stephen Murchison & Andrew Rennison, 2005. "Monetary neglect and the Canadian Phillips Curve," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    966. Dennis Wesselbaum & Marc-Andre Luik, 2016. "Did the FED REact to Asset Price Bubbles?," Working Papers 1602, University of Otago, Department of Economics, revised Feb 2016.
    967. Mervyn A. King & Mark Robson, 1989. "Endogenous Growth and the role of History," NBER Working Papers 3151, National Bureau of Economic Research, Inc.
    968. Kuang, Pei & Tang, Li & Zhang, Renbin & Zhang, Tongbin, 2022. "Forecast disagreement about long-run macroeconomic relationships," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 371-387.
    969. Poilly, Céline & Tripier, Fabien, 2025. "Reprint of: Regional trade policy uncertainty," Journal of International Economics, Elsevier, vol. 156(C).
    970. Deli, Yota D., 2016. "Endogenous capital depreciation and technology shocks," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 318-338.
    971. Sefton, J. A., 2000. "A solution method for consumption decisions in a dynamic stochastic general equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 1097-1119, June.
    972. Benjamin K. Johannsen, 2014. "When are the Effects of Fiscal Policy Uncertainty Large?," Finance and Economics Discussion Series 2014-40, Board of Governors of the Federal Reserve System (U.S.).
    973. Taremi, Mohammad & Esksndari, Farzad & Bameni Moghadam, Mohammad, 2016. "Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(3), pages 225-243, July.
    974. Andreasen Martin M, 2010. "Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-41, June.
    975. Marco Maffezzoli, 2000. "Human Capital and International Real Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(1), pages 137-165, January.
    976. Sanha Noh, 2020. "Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 795-841, December.
    977. Lorenzo Menna & Patrizio Tirelli, 2014. "The Equity Premium in a DSGE Model with Limited Asset Market Participation," Working Papers 275, University of Milano-Bicocca, Department of Economics, revised Jun 2014.
    978. Tesfaselassie, Mewael F., 2013. "Trend productivity growth and the government spending multiplier," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 197-207.
    979. Francesc Obiols-Homs, 2003. "Incomplete Unemployment Insurance and Aggregate Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 602-636, July.
    980. Constantine Alexandrakis, 2014. "Technological change and the U.S. real interest rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 672-686, October.
    981. Julio J. Rotemberg & Michael Woodford, 1996. "Imperfect Competition and the Effects of Energy Price Increases on Economic Activity," NBER Working Papers 5634, National Bureau of Economic Research, Inc.
    982. Zuzana Janko, 2011. "A dynamic small open economy model with involuntary unemployment," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(4), pages 1350-1368, November.
    983. Nan Li, 2011. "Cyclical Wage Movements in Emerging Markets Compared to Developed Economies: the Role of Interest Rates," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(4), pages 686-704, October.
    984. David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing DSGE Models by Indirect Inference: a Survey of Recent Findings," Open Economies Review, Springer, vol. 30(3), pages 593-620, July.
    985. Roger E A Farmer, 2019. "The Indeterminacy Agenda in Macroeconomics," National Institute of Economic and Social Research (NIESR) Discussion Papers 507, National Institute of Economic and Social Research.
    986. Michael R. Pakko, 1998. "Dynamic shoe-leather costs in a shopping-time model of money," Working Papers 1998-007, Federal Reserve Bank of St. Louis.
    987. Milesi-Ferretti, Gian Maria & Roubini, Nouriel, 1998. "On the taxation of human and physical capital in models of endogenous growth," Journal of Public Economics, Elsevier, vol. 70(2), pages 237-254, November.
    988. Jung, Yongseung, 2019. "What drives business cycles in Korea?," Japan and the World Economy, Elsevier, vol. 52(C).
    989. Xiao, Wei, 2004. "Can indeterminacy resolve the cross-country correlation puzzle?," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2341-2366, December.
    990. Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization," 2017 Meeting Papers 1489, Society for Economic Dynamics.
    991. Daniel G. Swaine, 2001. "Are taste and technology parameters stable? a test of \"deep\" parameter stability in real business cycle models of the U.S. economy," Working Papers 01-05, Federal Reserve Bank of Boston.
    992. TallariniJr., Thomas D., 2000. "Risk-sensitive real business cycles," Journal of Monetary Economics, Elsevier, vol. 45(3), pages 507-532, June.
    993. Smith, Gregor W. & Zin, Stanley E., 1997. "Real business-cycle realizations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 243-280, December.
    994. Luis Aguiar-Conraria & Yi Wen, 2006. "Understanding the large negative impact of oil shocks," Working Papers 2005-042, Federal Reserve Bank of St. Louis.
    995. Michael Rousakis, 2013. "Expectations and Fluctuations: The Role of Monetary Policy," 2013 Meeting Papers 681, Society for Economic Dynamics.
    996. Cliff L.F. Attfield & Jonathan R.W. Temple, 2003. "Measuring trend output: how useful are the Great Ratios?," Bristol Economics Discussion Papers 03/555, School of Economics, University of Bristol, UK.
    997. 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.
    998. Ragchaasuren, Galindev, 2005. "On the Effect of Monetary Stabilisation Policy on Long-run Growth," Economics Discussion Papers 8883, University of Essex, Department of Economics.
    999. Guo, Jang-Ting, 1998. "Indeterminacy and sunspots in a monetary economy with limited participation," Economics Letters, Elsevier, vol. 59(3), pages 337-345, June.
    1000. Emi Nakamura & Jón Steinsson, 2017. "Identification in Macroeconomics," NBER Working Papers 23968, National Bureau of Economic Research, Inc.
    1001. Lau, Sau-Him Paul, 2009. "Demographic structure and capital accumulation: A quantitative assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 554-567, March.
    1002. Christian Sigouin, 2000. "Self-enforcing Employment Contracts and Business Cycle Fluctuations," Cahiers de recherche CREFE / CREFE Working Papers 127, CREFE, Université du Québec à Montréal.
    1003. Shikuan Chen & Ming-Jen Chang, 2006. "Relative prices and expenditure switching effect," Applied Economics, Taylor & Francis Journals, vol. 38(17), pages 2069-2073.
    1004. Vennemo, Haakon, 1997. "A dynamic applied general equilibrium model with environmental feedbacks," Economic Modelling, Elsevier, vol. 14(1), pages 99-154, January.
    1005. Mario J. Crucini, 2006. "International Real Business Cycles," Vanderbilt University Department of Economics Working Papers 0617, Vanderbilt University Department of Economics.
    1006. Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Shinichiro Watanabe & Kentaro Yoshimura, 2005. "Monetary Policy in a Liquidity Trap: What Have We Learned, and to What End?," International Finance, Wiley Blackwell, vol. 8(3), pages 471-508, December.
    1007. Cooley, Thomas F., 1999. "Government debt and social security in a life-cycle economy : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 50(1), pages 111-117, June.
    1008. Lucke, Bernd & Gaggermeier, Christian, 2001. "On the identifiability of Euler equation estimates under saddlepath stability," Economics Letters, Elsevier, vol. 71(2), pages 155-163, May.
    1009. Richard M. H. Suen, 2014. "Time Preference And The Distributions Of Wealth And Income," Economic Inquiry, Western Economic Association International, vol. 52(1), pages 364-381, January.
    1010. Mardi Dungey & Adrian Pagan, 2000. "A Structural VAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 321-342, December.
    1011. Joseba Martinez, 2018. "Automation, Growth and Factor Shares," 2018 Meeting Papers 736, Society for Economic Dynamics.
    1012. Canova, Fabio & Marrinan, Jane, 1998. "Sources and propagation of international output cycles: Common shocks or transmission?," Journal of International Economics, Elsevier, vol. 46(1), pages 133-166, October.
    1013. Wolfram F. Richter & Christoph Braun, 2010. "Efficient Subsidization of Human Capital Accumulation with Overlapping Generations and Endogenous Growth," CESifo Working Paper Series 2982, CESifo.
    1014. Yun, Tack, 1996. "Nominal price rigidity, money supply endogeneity, and business cycles," Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 345-370, April.
    1015. Jordi Gali, 1996. "Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations," NBER Working Papers 5721, National Bureau of Economic Research, Inc.
    1016. Mr. Benjamin L Hunt & Mr. Dirk V Muir & Mr. Martin Sommer, 2015. "The Potential Macroeconomic Impact of the Unconventional Oil and Gas Boom in the United States," IMF Working Papers 2015/092, International Monetary Fund.
    1017. Angyridis, Constantine & Mansoorian, Arman & Michelis, Leo, 2025. "On the costs of inflation with a general equilibrium welfare measure and alternative utility functions," Journal of Macroeconomics, Elsevier, vol. 84(C).
    1018. Jang‐Ting Guo & Yan Zhang, 2022. "Macroeconomic stability under balanced‐budget rules and no‐income‐effect preferences," Pacific Economic Review, Wiley Blackwell, vol. 27(1), pages 3-17, February.
    1019. Viktors Stebunovs & Fabio Ghironi, 2008. "The Domestic and International Effects of Financial Deregulation," 2008 Meeting Papers 676, Society for Economic Dynamics.
    1020. Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2013. "Policy change and learning in the RBC model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 1947-1971.
    1021. Perli, Roberto & Sakellaris, Plutarchos, 1998. "Human capital formation and business cycle persistence," Journal of Monetary Economics, Elsevier, vol. 42(1), pages 67-92, June.
    1022. Wen, Yi, 2003. "Understanding the Inventory Cycle: I. Partial Equilibrium Analysis," Working Papers 03-08, Cornell University, Center for Analytic Economics.
    1023. Coulombe, Raphaelle G., 2021. "The electoral origin of government spending shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
    1024. Jonathan Willis & Russell Cooper, 2015. "Discounting: Investment Sensitivity and Aggregate Implications," 2015 Meeting Papers 607, Society for Economic Dynamics.
    1025. Yossi Yakhin & Natalya Presman, 2015. "A Stock-Flow Accounting Model of the Labor Market: An Application to Israel," IMF Working Papers 2015/058, International Monetary Fund.
    1026. Litina, Anastasia & Palivos, Theodore, 2010. "The Behavior Of The Saving Rate In The Neoclassical Optimal Growth Model," Macroeconomic Dynamics, Cambridge University Press, vol. 14(4), pages 482-500, September.
    1027. Paul Lau, Sau-Him, 1999. "I(0) In, integration and cointegration out:: Time series properties of endogenous growth models," Journal of Econometrics, Elsevier, vol. 93(1), pages 1-24, November.
    1028. Nicolae B. Gârleanu & Stavros Panageas & Jianfeng Yu, 2009. "Technological Growth and Asset Pricing," NBER Working Papers 15340, National Bureau of Economic Research, Inc.
    1029. Daniele Siena, 2017. "What's News in International Business Cycles," 2017 Meeting Papers 1206, Society for Economic Dynamics.
    1030. Marco Maffezzoli, 2001. "Non-Walrasian Labor Markets and Real Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 860-892, October.
    1031. Ramirez, Donna Theresa J. & Khanna, Madhu & Zilberman, David, 2002. "Conservation Capital And Sustainable Economic Growth," 2002 Annual meeting, July 28-31, Long Beach, CA 19846, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    1032. Shintani, Mototsugu & Guo, Zi-Yi, 2011. "Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations," EconStor Preprints 167627, ZBW - Leibniz Information Centre for Economics.
    1033. Bilbiie, Florin, 2009. "Non-Separable Preferences and Frisch Labor Supply: One Solution to a Fiscal Policy Puzzle," CEPR Discussion Papers 7484, C.E.P.R. Discussion Papers.
    1034. Stephen Mccafferty, 1997. "Optimal Capital Taxation and Debt Policy in a Finite-Horizon Macro Model," Public Finance Review, , vol. 25(6), pages 577-600, November.
    1035. Russell Cooper & Immo Schott, 2018. "Captial Reallocation and Productivity," 2018 Meeting Papers 121, Society for Economic Dynamics.
    1036. Barañano Mentxaka, Ilaski & San Martín Lizarralde, Marta, 2015. "Optimal Taxation and Indeterminacy in the Uzawa-Lucas Model with Sector-specific Externalities," IKERLANAK 16781, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
    1037. Martin Kuncl & Alexander Ueberfeldt, 2021. "Monetary Policy and the Persistent Aggregate Effects of Wealth Redistribution," Staff Working Papers 21-38, Bank of Canada.
    1038. Raouf Boucekkine & Cuong Le Van & Katheline Schubert, "undated". "How to Get the Blanchard-Kahn Form from a General Linear Rational Expectations Model," Computing in Economics and Finance 1996 _035, Society for Computational Economics.
    1039. Edge, Rochelle M., 2007. "Time-to-build, time-to-plan, habit-persistence, and the liquidity effect," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1644-1669, September.
    1040. Pablo Mejía-Reyes & Reyna Vergara-González, 2015. "Are more severe recessions followed by stronger recoveries? Evidence from the Mexican states employment," ERSA conference papers ersa15p1223, European Regional Science Association.
    1041. Eusepi, Stefano & Preston, Bruce, 2015. "Consumption heterogeneity, employment dynamics and macroeconomic co-movement," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 13-32.
    1042. Burkhard Heer & Alfred Maussner, 2006. "Business Cycle Dynamics of a New Keynesian Overlapping Generations Model with Progressive Income Taxation," CESifo Working Paper Series 1692, CESifo.
    1043. Marc‐André Letendre, 2004. "Capital utilization and habit formation in a small open economy model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(3), pages 721-741, August.
    1044. Noah Williams, 2003. "Small Noise Asymptotics for a Stochastic Growth Model," NBER Working Papers 10194, National Bureau of Economic Research, Inc.
    1045. Alogoskoufis, G.S. & van der Ploeg, F., 1991. "Money and growth revisited," Discussion Paper 1991-9, Tilburg University, Center for Economic Research.
    1046. Zvi Hercowitz, 2004. "Concentration of Capital Ownership and Investment Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(3), pages 668-686, July.
    1047. Chen, Shiu-Sheng, 2003. "Macroeconomic fluctuations and welfare cost of stabilization policy," Journal of Policy Modeling, Elsevier, vol. 25(2), pages 123-135, February.
    1048. Cazzavillan, Guido & Lloyd-Braga, Teresa & Pintus, Patrick, 1996. "Multiple steady states and endogenous fluctuations with increasing returns to scale in production," CEPREMAP Working Papers (Couverture Orange) 9618, CEPREMAP.
    1049. Vasilev, Aleksandar, 2013. "Essays on Real Business Cycle Modeling and the Public Sector," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 130522.
    1050. Nir Jaimovich & Sergio Rebelo, 2008. "News and Business Cycles in Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(8), pages 1699-1711, December.
    1051. Efthymios Pavlidis & Ivan Paya & David Peel, 2010. "Further empirical evidence on the consumption-real exchange rate anomaly," Working Papers 447022, Lancaster University Management School, Economics Department.
    1052. Holger Strulik, 2004. "Solving Rational Expectations Models Using Excel," The Journal of Economic Education, Taylor & Francis Journals, vol. 35(3), pages 269-283, July.
    1053. Maennig, Wolfgang & Wilhelm, Stefan, 2023. "News and noise in crime politics: The role of announcements and risk attitudes," Economic Modelling, Elsevier, vol. 129(C).
    1054. Mendoza, Enrique G. & Milesi-Ferretti, Gian Maria & Asea, Patrick, 1997. "On the ineffectiveness of tax policy in altering long-run growth: Harberger's superneutrality conjecture," Journal of Public Economics, Elsevier, vol. 66(1), pages 99-126, October.
    1055. Floden, Martin, 2001. "The effectiveness of government debt and transfers as insurance," Journal of Monetary Economics, Elsevier, vol. 48(1), pages 81-108, August.
    1056. Silvio Michael de Azevedo Costa, 2016. "Structural Trends and Cycles in a DSGE Model for Brazil," Working Papers Series 434, Central Bank of Brazil, Research Department.
    1057. N. Gregory Mankiw & Ricardo Reis, 2006. "Sticky Information in General Equilibrium," NBER Working Papers 12605, National Bureau of Economic Research, Inc.
    1058. Furlanetto, Francesco & Seneca, Martin, 2014. "Investment shocks and consumption," European Economic Review, Elsevier, vol. 66(C), pages 111-126.
    1059. Christopher M. Gunn, 2014. "Overaccumulation, Interest, and Prices," Carleton Economic Papers 14-07, Carleton University, Department of Economics.
    1060. Dilip Nachane, 2017. "Dynamic Stochastic General Equilibrium (DSGE) Modelling :Theory And Practice," Working Papers id:11699, eSocialSciences.
    1061. Michael A. Kouparitsas, 1996. "North-South business cycles," Working Paper Series, Macroeconomic Issues WP-96-9, Federal Reserve Bank of Chicago.
    1062. Jonathan A. Parker & Bruce Preston, 2005. "Precautionary Saving and Consumption Fluctuations," American Economic Review, American Economic Association, vol. 95(4), pages 1119-1143, September.
    1063. Daoju Peng & Kang ShiAuthor-Workplace-Name: Chinese University of Hong Kong & Juanyi XuAuthor-Workplace-Name: Hong Kong University of Science and Technology, 2016. "SOE and Chinese Real Business Cycle," Working Papers 022016, Hong Kong Institute for Monetary Research.
    1064. Jonathan Temple & Cliff Attfield, 2004. "Measuring trend growth: how useful are the great ratios?," Money Macro and Finance (MMF) Research Group Conference 2003 101, Money Macro and Finance Research Group.
    1065. Takashi Kamihigashi, 2001. "Necessity of Transversality Conditions for Stochastic Problems," Department of Economics Working Papers 01-02, Stony Brook University, Department of Economics.
    1066. Alexander L. Wolman, 1997. "Zero inflation and the Friedman rule: a welfare comparison," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 1-21.
    1067. Frédéric Dufourt & Kazuo Nishimura & Alain Venditti, 2025. "Expectations, beliefs and the business cycle: tracing back to the deep economic drivers," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 79(1), pages 89-149, February.
    1068. Cogley, Timothy & Nason, James M., 1995. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 253-278.
    1069. Bruno Chiarini & Paolo Piselli, 2000. "Aggregate Fluctuations In A Unionized Labor Market," Working Papers 2_2000, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    1070. Luis Eduardo Arango & Mauricio castillo, 1999. "¿ Son Estilizadas las Regularidades del Ciclo Económico? Una Breve Revisión de la literatura," Borradores de Economia 115, Banco de la Republica de Colombia.
    1071. Laurent Cellarier, 2005. "Learning and Endogenous Business Cycles in a Standard Growth Model," Computing in Economics and Finance 2005 240, Society for Computational Economics.
    1072. Hairault, Jean-Olivier & Patureau, Lise & Sopraseuth, Thepthida, 2004. "Overshooting and the exchange rate disconnect puzzle: a reappraisal," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 615-643, June.
    1073. Jess Benhabib & Stephanie Schmitt-Grohe & Martin Uribe, 2001. "Chaotic Interest Rate Rules," Departmental Working Papers 200109, Rutgers University, Department of Economics.
    1074. Boeters, Stefan & Savard, Luc, 2013. "The Labor Market in Computable General Equilibrium Models," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1645-1718, Elsevier.
    1075. Michael A. Kouparitsas, 1998. "Dynamic trade liberalization analysis: steady state, transitional and inter-industry effects," Working Paper Series WP-98-15, Federal Reserve Bank of Chicago.
    1076. Julio I. Rotemberg & Michael Woodford, 1994. "Energy Taxes and Aggregate Economic Activity," NBER Chapters, in: Tax Policy and the Economy, Volume 8, pages 159-195, National Bureau of Economic Research, Inc.
    1077. Carlstrom, Charles T. & Fuerst, Timothy S., 1995. "Interest rate rules vs. money growth rules a welfare comparison in a cash-in-advance economy," Journal of Monetary Economics, Elsevier, vol. 36(2), pages 247-267, November.
    1078. Ctirad Slavík & Hakki Yazici, 2020. "Wage Risk and the Skill Premium," CESifo Working Paper Series 8520, CESifo.
    1079. Martin M. Andreasen & Kasper Jørgensen, 2016. "Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution," CREATES Research Papers 2016-16, Department of Economics and Business Economics, Aarhus University.
    1080. Bas Van Groezen & Lex Meijdam & Harrie A. A. Verbon, 2007. "Increased Pension Savings: Blessing or Curse? Social Security Reform in a Two‐Sector Growth Model," Economica, London School of Economics and Political Science, vol. 74(296), pages 736-755, November.
    1081. Chen, Kaiji & Song, Zheng, 2007. "Financial Friction, Capital Reallocation and Expectation-Driven Business Cycles," MPRA Paper 3889, University Library of Munich, Germany.

  19. King, Robert G. & Plosser, Charles I. & Rebelo, Sergio T., 1988. "Production, growth and business cycles : II. New directions," Journal of Monetary Economics, Elsevier, vol. 21(2-3), pages 309-341.

    Cited by:

    1. Guisinger, Amy Y., 2020. "Gender differences in the volatility of work hours and labor demand," Journal of Macroeconomics, Elsevier, vol. 66(C).
    2. Baranano, Ilaski, 2001. "On human capital externalities and aggregate fluctuations," Journal of Economics and Business, Elsevier, vol. 53(5), pages 459-472.
    3. Rasmus Lentz & Torben Tranas, 2005. "Job Search and Savings: Wealth Effects and Duration Dependence," Journal of Labor Economics, University of Chicago Press, vol. 23(3), pages 467-490, July.
    4. Kirchner, Markus & Rieth, Malte, 2020. "Sovereign default risk, macroeconomic fluctuations and monetary-fiscal stabilisation," IWH Discussion Papers 22/2020, Halle Institute for Economic Research (IWH).
    5. Levin, Andrew T., 2002. "Comment on: Monetary policy rules in the open economy: effects on welfare and business cycles," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 1017-1023, July.
    6. Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2021. "Involuntary Unemployment and the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 26-54, January.
    7. Feng Dai & Songtao Wu & Ling Liang, 2014. "Capital and innovation aggregation with environmental pressure: An optimal evolution," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-16, December.
    8. 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, vol. 21(3), pages 577-595, July.
    9. Hakon Tretvoll, 2018. "Real Exchange Variability in a Two-Country Business Cycle Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 123-145, January.
    10. Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2017. "On weak identification in structural VARMA models," Economics Letters, Elsevier, vol. 156(C), pages 1-6.
    11. Busl, Claudia & Seymen, Atılım, 2013. "The German labour market reforms in a European context: A DSGE analysis," ZEW Discussion Papers 13-097, ZEW - Leibniz Centre for European Economic Research.
    12. Federico Ravenna, 2006. "Vector autoregressions and reduced form representations of DSGE models," Working Papers 0619, Banco de España.
    13. Christoph Priesmeier & Nikolai Stähler, 2011. "Long Dark Shadows Or Innovative Spirits? The Effects Of (Smoothing) Business Cycles On Economic Growth: A Survey Of The Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 25(5), pages 898-912, December.
    14. Leo Butler, 1996. "The Bank of Canada's New Quarterly Porjection Model Part 4 : A Semi-Structural Method to Estimate Potential Output : Combining Economic Theory with a Time-Series Filter," Technical Reports 77, Bank of Canada.
    15. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Ou, Zhirong, 2013. "What causes banking crises? An empirical investigation for the world economy," Cardiff Economics Working Papers E2013/3, Cardiff University, Cardiff Business School, Economics Section, revised May 2013.
    16. Benhabib, Jess & Wen, Yi, 2004. "Indeterminacy, aggregate demand, and the real business cycle," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 503-530, April.
    17. Gao, Yang & Gong, Gang, 2020. "Stabilizing and destabilizing mechanisms: A new perspective to understand business cycles," Economic Modelling, Elsevier, vol. 93(C), pages 51-68.
    18. 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 0021, Department of Economics at the University of Washington.
    19. Álvarez, Luis J. & Gómez-Loscos, Ana, 2018. "A menu on output gap estimation methods," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 827-850.
    20. Mehkari, M. Saif, 2016. "Uncertainty shocks in a model with mean-variance frontiers and endogenous technology choices," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 71-98.
    21. Stephanie Schmitt-Grohe, 1998. "Endogenous business cycles and the dynamics of output, hours, and consumption," Finance and Economics Discussion Series 1998-19, Board of Governors of the Federal Reserve System (U.S.).
    22. Michel De Vroey, 2020. "Should the History of Macroeconomics Steer Cear of the Fray or be Partisan? A Critical Essay on Banks and Finance in Modern Macroeconomics by B. Ingrao and C. Sardoni," LIDAM Discussion Papers IRES 2020028, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    23. Khan, Aubhik & Thomas, Julia K., 2003. "Nonconvex factor adjustments in equilibrium business cycle models: do nonlinearities matter?," Journal of Monetary Economics, Elsevier, vol. 50(2), pages 331-360, March.
    24. Vasilev, Aleksandar, 2016. "Business Cycles in Bulgaria and the Baltic Countries: An RBC Approach," EconStor Preprints 144531, ZBW - Leibniz Information Centre for Economics.
    25. Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015. "The Tail that Wags the Economy: Beliefs and Persistent Stagnation," NBER Working Papers 21719, National Bureau of Economic Research, Inc.
    26. Giorgio Calcagnini & Germana Giombini & Giuseppe Travaglini, 2021. "The Productivity Gap Among Major European Countries, USA and Japan," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(1), pages 59-78, March.
    27. Simone Marsiglio & Marco Tolotti, 2018. "Endogenous growth and technological progress with innovation driven by social interactions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(2), pages 293-328, March.
    28. Per Krusell & Jonna Olsson & Timo Boppart, 2017. "Labor Supply in the Future: Who Will Work?," 2017 Meeting Papers 157, Society for Economic Dynamics.
    29. Yan Zhang, 2021. "Income effects, stabilization policy, and indeterminacy in one-sector models," Annals of Economics and Finance, Society for AEF, vol. 22(1), pages 109-133, May.
    30. Olaf Posch, 2007. "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers 2007-23, Department of Economics and Business Economics, Aarhus University.
    31. Campbell, John & Perron, Pierre, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots," Scholarly Articles 3374863, Harvard University Department of Economics.
    32. Otrok, Christopher, 2001. "On measuring the welfare cost of business cycles," Journal of Monetary Economics, Elsevier, vol. 47(1), pages 61-92, February.
    33. Alexander Beames & Mariano Kulish & Nadine Yamout, 2022. "Fiscal Policy and the Slowdown in Trend Growth in an Open Economy," Working Papers 143, Red Nacional de Investigadores en Economía (RedNIE).
    34. Kozicki, Sharon, 1999. "Multivariate detrending under common trend restrictions: Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 997-1028, June.
    35. Frédéric Lordon, 1991. "Théorie de la croissance : quelques développements récents [Première partie : la croissance récente]," Revue de l'OFCE, Programme National Persée, vol. 36(1), pages 157-211.
    36. Susanto Basu, 2014. "Productivity and the Welfare of Nations," 2014 Meeting Papers 787, Society for Economic Dynamics.
    37. K Blackburn & A Pelloni, 2001. "On the Relationship Between Growth and Volatility in Learning-by-Doing Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 01, Economics, The University of Manchester.
    38. Dirk Niepelt, 2020. "Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics," CESifo Working Paper Series 8712, CESifo.
    39. Schiffbauer, Marc, 2006. "Theoretical and methodological study on the role of public policies in fostering innovation and growth," Papers DYNREG04, Economic and Social Research Institute (ESRI).
    40. Inekwe John Nkwoma, 2014. "Business Cycle Variability and Growth Linkage," Monash Economics Working Papers 38-14, Monash University, Department of Economics.
    41. Bayer, Christian & Tjaden, Volker & Pham-Do, Lien & Lütticke, Ralph, 2015. "Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk," CEPR Discussion Papers 10849, C.E.P.R. Discussion Papers.
    42. Kame Babilla, Thierry U., 2023. "Digital innovation and financial access for small and medium-sized enterprises in a currency union," Economic Modelling, Elsevier, vol. 120(C).
    43. Beaudry, Paul & Guay, Alain, 1996. "What do interest rates reveal about the functioning of real business cycle models?," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1661-1682.
    44. Francesca Marino, 2013. "The Italian productivity slowdown in a Real Business Cycle perspective," SERIES 0046, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Apr 2013.
    45. Chang-Jin Kim & Charles R. Nelson & Jeremy M. Piger, 2003. "The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations," Working Papers 2001-016, Federal Reserve Bank of St. Louis.
    46. Coleman, Wilbur II, 1997. "Equilibria in Distorted Infinite-Horizon Economies with Capital and Labor," Journal of Economic Theory, Elsevier, vol. 72(2), pages 446-461, February.
    47. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
    48. Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers hal-04141131, HAL.
    49. Patel, Dev & Sandefur, Justin & Subramanian, Arvind, 2021. "The new era of unconditional convergence," Journal of Development Economics, Elsevier, vol. 152(C).
    50. Broer, Tobias & Krusell, Per & Öberg, Erik, 2021. "Fiscal Multipliers: A Heterogeneous-Agent Perspective," CEPR Discussion Papers 15685, C.E.P.R. Discussion Papers.
    51. Pau Rabanal & Juan F. Rubio-Ramirez, 2015. "Can international macroeconomic models explain low-frequency movements of real exchange rates?," Working Papers 1508, BBVA Bank, Economic Research Department.
    52. Maxime Menuet, 2019. "Fiscal rule and shock amplification : A stochastic endogenous growth model," Working Papers hal-02153887, HAL.
    53. Chang, Yongsung, 2000. "Comovement, excess volatility, and home production," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 385-396, October.
    54. Alison Butler & Michael R. Pakko, 1998. "R&D spending and cyclical fluctuations: putting the \"technology\" in technology shocks," Working Papers 1998-020, Federal Reserve Bank of St. Louis.
    55. Michael Gail, 1998. "Stylized Facts and International Business Cycles - The German Case," Volkswirtschaftliche Diskussionsbeiträge 69-98, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, revised 2000.
    56. Ejarque, Joao, 1999. "Variable capital utilization and investment shocks," Economics Letters, Elsevier, vol. 65(2), pages 199-203, November.
    57. Maurice Obstfeld, 1992. "Risk-taking, global diversification, and growth," Discussion Paper / Institute for Empirical Macroeconomics 61, Federal Reserve Bank of Minneapolis.
    58. Rosenblatt-Wisch, Rina, 2008. "Loss aversion in aggregate macroeconomic time series," European Economic Review, Elsevier, vol. 52(7), pages 1140-1159, October.
    59. Toshiya Ishikawa, 2004. "Technology Diffusion and Business Cycle Asymmetry," DEGIT Conference Papers c009_016, DEGIT, Dynamics, Economic Growth, and International Trade.
    60. Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
    61. Mino, Kazuo, 2001. "Indeterminacy and Endogenous Growth with Social Constant Returns," Journal of Economic Theory, Elsevier, vol. 97(1), pages 203-222, March.
    62. Knüppel, Malte, 2008. "Can capacity constraints explain asymmetries," Discussion Paper Series 1: Economic Studies 2008,01, Deutsche Bundesbank.
    63. M.S.Rafiq, 2006. "Business Cycle Moderation - Good Policies or Good Luck: Evidence and Explanations for the Euro Area," Discussion Paper Series 2006_21, Department of Economics, Loughborough University.
    64. Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2020. "A tractable framework for analyzing a class of nonstationary Markov models," Quantitative Economics, Econometric Society, vol. 11(4), pages 1289-1323, November.
    65. Fabrice Collard, 1994. "Effets d'apprentissage et de rationalisation dans un modèle de croissance cyclique," Revue Économique, Programme National Persée, vol. 45(3), pages 869-882.
    66. Garey Ramey & Valerie A. Ramey, 1994. "Cross-Country Evidence on the Link Between Volatility and Growth," NBER Working Papers 4959, National Bureau of Economic Research, Inc.
    67. Hartwig, Benny & Lieberknecht, Philipp, 2020. "Monetary policy, firm exit and productivity," Discussion Papers 61/2020, Deutsche Bundesbank.
    68. Charles Ka Yui Leung & Joe Cho Yiu Ng & Edward Chi Ho Tang, 2020. "Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations," ISER Discussion Paper 1081, Institute of Social and Economic Research, The University of Osaka.
    69. Masao Fukui & Emi Nakamura & Jón Steinsson, 2023. "Women, Wealth Effects, and Slow Recoveries," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 269-313, January.
    70. Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2014. "VAR(MA), what is it good for? more bad news for reduced-form estimation and inference," Working Papers 2014-14, University of Tasmania, Tasmanian School of Business and Economics.
    71. Farmer, Roger E. A. & Jang-Ting, Guo, 1995. "The econometrics of indeterminacy: an applied study," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 43(1), pages 225-271, December.
    72. Dean Scrimgeour, 2015. "Dynamic Scoring in a Romer‐Style Economy," Southern Economic Journal, John Wiley & Sons, vol. 81(3), pages 697-723, January.
    73. Juan C. Córdoba & Anni T. Isojärvi & Haoran Li, 2025. "Declining Search Frictions, Unemployment, and Growth Revisited," Finance and Economics Discussion Series 2025-098, Board of Governors of the Federal Reserve System (U.S.).
    74. Paul A. de Hek, 2005. "Uncertain Technological Change under Capital Mobility," Tinbergen Institute Discussion Papers 05-033/2, Tinbergen Institute.
    75. Patrick Fève & Claude Jessua, 1996. "Les modèles keynésiens et de cycles réels sont-ils si différents ?," Revue Économique, Programme National Persée, vol. 47(3), pages 521-530.
    76. Louis Phaneuf & Nooman Rebei, 2007. "Technology Shocks and Business Cycles: The Role of Processing Stages and Nominal Rigidities," Staff Working Papers 07-7, Bank of Canada.
    77. Marcellino, Massimiliano, 1999. "Some Consequences of Temporal Aggregation in Empirical Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 129-136, January.
    78. Anton Cheremukhin & Paulina Restrepo-Echavarria, 2010. "The labor wedge as a matching friction," Working Papers 1004, Federal Reserve Bank of Dallas.
    79. Bakhshi, Hasan & Larsen, Jens, 2005. "ICT-specific technological progress in the United Kingdom," Journal of Macroeconomics, Elsevier, vol. 27(4), pages 648-669, December.
    80. Benigno, Gianluca, 2004. "Real exchange rate persistence and monetary policy rules," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 473-502, April.
    81. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
    82. Barañano, Ilaski & Romero-Ávila, Diego, 2015. "Long-term growth and persistence with obsolescence," Economic Modelling, Elsevier, vol. 51(C), pages 328-339.
    83. Fabio Canova & Eva Ortega, 1996. "Testing calibrated general equilibrium models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra.
    84. Kilponen Juha, 2012. "Consumption, Leisure and Borrowing Constraints," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-25, May.
    85. Burda, Michael C. & Weder, Mark, 2001. "Complementarity of Labor Market Institutions, Equilibrium Unemployment and the Propagation of Business Cycles," Discussion Paper Series 26367, Hamburg Institute of International Economics.
    86. Pierre St-Amant & Simon van Norden, 1997. "Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada," Technical Reports 79, Bank of Canada.
    87. Patrick Artus, 1993. "Croissance endogène : revue des modèles et tentatives de synthèse," Revue Économique, Programme National Persée, vol. 44(2), pages 189-228.
    88. Stephanie Schmitt-Grohé & Martín Uribe, 2010. "Business Cycles With A Common Trend in Neutral and Investment-Specific Productivity," NBER Working Papers 16071, National Bureau of Economic Research, Inc.
    89. Chiarini, Bruno & Piselli, Paolo, 2005. "Business cycle, unemployment benefits and productivity shocks," Journal of Macroeconomics, Elsevier, vol. 27(4), pages 670-690, December.
    90. Yongseung Jung, 2008. "A Look at Habit Persistence over Business Cycles," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 14(3), pages 45-85, September.
    91. Yicheng Wang, 2017. "Debt-Market Friction, Firm-specific Knowledge Capital Accumulation and Macroeconomic Implications," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 19-39, October.
    92. Kim, Minseung & Shim, Myungkyu, 2020. "Variable Effort, Business Cycles, and Economic Welfare," Economics Letters, Elsevier, vol. 196(C).
    93. Elliot Aurissergues, 2016. "Demand shocks, new keynesian model and supply effects of monetary policy," Working Papers halshs-01288980, HAL.
    94. Addessi, William & Busato, Francesco, 2009. "Fair wages, labor relations and asset returns," Journal of Financial Stability, Elsevier, vol. 5(4), pages 410-430, December.
    95. Frederic Dufourt, 2000. "Dynamic Properties of the New Neoclassical Synthesis Model of Business Cycle," Econometric Society World Congress 2000 Contributed Papers 0389, Econometric Society.
    96. Gocke, Matthias, 2002. "Leisure versus learning-by-doing -- saturation effects and utility-side limits to endogenous growth," Economic Modelling, Elsevier, vol. 19(4), pages 585-609, August.
    97. Beaudry, Paul & Devereux, Michael B., 1995. "Money and the real exchange rate with sticky prices and increasing returns," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 43(1), pages 55-101, December.
    98. Jaimovich, Nir, 2008. "Income effects and indeterminacy in a calibrated one-sector growth model," Journal of Economic Theory, Elsevier, vol. 143(1), pages 610-623, November.
    99. Bi, Huixin & Shen, Wenyi & Yang, Shu-Chun S., 2016. "Debt-dependent effects of fiscal expansions," European Economic Review, Elsevier, vol. 88(C), pages 142-157.
    100. Juan Equiza Goni, 2014. "Sovereign Debt in the U.S. and Growth Expectations," Working Papers ECARES ECARES 2014-25, ULB -- Universite Libre de Bruxelles.
    101. Ian Fillmore & Trevor Gallen, 2019. "Heterogeneity in Talent or in Tastes? Implications for Redistributive Taxation," 2019 Meeting Papers 94, Society for Economic Dynamics.
    102. Rocco, Matteo V. & Colombo, Emanuela, 2016. "Internalization of human labor in embodied energy analysis: Definition and application of a novel approach based on Environmentally extended Input-Output analysis," Applied Energy, Elsevier, vol. 182(C), pages 590-601.
    103. Willi Semmler, 2011. "Asset Prices, Booms and Recessions," Springer Books, Springer, number 978-3-642-20680-1, October.
    104. Mark A. Wynne, 1992. "The analysis of fiscal policy in neoclassical models," Working Papers 9212, Federal Reserve Bank of Dallas.
    105. Robert G. King & Mark W. Watson, 1995. "Money, prices, interest rates and the business cycle," Working Paper Series, Macroeconomic Issues 95-10, Federal Reserve Bank of Chicago.
    106. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 62-78.
    107. Boldrin, Michael & Horvath, Michael, 1995. "Labor Contracts and Business Cycles," Journal of Political Economy, University of Chicago Press, vol. 103(5), pages 972-1004, October.
    108. Chang, Wen-Ya & Lee, Hsiu-Yun & Wang, Yu-Lin, 2003. "Solving the real business cycles model of small-open economies by a sample-independent approach," Journal of Economic Dynamics and Control, Elsevier, vol. 27(9), pages 1663-1679, July.
    109. Zhicheng Zhou & Prapatchon Jariyapan, 2013. "The impact of macroeconomic policies to real estate market in People's Republic of China," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(3), pages 75-92, September.
    110. Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2017. "Volatility and Growth: A not so straightforward relationship," Working Paper series 17-12, Rimini Centre for Economic Analysis.
    111. Burda, Michael C. & Weder, Mark, 1998. "Endogenes Wachstum, gleichgewichtige Arbeitslosigkeit und persistente Konjunkturzyklen," SFB 373 Discussion Papers 1999,9, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    112. Viviana Alejandra Alfonso & Luis Eduardo Arango Thomas & Fernando Arias & Jos� David Pulido, 2011. "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia 8328, Banco de la Republica.
    113. Broer, Tobias & Öberg, Erik & Harbo Hansen, Niels-Jakob, 2016. "The New Keynesian Transmission Mechanism: A Heterogenous-Agent Perspective," CEPR Discussion Papers 11382, C.E.P.R. Discussion Papers.
    114. Jane Marrinan, 1996. "Government consumption and private consumption correlations," Economics Working Papers 187, Department of Economics and Business, Universitat Pompeu Fabra.
    115. Kano, Takashi, 2009. "Habit formation and the present-value model of the current account: Yet another suspect," Journal of International Economics, Elsevier, vol. 78(1), pages 72-85, June.
    116. Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," Working Papers 15-10, New York University, Leonard N. Stern School of Business, Department of Economics.
    117. Frédérique Bec, 2002. "Mondialisation, mobilité du capital et volatilité macro-économique," Économie et Prévision, Programme National Persée, vol. 152(1), pages 29-53.
    118. Tobias Broer & Per Krusell & Erik Öberg, 2023. "Fiscal multipliers: A heterogeneous‐agent perspective," Quantitative Economics, Econometric Society, vol. 14(3), pages 799-816, July.
    119. Stilianos Fountas & Menelaos Karanasos, 2008. "Are economic growth and the variability of the business cycle related? Evidence from five European countries," International Economic Journal, Taylor & Francis Journals, vol. 22(4), pages 445-459.
    120. Laura Bisio & Andrea Faccini, 2010. "Does Cointegration Matter? An Analysis in a RBC Perspective," Working Papers in Public Economics 133, Department of Economics and Law, Sapienza University of Rome.
    121. Fuhrer, Jeffrey C., 1997. "Towards a compact, empirically-verified rational expectations model for monetary policy analysis," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 197-230, December.
    122. Fredriksson, Peter & Holmlund, Bertil, 1998. "Optimal Unemployment Insurance in Search Equilibrium," Working Paper Series 1998:2, Uppsala University, Department of Economics.
    123. Tesfaselassie, Mewael F. & Wolters, Maik, 2017. "The impact of growth on unemployment in a low vs. a high inflation environment," IMFS Working Paper Series 113, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    124. Stefano Bosi & Francesco Magris & Alain Venditti, 2003. "Indeterminacy in a Cash-in-Advance Two-Sector Economy," Documents de recherche 03-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    125. Miroljub Labus & Milica Labus, 2019. "Monetary Transmission Channels in DSGE Models: Decomposition of Impulse Response Functions Approach," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 27-50, January.
    126. Paul A. de Hek, 2002. "Endogenous Technological Change under Uncertainty," Tinbergen Institute Discussion Papers 02-047/2, Tinbergen Institute, revised 08 Nov 2002.
    127. Huh, Hyeon-seung & Kim, David, 2013. "An empirical test of exogenous versus endogenous growth models for the G-7 countries," Economic Modelling, Elsevier, vol. 32(C), pages 262-272.
    128. Raul Crespo, 2008. "Total factor productivity: an unobserved components approach," Applied Economics, Taylor & Francis Journals, vol. 40(16), pages 2085-2097.
    129. Philippe Michel & Antoine d'Autume, 1993. "Hystérésis et piège du sous-développement dans un modèle de croissance endogène," Revue Économique, Programme National Persée, vol. 44(2), pages 431-450.
    130. Bosi, Stefano & Nishimura, Kazuo & Venditti, Alain, 2010. "Multiple equilibria in two-sector monetary economies: An interplay between preferences and the timing for money," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 997-1014, November.
    131. Restrepo-Ochoa, Sergio I. & Vazquez, Jesus, 2004. "Cyclical features of the Uzawa-Lucas endogenous growth model," Economic Modelling, Elsevier, vol. 21(2), pages 285-322, March.
    132. Serguei Maliar & John Taylor & Lilia Maliar, 2016. "The Impact of Alternative Transitions to Normalized Monetary Policy," 2016 Meeting Papers 794, Society for Economic Dynamics.
    133. Dufourt, 2005. "Demand and productivity components of business cycles: Estimates and implications," Macroeconomics 0501013, University Library of Munich, Germany, revised 09 Nov 2005.
    134. Nathan S. Balke & Mark A. Wynne, 1993. "Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior?," Working Papers 9322, Federal Reserve Bank of Dallas.
    135. Osmani Teixeira de Carvalho Guillény & João Victor Issler & Afonso Arinos de Mello Franco-Neto, 2012. "On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century," Working Papers Series 284, Central Bank of Brazil, Research Department.
    136. Chang‐Jin Kim & Jeremy M. Piger & Richard Startz, 2007. "The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 187-204, February.
    137. Restrepo Ochoa, Sergio I. & Vázquez Pérez, Jesús, 2002. "Trend analysis in two standard growth models," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
    138. Jesus Clemente & Antonio Montanes & Montserrat Ponz, 1999. "Are the consumption/output and investment/output ratios stationary? An international analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 687-691.
    139. Antonio Acconcia & Saverio Simonelli, 2005. "Revisiting the one type permanent shocks hypothesis: Aggregate fluctuations in a multi-sector economy," CSEF Working Papers 137, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Sep 2006.
    140. Yi Wen, 2013. "Liquidity and Welfare," 2013 Meeting Papers 204, Society for Economic Dynamics.
    141. Maliar, Lilia & Maliar, Serguei, 2001. "Heterogeneity in capital and skills in a neoclassical stochastic growth model," Journal of Economic Dynamics and Control, Elsevier, vol. 25(9), pages 1367-1397, September.
    142. Bils, Mark & Chang, Yongsung, 2003. "Welfare costs of sticky wages when effort can respond," Journal of Monetary Economics, Elsevier, vol. 50(2), pages 311-330, March.
    143. Pierre-Daniel G. Sarte, 1997. "On the identification of structural vector autoregressions," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 45-68.
    144. Francesca Marino, 2016. "The Italian productivity slowdown in a Real Business Cycle perspective," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 63(2), pages 171-193, June.
    145. Jeremy Greenwood & Gregory W. Huffman, 1991. "Tax analysis in a real business cycle model: on measuring Harberger triangles and Okun gaps," Staff Report 138, Federal Reserve Bank of Minneapolis.
    146. Cruz Echevarría, 2015. "Income tax progressivity, growth, income inequality and welfare," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 6(1), pages 43-72, March.
    147. Tesfaselassie, Mewael F., 2011. "Trend growth and the dynamic effects of government spending," Kiel Working Papers 1678, Kiel Institute for the World Economy.
    148. Benjamin Bridgman, 2016. "Engines of Leisure," BEA Working Papers 0137, Bureau of Economic Analysis.
    149. Sergio Rebelo, 2005. "Real Business Cycle Models: Past, Present and Future," Scandinavian Journal of Economics, Wiley Blackwell, vol. 107(2), pages 217-238, June.
    150. De Gregorio, Jose, 1993. "Inflation, taxation, and long-run growth," Journal of Monetary Economics, Elsevier, vol. 31(3), pages 271-298, June.
    151. Quaghebeur, Ewoud, 2019. "Learning And The Size Of The Government Spending Multiplier," Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3189-3224, December.
    152. Nakajima, Tomoyuki, 2005. "A business cycle model with variable capacity utilization and demand disturbances," European Economic Review, Elsevier, vol. 49(5), pages 1331-1360, July.
    153. Martin Møller Andreasen, 2008. "Ensuring the Validity of the Micro Foundation in DSGE Models," CREATES Research Papers 2008-26, Department of Economics and Business Economics, Aarhus University.
    154. Pancrazi, Roberto & Vukotic, Marija, 2013. "Technology Persistence and Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 1013, University of Warwick, Department of Economics.
    155. Christian Calmes & Frederic Dufourt, 2000. "Nominal Dynamics in Expected Market-Clearing Models," Cahiers de recherche CREFE / CREFE Working Papers 126, CREFE, Université du Québec à Montréal.
    156. Elmar Mertens, 2005. "Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer," Working Papers 05.05, Swiss National Bank, Study Center Gerzensee.
    157. Ali Choudhary & Paul Levine, 2006. "The 24/7 Society and Multiple Habits," School of Economics Discussion Papers 0506, School of Economics, University of Surrey.
    158. Lilia Maliar & Serguei Maliar, 2004. "Preference shocks from aggregation: time series data evidence," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(3), pages 768-781, August.
    159. Zuzana Mucka & Michal Horvath, 2015. "Fiscal Policy Matters A New DSGE Model for Slovakia," Discussion Papers Discussion Paper No. 1/20, Council for Budget Responsibility.
    160. Ortigueira, Salvador & Santos, Manuel S. & Ladrón de Guevara Martínez, Antonio, 1995. "A two-sector model of endogenous growth with leisure," UC3M Working papers. Economics 4160, Universidad Carlos III de Madrid. Departamento de Economía.
    161. Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," CEPR Discussion Papers 9729, C.E.P.R. Discussion Papers.
    162. Efdal Ulas Misirli, 2018. "Productivity Risk and Industry Momentum," Financial Management, Financial Management Association International, vol. 47(3), pages 739-774, September.
    163. François Langot & Arnaud Chéron, 2008. "Équilibre général stochastique et dynamique non-walrasienne du marché du travail," Économie et Prévision, Programme National Persée, vol. 183(2), pages 93-113.
    164. Neumärker, Bernhard & Weinel, Jette, 2024. "The implications of UBI on the utility function and tax revenue: Further calibrating of basic income effects," The Constitutional Economics Network Working Papers 01-2024, University of Freiburg, Department of Economic Policy and Constitutional Economic Theory.
    165. Narayan, Paresh Kumar, 2008. "An investigation of the behaviour of Australia's business cycle," Economic Modelling, Elsevier, vol. 25(4), pages 676-683, July.
    166. Bayer, Christian & Born, Benjamin & Luetticke, Ralph, 2020. "Shocks, Frictions, and Inequality in US Business Cycles," CEPR Discussion Papers 14364, C.E.P.R. Discussion Papers.
    167. Finn, Mary G., 1995. "Variance properties of Solow's productivity residual and their cyclical implications," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1249-1281.
    168. Alogoskoufis, G.S. & van der Ploeg, F., 1991. "Money and growth revisited," Other publications TiSEM 88f0d1bd-d292-418e-a7f7-a, Tilburg University, School of Economics and Management.
    169. Larry E. Jones & Rodolfo E. Manuelli & Ennio Stacchetti, 2000. "Technology (and policy) shocks in models of endogenous growth," Staff Report 281, Federal Reserve Bank of Minneapolis.
    170. Cheron, A., 2002. "Labor-market search and real business cycles: Nash bargaining vs. fair wage," Economics Letters, Elsevier, vol. 77(2), pages 279-285, October.
    171. Blas Pérez, Beatriz de, 2005. "Debt limits and endogenous growth," UC3M Working papers. Economics we052717, Universidad Carlos III de Madrid. Departamento de Economía.
    172. Will Dison & Konstantinos Theodoridis, 2017. "Do macro shocks matter for equities?," Bank of England working papers 692, Bank of England.
    173. Alfonso Novales & Jesús Ruiz, 2001. "Dynamic Laffer Curves," Documentos de Trabajo del ICAE 0106, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    174. Stefania Villa, 2005. "Determinants of growth in Italy. A time series analysis," Quaderni DSEMS 24-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    175. Been‐Lon Chen & Shun‐Fa Lee & Xavier Raurich, 2020. "Non‐separable utilities and aggregate instability," International Journal of Economic Theory, The International Society for Economic Theory, vol. 16(2), pages 222-237, June.
    176. Kapetanios, George & Millard, Stephen & Price, Simon & Petrova, Katerina, 2018. "Time varying cointegration and the UK Great Ratios," Essex Finance Centre Working Papers 23320, University of Essex, Essex Business School.
    177. Vahid, Farshid & Issler, Joao Victor, 2002. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, vol. 109(2), pages 341-363, August.
    178. Williams, Noah, 2004. "Small noise asymptotics for a stochastic growth model," Journal of Economic Theory, Elsevier, vol. 119(2), pages 271-298, December.
    179. Güneş Kamber & Chris McDonald & Nicholas Sander & Konstantinos Theodoridis, 2015. "A structural model for policy analysis and forecasting: NZSIM," Reserve Bank of New Zealand Discussion Paper Series DP2015/05, Reserve Bank of New Zealand.
    180. Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015. "Energy Business Cycles," Cardiff Economics Working Papers E2015/19, Cardiff University, Cardiff Business School, Economics Section.
    181. Fredriksson, Anders, 2007. "Compositional and dynamic Laffer effects in models with constant returns to scale," Research Papers in Economics 2007:2, Stockholm University, Department of Economics, revised 21 Apr 2004.
    182. Francesco Furlanetto & Martin Seneca, 2010. "Investment-specific technology shocks and consumption," Working Paper 2010/30, Norges Bank.
    183. Farmer, Roger, 2019. "The Indeterminacy School in Macroeconomics," CEPR Discussion Papers 13745, C.E.P.R. Discussion Papers.
    184. Silvestro Di Sanzo, 2006. "Output fluctuations persistence: Do cyclical shocks matter?," Working Papers 2006_21, Department of Economics, University of Venice "Ca' Foscari".
    185. Benhabib, Jess & Farmer, Roger E. A., 1996. "Indeterminacy and sector-specific externalities," Journal of Monetary Economics, Elsevier, vol. 37(3), pages 421-443, June.
    186. Gallen, Trevor S. & Winston, Clifford, 2021. "Transportation capital and its effects on the U.S. economy: A general equilibrium approach," Journal of Macroeconomics, Elsevier, vol. 69(C).
    187. Dey, Jaya & Tsai, Yi-Chan, 2012. "Explaining the durable goods co-movement puzzle with non-separable preferences: a bayesian approach," MPRA Paper 57805, University Library of Munich, Germany.
    188. Andrei Polbin & Sergey Drobyshevsky, 2014. "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
    189. Helge Braun & Björn Brügemann, 2017. "Welfare Effects of Short-Time Compensation," Tinbergen Institute Discussion Papers 17-010/VI, Tinbergen Institute.
    190. Keen Meng Choy & Ichiro Sugimoto, 2013. "Trade, the Staple Theory of Growth, and Fluctuations in Colonial Singapore, 1900–39," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 53(2), pages 121-145, July.
    191. Gantert, Konstantin, 2022. "The Impact of Active Aggregate Demand on Utilization-Adjusted TFP," VfS Annual Conference 2022 (Basel): Big Data in Economics 264103, Verein für Socialpolitik / German Economic Association.
    192. Rodríguez-López, Jesús & Solis-Garcia, Mario, 2024. "On the decline in the magnitude of the expenditure multiplier," Macroeconomic Dynamics, Cambridge University Press, vol. 28(6), pages 1313-1345, September.
    193. Barañano, Ilaski & San Martín, Marta, 2020. "On the indeterminacy of equilibrium in an endogenous growth model with non-separable preferences," Mathematical Social Sciences, Elsevier, vol. 108(C), pages 81-89.
    194. Sarte, Pierre-Daniel G., 1997. "Progressive taxation and income inequality in dynamic competitive equilibrium," Journal of Public Economics, Elsevier, vol. 66(1), pages 145-171, October.
    195. Francis X. Diebold & Lutz Kilian, 1997. "Measuring predictability: theory and macroeconomic applications," Working Papers 97-23, Federal Reserve Bank of Philadelphia.
    196. Gian Maria Milesi-Ferrett & Nouriel Roubini, 1995. "Growth Effects of Income and Consumption Taxes: Positive and Normative Analysis," NBER Working Papers 5317, National Bureau of Economic Research, Inc.
    197. Fatás, Antonio & Cerra, Valerie & Saxena, Sweta, 2020. "Hysteresis and Business Cycles," CEPR Discussion Papers 14531, C.E.P.R. Discussion Papers.
    198. Barinci, Jean-Paul & Cheron, Arnaud, 2001. "Sunspots and the Business Cycle in a Finance Constrained Economy," Journal of Economic Theory, Elsevier, vol. 97(1), pages 30-49, March.
    199. Valentina Corradi & Norman R. Swanson, 2003. "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Departmental Working Papers 200320, Rutgers University, Department of Economics.
    200. Fahr, Stephan & Yao, Fang, 2009. "When does lumpy factor adjustment matter for aggregate dynamics?," Working Paper Series 1016, European Central Bank.
    201. Valentina Corradi & Norman R. Swanson, 2003. "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers 200322, Rutgers University, Department of Economics.
    202. Marcelo Arbex & Sidney Caetano & Michel Souza, 2017. "Asymmetric effects of shocks on TFP," Working Papers 1702, University of Windsor, Department of Economics.
    203. Gavin, William T. & Kydland, Finn E. & Pakko, Michael R., 2007. "Monetary policy, taxes, and the business cycle," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1587-1611, September.
    204. Aadland, David, 2001. "High frequency real business cycles," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 271-292, October.
    205. Kollmann, Robert, 1991. ""Essays on International Business Cycles", PhD thesis, Economics Department, University of Chicago, 1991," MPRA Paper 69905, University Library of Munich, Germany.
    206. André Diniz & Bernardo Guimaraes, 2017. "How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies," Discussion Papers 1705, Centre for Macroeconomics (CFM).
    207. Juan Carlos Aquino & N. R. Ramírez-Rondán, 2020. "Estimating factor shares from nonstationary panel data," Empirical Economics, Springer, vol. 58(5), pages 2353-2380, May.
    208. Ben-Gad, Michael, 1998. "Balanced-growth-consistent recursive utility and heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, vol. 23(3), pages 459-462, November.
    209. Liu, G. & Gupta, R. & Schaling, E., 2008. "Forecasting the South African Economy : A DSGE-VAR Approach," Other publications TiSEM adfaca2d-b9dd-4548-93d0-3, Tilburg University, School of Economics and Management.
    210. Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2019. "Fiscal Policy Multipliers In An Rbc Model With Learning," Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 240-283, January.
    211. Jean-Olivier Hairault & Franck Portier, 1994. "Contraintes d'encaisses préalables et fluctuations économiques," Revue Économique, Programme National Persée, vol. 45(4), pages 1009-1044.
    212. Andre Silva & Bernardino Adao, 2012. "Debt Financing," 2012 Meeting Papers 577, Society for Economic Dynamics.
    213. Céline Poilly & Fabien Tripier, 2025. "Regional trade policy uncertainty," Post-Print hal-05067044, HAL.
    214. Antonio Fatas & Ilian Mihov, 2009. "Macroeconomic Policy," World Bank Publications - Books, The World Bank Group, number 28025, April.
    215. Hashmat Khan & John Tsoukalas, 2010. "Investment shocks and the comovement problem," Post-Print hal-00753046, HAL.
    216. Jaccard, Ivan & Smets, Frank, 2017. "Structural asymmetries and financial imbalances in the eurozone," Working Paper Series 2076, European Central Bank.
    217. Boucekkine, Raouf & Fagnart, Jean-Francois, 1996. "Solving recent RBC models using linearization: further reserves," UC3M Working papers. Economics 3975, Universidad Carlos III de Madrid. Departamento de Economía.
    218. Lettau, Martin & Gong, Gang & Semmler, Willi, 2001. "Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions," Journal of Economic Behavior & Organization, Elsevier, vol. 44(1), pages 85-103, January.
    219. Martin Wagner, 2010. "Cointegration analysis with state space models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(3), pages 273-305, September.
    220. Jess Benhabib & Roger E.A. Farmer, 1992. "Indeterminacy and Increasing Returns," UCLA Economics Working Papers 646, UCLA Department of Economics.
    221. Marchionatti, Roberto & Sella, Lisa, 2015. "Is Neo-Walrasian Macroeconomics a Dead End?," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201521, University of Turin.
    222. Ondra Kamenik & Michael Kumhof, 2014. "Trade Openness and Exchange Rate Regimes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1657-1686, December.
    223. Malley, Jim & Muscatelli, V. Anton, 1999. "Business cycles and productivity growth: Are temporary downturns productive or wasteful?," Research in Economics, Elsevier, vol. 53(4), pages 337-364, December.
    224. Wickens, Michael R., 2014. "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," CEPR Discussion Papers 10197, C.E.P.R. Discussion Papers.
    225. Enders, Zeno, 2010. "Heterogeneous consumers, segmented asset markets, and the effects of monetary policy," Bonn Econ Discussion Papers 08/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
    226. Pigoń, Adam, . "Prosty model gospodarstw domowych typu hand-to-mouth z kapitałem ludzkim," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2022(2).
    227. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
    228. Boppart, Timo & Krusell, Per & Mitman, Kurt, 2018. "Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative," Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 68-92.
    229. Alexander Bick & Nicola Fuchs-Schündeln & David Lagakos & Hitoshi Tsujiyama, 2020. "Why Are Average Hours Worked Lower in Richer Countries?," CESifo Working Paper Series 8251, CESifo.
    230. Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," Globalization Institute Working Papers 307, Federal Reserve Bank of Dallas.
    231. Kollmann, R., 1996. "The Exchange rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities : A Quantitative Investigation," Discussion Paper 1996-67, Tilburg University, Center for Economic Research.
    232. Kumar, Anshul, 2023. "A basic two-sector new Keynesian DSGE model of the Indian economy," MPRA Paper 115863, University Library of Munich, Germany.
    233. Wolfgang Maennig & Viktoria C. E. Schumann, 2022. "Prevention Effect of News Shocks in Anti-Doping Policies," Journal of Sports Economics, , vol. 23(4), pages 431-459, May.
    234. Huang, Guangming, 2025. "Creating and Stabilizing an Enormous Bubble Economy Similar to the Great Depression," MPRA Paper 123911, University Library of Munich, Germany.
    235. Rebei Nooman, 2021. "Evaluating Changes in the Transmission Mechanism of Government Spending Shocks," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 253-280, January.
    236. Marianne Baxter & Mario J. Crucini, 1992. "Business cycles and the asset structure of foreign trade," Discussion Paper / Institute for Empirical Macroeconomics 59, Federal Reserve Bank of Minneapolis.
    237. Maliar, Serguei & Tsener, Inna, 2020. "Capital-Skill Complementarity and Inequality: Twenty Years After," CEPR Discussion Papers 15228, C.E.P.R. Discussion Papers.
    238. Terence D. Agbeyegbe, 2023. "The Link Between Output Growth and Output Growth Volatility: Barbados," Annals of Data Science, Springer, vol. 10(3), pages 787-804, June.
    239. Okubo, Masakatsu, 2002. "Long-Run Relationship between Consumption and Income in Japan: Tests of the Deterministic Cointegration Restriction," Journal of the Japanese and International Economies, Elsevier, vol. 16(2), pages 253-278, June.
    240. James H. Stock & Mark W. Watson, 1998. "Business Cycle Fluctuations in U.S. Macroeconomic Time Series," NBER Working Papers 6528, National Bureau of Economic Research, Inc.
    241. Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    242. Deniz Nebioglu & Ayca Ebru Giritligil, 2018. "Wealth Effects and Labor Supply: An Experimental Study," BELIS Working Papers 2018-01, BELIS, Istanbul Bilgi University.
    243. Kwamie Dunbar, 2009. "Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis," Working papers 2009-36, University of Connecticut, Department of Economics.
    244. Mario J. Crucini & Mototsugu Shintani, 2010. "Measuring Business Cycles by Saving for a Rainy Day," NBER Working Papers 16075, National Bureau of Economic Research, Inc.
    245. DJINKPO, Medard, 2019. "A DSGE model for Fiscal Policy Analysis in The Gambia," MPRA Paper 97874, University Library of Munich, Germany, revised 30 Dec 2019.
    246. Perli, Roberto, 1998. "Increasing returns, home production and persistence of business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 22(4), pages 519-543, April.
    247. Kindy R. Sjahrir, 2018. "Dynamic Stochastic General Equilibrium With Financial Accelerator: The Case Of Indonesia," Working Papers in Economics and Development Studies (WoPEDS) 201806, Department of Economics, Padjadjaran University, revised Dec 2018.
    248. Chen-Min Hsu, 1995. "Debt Financing, Public Investment, and Economic Growth in Taiwan," NBER Chapters, in: Growth Theories in Light of the East Asian Experience, pages 129-151, National Bureau of Economic Research, Inc.
    249. Langot, François & Pizzo, Alessandra, 2019. "Accounting for labor gaps," European Economic Review, Elsevier, vol. 118(C), pages 312-347.
    250. Christian Calmès & Raymond Théoret, 2009. "The Non-Convexity Issues in a Limited-Commitment Economy," RePAd Working Paper Series UQO-DSA-wp012009, Département des sciences administratives, UQO.
    251. Michael Wickens, 2015. "How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics," Manchester School, University of Manchester, vol. 83, pages 60-82, December.
    252. Marc-Andre Letendre, 2000. "Linear Approximation Methods and International Real Business Cycles with Incomplete Asset Markets," Econometric Society World Congress 2000 Contributed Papers 1539, Econometric Society.
    253. Weiske, Sebastian, 2019. "Population growth, the natural rate of interest, and inflation," Working Papers 03/2019, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    254. Anderson, Heather M. & Vahid, Farshid, 1998. "Testing multiple equation systems for common nonlinear components," Journal of Econometrics, Elsevier, vol. 84(1), pages 1-36, May.
    255. Thierry Betti, 2014. "Assessing The Effects of Public Expenditure Shocks on the Labor Market in the Euro-Area," Working Papers of BETA 2014-21, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    256. Engle, Robert F. & Issler, Joao Victor, 1995. "Estimating common sectoral cycles," Journal of Monetary Economics, Elsevier, vol. 35(1), pages 83-113, February.
    257. Takashi Kano, 2008. "Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect ( Revised version of CARF-F-101(2007); Revised version subsequently published in "Journal of International Economics", 2009, 78, p72-85. )," CARF F-Series CARF-F-124, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    258. Gali, Jordi & Lopez-Salido, J. David & Valles, Javier, 2003. "Technology shocks and monetary policy: assessing the Fed's performance," Journal of Monetary Economics, Elsevier, vol. 50(4), pages 723-743, May.
    259. Frédérique Bec & Jean-Olivier Hairault, 1993. "Taux d'intérêt, politique monétaire et activité économique en France : un examen empirique," Économie et Prévision, Programme National Persée, vol. 109(3), pages 13-24.
    260. Szilard Benk & Tamas Csabafi & Jing Dang & Max Gillman & Michal Kejak, 2016. "Tuning in RBC Growth Spectra," IMF Working Papers 2016/215, International Monetary Fund.
    261. Pinar Deniz & Thanasis Stengos & M. Ege Yazgan, 2021. "Revisiting the link between output growth and volatility: panel GARCH analysis," Empirical Economics, Springer, vol. 61(2), pages 743-771, August.
    262. Franz Hamann, 2002. "Sovereign Risk and Macroeconomic Fluctuations," Borradores de Economia 225, Banco de la Republica de Colombia.
    263. Erik Britton & Jens D J Larsen & Ian Small, 2000. "Imperfect competition and the dynamics of mark-ups," Bank of England working papers 110, Bank of England.
    264. Ugo Troiano & Giacomo Ponzetto, 2012. "Social Capital, Government Expenditures, and Growth," 2012 Meeting Papers 1048, Society for Economic Dynamics.
    265. Antoine d'Autume, 1992. "Coïntégration et modèles dynamiques," Économie et Prévision, Programme National Persée, vol. 106(5), pages 71-83.
    266. Enders, Zeno, 2017. "Heterogeneous consumers, segmented asset markets, and the real effects of monetary policy," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168227, Verein für Socialpolitik / German Economic Association.
    267. Emmet Hall-Hoffarth, 2022. "Causal Discovery of Macroeconomic State-Space Models," Papers 2204.02374, arXiv.org.
    268. Hyeon-Seung Huh, 2013. "A Monte Carlo test for the identifying assumptions of the Blanchard and Quah (1989) model," Applied Economics Letters, Taylor & Francis Journals, vol. 20(6), pages 601-605, April.
    269. Peter N. Ireland, 2004. "Technology Shocks in the New Keynesian Model," The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 923-936, November.
    270. Bohl, Martin T., 1999. "Testing the Long-Run Implications of the Neoclassical Stochastic Growth Model: A Panel-Based Unit Root Investigation for West German Lander, 1970-1994," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 155-164, January.
    271. Jones, Larry E. & Manuelli, Rodolfo E., 1997. "The sources of growth," Journal of Economic Dynamics and Control, Elsevier, vol. 21(1), pages 75-114, January.
    272. Feldkord, Eva-Ulrike, 2005. "On the relevance of monetary aggregates in monetary policy models," HWWA Discussion Papers 317, Hamburg Institute of International Economics (HWWA).
    273. Nadenichek, Jon, 1999. "Consumer durable goods in an international real business cycle framework," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(2), pages 233-247.
    274. Ireland, Peter N., 2001. "Technology shocks and the business cycle: On empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 25(5), pages 703-719, May.
    275. Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2003. "On the welfare costs of business cycles in the 20th century," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 481, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    276. Nadenichek, Jon, 2001. "Asset markets, relative price shocks and trade anomalies in international real business cycle models," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(2), pages 183-203.
    277. Phillips, Kerk L., 2017. "Solving and simulating unbalanced growth models using linearization about the current state," Economics Letters, Elsevier, vol. 151(C), pages 35-38.
    278. Alain Guay & Pierre St-Amant, 1997. "Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?," Cahiers de recherche CREFE / CREFE Working Papers 53, CREFE, Université du Québec à Montréal.
    279. Nicolas Abad & Thomas Seegmuller & Alain Venditti, 2012. "Aggregate Instability under Labor Income Taxation and Balanced-Budget Rules: Preferences Matter," AMSE Working Papers 1217, Aix-Marseille School of Economics, France, revised Apr 2012.
    280. Dmitriev, Alexandre, 2017. "Composite habits and international transmission of business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 1-34.
    281. Shen, Wenyi & Yang, Shu-Chun S., 2018. "Downward nominal wage rigidity and state-dependent government spending multipliers," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 11-26.
    282. Larry E. Jones & Rodolfo E. Manuelli & Henry E. Siu & Ennio Stacchetti, 2005. "Fluctuations in Convex Models of Endogenous Growth I: Growth Effects," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 780-804, October.
    283. R. Lahiri, 1998. "The Inflation Tax, Variable Time Preference, and the Business Cycle," Economics Discussion / Working Papers 98-04, The University of Western Australia, Department of Economics.
    284. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011. "How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2078-2104.
    285. Chadha, J.S. & Nolan, C., 2001. "Supply Shocks and the ‘Natural Rate of Interest': an Exploration," Cambridge Working Papers in Economics 0103, Faculty of Economics, University of Cambridge.
    286. Grégory Donnat & Maxime Menuet & Alexandru Minea & Patrick Villieu, 2025. "Does Public Debt Impair Total Factor Productivity?," GREDEG Working Papers 2025-26, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    287. Christensen, Bent Jesper & Neri, Luca & Parra-Alvarez, Juan Carlos, 2024. "Estimation of continuous-time linear DSGE models from discrete-time measurements," Journal of Econometrics, Elsevier, vol. 244(2).
    288. Lettau, M. & Uhlig, H.F.H.V.S., 1995. "Can Habit Formation be Reconciled with Business Cycle Facts?," Discussion Paper 1995-54, Tilburg University, Center for Economic Research.
    289. John Hassler & Petter Lundvik & Torsten Persson & Paul Soderlind, 1992. "The Swedish business cycle: stylized facts over 130 years," Discussion Paper / Institute for Empirical Macroeconomics 63, Federal Reserve Bank of Minneapolis.
    290. Carre, Martine & Collard, Fabrice, 2003. "Monetary union: A welfare based approach," European Economic Review, Elsevier, vol. 47(3), pages 521-552, June.
    291. Jim Malley & Apostolis Philippopoulos & Ulrich Woitek, 2007. "To React or Not? Fiscal Policy, Volatility and Welfare in the EU-3," CESifo Working Paper Series 1919, CESifo.
    292. Cogley, Timothy, 2001. "Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson," Journal of Economic Dynamics and Control, Elsevier, vol. 25(8), pages 1103-1107, August.
    293. Huang, Guangming, 2025. "Transaction Process, Seigniorage Channel, and Monetary Effectiveness in Flexible Price Economy," MPRA Paper 125728, University Library of Munich, Germany.
    294. Bovenberg, A.L. & Smulders, J.A., 1993. "Environmental quality and pollution-saving technological change in a two-sector endogenous growth model," Other publications TiSEM 69a2d188-baed-4083-b8bb-6, Tilburg University, School of Economics and Management.
    295. Etro, Federico, 2017. "Research in economics and macroeconomics," Research in Economics, Elsevier, vol. 71(3), pages 373-383.
    296. del Río, Fernando & Lores, Francisco-Xavier, 2023. "Accounting for Spanish economic development 1850-2019," MPRA Paper 116025, University Library of Munich, Germany.
    297. Bucci, Alberto & La Torre, Davide & Liuzzi, Danilo & Marsiglio, Simone, 2019. "Financial contagion and economic development: An epidemiological approach," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 211-228.
    298. Martin Boileau & Michel Normandin, 2002. "General equilibrium macroeconomic models and superior information," Applied Economics Letters, Taylor & Francis Journals, vol. 9(11), pages 727-730.
    299. Catherine Bruno & Franck Portier, 1993. "Cycle réel, représentation VAR et ouverture de l'économie française," Revue de l'OFCE, Programme National Persée, vol. 45(1), pages 245-281.
    300. Mattesini, Fabrizio & Nisticò, Salvatore, 2010. "Trend growth and optimal monetary policy," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 797-815, September.
    301. Magnus Reif & Mewael F. Tesfaselassie & Maik H. Wolters, 2021. "Technological Growth and Hours in the Long Run: Theory and Evidence," Economica, London School of Economics and Political Science, vol. 88(352), pages 1016-1053, October.
    302. Sau‐Him Paul Lau & Chor‐Yiu Sin, 1997. "Public Infrastructure and Economic Growth: Time‐Series Properties and Evidence," The Economic Record, The Economic Society of Australia, vol. 73(221), pages 125-135, June.
    303. Greenwood, Jeremy & Hercowitz, Zvi & Krusell, Per, 2000. "The role of investment-specific technological change in the business cycle," European Economic Review, Elsevier, vol. 44(1), pages 91-115, January.
    304. Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent, 1994. "Mechanics of forming and estimating dynamic linear economies," Staff Report 182, Federal Reserve Bank of Minneapolis.
    305. Philip Arestis & Georgios E Chortareas, 2008. "Atheoretical and Theory-Based Approaches to the Natural Equilibrium Real Interest Rate," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 34(3), pages 390-405.
    306. Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," PIER Working Paper Archive 09-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    307. Cooper, Russell W. & Johri, Alok, 1997. "Dynamic complementarities: A quantitative analysis," Journal of Monetary Economics, Elsevier, vol. 40(1), pages 97-119, September.
    308. Chang, Juin-Jen & Lin, Chang-Ching & Lin, Hsieh-Yu, 2016. "Great ratios and international openness," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 110-121.
    309. Dotsey, Michael & King, Robert G., 2005. "Implications of state-dependent pricing for dynamic macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 52(1), pages 213-242, January.
    310. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95, May.
    311. Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics.
    312. Takashi Kano, 2007. "Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect (Revised as CARF-F-124 (2008) )," CARF F-Series CARF-F-101, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    313. Javier Andrés & Rafael Doménech, 2003. "Automatic stabilizers, fiscal rules and macroeconomic stability," Working Papers 0314, Banco de España.
    314. Madsen, Jakob B., 2009. "Taxes and the fundamental value of houses," Regional Science and Urban Economics, Elsevier, vol. 39(3), pages 365-376, May.
    315. Giovanni Di Bartolomeo & Marco Manzo, 2010. "Fiscal Policy Under Balanced Budget And Indeterminacy: A New Keynesian Perspective," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(4), pages 455-472, September.
    316. Anna Kormilitsina & Sarah Zubairy, 2015. "Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison," EcoMod2015 8646, EcoMod.
    317. Shigoka, Tadashi, 1997. "On the nonstationary sunspot equilibria generated by an unbounded growth model," Japan and the World Economy, Elsevier, vol. 9(2), pages 261-277, May.
    318. Malik, Sheheryar & Pitt, Michael K., 2011. "Particle filters for continuous likelihood evaluation and maximisation," Journal of Econometrics, Elsevier, vol. 165(2), pages 190-209.
    319. Yu, Qiao, 1997. "Economic Fluctuation, Macro Control, and Monetary Policy in the Transitional Chinese Economy," Journal of Comparative Economics, Elsevier, vol. 25(2), pages 180-195, October.
    320. Bayer, Christian & Born, Benjamin & Luetticke, Ralph, 2023. "The liquidity channel of fiscal policy," Journal of Monetary Economics, Elsevier, vol. 134(C), pages 86-117.
    321. Heiberger, Christopher & Maußner, Alfred, 2020. "Perturbation solution and welfare costs of business cycles in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
    322. Negro, Marco Del & Schorfheide, Frank, 2013. "DSGE Model-Based Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140, Elsevier.
    323. Minford, Patrick & Meenagh, David & Le, Vo Phuong Mai, 2012. "What causes banking crises? An empirical investigation," CEPR Discussion Papers 9057, C.E.P.R. Discussion Papers.
    324. Hyun Park, 2015. "Aggregate Instability and Fiscal Policies: Balanced Budget Rules and Productive Public Spending," Korean Economic Review, Korean Economic Association, vol. 31, pages 25-56.
    325. Yongseung Jung & Tack Yun, 2005. "Monetary Policy Shocks, Inventory Dynamics, and Price-setting Behavior," Working Paper Series 2006-02, Federal Reserve Bank of San Francisco.
    326. Lars Ljungvist & Thomas Sargent, 2014. "Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(1), pages 1-20, January.
    327. Hakon Tretvoll, 2013. "Investment-Specific Technology Shocks and Recursive Preferences," 2013 Meeting Papers 1207, Society for Economic Dynamics.
    328. Osti, Davide, 2013. "The Macroeconomic Effects of Tax Changes: Evidence from Southern European Regions," MPRA Paper 79892, University Library of Munich, Germany.
    329. Daoju Peng & Kang Shi & Juanyi Xu & Yue Zhou, 2020. "SOE and Chinese Real Business Cycle," Annals of Economics and Finance, Society for AEF, vol. 21(2), pages 415-469, November.
    330. Tesfaselassie, Mewael F., 2011. "Trend growth and learning about monetary policy rules," Kiel Working Papers 1744, Kiel Institute for the World Economy.
    331. Shuyun May Li & Adam Spencer, 2014. "Effectiveness of the Australian Fiscal Stimulus Package: A DSGE Analysis," Department of Economics - Working Papers Series 1184, The University of Melbourne.
    332. Miroslav Gabrovski & Jang-Ting Guo, 2019. "Progressive Taxation, Nominal Wage Rigidity, and Business Cycle Destabilization," Working Papers 201902, University of Hawaii at Manoa, Department of Economics.
    333. M.S.Rafiq, 2006. "Great Ratios, Balanced Growth and Stochastic Trends: Evidence for the Euro Area," Discussion Paper Series 2006_20, Department of Economics, Loughborough University.
    334. Bovenberg, A.L., 2003. "Tax Policy and Labor Market Performance," Discussion Paper 2003-90, Tilburg University, Center for Economic Research.
    335. Maußner Alfred, 2002. "Adjustment Costs and Nominal Rigidities in a Small Open Economy / Anpassungskosten und nominelle Rigiditäten in einer kleinen offenen Volkswirtschaft," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 222(4), pages 463-489, August.
    336. Dupor, Bill & Mehkari, M. Saif, 2014. "The analytics of technology news shocks," Journal of Economic Theory, Elsevier, vol. 153(C), pages 392-427.
    337. Mary G. Finn, 1991. "Energy price shocks, capacity utilization and business cycle fluctuations," Discussion Paper / Institute for Empirical Macroeconomics 50, Federal Reserve Bank of Minneapolis.
    338. Gershun, Natalia, 2010. "Habit persistence, impediments to production factor adjustments, and asset returns in general equilibrium models with self-fulfilling expectations," Review of Financial Economics, Elsevier, vol. 19(1), pages 19-27, January.
    339. Yang, Mingyi, 2020. "Remeasuring and decomposing stochastic trends in business cycles," Research in Economics, Elsevier, vol. 74(4), pages 354-362.
    340. Sami Alpanda, 2013. "Identifying The Role Of Risk Shocks In The Business Cycle Using Stock Price Data," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 304-335, January.
    341. Ragchaasuren, Galindev, 2005. "The Relationship between Growth and Volatility under Alternative Shocks," Economics Discussion Papers 9980, University of Essex, Department of Economics.
    342. Issler, Joao Victor & Vahid, Farshid, 2001. "Common cycles and the importance of transitory shocks to macroeconomic aggregates," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 449-475, June.
    343. Timo Boppart & Per Krusell & Jonna Olsson, 2023. "Labor supply when productivity keeps growing," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 50, pages 61-87, October.
    344. Schwark, Florentine, 2014. "Energy price shocks and medium-term business cycles," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 112-121.
    345. Lans Bovenberg, A. & Smulders, Sjak, 1995. "Environmental quality and pollution-augmenting technological change in a two-sector endogenous growth model," Journal of Public Economics, Elsevier, vol. 57(3), pages 369-391, July.
    346. Born, Benjamin & Pfeifer, Johannes, 2014. "Policy risk and the business cycle," Journal of Monetary Economics, Elsevier, vol. 68(C), pages 68-85.
    347. Gantert, Konstantin, 2025. "Shopping Time and Frictional Goods Markets: Implications for the New-Keynesian Model," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy 325386, Verein für Socialpolitik / German Economic Association.
    348. Nicolas Abad & Thomas Seegmuller & Alain Venditti, 2014. "Non-Separable Preferences do not Rule Out Aggregate Instability under Balanced-Budget Rules: A Note," Working Papers halshs-01933532, HAL.
    349. Hillebrand, Elmar & Hillebrand, Marten, 2019. "Optimal climate policies in a dynamic multi-country equilibrium model," Journal of Economic Theory, Elsevier, vol. 179(C), pages 200-239.
    350. Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2001. "Permanent and transitory components of business cycles: their relative importance and dynamic relationship," International Finance Discussion Papers 703, Board of Governors of the Federal Reserve System (U.S.).
    351. Michael Hurd & Susann Rohwedder, 2003. "The Retirement-Consumption Puzzle: Anticipated and Actual Declines in Spending at Retirement," NBER Working Papers 9586, National Bureau of Economic Research, Inc.
    352. Eva Ortega, "undated". "The Spanish business cycle and its relationship to Europe," Studies on the Spanish Economy 09, FEDEA.
    353. Narayan, Paresh Kumar, 2008. "Understanding the importance of permanent and transitory shocks at business cycle horizons for the UK," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2879-2888.
    354. Marcin Bielecki, 2017. "Business cycles, innovation and growth: welfare analysis," Working Papers 2017-19, Faculty of Economic Sciences, University of Warsaw.
    355. Alexander Beames & Mariano Kulish & Nadine Yamout, 2021. "Implications of the slowdown in trend growth for fiscal policy in a small open economy," CAMA Working Papers 2021-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    356. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1998. "Time-Series Properties and Empirical Evidence of Growth and Infrastructure," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 18(1), May.
    357. Jang-Ok Cho & Thomas Cooley & Hyung Seok Kim, 2015. "Business Cycle Uncertainty and Economic Welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 185-200, April.
    358. Lechthaler, Wolfgang & Tesfaselassie, Mewael F., 2020. "Endogenous growth, skill obsolescence and output hysteresis in a New Keynesian model with unemployment," Kiel Working Papers 2162, Kiel Institute for the World Economy.
    359. Nouriel Roubini & Gian Maria Milesi-Ferrett, 1994. "Optimal Taxation of Human and Physical Capital in Endogenous Capital Models," NBER Working Papers 4882, National Bureau of Economic Research, Inc.
    360. Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
    361. Yoji Kunimitsu, 2018. "Effects of restoration measures from the east Japan earthquake in the Iwate coastal area: application of a DSGE model," Asia-Pacific Journal of Regional Science, Springer, vol. 2(2), pages 317-335, August.
    362. Huffman, Gregory W. & Wynne, Mark A., 1999. "The role of intratemporal adjustment costs in a multisector economy," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 317-350, April.
    363. Liam Graham & Dennis J. Snower, 2008. "Hyperbolic Discounting and the Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 427-448, March.
    364. Miyamoto, Wataru & Nguyen, Thuy Lan, 2017. "Understanding the cross-country effects of U.S. technology shocks," Journal of International Economics, Elsevier, vol. 106(C), pages 143-164.
    365. Gertler, Mark, 1999. "Government debt and social security in a life-cycle economy," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 50(1), pages 61-110, June.
    366. Liu, Zheng, 2000. "Seasonal cycles, business cycles, and monetary policy," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 441-464, October.
    367. Barañano Mentxaka, Ilaski & Moral Zuazo, María Paz, 2007. "Consumption-Leisure Trade-offs and Persistency in Business Cycles," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    368. Tetsugen Haruyama & Campbell Leith, 2010. "Unemployment And The Productivity Slowdown: An Effciency Wage Perspective," The Japanese Economic Review, Japanese Economic Association, vol. 61(3), pages 301-319, September.
    369. Ferrara, Laurent & Metelli, Luca & Natoli, Filippo & Siena, Daniele, 2021. "Questioning the puzzle: Fiscal policy, real exchange rate and inflation," Journal of International Economics, Elsevier, vol. 133(C).
    370. James B. Bullard & John Duffy, 2004. "Learning and structural change in macroeconomic data," Working Papers 2004-016, Federal Reserve Bank of St. Louis.
    371. Florin O. Bilbiie, 2011. "Nonseparable Preferences, Frisch Labor Supply, and the Consumption Multiplier of Government Spending: One Solution to a Fiscal Policy Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 221-251, February.
    372. Bovenberg, A.L., 2003. "Tax Policy and Labor Market Performance," Other publications TiSEM 68fd52eb-a6d6-4300-8636-c, Tilburg University, School of Economics and Management.
    373. Uribe, Martin, 2002. "The price-consumption puzzle of currency pegs," Journal of Monetary Economics, Elsevier, vol. 49(3), pages 533-569, April.
    374. Danthine, Jean-Pierre & Donaldson, John B. & Johnsen, Thore, 1998. "Productivity growth, consumer confidence and the business cycle," European Economic Review, Elsevier, vol. 42(6), pages 1113-1140, June.
    375. Bosi, Stefano & Desmarchelier, David, 2013. "Demography and pollution," Research in Economics, Elsevier, vol. 67(4), pages 316-323.
    376. Cooper, Russell & Johri, Alok, 2002. "Learning-by-doing and aggregate fluctuations," Journal of Monetary Economics, Elsevier, vol. 49(8), pages 1539-1566, November.
    377. Patrik Barisic & Tibor Kovac, 2022. "The effectiveness of the fiscal policy response to COVID-19 through the lens of short and long run labor market effects of COVID-19 measures," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 43-81.
    378. Susanto Basu & Luigi Pascali & Fabio Schiantarelli & Luis Serven, 2020. "Productivity and the Welfare of Nations," Working Papers wp2020_2010, CEMFI.
    379. Yan Zhang, 2020. "Home Production and Indeterminacy with Variable Income Effects," Annals of Economics and Finance, Society for AEF, vol. 21(1), pages 153-172, May.
    380. Balaji Bathmanaban & Raja Sethu Durai S & Ramachandran M, 2017. "The relationship between Output Uncertainty and Economic Growth-Evidence from India," Economics Bulletin, AccessEcon, vol. 37(4), pages 2680-2691.
    381. Hasan Bakhshi & Jens Larsen, 2001. "Investment-specific technological progress in the United Kingdom," Bank of England working papers 129, Bank of England.
    382. Escañuela Romana, Ignacio, 2016. "Azar, Determinismo e Indecidibilidad en la Teoría del Ciclo Económico [Randomness, Determinism and Undecidability in the Business Cycle Theory]," MPRA Paper 72978, University Library of Munich, Germany.
    383. Gomes, Fábio Augusto Reis & Issler, João Victor, 2014. "Testing consumption optimality using aggregate data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 752, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    384. Gunn, Christopher M. & Johri, Alok, 2013. "An expectations-driven interpretation of the “Great Recession”," Journal of Monetary Economics, Elsevier, vol. 60(4), pages 391-407.
    385. Restrepo Ochoa, Sergio I. & Vázquez Pérez, Jesús, 2002. "Cyclical Features of Uzawa-Lucas Endogenous Growth Model," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
    386. Fatas, Antonio, 2000. "Endogenous growth and stochastic trends," Journal of Monetary Economics, Elsevier, vol. 45(1), pages 107-128, February.
    387. Wei Dai & Mark Weder & Bo Zhang, 2017. "Animal Spirits, Financial Markets and Aggregate Instability," School of Economics and Public Policy Working Papers 2017-08, University of Adelaide, School of Economics and Public Policy.
    388. Ignacio Escañuela ROMANA, 2016. "Randomness, Determinism and Undecidability in the Economic Cycle Theory," Journal of Economics and Political Economy, KSP Journals, vol. 3(4), pages 638-658, December.
    389. Gheorghița DINCĂ & Marius Sorin DINCĂ & Bardhyl DAUTI & Mirela Camelia BABA & Cătălina POPIONE, 2020. "Cyclicality of Fiscal Policy in the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 75-96, March.
    390. Don Bredin & Stilianos Fountas & Christos Savva, 2021. "Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data," Discussion Paper Series 2021_02, Department of Economics, University of Macedonia, revised Feb 2021.
    391. Chen, Hung-Ju, 2011. "Social status and long-run effects of monetary policy in a two-sector monetary economy of endogenous growth," Mathematical Social Sciences, Elsevier, vol. 61(1), pages 71-79, January.
    392. Miyamoto, Wataru & Nguyen, Thuy Lan, 2020. "The expectational effects of news in business cycles: Evidence from forecast data," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 184-200.
    393. Hanno Kase & Matthias Rottner & Fabio Stohler, 2025. "Generative economic modeling," BIS Working Papers 1312, Bank for International Settlements.
    394. Accolley, Delali, 2016. "Accounting for Business Cycles in Canada: I. The Role of Supply-Side Factors," MPRA Paper 69856, University Library of Munich, Germany.
    395. Lawrence J. Christiano & Martin Eichenbaum, 1989. "Unit Roots in Real GNP: Do We Know, and Do We Care?," NBER Working Papers 3130, National Bureau of Economic Research, Inc.
    396. Faig, Miquel, 1995. "A simple economy with human capital: Transitional dynamics, technology shocks, and fiscal policies," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 421-446.
    397. Don Harding & Adrian Pagan, 1999. "Knowing the Cycle," Melbourne Institute Working Paper Series wp1999n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    398. Christian Bayer & Fabio Stohler, 2025. "Can Public Debt Crowd in Private Investment?," CRC TR 224 Discussion Paper Series crctr224_2025_691, University of Bonn and University of Mannheim, Germany.
    399. Montoro Carlos & Moreno Eduardo, 2007. "Structural Fiscal Rules and The Business Cycle," Working Papers 2007-011, Banco Central de Reserva del Perú.
    400. Ufuk Devrim Demirel, 2015. "Identification of technology shocks using misspecified VARs," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(4), pages 1321-1349, November.
    401. Juvenal, Luciana & Santos Monteiro, Paulo, 2017. "Trade and synchronization in a multi-country economy," European Economic Review, Elsevier, vol. 92(C), pages 385-415.
    402. Alfredo Villca, 2019. "Confronting DSGE model with data," Documentos de Trabajo de Valor Público 17803, Universidad EAFIT.
    403. Dufourt, 2005. "Dynamic General Equilibrium Models and the Beveridge-Nelson Facts," Macroeconomics 0501003, University Library of Munich, Germany.
    404. Boileau, Martin & Normandin, Michel, 2003. "Labor hoarding, superior information, and business cycle dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 397-418, November.
    405. Bruinshoofd, W.A. & Candelon, B. & Raabe, K., 2005. "Banking sector strength and the transmission of currency crises," Research Memorandum 022, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    406. John Y. Campbell, 1992. "Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model," NBER Working Papers 4188, National Bureau of Economic Research, Inc.
    407. Rupert, Peter & Šustek, Roman, 2019. "On the mechanics of New-Keynesian models," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 53-69.
    408. Gan-Ochir Doojav & Kaliappa Kalirajan, 2020. "Financial Frictions and Shocks in an Estimated Small Open Economy DSGE Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(2), pages 253-291, June.
    409. A. Mantovi, 2016. "Smooth preferences, symmetries and expansion vector fields," Economics Department Working Papers 2016-EP01, Department of Economics, Parma University (Italy).
    410. Ilaski Barañano, 2001. "Endogenous growth and economic fluctuations," Investigaciones Economicas, Fundación SEPI, vol. 25(3), pages 515-541, September.
    411. Collard, Fabrice, 1998. "Spectral and persistence properties of cyclical growth," Journal of Economic Dynamics and Control, Elsevier, vol. 23(3), pages 463-488, November.
    412. Michelacci, Claudio & Pijoan-Mas, Josep, 2016. "Labor supply with job assignment under balanced growth," Journal of Economic Theory, Elsevier, vol. 163(C), pages 110-140.
    413. Gianluca Cubadda, 1999. "Common cycles in seasonal non‐stationary time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 273-291, May.
    414. Jiang, Dou, 2017. "Indeterminacy, capital maintenance expenditures and the business cycle," Economic Modelling, Elsevier, vol. 61(C), pages 432-438.
    415. Hairault, Jean-Olivier & Langot, Francois & Portier, Franck, 1997. "Time to implement and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 109-121, November.
    416. Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle, 2019. "The fight-or-flight response to the Joneses and inequality," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 187-210.
    417. Marcus Scheiblecker, 2015. "Österreichs Wirtschaft im Rückstand?," WIFO Monatsberichte (monthly reports), WIFO, vol. 88(6), pages 497-510, June.
    418. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2006. "Common cyclical features analysis in VAR models with cointegration," Journal of Econometrics, Elsevier, vol. 132(1), pages 117-141, May.
    419. Konstantinos Angelopoulos & Jim Malley & Apostolis Philippopoulos, 2007. "Public Education Expenditure, Growth and Welfare," CESifo Working Paper Series 2037, CESifo.
    420. Mankiw, N. Gregory & Weinzierl, Matthew, 2006. "Dynamic scoring: A back-of-the-envelope guide," Journal of Public Economics, Elsevier, vol. 90(8-9), pages 1415-1433, September.
    421. Annen, Kurt & Batu, Michael & Kosempel, Stephen, 2016. "Macroeconomic effects of foreign aid and remittances: Implications for aid effectiveness studies," Journal of Policy Modeling, Elsevier, vol. 38(6), pages 1136-1146.
    422. Beaudry, Paul & Portier, Franck, 2004. "An exploration into Pigou's theory of cycles," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1183-1216, September.
    423. William Crowder & Daniel Himarios, 1997. "Balanced growth and public capital: an empirical analysis," Applied Economics, Taylor & Francis Journals, vol. 29(8), pages 1045-1053.
    424. Coenen, Günter, 1998. "Intertemporal effects of fiscal policy in an RBC model," Discussion Paper Series 1: Economic Studies 1998,02e, Deutsche Bundesbank.
    425. Licandro, Omar & Puch, Luis A. & Ruiz-Tamarit, Ramón, 1995. "Utilización del capital y ciclo económico español," DE - Documentos de Trabajo. Economía. DE 3372, Universidad Carlos III de Madrid. Departamento de Economía.
    426. James B. Davies & Jinli Zeng & Jie Zhang, 2009. "Time‐consistent taxation in a dynastic family model with human and physical capital and a balanced government budget," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(3), pages 1023-1049, August.
    427. Bednar, William & Pretnar, Nick, 2020. "Home Production with Time to Consume," MPRA Paper 103730, University Library of Munich, Germany.
    428. Finn E. Kydland & Edward C. Prescott, 1990. "The econometrics of the general equilibrium approach to business cycles," Staff Report 130, Federal Reserve Bank of Minneapolis.
    429. Adam Pigoń, 2022. "A Simple Model of Educated Hand-to-Mouth Consumers," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 20-43.
    430. Alain Guay & Pierre St-Amant, 1996. "Do Mechanical Filters Provide a Good Approximation of Business Cycles?," Technical Reports 78, Bank of Canada.
    431. Charles I. Plosser, 1990. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc.
    432. Ryan Chahrour & Manoj Atolia, 2015. "Intersectoral Linkages, Diverse Information, and Aggregate Dynamics in a Neoclassical Model," 2015 Meeting Papers 398, Society for Economic Dynamics.
    433. Robert Grafstein, 2000. "Employment, Party Economic Performance, and the Formation of Partisan Preferences," Journal of Theoretical Politics, , vol. 12(3), pages 325-351, July.
    434. Tack Yun & Wooheon Rhee, 2004. "Implications of Quasi-Geometric Discounting on the Observable Sharpe Ratio," Econometric Society 2004 North American Summer Meetings 243, Econometric Society.
    435. Feldkord, Eva-Ulrike, 2005. "On the Relevance of Monetary Aggregates in Monetary Policy Models," Discussion Paper Series 26343, Hamburg Institute of International Economics.
    436. Timothy G. Conley & Bill Dupor, 2003. "A Spatial Analysis of Sectoral Complementarity," Journal of Political Economy, University of Chicago Press, vol. 111(2), pages 311-352, April.
    437. Schmitt-Grohe, Stephanie & Uribe, Martin, 2004. "Solving dynamic general equilibrium models using a second-order approximation to the policy function," Journal of Economic Dynamics and Control, Elsevier, vol. 28(4), pages 755-775, January.
    438. Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017. "A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-32, Eastern Mediterranean University, Department of Economics.
    439. Alpanda, Sami, 2007. "The Boom-Bust Cycle in Japanese Asset Prices," MPRA Paper 5895, University Library of Munich, Germany.
    440. Robert B. Barsky & Eric R. Sims, 2009. "Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence," NBER Working Papers 15049, National Bureau of Economic Research, Inc.
    441. Junxi Zhang, 2007. "Endogenous Markups, Intensity of Competition, and Persistence of Business Cycles," Southern Economic Journal, John Wiley & Sons, vol. 74(2), pages 546-565, October.
    442. Lau, Sau-Him Paul, 1997. "Using stochastic growth models to understand unit roots and breaking trends," Journal of Economic Dynamics and Control, Elsevier, vol. 21(10), pages 1645-1667, August.
    443. Schmöller, Michaela, 2019. "Stagnant Wages, Sectoral Misallocation and Slowing Productivity Growth," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203598, Verein für Socialpolitik / German Economic Association.
    444. Hasui Kohei, 2021. "Trend Growth and Robust Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(2), pages 449-472, June.
    445. Martin Møller Andreasen, 2008. "Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model," CREATES Research Papers 2008-43, Department of Economics and Business Economics, Aarhus University.
    446. Mikio Ito & Akihiko Noda & Tatsuma Wada, 2016. "The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach," Applied Economics, Taylor & Francis Journals, vol. 48(7), pages 621-635, February.
    447. D’Erasmo, P. & Mendoza, E.G. & Zhang, J., 2016. "What is a Sustainable Public Debt?," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2493-2597, Elsevier.
    448. Kim, Jinill & Kim, Sunghyun Henry, 2003. "Spurious welfare reversals in international business cycle models," Journal of International Economics, Elsevier, vol. 60(2), pages 471-500, August.
    449. Olaf, POSCH & Klaus, WAELDE, 2005. "Natural volatility, welfare and taxation," Discussion Papers (ECON - Département des Sciences Economiques) 2005009, Université catholique de Louvain, Département des Sciences Economiques.
    450. Marrero, Gustavo A. & Novales, Alfonso, 2005. "Growth and welfare: Distorting versus non-distorting taxes," Journal of Macroeconomics, Elsevier, vol. 27(3), pages 403-433, September.
    451. Michael A. Kouparitsas, 1996. "North-South financial integration and business cycles," Working Paper Series, Macroeconomic Issues WP-96-10, Federal Reserve Bank of Chicago.
    452. Martinez-Garcia, Maria Pilar, 2003. "The general instability of balanced paths in endogenous growth models: the role of transversality conditions," Journal of Economic Dynamics and Control, Elsevier, vol. 27(4), pages 599-618, February.
    453. Amélie Barbier‐Gauchard & Thierry Betti, 2021. "Spillover effects of fiscal policy in a monetary union: Why do fiscal instruments matter?," Bulletin of Economic Research, Wiley Blackwell, vol. 73(1), pages 1-33, January.
    454. Langer, Viktoria C.E., 2016. "News shocks, nonseparable preferences, and optimal monetary policy," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 237-246.
    455. Lees, Kirdan & Matheson, Troy, 2007. "Mind your ps and qs! Improving ARMA forecasts with RBC priors," Economics Letters, Elsevier, vol. 96(2), pages 275-281, August.
    456. Ercolani, Valerio & Valle e Azevedo, João, 2014. "The effects of public spending externalities," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 173-199.
    457. Faust, Jon & Whiteman, Charles H., 1997. "General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 121-161, December.
    458. Feve, Patrick & Langot, Francois, 1996. "Unemployment and the business cycle in a small open economy: G.M.M. estimation and testing with French data," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1609-1639.
    459. Nir Jaimovich & Sergio Rebelo, 2007. "News and Business Cycles in Open Economies," Discussion Papers 07-016, Stanford Institute for Economic Policy Research.
    460. Bilbiie, F. O. & Hanks, F. & Lavender, S., 2025. "Complementarity, Heterogeneity, and Multipliers: Utility for HANK," Cambridge Working Papers in Economics 2573, Faculty of Economics, University of Cambridge.
    461. Gomes, Fábio Augusto Reis & Issler, João Victor, 2009. "Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 682, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    462. Rogerson, Richard & Schindler, Martin, 2002. "The welfare costs of worker displacement," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1213-1234, September.
    463. Wifo, 2015. "WIFO-Monatsberichte, Heft 6/2015," WIFO Monatsberichte (monthly reports), WIFO, vol. 88(6), June.
    464. Kaneko, Akihiko, 2000. "Terms of trade, economic growth, and trade patterns: a small open-economy case," Journal of International Economics, Elsevier, vol. 52(1), pages 169-181, October.
    465. Coulibaly Brahima & Millar Jonathan N., 2011. "The "Elusive" Capital-User Cost Elasticity Revisited," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-41, September.
    466. Cho, Jang-Ok, 1995. "Ex post heterogeneity and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 19(3), pages 533-551, April.
    467. Schaling, Eric & Tesfaselassie, Mewael F., 2013. "Trend growth and learning about monetary policy rules in a two-block world economy," Kiel Working Papers 1818, Kiel Institute for the World Economy.
    468. Jiang, Xiandeng & Zhao, Ningru & Pan, Zheng, 2022. "Regional housing wealth, relative housing wealth and labor market behavior," Journal of Housing Economics, Elsevier, vol. 55(C).
    469. Maryam Mirfatah & Vasco J. Gabriel & Paul Levine, 2021. "Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications," School of Economics Discussion Papers 0321, School of Economics, University of Surrey.
    470. Velasquez, Agustin, 2025. "The Leisure Gains from International Trade," Journal of International Economics, Elsevier, vol. 155(C).
    471. Collard, Fabrice & de la Croix, David, 1996. "Gift exchange and the business cycle: the fair wage strikes back," LIDAM Discussion Papers IRES 1997008, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Apr 1997.
    472. Campbell leith & Chol-Won Li, 2001. "Unemployment and the Productivity Slowdown: A Labour Supply Perspective," Working Papers 2001_13, Business School - Economics, University of Glasgow.
    473. Ambler, Steve & Guay, Alain & Phaneuf, Louis, 2012. "Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 47-62.
    474. Jeffrey R. Campbell & Jonas D. M. Fisher & Alejandro Justiniano & Leonardo Melosi, 2016. "Forward Guidance and Macroeconomic Outcomes Since the Financial Crisis," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 283-357, National Bureau of Economic Research, Inc.
    475. Martin Wagner, 2004. "A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 399-424, July.
    476. Hakon Tretvoll, 2012. "Real exchange rate variability in a two country business cycle model," 2012 Meeting Papers 911, Society for Economic Dynamics.
    477. Zsolt Becsi, 1999. "Heterogeneity and the welfare cost of dynamic factor taxes," FRB Atlanta Working Paper 99-2, Federal Reserve Bank of Atlanta.
    478. Hong Li & Vince Daly, 2009. "Testing the balanced growth hypothesis: evidence from China," Empirical Economics, Springer, vol. 37(1), pages 185-200, September.
    479. Kollintzas, Tryphon & Vassilatos, Vanghelis, 2000. "A small open economy model with transaction costs in foreign capital," European Economic Review, Elsevier, vol. 44(8), pages 1515-1541, August.
    480. Thomai Filippeli & Konstantinos Theodoridis, 2015. "DSGE priors for BVAR models," Empirical Economics, Springer, vol. 48(2), pages 627-656, March.
    481. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001. "Testing for Common Cyclical Features in Var Models with Cointegration," CESifo Working Paper Series 451, CESifo.
    482. Neyer, Ulrike & Stempel, Daniel, 2021. "Gender discrimination, inflation, and the business cycle," Journal of Macroeconomics, Elsevier, vol. 70(C).
    483. Crafts, N. F. R. & Mills, Terence C., "undated". "British Economic Fluctuations, 1851-1913 A Perspective Based on Growth Theory," Economic Research Papers 268482, University of Warwick - Department of Economics.
    484. Krenz, Astrid & Strulik, Holger, 2022. "Automation and the Fall and Rise of the Servant Economy," VfS Annual Conference 2022 (Basel): Big Data in Economics 264034, Verein für Socialpolitik / German Economic Association.
    485. Holger Strulik & Timo Trimborn, 2017. "The Spending Multiplier in the Medium Run," German Economic Review, Verein für Socialpolitik, vol. 18(2), pages 154-181, May.
    486. Shirota, Toyoichiro, 2018. "What is the major source of business cycles: Spillovers from land prices, investment shocks, or anything else?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 138-149.
    487. William A. Brock & Blake LeBaron, 1990. "Liquidity Constraints in Production-Based Asset-Pricing Models," NBER Chapters, in: Asymmetric Information, Corporate Finance, and Investment, pages 231-256, National Bureau of Economic Research, Inc.
    488. Bilbiie, Florin, 2018. "Complementarity, Income, and Substitution: A U(C,N) Utility for Macro," CEPR Discussion Papers 12812, C.E.P.R. Discussion Papers.
    489. Franco Bevilacqua & Adriaan van Zon, 2002. "Random Walks and Non-Linear Paths in Macroeconomic Time Series: Some Evidence and Implications," Working Papers geewp22, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness.
    490. Barthélemy, Jean & Cléaud, Guillaume, 2018. "Trade Balance And Inflation Fluctuations In The Euro Area," Macroeconomic Dynamics, Cambridge University Press, vol. 22(4), pages 931-960, June.
    491. Thomas F. Cooley & Espen Henriksen & Charlie Nusbaum, 2019. "Demographic Obstacles to European Growth," NBER Working Papers 26503, National Bureau of Economic Research, Inc.
    492. Pintus, Patrick A., 2007. "Local determinacy with non-separable utility," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 669-682, February.
    493. Boissay, Frédéric, 2001. "Credit rationing, output gap, and business cycles," Working Paper Series 87, European Central Bank.
    494. Braun, R. Anton & Evans, Charles L., 1995. "Seasonality and equilibrium business cycle theories," Journal of Economic Dynamics and Control, Elsevier, vol. 19(3), pages 503-531, April.
    495. Schmöller, Michaela, 2019. "Stagnant wages, sectoral misallocation and slowing productivity growth," Bank of Finland Research Discussion Papers 8/2019, Bank of Finland.
    496. Anna Belianska & Aurélien Eyquem & Céline Poilly, 2021. "The Transmission Channels of Government Spending Uncertainty," Working Papers halshs-03160370, HAL.
    497. Funashima, Yoshito, 2016. "Governmentally amplified output volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 469-478.
    498. Psarianos, Iacovos N., 2007. "A note on work-leisure choice, human capital accumulation, and endogenous growth," Research in Economics, Elsevier, vol. 61(4), pages 208-217, December.
    499. Weder, Mark, 2000. "Can Habit Formation Solve the Consumption Anomaly in the Two-Sector Business Cycle Model?," Journal of Macroeconomics, Elsevier, vol. 22(3), pages 433-444, July.
    500. Nishimura, Kazuo & Venditti, Alain, 2010. "Indeterminacy and expectation-driven fluctuations with non-separable preferences," Mathematical Social Sciences, Elsevier, vol. 60(1), pages 46-56, July.
    501. Luca Guerrieri & Dale Henderson & Jinill Kim, 2020. "Interpreting shocks to the relative price of investment with a two‐sector model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 82-98, January.
    502. Luo Yulei & Young Eric R, 2009. "Rational Inattention and Aggregate Fluctuations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-43, April.
    503. Chen, Hung- Ju, 2011. "Social status, human capital formation and super-neutrality in a two-sector monetary economy," Economic Modelling, Elsevier, vol. 28(3), pages 785-794, May.
    504. Huang, Guangming, 2021. "Seigniorage Channel and Monetary Effectiveness in Flexible Price Economy," MPRA Paper 114532, University Library of Munich, Germany, revised 28 Aug 2022.
    505. Bosi, Stefano & Magris, Francesco, 2002. "Endogenous business cycles: Capital-labor substitution and liquidity constraint," Journal of Economic Dynamics and Control, Elsevier, vol. 26(11), pages 1901-1926, September.
    506. Ka Wai Terence Fung & Chi Keung Marco Lau & Kwok Ho Chan, 2016. "An R&D-based real business cycle model," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 63(4), pages 327-358, December.
    507. Jesús Rodríguez-López & Mario Solís-García, 2020. "On the Magnitude of the Expenditure Multiplier," Working Papers 20.05, Universidad Pablo de Olavide, Department of Economics.
    508. Burkhard Heer, 2025. "On the Optimal Capital Tax Rate in Overlapping Generations Models with Capital - Skill Complementarity," CESifo Working Paper Series 11845, CESifo.
    509. Florin Bilbiie & Roland Straub, 2012. "Changes in the Output Euler Equation and Asset Markets Participation," PSE-Ecole d'économie de Paris (Postprint) hal-00680647, HAL.
    510. Alexandru Cristian Fotea & Corneliu Guțu, 2016. "Historical and Theoretical Framework of the Relation between Higher Education Institutions and the Process of Regional Economic Development," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 4(1), pages 23-42.
    511. Smulders, J.A. & Gradus, R.H.J.M., 1993. "Pollution abatement and long-term growth," Other publications TiSEM 21b8a998-8dbe-479f-b860-4, Tilburg University, School of Economics and Management.
    512. Minford, Patrick & Matthews, Kent & Meenagh, David & Le, Vo Phuong Mai & Xiao, Zhiguo, 2013. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," CEPR Discussion Papers 9422, C.E.P.R. Discussion Papers.
    513. Antonio Fatás, 2002. "The Effects of Business Cycles on Growth," Working Papers Central Bank of Chile 156, Central Bank of Chile.
    514. Semmler, Will & Gong, Gang, 1996. "Estimating parameters of real business cycle models," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 301-325, September.
    515. Luis Lorente, 1991. "Políticas monetarias e inflación, Colombia 1951-1989," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
    516. Pei Kuang & Kaushik Mitra, 2015. "Long Run Growth Uncertainty," Discussion Papers 15-13, Department of Economics, University of Birmingham.
    517. Dan Tortorice, 2016. "The Business Cycles Implications of Fluctuating Long Run Expectations," Working Papers 100, Brandeis University, Department of Economics and International Business School.
    518. Francesco Busato, 2004. "Relative Demand Shocks," Economics Working Papers 2004-11, Department of Economics and Business Economics, Aarhus University.
    519. Dennis Wesselbaum & Marc-Andre Luik, 2016. "Did the FED REact to Asset Price Bubbles?," Working Papers 1602, University of Otago, Department of Economics, revised Feb 2016.
    520. Mohamed Ayadi & Wided Mattoussi, 2014. "Scoping of the Tunisian Economy," WIDER Working Paper Series wp-2014-074, World Institute for Development Economic Research (UNU-WIDER).
    521. Miguel Angel Santos, 2015. "The Right Fit for the Wrong Reasons: Real Business Cycle in an Oil-Dependent Economy," CID Working Papers 64, Center for International Development at Harvard University.
    522. Kuang, Pei & Tang, Li & Zhang, Renbin & Zhang, Tongbin, 2022. "Forecast disagreement about long-run macroeconomic relationships," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 371-387.
    523. Poilly, Céline & Tripier, Fabien, 2025. "Reprint of: Regional trade policy uncertainty," Journal of International Economics, Elsevier, vol. 156(C).
    524. Deli, Yota D., 2016. "Endogenous capital depreciation and technology shocks," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 318-338.
    525. Christian Kascha & Karel Mertens, 2008. "Business cycle analysis and VARMA models," Working Paper 2008/05, Norges Bank.
    526. Andreasen Martin M, 2010. "Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-41, June.
    527. Kwan, Yum K. & Lai, Edwin L. -C., 2003. "Intellectual property rights protection and endogenous economic growth," Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 853-873, March.
    528. Wen, Yi, 1998. "Can a real business cycle model pass the Watson test?," Journal of Monetary Economics, Elsevier, vol. 42(1), pages 185-203, June.
    529. Marco Maffezzoli, 2000. "Human Capital and International Real Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(1), pages 137-165, January.
    530. Sanha Noh, 2020. "Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 795-841, December.
    531. Tesfaselassie, Mewael F., 2013. "Trend productivity growth and the government spending multiplier," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 197-207.
    532. Constantine Alexandrakis, 2014. "Technological change and the U.S. real interest rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 672-686, October.
    533. Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper 82, Tor Vergata University, CEIS.
    534. Mino, Kazuo, 2000. "Sector-Specific Externalities and Endogenous Growth under Social Constant Returns," MPRA Paper 16993, University Library of Munich, Germany.
    535. Fuentes-Albero, Cristina, 2007. "Technology Shocks, Statistical Models, and The Great Moderation," MPRA Paper 3589, University Library of Munich, Germany.
    536. Evers, Michael & Niemann, Stefan & Schiffbauer, Marc, 2009. "Inflation, Liquidity Risk and Long-run TFP - Growth," Papers DYNREG48, Economic and Social Research Institute (ESRI).
    537. Jung, Yongseung, 2019. "What drives business cycles in Korea?," Japan and the World Economy, Elsevier, vol. 52(C).
    538. Smith, Gregor W. & Zin, Stanley E., 1997. "Real business-cycle realizations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 243-280, December.
    539. Bohn, Henning, 2009. "Intergenerational risk sharing and fiscal policy," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 805-816, September.
    540. Jean Barthélemy & Magali Marx & Aurélien Poissonnier, 2009. "Trends and Cycles: An Historical Review of the Euro Area," Working Papers hal-03460047, HAL.
    541. Michael Rousakis, 2013. "Expectations and Fluctuations: The Role of Monetary Policy," 2013 Meeting Papers 681, Society for Economic Dynamics.
    542. Ragchaasuren, Galindev, 2005. "On the Effect of Monetary Stabilisation Policy on Long-run Growth," Economics Discussion Papers 8883, University of Essex, Department of Economics.
    543. Norman J. Morin, 2006. "Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements," Finance and Economics Discussion Series 2006-21, Board of Governors of the Federal Reserve System (U.S.).
    544. Jianpo Xue & Chong K. Yip, 2015. "Balanced-Budget Rules, Elasticity of Substitution, and Macroeconomic (In)Stability," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(2), pages 196-218, April.
    545. Gustavo A. Marrero, 2001. "Coordinating short- and long-run public investment rules," Documentos de Trabajo del ICAE 0109, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    546. David Harvey & Stephen Leybourne & Paul Newbold, 2003. "How great are the great ratios?," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 163-177.
    547. Mario J. Crucini, 2006. "International Real Business Cycles," Vanderbilt University Department of Economics Working Papers 0617, Vanderbilt University Department of Economics.
    548. Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Shinichiro Watanabe & Kentaro Yoshimura, 2005. "Monetary Policy in a Liquidity Trap: What Have We Learned, and to What End?," International Finance, Wiley Blackwell, vol. 8(3), pages 471-508, December.
    549. Joseba Martinez, 2018. "Automation, Growth and Factor Shares," 2018 Meeting Papers 736, Society for Economic Dynamics.
    550. Yun, Tack, 1996. "Nominal price rigidity, money supply endogeneity, and business cycles," Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 345-370, April.
    551. Issler, João Victor & Rodrigues, Claudia Ferreira & Burjack, Rafael, 2013. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 735, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    552. Angyridis, Constantine & Mansoorian, Arman & Michelis, Leo, 2025. "On the costs of inflation with a general equilibrium welfare measure and alternative utility functions," Journal of Macroeconomics, Elsevier, vol. 84(C).
    553. Michael Sattinger & Sumati Srinivas, 2003. "The Employment-Productivity Relation with Employment Criteria," Discussion Papers 03-07, University at Albany, SUNY, Department of Economics.
    554. Perli, Roberto & Sakellaris, Plutarchos, 1998. "Human capital formation and business cycle persistence," Journal of Monetary Economics, Elsevier, vol. 42(1), pages 67-92, June.
    555. Coulombe, Raphaelle G., 2021. "The electoral origin of government spending shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
    556. Yossi Yakhin & Natalya Presman, 2015. "A Stock-Flow Accounting Model of the Labor Market: An Application to Israel," IMF Working Papers 2015/058, International Monetary Fund.
    557. Paul Lau, Sau-Him, 1999. "I(0) In, integration and cointegration out:: Time series properties of endogenous growth models," Journal of Econometrics, Elsevier, vol. 93(1), pages 1-24, November.
    558. Shintani, Mototsugu & Guo, Zi-Yi, 2011. "Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations," EconStor Preprints 167627, ZBW - Leibniz Information Centre for Economics.
    559. Stephane Pallage & Michel A. Robe, 2002. "The States vs. the states: On the Welfare Cost of Business Cycles in the U.S," Cahiers de recherche du Département des sciences économiques, UQAM 20-17, Université du Québec à Montréal, Département des sciences économiques, revised Oct 2002.
    560. Gianluca Cubadda, 2000. "Complex Reduced Rank Models for Seasonally Cointegrated Time Series," Econometric Society World Congress 2000 Contributed Papers 0092, Econometric Society.
    561. Bosi, Stefano & Nourry, Carine, 2007. "Growth and fluctuations: The role of public dividends and public spending," Journal of Mathematical Economics, Elsevier, vol. 43(3-4), pages 420-445, April.
    562. Sarte, Pierre-Daniel & Schwartzman, Felipe & Lubik, Thomas A., 2015. "What inventory behavior tells us about how business cycles have changed," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 264-283.
    563. Eusepi, Stefano & Preston, Bruce, 2015. "Consumption heterogeneity, employment dynamics and macroeconomic co-movement," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 13-32.
    564. Rebei, Nooman, 2014. "What (really) accounts for the fall in hours after a technology shock?," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 330-352.
    565. Asmaa Ahmed, 2005. "Random Walks in the Economic Dynamic Series," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 78-100.
    566. Chen, Shiu-Sheng, 2003. "Macroeconomic fluctuations and welfare cost of stabilization policy," Journal of Policy Modeling, Elsevier, vol. 25(2), pages 123-135, February.
    567. Cazzavillan, Guido & Lloyd-Braga, Teresa & Pintus, Patrick A., 1998. "Multiple Steady States and Endogenous Fluctuations with Increasing Returns to Scale in Production," Journal of Economic Theory, Elsevier, vol. 80(1), pages 60-107, May.
    568. Efthymios Pavlidis & Ivan Paya & David Peel, 2010. "Further empirical evidence on the consumption-real exchange rate anomaly," Working Papers 447022, Lancaster University Management School, Economics Department.
    569. Holger Strulik, 2004. "Solving Rational Expectations Models Using Excel," The Journal of Economic Education, Taylor & Francis Journals, vol. 35(3), pages 269-283, July.
    570. Jonathan Millar, 1997. "The Effects of Budget Rules on Fiscal Performance and Macroeconomic Stabilization," Staff Working Papers 97-15, Bank of Canada.
    571. Silvio Michael de Azevedo Costa, 2016. "Structural Trends and Cycles in a DSGE Model for Brazil," Working Papers Series 434, Central Bank of Brazil, Research Department.
    572. N. Gregory Mankiw & Ricardo Reis, 2006. "Sticky Information in General Equilibrium," NBER Working Papers 12605, National Bureau of Economic Research, Inc.
    573. Dilip Nachane, 2017. "Dynamic Stochastic General Equilibrium (DSGE) Modelling :Theory And Practice," Working Papers id:11699, eSocialSciences.
    574. van Groezen, B.J.A.M. & Meijdam, A.C. & Verbon, H.A.A., 2002. "Social Security Reform and Population Ageing in a Two-Sector Growth Model," Discussion Paper 2002-25, Tilburg University, Center for Economic Research.
    575. DeLoach, Stephen B. & Rasche, Robert H., 1998. "Stochastic trends and economic fluctuations in a large open economy," Journal of International Money and Finance, Elsevier, vol. 17(4), pages 565-596, August.
    576. Lee E. Ohanian, 2010. "The Economic Crisis from a Neoclassical Perspective," Journal of Economic Perspectives, American Economic Association, vol. 24(4), pages 45-66, Fall.
    577. Frédéric Dufourt & Kazuo Nishimura & Alain Venditti, 2025. "Expectations, beliefs and the business cycle: tracing back to the deep economic drivers," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 79(1), pages 89-149, February.
    578. Cogley, Timothy & Nason, James M., 1995. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 253-278.
    579. Bruno Chiarini & Paolo Piselli, 2000. "Aggregate Fluctuations In A Unionized Labor Market," Working Papers 2_2000, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    580. Franck Portier, 1995. "Le rôle des variations de taux de marge dans les fluctuations macroéconomiques conjoncturelles," L'Actualité Economique, Société Canadienne de Science Economique, vol. 71(2), pages 218-249.
    581. Chow, Gregory C. & Kwan, Yum K., 1998. "How the basic RBC model fails to explain US time series," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 301-318, April.
    582. Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997. "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Staff Working Papers 97-5, Bank of Canada.
    583. Minchul Yum, 2018. "On the distribution of wealth and employment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 86-105, October.

  20. King, Robert G. & Plosser, Charles I., 1988. "Real business cycles : Introduction," Journal of Monetary Economics, Elsevier, vol. 21(2-3), pages 191-193.

    Cited by:

    1. Antulio N. Bomfim, "undated". "\"Forecasting the Forecasts of Others:\" Expectational Heterogeneity and Aggregate Dynamics," Finance and Economics Discussion Series 1996-41, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
    2. John H. Cochrane, 1994. "Shocks," NBER Working Papers 4698, National Bureau of Economic Research, Inc.
    3. Miguel Angel Santos, 2015. "The Right Fit for the Wrong Reasons: Real Business Cycle in an Oil-Dependent Economy," CID Working Papers 64, Center for International Development at Harvard University.

  21. Long, John B, Jr & Plosser, Charles I, 1987. "Sectoral vs. Aggregate Shocks in the Business Cycle," American Economic Review, American Economic Association, vol. 77(2), pages 333-336, May.

    Cited by:

    1. Allen, Donald S., 1997. "A multi-sector inventory model," Journal of Economic Behavior & Organization, Elsevier, vol. 32(1), pages 55-87, January.
    2. Heaton, Chris & Oslington, Paul, 2010. "Micro vs macro explanations of post-war US unemployment movements," Economics Letters, Elsevier, vol. 106(2), pages 87-91, February.
    3. Gianluigi Pelloni & Wolfgang Polasek, "undated". "Intersectoral Labour Reallocation and Employment Volatility: A Bayesian Analysis using a VAR-GARCH-M model," Discussion Papers 99/4, Department of Economics, University of York.
    4. Robert F. Engle & Joao Victor Issler, 1993. "Estimating Sectoral Cycles Using Cointegration and Common Features," NBER Working Papers 4529, National Bureau of Economic Research, Inc.
    5. Ricci, Lorenzo & Soggia, Giovanni & Trimarchi, Lorenzo, 2023. "The impact of bank lending standards on credit to firms," Journal of Banking & Finance, Elsevier, vol. 152(C).
    6. Mark Schankerman, 1991. "Revisions of Investment Plans and the Stock Market Rate of Return," STICERD - Economics of Industry Papers 05, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    7. Clark, Todd E, 1998. "Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks," Journal of Labor Economics, University of Chicago Press, vol. 16(1), pages 202-229, January.
    8. Dimas Mateus Fazio & Thiago Christiano Silva & Janis Skrastins, 2020. "Economic Resilience: spillovers, courts, and vertical integration," Working Papers Series 531, Central Bank of Brazil, Research Department.
    9. Ghassan Dibeh, 2001. "Time Delays and Business Cycles: Hilferding's model revisited," Review of Political Economy, Taylor & Francis Journals, vol. 13(3), pages 329-341.
    10. Hyun, Junghwan, 2016. "Financial crises and the evolution of credit reallocation: Evidence from Korea," Economic Modelling, Elsevier, vol. 56(C), pages 25-34.
    11. Teresa Garcia-Milà & Therese J. McGuire, 1992. "Industrial mix as a factor in the growth and variability of States' economies," Economics Working Papers 9, Department of Economics and Business, Universitat Pompeu Fabra.
    12. Peijie Wang, 2000. "Shock persistence in property and related markets," Journal of Property Research, Taylor & Francis Journals, vol. 17(1), pages 1-21, January.
    13. Johansson, Anders & Modén, Karl-Markus, 1997. "Investment Plan Revisions and Share Price Volatility," Working Papers 57, National Institute of Economic Research.
    14. Cassou, Steven P. & Vázquez Pérez, Jesús, 2009. "Employment comovements at the sectoral level over the business cycle," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
    15. Adina Ardelean & Miguel Leon-Ledesma & Laura Puzzello, 2017. "Industry Volatility and International Trade," Studies in Economics 1709, School of Economics, University of Kent.
    16. Bouakez, Hafedh & Cardia, Emanuela & Ruge-Murcia, Francisco, 2014. "Sectoral price rigidity and aggregate dynamics," European Economic Review, Elsevier, vol. 65(C), pages 1-22.
    17. Anthonisen, Niels, 2016. "Microeconomic shocks and macroeconomic fluctuations in a dynamic network economy," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 233-254.
    18. Giovanni Gallipoli & Gianluigi Pelloni, 2013. "Macroeconomic Effects of Job Reallocations: A Survey," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 5(2), pages 127-176, December.
    19. Geoffrey Hewings, 2008. "On some conundra in regional science," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 42(2), pages 251-265, June.
    20. Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2017. "Volatility and Growth: A not so straightforward relationship," Working Paper series 17-12, Rimini Centre for Economic Analysis.
    21. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January.
    22. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002. "Sectoral Fluctuations in U.K. Firms' Investment Expenditures," Boston College Working Papers in Economics 520, Boston College Department of Economics, revised 15 Jun 2003.
    23. Phelan, Christopher & Trejos, Alberto, 2000. "The aggregate effects of sectoral reallocations," Journal of Monetary Economics, Elsevier, vol. 45(2), pages 249-268, April.
    24. Werner Hölzl & Andreas Reinstaller, 2004. "Sectoral and aggregate technology shocks: Is there a relationship?," Working Papers geewp38, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness.
    25. Peng, Pin & Kang, Yuanzhi & Huang, Wanli, 2025. "Analyzing the transmission effects of monetary policy in production networks under economic policy uncertainty," Finance Research Letters, Elsevier, vol. 74(C).
    26. Aikaterini Karadimitropoulou & Miguel León-Ledesma, 2013. "World, Country, and Sector Factors in International Business Cycles," University of East Anglia Applied and Financial Economics Working Paper Series 045, School of Economics, University of East Anglia, Norwich, UK..
    27. Zhenyu Gao & Michael Sockin & Wei Xiong, 2020. "Learning about the Neighborhood," NBER Working Papers 26907, National Bureau of Economic Research, Inc.
    28. Anna P. Sandqvist, 2015. "Dynamics of Sectoral Business Cycle Comovement," KOF Working papers 15-398, KOF Swiss Economic Institute, ETH Zurich.
    29. Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2008. "Sectoral vs. aggregate shocks : a structural factor analysis of industrial production," Working Paper 08-07, Federal Reserve Bank of Richmond.
    30. Fabrizio Coricelli & Aikaterini Karadimitropoulou & Miguel A. León-Ledesma, 2012. "A Disaggregate Characterisation of Recessions," Studies in Economics 1209, School of Economics, University of Kent.
    31. Patrick Artus & François Lecointe, 1993. "Quelle est la configuration des cycles aux États-Unis ? Une modélisation dynamique traditionnelle," Économie et Prévision, Programme National Persée, vol. 107(1), pages 1-14.
    32. Feng Dong & Yi Wen, 2018. "Long and Plosser Meet Bewley and Lucas," Working Papers 2018-8, Federal Reserve Bank of St. Louis.
    33. Akgündüz, Yusuf Emre & Aydemir, Abdurrahman B. & Cilasun, Seyit Mümin & Kirdar, Murat Güray, 2024. "Propagation of Immigration Shocks through Firm-to-Firm Trade Networks," IZA Discussion Papers 16770, IZA Network @ LISER.
    34. Carlomagno Real, Guillermo & Espasa, Antoni, 2017. "Discovering pervasive and non-pervasive common cycles," DES - Working Papers. Statistics and Econometrics. WS 25392, Universidad Carlos III de Madrid. Departamento de Estadística.
    35. J. Joseph Beaulieu & Jeffrey A. Miron, 1990. "The Seasonal Cycle in U.S. Manufacturing," NBER Working Papers 3450, National Bureau of Economic Research, Inc.
    36. Kang, Gi Choon & Orazem, Peter F., 2003. "The relative importance of aggregate and disaggregate shocks in Korean business cycles," Journal of Asian Economics, Elsevier, vol. 14(3), pages 419-434, June.
    37. Heaton, Chris & Solo, Victor, 2012. "Estimation of high-dimensional linear factor models with grouped variables," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 348-367.
    38. Huang, Kevin X. D. & Liu, Zheng, 2001. "Production chains and general equilibrium aggregate dynamics," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 437-462, October.
    39. Barrera, Carlos, 2009. "Ciclos sectoriales de los negocios en el Perú e indicadores anticipados para el crecimiento del PBI no primario," Working Papers 2009-013, Banco Central de Reserva del Perú.
    40. Haltiwanger, John & Scarpetta, Stefano & Schweiger, Helena, 2014. "Cross country differences in job reallocation: The role of industry, firm size and regulations," Labour Economics, Elsevier, vol. 26(C), pages 11-25.
    41. Nafeesa Yunus, 2019. "Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis," The Journal of Real Estate Finance and Economics, Springer, vol. 58(2), pages 264-289, February.
    42. Imbs, Jean & Pauwels, Laurent, 2019. "Fundamental Moments," CEPR Discussion Papers 13662, C.E.P.R. Discussion Papers.
    43. Hesna Genay & Prakash Loungani, 1997. "Labor market fluctuations in Japan and the U.S.--how similar are they?," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 21(May), pages 15-28.
    44. Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
    45. Carolyn Sherwood-Call, 1988. "Exploring the relationships between national and regional economic fluctuations," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 15-25.
    46. Soroosh Soofi-Siavash & Kristina Barauskaite, 2019. "Sectoral Production and Diffusion Index Forecasts for Output in Lithuania," Bank of Lithuania Discussion Paper Series 12, Bank of Lithuania.
    47. Miguel Jimenez & Domenico J. Marchetti, 2000. "Interpreting the Procyclical Productivity of Manufacturing Sectors: Can We Really Rule Out External Effects:," Econometric Society World Congress 2000 Contributed Papers 1319, Econometric Society.
    48. Gerald A. Carlino & Keith Sill, 1998. "The cyclical behavior of regional per capita incomes in the postwar period," Working Papers 98-11, Federal Reserve Bank of Philadelphia.
    49. Peijie Wang, 2008. "A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output," Working Papers 2008-FIN-02, IESEG School of Management.
    50. Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan & Herskovic, Bernard, 2017. "Firm Volatility in Granual Networks," CEPR Discussion Papers 12284, C.E.P.R. Discussion Papers.
    51. Feng Dong & Yi Wen, 2019. "Time-Varying Networks and the Efficacy of Money Without Sticky Prices," 2019 Meeting Papers 1464, Society for Economic Dynamics.
    52. Abe, Naohito & 阿部, 修人 & アベ, ナオヒト, 2002. "The Multi-Sector Business Cycle Model and Aggregate Shocks: An Empirical Analysis," Discussion Paper 117, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
    53. Frank Smets & Joris Tielens & Jan Van Hove, 2018. "Pipeline Pressures and Sectoral Inflation Dynamics," Working Paper Research 351, National Bank of Belgium.
    54. Blackley, Paul R., 2000. "Sources of sectoral fluctuations in business fixed investment," Journal of Economics and Business, Elsevier, vol. 52(6), pages 473-484.
    55. Norrbin, Stefan C. & Schlagenhauf, Don E., 1996. "The role of international factors in the business cycle: A multi-country study," Journal of International Economics, Elsevier, vol. 40(1-2), pages 85-104, February.
    56. Geert Mesters & Christian Brownlees, 2017. "Detecting Granular Time Series in Large Panels," Working Papers 991, Barcelona School of Economics.
    57. Mark Schankerman, 1991. "Revisions and Investment Plans and the Stock Market Rate of Return," NBER Working Papers 3937, National Bureau of Economic Research, Inc.
    58. Paflioti, Persa & Vitsounis, Thomas K. & Teye, Collins & Bell, Michael G.H. & Tsamourgelis, Ioannis, 2017. "Box dynamics: A sectoral approach to analyse containerized port throughput interdependencies," Transportation Research Part A: Policy and Practice, Elsevier, vol. 106(C), pages 396-413.
    59. Carlos G. Elías, 1998. "Sectoral Shocks and Unemployment Rate Fluctuations," The American Economist, Sage Publications, vol. 42(2), pages 65-72, October.
    60. Campolieti, Michele & Gefang, Deborah & Koop, Gary, 2014. "A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 257-275.
    61. Maximo Camacho & Danilo Leiva-Leon, 2017. "The propagation of industrial business cycles," Working Papers 1728, Banco de España.
    62. Barauskaite, Kristina & Nguyen, Anh D.M., 2021. "Global intersectoral production network and aggregate fluctuations," Economic Modelling, Elsevier, vol. 102(C).
    63. Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2000. "Sectoral shocks and metropolitan employment growth," Working Papers 00-9, Federal Reserve Bank of Philadelphia.
    64. Atish R. Ghosh & Holger C. Wolf, 1997. "Geographical and Sectoral Shocks in the U.S. Business Cycle," NBER Working Papers 6180, National Bureau of Economic Research, Inc.
    65. Leal-Ordoñez Julio C., 2015. "Key sectors in economic development: a perspective from input-output linkages and cross-sector misallocation," Working Papers 2015-23, Banco de México.
    66. Jean-Pierre Rouy, 1997. "Sources et impacts à long terme des chocs dans l'industrie manufacturière : une analyse au niveau désagrégé," Économie et Prévision, Programme National Persée, vol. 131(5), pages 131-144.
    67. Julio Leal, 2018. "Key sectors in Mexico's economic development: a perspective from input-output linkages with sector-specific distortions," 2018 Meeting Papers 571, Society for Economic Dynamics.
    68. Selover David D. & Jensen Roderick V. & Kroll John, 2003. "Industrial Sector Mode-Locking and Business Cycle Formation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 1-39, October.

  22. Plosser, Charles I., 1987. "Fiscal policy and the term structure," Journal of Monetary Economics, Elsevier, vol. 20(2), pages 343-367, September.

    Cited by:

    1. Kameda, Keigo, 2014. "Budget deficits, government debt, and long-term interest rates in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 32(C), pages 105-124.
    2. Mr. Tigran Poghosyan, 2012. "Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies," IMF Working Papers 2012/271, International Monetary Fund.
    3. Brunila, Anne, 1997. "Current income and private consumption: Saving decisions: Testing the finite horizon model," Bank of Finland Research Discussion Papers 6/1997, Bank of Finland.
    4. Favero, Carlo A. & Giglio, Stefano, 2006. "Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods," CEPR Discussion Papers 5793, C.E.P.R. Discussion Papers.
    5. Robert Novy-Marx & Joshua D. Rauh, 2012. "Fiscal Imbalances and Borrowing Costs: Evidence from State Investment Losses," American Economic Journal: Economic Policy, American Economic Association, vol. 4(2), pages 182-213, May.
    6. Ali Darrat, 2002. "On Budget Deficits And Interest Rates: Another Look At The Evidence," International Economic Journal, Taylor & Francis Journals, vol. 16(2), pages 19-29.
    7. Normandin, Michel, 1999. "Budget deficit persistence and the twin deficits hypothesis," Journal of International Economics, Elsevier, vol. 49(1), pages 171-193, October.
    8. Alain Paquet, 1999. "Prudence fiscale, indicateurs d’endettement et évolution de l’état des finances des administrations publiques au Canada," L'Actualité Economique, Société Canadienne de Science Economique, vol. 75(1), pages 475-518.
    9. Douglas W. Elmendorf & N. Gregory Mankiw, 1998. "Government Debt," NBER Working Papers 6470, National Bureau of Economic Research, Inc.
    10. Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2007. "The Demand for Treasury Debt," NBER Working Papers 12881, National Bureau of Economic Research, Inc.
    11. Kitchen, John & Orden, David, 1991. "Effects of Fiscal Policy on Agriculture and the Rural Economy," Staff Reports 278556, United States Department of Agriculture, Economic Research Service.
    12. Alain Paquet, 1998. "Prudence fiscale, indicateurs d'endettement et évolution de l'état des finances des administrations publiques au Canada," Cahiers de recherche CREFE / CREFE Working Papers 59, CREFE, Université du Québec à Montréal.
    13. Ramey, Valerie A. & Shapiro, Matthew D., 1998. "Costly capital reallocation and the effects of government spending," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 48(1), pages 145-194, June.
    14. Luca Gambetti, 2012. "Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy," UFAE and IAE Working Papers 907.12, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    15. Ms. Garima Vasishtha & Mr. Taimur Baig & Mr. Manmohan S. Kumar & Ms. Edda Zoli, 2006. "Fiscal and Monetary Nexus in Emerging Market Economies: How Does Debt Matter?," IMF Working Papers 2006/184, International Monetary Fund.
    16. Javier Andrés & Rafael Doménech, 2006. "Fiscal Rules and Macroeconomic Stability," Hacienda Pública Española / Review of Public Economics, IEF, vol. 176(1), pages 9-41, April.
    17. Damla Haciibrahimoglu & Pinar Derin-Gure, 2013. "Generational Accounting in Turkey," ERC Working Papers 1301, ERC - Economic Research Center, Middle East Technical University, revised Jan 2013.
    18. Thomas Laubach, 2003. "New evidence on the interest rate effects of budget deficits and debt," Finance and Economics Discussion Series 2003-12, Board of Governors of the Federal Reserve System (U.S.).
    19. Darrat, Ali F. & Mukherjee, Tarun K., 1995. "Inter-industry differences and the impact of operating and financial leverages on equity risk," Review of Financial Economics, Elsevier, vol. 4(2), pages 141-155.
    20. Ardagna, Silvia, 2009. "Financial markets' behavior around episodes of large changes in the fiscal stance," European Economic Review, Elsevier, vol. 53(1), pages 37-55, January.
    21. Mario Forni & Luca Gambetti, 2014. "Government Spending Shocks in Open Economy VARs," Center for Economic Research (RECent) 105, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    22. John B. Shoven & Scott B. Smart & Joel Waldfogel, 1991. "Real Interest Rates and the Savings and Loan Crisis: The Moral Hazard Premium," NBER Working Papers 3754, National Bureau of Economic Research, Inc.
    23. Biswajit Maitra, 2017. "Monetary and fiscal factors in nominal interest rate variations in Sri Lanka under a deregulated regime," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 3(1), pages 1-17, December.
    24. Kitchen, John, 2002. "A Note on Interest Rates and Structural Federal Budget Deficits," MPRA Paper 21069, University Library of Munich, Germany, revised Oct 2002.
    25. Keivan Deravi & Philip Gregorowicz & Charles E. Hegji, 1992. "Federal Budget Deficits, Money, And Exchange Rates," Contemporary Economic Policy, Western Economic Association International, vol. 10(1), pages 81-90, January.
    26. Kandil, Magda, 2001. "Asymmetry in the effects of us government spending shocks: evidence and implications," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(2), pages 137-165.
    27. Eric Dubois, 1998. "Taux d'intérêt réels élevés dans le monde et crédibilité des autorités monétaires," Revue Française d'Économie, Programme National Persée, vol. 13(1), pages 89-122.
    28. Jose Tavares & Rossen Valkanov, 2001. "The neglected effect of fiscal policy on stock and bond returns," Nova SBE Working Paper Series wp413, Universidade Nova de Lisboa, Nova School of Business and Economics.
    29. Becker, Torbjorn, 1997. "An investigation of Ricardian equivalence in a common trends model," Journal of Monetary Economics, Elsevier, vol. 39(3), pages 405-431, August.
    30. Laurence Booth & George Georgopoulos & Walid Hejazi, 2007. "What drives provincial‐Canada yield spreads?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(3), pages 1008-1032, August.
    31. Tomasz Piotr Wisniewski & Peter M. Jackson, 2021. "Government debt expansion and stock returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5017-5030, October.
    32. Yoosoon Chang & Fabio Gomez-Rodriguez & Christian Matthes, 2023. "The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve," CAEPR Working Papers 2023-008 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    33. Ali F. Darrat, 2000. "Do Structural Federal Budget Deficits Impact Commercial Bank Interest Rates? A Comment," Public Finance Review, , vol. 28(3), pages 187-194, May.
    34. Silvia Ardagna & Francesco Caselli & Timothy Lane, 2004. "Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries," NBER Working Papers 10788, National Bureau of Economic Research, Inc.
    35. Annette Vissing-Jorgensen & Arvind Krishnamurthy, 2008. "The Aggregate Demand for Treasury Debt," 2008 Meeting Papers 713, Society for Economic Dynamics.
    36. Becker, Torbjörn, 1995. "Government Debt and Private Consumption: Theory and Evidence," SSE/EFI Working Paper Series in Economics and Finance 71, Stockholm School of Economics.
    37. Preston J. Miller & William Roberds, 1992. "How little we know about deficit policy effects," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 16(Win), pages 2-11.
    38. Douglas W. Elmendorf, 1996. "The effects of deficit-reduction laws on real interest rates," Finance and Economics Discussion Series 96-44, Board of Governors of the Federal Reserve System (U.S.).
    39. Erick Elder, 1999. "Investment effects of departures from governmental present-value budget balance," Applied Economics, Taylor & Francis Journals, vol. 31(10), pages 1239-1247.
    40. Ardagna, Silvia & Caselli, Francesco & Lane, Timothy, 2005. "Fiscal discipline and the cost of public debt service: some estimates for OECD countries," LSE Research Online Documents on Economics 3562, London School of Economics and Political Science, LSE Library.
    41. Jemima Peppel-Srebrny, 2018. "Government borrowing cost and balance sheets: do assets matter?," Economics Series Working Papers 860, University of Oxford, Department of Economics.
    42. Angélica Arosemena, 2002. "Lecturas Alternativas de la Estructura a Plazo: Una Breve Revisión de literatura," Borradores de Economia 223, Banco de la Republica de Colombia.
    43. Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2006. "New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks," Working Papers in Economics 159, Universitat de Barcelona. Espai de Recerca en Economia.
    44. Thi-Hong-Hanh Pham, 2014. "Sovereign bond yields in emerging Asia: New evidence," Working Papers hal-01012093, HAL.
    45. Belo, Frederico & Yu, Jianfeng, 2013. "Government investment and the stock market," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 325-339.
    46. Marina Azzimonti & Pierre Yared, 2018. "The Optimal Public and Private Provision of Safe Assets," NBER Working Papers 24534, National Bureau of Economic Research, Inc.
    47. Darrat, Ali F & Glascock, John L, 1993. "On the Real Estate Market Efficiency," The Journal of Real Estate Finance and Economics, Springer, vol. 7(1), pages 55-72, July.
    48. Ali F. Darrat & Tarun K. Mukherjee, 1995. "Inter‐industry differences and the impact of operating and financial leverages on equity risk," Review of Financial Economics, John Wiley & Sons, vol. 4(2), pages 141-155, March.
    49. Shigeyuki Hamori & Kazumi Asako, 1999. "Government consumption and fiscal policy: some evidence from Japan," Applied Economics Letters, Taylor & Francis Journals, vol. 6(9), pages 551-555.
    50. Mariam Camarero & Josep Lluís Carrion‐i‐Silvestre & Cecilio Tamarit, 2010. "Does Real Interest Rate Parity Hold For Oecd Countries? New Evidence Using Panel Stationarity Tests With Cross‐Section Dependence And Structural Breaks," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(5), pages 568-590, November.
    51. David J. Smyth & Yu Hsing, 1995. "In Search Of An Optimal Debt Ratio For Economic Growth," Contemporary Economic Policy, Western Economic Association International, vol. 13(4), pages 51-59, October.
    52. Idilbi-Bayaa, Yasmeen & Qadan, Mahmoud, 2022. "What the current yield curve says, and what the future prices of energy do," Resources Policy, Elsevier, vol. 75(C).

  23. King, Robert G. & Plosser, Charles I., 1986. "Money as the mechanism of exchange," Journal of Monetary Economics, Elsevier, vol. 17(1), pages 93-115, January.

    Cited by:

    1. Giuseppe Mastromatteo & Luigi Ventura, 2007. "The origin of money: A survey of the contemporary literature," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 54(2), pages 195-224, June.
    2. Allan H. Meltzer, 1995. "Monetary, Credit and (Other) Transmission Processes: A Monetarist Perspective," Journal of Economic Perspectives, American Economic Association, vol. 9(4), pages 49-72, Fall.
    3. Li, Yiting, 1995. "Commodity money under private information," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 573-592, December.
    4. Marvin Goodfriend & Robert G. King, 1988. "Financial deregulation, monetary policy, and central banking," Working Paper 88-01, Federal Reserve Bank of Richmond.
    5. Aleksander Berentsen & Guillaume Rocheteau, 2002. "Money in Bilateral Trade," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(IV), pages 489-506, December.
    6. Eduardo Giménez, 2007. "On the positive fundamental value of money with short-sale constraints," Annals of Finance, Springer, vol. 3(4), pages 455-469, October.
    7. Vincent Bignon & R. Dutu, 2014. "Coin Assaying and Commodity Money," Working papers 506, Banque de France.
    8. Young Sik Kim & Manjong Lee, 2012. "Recognizability and Liquidity of Assets," Korean Economic Review, Korean Economic Association, vol. 28, pages 241-259.
    9. Marvin Goodfriend, 1991. "Money, credit, banking, and payments system policy," Economic Review, Federal Reserve Bank of Richmond, vol. 77(Jan), pages 7-23.
    10. Stephen D. Williamson & Randall Wright, 1991. "Barter and monetary exchange under private information," Staff Report 141, Federal Reserve Bank of Minneapolis.
    11. Ross Levine, 2004. "Finance and Growth: Theory and Evidence," NBER Working Papers 10766, National Bureau of Economic Research, Inc.
    12. Michael McLeay & Amar Radia & Ryland Thomas, 2014. "Money in the modern economy: an introduction," Bank of England Quarterly Bulletin, Bank of England, vol. 54(1), pages 4-13.
    13. Xavier Cuadras-Morató, 1997. "Can ice cream be money?: Perishable medium of exchange," Journal of Economics, Springer, vol. 66(2), pages 103-125, June.
    14. Marvin Goodfriend & Bennett T. McCallum, 1988. "Theoretical analysis of the demand of money," Economic Review, Federal Reserve Bank of Richmond, vol. 74(Jan), pages 16-24.
    15. Sik Kim, Young, 1996. "Money, barter, and costly information acquisition," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 119-142, February.
    16. Richard Dutu & Ed Nosal & Guillaume Rocheteau, 2005. "On the recognizability of money," Working Papers (Old Series) 0512, Federal Reserve Bank of Cleveland.
    17. Charles I. Plosser, 1990. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc.
    18. Nobuhiro Kiyotaki & Randall Wright, 1990. "Search for a Theory of Money," NBER Working Papers 3482, National Bureau of Economic Research, Inc.
    19. Herschel I. Grossman, 1991. "Monetary Economics: A Review Essay," NBER Working Papers 3686, National Bureau of Economic Research, Inc.
    20. Aleksander Berentsen & Guillaume Rocheteau, 2004. "Money and Information," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(4), pages 915-944.
    21. Phillip M Johnson, 2002. "Essays on Capital Markets: Frictions and Social Forces," Levine's Working Paper Archive 618897000000000052, David K. Levine.
    22. Demirguc-Kunt, Asli & Levine, Ross, 2008. "Finance, financial sector policies, and long-run growth," Policy Research Working Paper Series 4469, The World Bank.
    23. Laurence Scialom, 1995. "Les modèles de paiements concurrentiels : éléments d'analyse critique ," Revue Économique, Programme National Persée, vol. 46(1), pages 35-55.
    24. Shao Enchuan, 2009. "Money and Barter under Private Information," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-38, February.
    25. Ghassan, Hassan B., 2016. "Re-examining the equation of exchange according to Shariah rationale money," MPRA Paper 91666, University Library of Munich, Germany, revised Jul 2018.
    26. Cesarano, Filippo, 1995. "The New Monetary Economics and the theory of money," Journal of Economic Behavior & Organization, Elsevier, vol. 26(3), pages 445-455, May.
    27. Eduardo Siandra, 1990. "Money and Specialization in Production," UCLA Economics Working Papers 610, UCLA Department of Economics.
    28. Harold L. Cole & Alan C. Stockman, 1988. "Specialization, Transactions Technologies, and Money Growth," NBER Working Papers 2724, National Bureau of Economic Research, Inc.

  24. King, Robert G. & Plosser, Charles I., 1985. "Money, deficits, and inflation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 22(1), pages 147-195, January.

    Cited by:

    1. Bofinger, Peter & Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Wieland, Volker, 2018. "Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19 [Setting the Right Course for Economic Policy. Annual Report 2018/19]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201819.
    2. Lin, Hsin-Yi & Chu, Hao-Pang, 2013. "Are fiscal deficits inflationary?," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 214-233.
    3. Kurasawa, Kazutaka & Marty, Alvin L., 2007. ""Optimal" inflation under dollarization," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 251-264, March.
    4. Sergey E. Pekarski, 2015. "Tight Money and the Sustainability of Public Debt," HSE Working papers WP BRP 95/EC/2015, National Research University Higher School of Economics.
    5. Ahmad, Ahmad Hassan & Aworinde, Olalekan B., 2019. "Are fiscal deficits inflationary in African countries? A new evidence from an asymmetric cointegration analysis," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    6. Pourmohammad Gelsefidi, Seyed Hamid & Tayyebnia, Ali & Mehrara, Mohsen & Amirian, Roodabeh, 2018. "Fiscal versus Monetary Dominance: Evidence from Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(3), pages 375-400, July.
    7. Amir Kia, 2004. "Deficits, Debt Financing, Monetary Policy and Inflation in Developing Countries: Internal or External Factors?," Carleton Economic Papers 04-15, Carleton University, Department of Economics.
    8. Manabu SHIMASAWA & Kazumasa OGURO, 2016. "Will Abenomics Save Future Generations?," Discussion papers 16100, Research Institute of Economy, Trade and Industry (RIETI).
    9. Gundlach, Erich & Scheide, Joachim & Sinn, Stefan, 1990. "Die Entwicklung nationaler Auslandsvermögenspositionen: Konsequenzen für die Wirtschaftspolitik," Open Access Publications from Kiel Institute for the World Economy 414, Kiel Institute for the World Economy.
    10. Mohanty, Deepak & John, Joice, 2015. "Determinants of inflation in India," Journal of Asian Economics, Elsevier, vol. 36(C), pages 86-96.
    11. Peter J. Boettke & Alexander W. Salter & Daniel J. Smith, 2018. "Money as meta-rule: Buchanan’s constitutional economics as a foundation for monetary stability," Public Choice, Springer, vol. 176(3), pages 529-555, September.
    12. Gauti B. Eggertsson, 2006. "Fiscal multipliers and policy coordination," Staff Reports 241, Federal Reserve Bank of New York.
    13. Michael Dotsey, 1996. "Some not-so-unpleasant monetarist arithmetic," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 73-91.
    14. Sabate, Marcela & Gadea, Maria Dolores & Escario, Regina, 2006. "Does fiscal policy influence monetary policy? The case of Spain, 1874-1935," Explorations in Economic History, Elsevier, vol. 43(2), pages 309-331, April.
    15. Vittorio U. Grilli, 1988. "Fiscal Policies and the Dollar/Pound Exchange Rate: 1870-1984," NBER Working Papers 2482, National Bureau of Economic Research, Inc.
    16. Lehment, Harmen & Scheide, Joachim, 1992. "Die europäische Wirtschafts- und Währungsunion: Probleme des Übergangs," Open Access Publications from Kiel Institute for the World Economy 1513, Kiel Institute for the World Economy.
    17. Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
    18. Buiter, Willem H., 2007. "Seigniorage," LSE Research Online Documents on Economics 3322, London School of Economics and Political Science, LSE Library.
    19. Mr. Marco Terrones & Mr. Luis Catão, 2001. "Fiscal Deficits and Inflation: A New Look at the Emerging Market Evidence," IMF Working Papers 2001/074, International Monetary Fund.
    20. Atanas Christev, 2005. "The Hyperinflation Model of Money Demand (or Cagan Revisited): Some New Empirical Evidence from the 1990s," CERT Discussion Papers 0507, Centre for Economic Reform and Transformation, Heriot Watt University.
    21. Ignacio Lozano, 2008. "Budget Deficit, Money Growth and Inflation: Evidence from the Colombian Case," Borradores de Economia 5127, Banco de la Republica.
    22. Eric M. Leeper, 1989. "Policy rules, information and fiscal effects in a \"Ricardian\" model," International Finance Discussion Papers 360, Board of Governors of the Federal Reserve System (U.S.).
    23. Alberto Carrasquilla, 1996. "Dimensiones Fiscales De Una Inflaci�N Moderada: El Caso Colombiano," Borradores de Economia 2357, Banco de la Republica.
    24. Eric Leeper & Tack Yun, 2006. "Monetary-fiscal policy interactions and the price level:Background and beyond," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 13(4), pages 373-409, August.
    25. Battilossi, Stefano, 2003. "Capital mobility and financial repression in Italy, 1960-1990 : a public finance perspective," IFCS - Working Papers in Economic History.WH wh030602, Universidad Carlos III de Madrid. Instituto Figuerola.
    26. Zvi Eckstein & Leonardo Leiderman, 1991. "Seigniorage and the welfare cost of inflation: evidence from an intertemporal model of money and consumption," Discussion Paper / Institute for Empirical Macroeconomics 40, Federal Reserve Bank of Minneapolis.
    27. Phouthanouphet Saysombath, 2014. "An Examination of the Causal Relationship between Budget Deficit and Inflation: a Case Study of Lao PDR," Journal of Social and Development Sciences, AMH International, vol. 5(2), pages 43-49.
    28. Kia, Amir, 2006. "Deficits, debt financing, monetary policy and inflation in developing countries: Internal or external factors?: Evidence from Iran," Journal of Asian Economics, Elsevier, vol. 17(5), pages 879-903, November.
    29. Maissa Elmrabet & Boulila Ghazi, 2018. "Causality deficit-inflation : wavelet transform," Working Papers hal-01941464, HAL.
    30. Mr. Luis Catão & Mr. Marco Terrones, 2003. "Fiscal Deficits and Inflation," IMF Working Papers 2003/065, International Monetary Fund.
    31. Marina Azzimonti-Renzo, 2013. "The political economy of balanced budget amendments," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 11-20.
    32. Yoosoon Chang & Boreum Kwak, 2017. "U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules," CAEPR Working Papers 2017-016, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    33. Jude Okechukwu Chukwu, 2013. "Budget Deficits, Money Growth and Price Level in Nigeria," African Development Review, African Development Bank, vol. 25(4), pages 468-477.
    34. jerome henry & sandro momigliano & pablo hernandez de cos, 2005. "The short-term impact of government budgets on prices Evidence from macroeconometric models," Macroeconomics 0501020, University Library of Munich, Germany.
    35. Henry, Jerome & Hernandez de Cos, Pablo & Momigliano, Sandro, 2008. "The impact of government budgets on prices: Evidence from macroeconometric models," Journal of Policy Modeling, Elsevier, vol. 30(1), pages 123-143.
    36. Solveen, Ralph, 1996. "Geldpolitik und Staatsverschuldung - welche Rolle spielt die Unabhängigkeit der Notenbank?," Kiel Working Papers 750, Kiel Institute for the World Economy.
    37. Rik Hafer & Scott E. Hein, 1986. "Federal government debt and inflation: evidence from Granger causality tests," Working Papers 1986-003, Federal Reserve Bank of St. Louis.
    38. B. Douglas Bernheim, 1987. "Ricardian Equivalence: An Evaluation of Theory and Evidence," NBER Chapters, in: NBER Macroeconomics Annual 1987, Volume 2, pages 263-316, National Bureau of Economic Research, Inc.
    39. Ifeanyi Onwuka, 2022. "Budget Deficit, Inflation and Economic Growth in Nigeria: An Empirical Analysis," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 8(1), pages 1-14, 03-2022.
    40. Marco Bassetto & R. Andrew Butters, 2010. "What is the relationship between large deficits and inflation in industrialized countries?," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 34(Q III), pages 83-100.
    41. Tan, Eu Chye, 2006. "Fiscal Deficits, Inflation and Economic Growth in a Successful Open Developing Economy," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 2(01), pages 1-11.
    42. Fratianni, Michele & Spinelli, Franco, 2001. "Fiscal Dominance and Money Growth in Italy: The Long Record," Explorations in Economic History, Elsevier, vol. 38(2), pages 252-272, April.
    43. Hess Chung & Troy Davig & Eric M. Leeper, 2007. "Monetary and Fiscal Policy Switching," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 809-842, June.
    44. Makris, Miltiadis, 2006. "Capital tax competition under a common currency," Journal of Urban Economics, Elsevier, vol. 59(1), pages 54-74, January.
    45. Chang, Yoosoon & Kwak, Boreum & Qiu, Shi, 2021. "U.S. monetary and fiscal policy regime changes and their interactions," IWH Discussion Papers 12/2021, Halle Institute for Economic Research (IWH).
    46. Bilal Raza & Khurram S Mughal, 2022. "Fiscal Determinants of Inflation in Pakistan," SBP Working Paper Series 108, State Bank of Pakistan, Research Department.
    47. Kashif Ali & Mahmood Khalid, 2019. "Sources to Finance Fiscal Deficit and Their Impact on Inflation: A Case Study of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 58(1), pages 27-43.
    48. Raluca Gabriela Dulgheriu, 2016. "Understanding The Decline Of Greece," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 327-339, July.
    49. Eric M. Leeper, 1990. "The dynamics of interest rate and tax rules in a stochastic model," International Finance Discussion Papers 375, Board of Governors of the Federal Reserve System (U.S.).
    50. Afolabi, Joseph Olarewaju & Atolagbe, Oluwafemi, 2018. "Empirical analysis of fiscal dominance and the conduct of monetary policy in Nigeria," MPRA Paper 88786, University Library of Munich, Germany.
    51. Gonzalo Camba-Mendez & Ana Lamo, 2004. "Short-term monitoring of fiscal policy discipline," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(2), pages 247-265.
    52. Kalina Dimitrova, 2010. "Monetary and Fiscal Policies in Bulgaria: Lessons from the Historical Record," ICER Working Papers 13-2010, ICER - International Centre for Economic Research.
    53. Alberto Carrasquilla, 1996. "Dimensiones Fiscales de una Inflación Moderada: El Caso Colombiano," Borradores de Economia 055, Banco de la Republica de Colombia.
    54. Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2020. "What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC," Papers 2006.06274, arXiv.org, revised Aug 2022.

  25. King, Robert G & Plosser, Charles I, 1984. "Money, Credit, and Prices in a Real Business Cycle," American Economic Review, American Economic Association, vol. 74(3), pages 363-380, June.

    Cited by:

    1. Kejak, Michal & Gillman, Max & Benk, Szilárd, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," CEPR Discussion Papers 7544, C.E.P.R. Discussion Papers.
    2. Ireland, Peter N., 2003. "Endogenous money or sticky prices?," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1623-1648, November.
    3. Dia, Enzo & VanHoose, David, 2017. "Banking in macroeconomic theory and policy," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 149-160.
    4. Hiroshi Yoshikawa, 1993. "Monetary Policy and the Real Economy in Japan," NBER Chapters, in: Japanese Monetary Policy, pages 121-159, National Bureau of Economic Research, Inc.
    5. Le, Ha, 2014. "Dynamics of Business Cycles in Vietnam: A comparison with Indonesia and Philippines," MPRA Paper 57010, University Library of Munich, Germany, revised 01 Jul 2014.
    6. Bennett T. McCallum, 1987. "Inflation: Theory and Evidence," NBER Working Papers 2312, National Bureau of Economic Research, Inc.
    7. Richard T. Froyen & Roger N. Waud, 1986. "Real Business Cycles and the Lucas Paradigm," NBER Working Papers 2109, National Bureau of Economic Research, Inc.
    8. Roberto Tamborini, 2007. "Rescuing the LM (and the money market) in a modern Macro course," Department of Economics Working Papers 0706, Department of Economics, University of Trento, Italia.
    9. Lahura, Erick, 2010. "Monetary aggregates and monetary policy: an empirical assessment for Peru," Working Papers 2010-019, Banco Central de Reserva del Perú.
    10. Petr Duczynski, 2005. "On the Empirics of the Non-neutrality of Money: Evidence from Developed Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 267-282, May.
    11. Fischer Black, 1982. "General Equilibrium and Business Cycles," NBER Working Papers 0950, National Bureau of Economic Research, Inc.
    12. Brian Silverstone, 2014. "Inflation Targeting in New Zealand: The 1987 Reserve Bank Questionnaire and Related Documents," Working Papers in Economics 14/11, University of Waikato.
    13. Bharat Trehan, 1985. "The information content of credit aggregates," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 28-39.
    14. Julio J. Rotemberg & John C. Driscoll & James M. Poterba, 1991. "Money, Output and Prices: Evidence from A New Monetary Aggregate," NBER Working Papers 3824, National Bureau of Economic Research, Inc.
    15. Suranjit, K, 2016. "The effect of non-performing loans on the LMICs with a focus on the macroeconomy and institutional quality," MPRA Paper 121443, University Library of Munich, Germany, revised 10 Dec 2017.
    16. Andrianady, Josué R. & Rajaonarison, Njakanasandratra R., 2023. "Monetary Inflation Relationship in Madagscar: a DSGE Model Analysis," MPRA Paper 117332, University Library of Munich, Germany.
    17. Malley, James R. & Muscatelli, V. Anton & Woitek, Ulrich, 2005. "Real business cycles, sticky wages or sticky prices? The impact of technology shocks on US manufacturing," European Economic Review, Elsevier, vol. 49(3), pages 745-760, April.
    18. Lőrincz, Szabolcs, 2000. "Reál üzleti ciklusok. Áttekintés [Real business cycles. A survey]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 509-530.
    19. Rizwan Tahir, 1994. "Estimating the Quantitative Importance of Various Sources of Macroeconomic Variability," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 33(4), pages 1073-1087.
    20. Berger, Helge & Österholm, Pär, 2009. "Does money still matter for U.S. output?," Economics Letters, Elsevier, vol. 102(3), pages 143-146, March.
    21. You, Kefei & Solomon, Offiong Helen, 2015. "China's outward foreign direct investment and domestic investment: An industrial level analysis," China Economic Review, Elsevier, vol. 34(C), pages 249-260.
    22. Minford, Patrick & Pal, Soubarna, 2008. "Real Exchange Rate Overshooting in Real Business Cycle Model - An Empirical Evidence From India," Cardiff Economics Working Papers E2008/1, Cardiff University, Cardiff Business School, Economics Section.
    23. Grishchenko, Olesya V., 2011. "Asset pricing in the production economy subject to monetary shocks," Journal of Economics and Business, Elsevier, vol. 63(3), pages 187-216, May.
    24. N. Gregory Mankiw, 1989. "Real Business Cycles: A New Keynesian Perspective," NBER Working Papers 2882, National Bureau of Economic Research, Inc.
    25. Sonia de Lucas Santos & M. Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso & José Luis Cendejas Bueno, 2011. "Los ciclos económicos internacionales: antecedentes y revisión de la literatura," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 34(95), pages 73-84, Agosto.
    26. Valerie A. Ramey, 1993. "How Important is the Credit Channel in the Transmission of Monetary Policy?," NBER Working Papers 4285, National Bureau of Economic Research, Inc.
    27. Steve Ambler, 1991. "Les modèles du cycle économique face à la corrélation productivité-emploi," L'Actualité Economique, Société Canadienne de Science Economique, vol. 67(4), pages 532-548.
    28. Karin Jürgensen & Francisco Rosende, "undated". "Hayek y el Ciclo Económico: Una Revisión a la Luz de la Macroeconomía Moderna," Documentos de Trabajo 154, Instituto de Economia. Pontificia Universidad Católica de Chile..
    29. Ongena, S. & Smith, D.C. & Michalsen, D., 2001. "Firms and their distressed banks," Other publications TiSEM 647865af-d242-423d-b913-1, Tilburg University, School of Economics and Management.
    30. Rahman, Pk. Md. Motiur & Yamagata, Tatsufumi, 2004. "Business Cycles and Seasonal Cycles in Bangladesh," IDE Discussion Papers 1, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    31. Ongena, S. & Smith, D.C. & Michalsen, D., 2000. "Distressed Relationships : Lessons from the Norwegian Banking Crisis," Other publications TiSEM 6fd91902-4eb3-4c5e-9377-2, Tilburg University, School of Economics and Management.
    32. Jinill Kim, 1998. "Monetary policy in a stochastic equilibrium model with real and nominal rigidities," Finance and Economics Discussion Series 1998-02, Board of Governors of the Federal Reserve System (U.S.).
    33. Hall, Thomas E., 1995. "Price cyclicality in the natural rate-nominal demand shock model," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 257-272.
    34. Bennett T. McCallum, 1988. "The Role of Demand Management in the Maintenance of Full Employment," NBER Working Papers 2520, National Bureau of Economic Research, Inc.
    35. Qureshi, Irfan, 2018. "Money Aggregates and Determinacy : A Reinterpretation of Monetary Policy During the Great Inflation," The Warwick Economics Research Paper Series (TWERPS) 1156, University of Warwick, Department of Economics.
    36. Tawadros, George B., 2011. "The stylised facts of Australia's business cycle," Economic Modelling, Elsevier, vol. 28(1), pages 549-556.
    37. Robert G. King & Mark W. Watson, 1995. "Money, prices, interest rates and the business cycle," Working Paper Series, Macroeconomic Issues 95-10, Federal Reserve Bank of Chicago.
    38. Alexander Tobón Arias, 2022. "La estructura lógica de la teoría del equilibrio general dinámico estocástico," Borradores Departamento de Economía 20477, Universidad de Antioquia, CIE.
    39. Lilia Karnizova, 2007. "News versus Sunspot Shocks in Linear Rational Expectations Models," Working Papers 0706E, University of Ottawa, Department of Economics.
    40. Norrbin, Stefan C. & Reffett, Kevin L., 1995. "Trade credit in a monetary economy," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 413-430, June.
    41. Starr, Martha A., 2005. "Does money matter in the CIS? Effects of monetary policy on output and prices," Journal of Comparative Economics, Elsevier, vol. 33(3), pages 441-461, September.
    42. Joseph H. Haslag & Scott E. Hein, 1995. "Measuring the policy effects of changes in reserve requirement ratios," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 2-15.
    43. Ertz, Guy, 1996. "Business Cycle Models and Stylized Facts in Germany," LIDAM Discussion Papers IRES 1997005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Apr 1997.
    44. Fernandez-Corugedo, Emilio & McMahon, Michael & Millard, Stephen & Rachel, Lukasz, "undated". "Understanding the macroeconomic effects of working capital in the United Kingdom," Economic Research Papers 270765, University of Warwick - Department of Economics.
    45. Fratianni, Michele & von Hagen, Jurgen, 2001. "The Konstanz Seminar on monetary theory and policy at 30," European Journal of Political Economy, Elsevier, vol. 17(3), pages 641-664, September.
    46. Szilárd Benk & Max Gillman & Michal Kejak, 2008. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1281-1293, September.
    47. 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.
    48. Iqbal, Javed & Nadeem, Khurram, 2006. "Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan," MPRA Paper 3267, University Library of Munich, Germany.
    49. Duo Qin, 2010. "Econometric Studies of Business Cycles in the History of Econometrics," Working Papers 669, Queen Mary University of London, School of Economics and Finance.
    50. Chava, Sudheer & Purnanandam, Amiyatosh, 2011. "The effect of banking crisis on bank-dependent borrowers," Journal of Financial Economics, Elsevier, vol. 99(1), pages 116-135, January.
    51. knani, ramzi & fredj, ali, 2010. "Mondialisation et fluctuations des cycles économiques [globalisation and business cycle fluctuation]," MPRA Paper 22755, University Library of Munich, Germany.
    52. Sun, Wei & Dong, Kaiqiang & Zhao, Tianyu, 2017. "Market demand dynamic induced mechanism in China's steel industry," Resources Policy, Elsevier, vol. 51(C), pages 13-21.
    53. Goodhart, Charles, 1989. "The Conduct of Monetary Policy," Economic Journal, Royal Economic Society, vol. 99(396), pages 293-346, June.
    54. Allan Hernández, 2008. "Los modelos del dinero endógeno: la evolución de los modelos monetarios de búsqueda," Revista de Economía del Rosario, Universidad del Rosario.
    55. Norrbin, Stefan C. & Reffett, Kevin L., 1996. "A substitution test of long-run money demand," Journal of Macroeconomics, Elsevier, vol. 18(2), pages 253-270.
    56. Yi Shen & Xiaoxin Yang, 2022. "Study on the Impact of Breakthrough and Incremental Innovation on Firm Capacity Utilization," Sustainability, MDPI, vol. 14(22), pages 1-17, November.
    57. Trunin, Pavel (Трунин, Павел) & Bozhechkova, Alexandra (Божечкова, Александра) & Goryunov, Eugene (Горюнов, Евгений) & Petrova, Diana, 2017. "Analysis of Approaches to Accounting of the Information Effects of Monetary Policy [Анализ Подходов К Учету Информационных Эффектов Денежно-Кредитной Политики]," Working Papers 031723, Russian Presidential Academy of National Economy and Public Administration.
    58. Alan S. Blinder, 1985. "Credit Rationing and Effective Supply Failures," NBER Working Papers 1619, National Bureau of Economic Research, Inc.
    59. Andrianady, Josué R. & Rajaonarison, Njakanasandratra R., 2023. "Effet d’un choc monétaire sur l’inflation: une approche par un modèle DSGE [Monetary Inflation Relationship in Madagscar: a DSGE Model Analysis]," MPRA Paper 117330, University Library of Munich, Germany.
    60. Thomas F. Cooley & Gary D. Hansen, 1987. "The Inflation Tax in a Real Business Cycle Model," UCLA Economics Working Papers 496, UCLA Department of Economics.
    61. Wang, Peng-fei & Wen, Yi, 2004. "Endogenous Money or Sticky Price? Comment on Monetary Non-neutrality and Inflation Dynamics," Working Papers 04-08, Cornell University, Center for Analytic Economics.
    62. Scott Freeman & Finn E. Kydland, 1998. "Monetary aggregates and output," Working Papers (Old Series) 9813, Federal Reserve Bank of Cleveland.
    63. Chan Guk Huh & Bharat Trehan, 1991. "Real business cycles: a selective survey," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 3-17.
    64. Luz Adriana Flórez & Carlos Esteban Posda & José Fernando Escobar, 2004. "El crédito y sus factores determinantes: el caso colombiano (1990 -2004)," Borradores de Economia 311, Banco de la Republica de Colombia.
    65. Edward Nelson, 2019. "The Monetary Base in Allan Meltzer's Analytical Framework," Finance and Economics Discussion Series 2019-001, Board of Governors of the Federal Reserve System (U.S.).
    66. Julián Arévalo & Angélica Castro & Édgar Villa, 2002. "Un análisis del ciclo económico en competencia imperfecta," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 4(7), pages 11-39, July-Dece.
    67. Cendejas, José Luis & Castañeda, Juan E. & Muñoz, Félix-Fernando, 2014. "Business cycle, interest rate and money in the euro area: A common factor model," Economic Modelling, Elsevier, vol. 43(C), pages 136-141.
    68. Nurfilzah Arham & Mohd Shamlie Salisi & Rozita Uji Mohammed & Jasman Tuyon, 2020. "Impact of macroeconomic cyclical indicators and country governance on bank non-performing loans in Emerging Asia," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(4), pages 707-726, December.
    69. Peter R. Hartley & Carl E. Walsh, 1986. "Inside Money and Monetary Neutrality," NBER Working Papers 1890, National Bureau of Economic Research, Inc.
    70. Martin Schmidt, 2003. "Monetary dynamics: a market approach," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 139-152.
    71. Victor Pontines & Davaajargal Luvsannyam & Gerelmaa Bayarmagnai, 2025. "Money-Output Revisited: Time-Varying Granger Causality Evidence from Forty-Three Countries," Open Economies Review, Springer, vol. 36(2), pages 467-502, April.
    72. Jean-Pascal Bénassy, 2002. "Conférence François-Albert Angers (2002)," L'Actualité Economique, Société Canadienne de Science Economique, vol. 78(4), pages 423-457.
    73. C. Emre Alper, 2000. "Stylized Facts of Business Cycles, Excess Volatility and Capital Flows: Evidence from Mexico and Turkey," Working Papers 2000/11, Bogazici University, Department of Economics.
    74. Mester Ioana, 2012. "Stylized Facts Of Romanian Business Cycle. The Literature (I)," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 624-629, July.
    75. Jim Malley & Anton Muscatelli & Ulrich Woitek, 1999. "Real Business Cycles or Sticky Prices? The Impact of Technology Shocks on US Manufacturing," Working Papers 1999_15, Business School - Economics, University of Glasgow.
    76. Robert Flood & Michael Mussa, 1994. "Issues Concerning Nominal Anchors for Monetary Policy," NBER Working Papers 4850, National Bureau of Economic Research, Inc.
    77. Jaccard, Ivan, 2013. "Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks," Working Paper Series 1525, European Central Bank.
    78. Jean-Olivier Hairault & Franck Portier, 1994. "Contraintes d'encaisses préalables et fluctuations économiques," Revue Économique, Programme National Persée, vol. 45(4), pages 1009-1044.
    79. Koelln, Kenneth & Rush, Mark & Waldo, Doug, 1996. "Do government policy multipliers decrease with inflation?," Journal of Monetary Economics, Elsevier, vol. 38(3), pages 495-505, December.
    80. Krol, Robert & Svorny, Shirley, 1996. "The effect of the bank regulatory environment on state economic activity," Regional Science and Urban Economics, Elsevier, vol. 26(5), pages 531-541, August.
    81. Benassy, Jean-Pascal, 1995. "Money and wage contracts in an optimizing model of the business cycle," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 303-315, April.
    82. Ahmed, Shahzad & Pasha, Farooq, 2014. "The Role of Money in Explaining Business Cycles for a Developing Economy: The Case of Pakistan," MPRA Paper 55262, University Library of Munich, Germany, revised 11 Apr 2014.
    83. Ben S. Bernanke & Martin L. Parkinson, 1990. "Procyclical Labor Productivity and Competing Theories of the Business Cycle: Some Evidence from Interwar U.S. Manufacturing Industries," NBER Working Papers 3503, National Bureau of Economic Research, Inc.
    84. László, Géza & Zsámboki, Balázs, 1995. "Pénz, pénzügyi közvetítők és a reálgazdaság [Money, financial mediators and the real economy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 667-684.
    85. Makin, Anthony J., 2002. "Saving, productivity and national income: a discrete-time geometric framework," Japan and the World Economy, Elsevier, vol. 14(2), pages 233-241, April.
    86. Sustek, Roman, 2010. "Monetary aggregates and the business cycle," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 451-465, May.
    87. Caraiani, Petre, 2007. "An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 4(2), pages 76-86, June.
    88. Jeffrey M. Lacker & John A. Weinberg, 2007. "Inflation and unemployment: a layperson's guide to the Phillips curve," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Sum), pages 201-227.
    89. Andrés F. Arias, 2001. "Banking Productivity and Economic Fluctuations: Colombia 1998-2000," Borradores de Economia 192, Banco de la Republica de Colombia.
    90. Escañuela Romana, Ignacio, 2016. "Randomness, Determinism and Undecidability in the Economic cycle Theory," MPRA Paper 74646, University Library of Munich, Germany.
    91. Ertz, Guy & Portier, Franck, 1998. "Money Injections in a Neoclassical Growth Model," LIDAM Discussion Papers IRES 1998018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    92. James M. Nason & Ellis W. Tallman, 2012. "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers (Old Series) 1221, Federal Reserve Bank of Cleveland.
    93. Roland Beck & Petr Jakubik & Anamaria Piloiu, 2015. "Key Determinants of Non-performing Loans: New Evidence from a Global Sample," Open Economies Review, Springer, vol. 26(3), pages 525-550, July.
    94. Chollete, Loran & Ning, Cathy, 2012. "Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve," UiS Working Papers in Economics and Finance 2012/1, University of Stavanger.
    95. Frédéric Boissay & Pierre Malgrange, 1997. "Intégration monétaire et financière dans les modèles macro­économiques : bilan et nouvelles pistes," Revue Française d'Économie, Programme National Persée, vol. 12(3), pages 3-42.
    96. Rousseau, Peter L., 1999. "Finance, investment, and growth in Meiji-era Japan," Japan and the World Economy, Elsevier, vol. 11(2), pages 185-198, April.
    97. Bernd Hayo, 1998. "Money-Output Granger Causality Revisited: An Empirical Analysis of EU Countries," Macroeconomics 9809009, University Library of Munich, Germany.
    98. Montgomery, Michael R., 1995. "Capital complementarity, time-to-build, and the persistence of investment starts," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 187-205.
    99. Michaelides, Panayotis G. & Milios, John G. & Konstantakis, Konstantinos N. & Tarnaras, Panayiotis, 2015. "Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958–2006)," MPRA Paper 90145, University Library of Munich, Germany.
    100. Michael Dotsey & Robert G. King, 1988. "Rational expectations business cycle models: a survey," Economic Review, Federal Reserve Bank of Richmond, vol. 74(Mar), pages 3-15.
    101. Elena Pelinescu & Petre Caraiani, 2012. "The Credit Policy And Its Impact On The Romanian Economy," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 1(1), pages 54-68, January.
    102. James H. Stock & Mark W. Watson, 1987. "Interpreting Evidence on Money-Income Causality," NBER Working Papers 2228, National Bureau of Economic Research, Inc.
    103. Joseph H. Haslag & Scott E. Hein, 1990. "Does it matter how monetary policy is implemented?," Working Papers 9009, Federal Reserve Bank of Dallas.
    104. R. Lahiri, 1998. "The Inflation Tax, Variable Time Preference, and the Business Cycle," Economics Discussion / Working Papers 98-04, The University of Western Australia, Department of Economics.
    105. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    106. Martin S. Eichenbaum & Kenneth J. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?," NBER Working Papers 1932, National Bureau of Economic Research, Inc.
    107. Robert B. Barsky, 1986. "Why Don't the Prices of Stocks and Bonds Move Together?," NBER Working Papers 2047, National Bureau of Economic Research, Inc.
    108. Francisco Rosende & Luis Oscar Herrera, 1991. "Teoría y Política Monetaria: Elementos para el Análisis," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 28(83), pages 55-94.
    109. Robert J. Barro, 1989. "New Classicals and Keynesians, or the Good Guys and the Bad Guys," NBER Working Papers 2982, National Bureau of Economic Research, Inc.
    110. Dag Michalsen & Steven Ongena & David C. Smith, 2000. "Firms and their distressed banks: lessons from the Norwegian banking crisis (1988-1991)," International Finance Discussion Papers 686, Board of Governors of the Federal Reserve System (U.S.).
    111. Hakkio, Craig S. & Rush, Mark & Schmidt, Timothy J., 1996. "The marginal income tax rate schedule from 1930 to 1990," Journal of Monetary Economics, Elsevier, vol. 38(1), pages 117-138, August.
    112. Ramser, Hans Jürgen, 1988. "Neuere Beiträge zur Konjunkturtheorie: Ein Überblick," Discussion Papers, Series I 237, University of Konstanz, Department of Economics.
    113. Al-Rjoub, S., 2005. "Effect of Oil Price Shocks in the U.S. for 1985-2004, using VAR, Mixed Dynamic and Granger Causality Approaches," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 5(3).
    114. D.M. Nachane & Amlendu Kumar Dubey, 2008. "The vanishing role of money in the macroeconomy: An Empirical investigation based on spectral and wavelet analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2008-022, Indira Gandhi Institute of Development Research, Mumbai, India.
    115. Gurbachan Singh, "undated". "Why is 100% Reserve Banking Inefficient?," Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi Discussion Papers 09-07, Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi, India.
    116. Jeffrey C. Fuhrer, 1998. "An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?," RBA Research Discussion Papers rdp9812, Reserve Bank of Australia.
    117. Munib Badar, 2024. "Impact of Monetary Policy Rate on Conventional and Islamic Banking," International Journal of Economics, IPRJB, vol. 9(1), pages 1-20.
    118. Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1987. "Stochastic Trends and Economic Fluctuations," NBER Working Papers 2229, National Bureau of Economic Research, Inc.
    119. Yuan, Lin & Zhong, Yang & Lu, Zhou, 2022. "Foreign strategic investors and bank credit risk in China: Disclosure, finance or management effects?," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    120. Luz Adriana Fl�rez & Carlos Esteban Posada & Jos� Fernando Escobar, 2004. "El Cr�Dito Y Sus Factores Determinantes: El Caso Colombiano (1990-2004)," Borradores de Economia 2482, Banco de la Republica.
    121. Robert J. Barro, 1988. "Interest-Rate Smoothing," NBER Working Papers 2581, National Bureau of Economic Research, Inc.
    122. Allison Holland & Andrew Scott, 1997. "The determinants of UK business cycles," Bank of England working papers 58, Bank of England.
    123. Bianconi, Marcelo, 1995. "Inflation and the real price of equities: Theory with some empirical evidence," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 495-514.
    124. Prof. Neil D. Karunaratne, 1999. "Rival Macroeconomic Models And Australian Stylised Facts," Discussion Papers Series 261, School of Economics, University of Queensland, Australia.
    125. Rohan Baxter, 1993. "The Loans Standard Model of Credit Money," Working Papers 93/183, Monash University, Department of Compter Studies.
    126. Guillaume Colosiez & Mouldi Djelassi, 1993. "La redécouverte des cycles financiers," Revue d'Économie Financière, Programme National Persée, vol. 26(3), pages 109-144.
    127. Ostapenko, V. & Buglevsky, E., 2022. "Money supply in the history of macroeconomic thought: 50 shades of endogeneity," Journal of the New Economic Association, New Economic Association, vol. 55(3), pages 156-176.
    128. Prakash Loungani & Mark Rush, 1994. "The effect of changes in reserve requirements on investment and GNP," International Finance Discussion Papers 471, Board of Governors of the Federal Reserve System (U.S.).
    129. Ben S. Bernanke & Mark Gertler, 1986. "Agency Costs, Collateral, and Business Fluctuations," NBER Working Papers 2015, National Bureau of Economic Research, Inc.
    130. Shen, Chung-Hua & Huang, Ai-Hua, 2003. "Are performances of banks and firms linked? And if so, why?," Journal of Policy Modeling, Elsevier, vol. 25(4), pages 397-414, June.
    131. Marchiori, Luca & Pierrard, Olivier, 2017. "How does global demand for financial services promote domestic growth in Luxembourg? A dynamic general equilibrium analysis," Economic Modelling, Elsevier, vol. 62(C), pages 103-123.
    132. Jeffrey A. Miron, 1990. "The Economics of Seasonal Cycles," NBER Working Papers 3522, National Bureau of Economic Research, Inc.
    133. Escañuela Romana, Ignacio, 2016. "Azar, Determinismo e Indecidibilidad en la Teoría del Ciclo Económico [Randomness, Determinism and Undecidability in the Business Cycle Theory]," MPRA Paper 72978, University Library of Munich, Germany.
    134. Nachane, D.M. & Dubey, Amlendu Kumar, 2011. "The vanishing role of money in the macro-economy: An empirical investigation for India," Economic Modelling, Elsevier, vol. 28(3), pages 859-869, May.
    135. Kabir, Anis & Abdul Rehman Shah, Syed Muhammad & Hassan, M. Kabir & Akmal, Muhammad, 2022. "The Transmission Mechanism of Monetary Policy via Bank’ Balance Sheet: An Empirical Study of Dual Banking System in Pakistan," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 56(2), pages 129-140.
    136. Ghartey, Edward E., 2001. "Macroeconomic instability and inflationary financing in Ghana," Economic Modelling, Elsevier, vol. 18(3), pages 415-433, August.
    137. Morakinyo Akinola & Muller Colette & Sibanda Mabutho, 2018. "Non-Performing Loans, Banking System and Macroeconomy," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 63(2), pages 67-86, August.
    138. Luz Adriana Flórez & Carlos Esteban Posada & Jos� Fernando Escobar, 2005. "Crédito y depósitos bancarios en Colombia (1990-2004): una relación de largo plazo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 23(48), pages 12-63.
    139. Damania, D. & Masden, Jakob B., 1995. "Monetary policy and macroeconomic equilibrium in an oligopolistic economy," Journal of Macroeconomics, Elsevier, vol. 17(4), pages 651-665.
    140. Su-Ling TSAI & Tsangyao CHANG, 2018. "The Comovment between Money and Economic Growth in 15 Asia-Pacific Countries: Wavelet Coherency Analysis in Time-Frequency Domain," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 63-79, December.
    141. Andr√©s Arias, 2003. "U.S. Business Cycle Volatility And Banking Productivity," Documentos CEDE 3668, Universidad de los Andes, Facultad de Economía, CEDE.
    142. Andres Frick & Michael Graff & Jochen Kurt Hartwig & Boriss Siliverstovs, 2010. "Discretionary Fiscal Policy," KOF Working papers 10-253, KOF Swiss Economic Institute, ETH Zurich.
    143. Michael U. Krause & Thomas A. Lubik, 2014. "Modeling Labor Markets in Macroeconomics: Search and Matching," Working Paper 14-19, Federal Reserve Bank of Richmond.
    144. Hairault, Jean-Olivier & Langot, Francois & Portier, Franck, 1997. "Time to implement and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 109-121, November.
    145. Michael T. Belongia & Peter N. Ireland, 2002. "The Own-Price of Money and a New Channel of Monetary Transmission," NBER Working Papers 9341, National Bureau of Economic Research, Inc.
    146. Max Gillman & Michal Kejak, 2009. "Inflation, Investment and Growth: a Money and Banking Approach," KRTK-KTI WORKING PAPERS 0911, Institute of Economics, Centre for Economic and Regional Studies.
    147. John H. Cochrane, 1994. "Shocks," NBER Working Papers 4698, National Bureau of Economic Research, Inc.
    148. Steven Ambler & Emanuela Cardia & Louis Phaneuf, 1992. "Contrats de salaire, croissance endogène et fluctuations," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 175-204.
    149. Roy Boyd & K. Doroodian & Dennis Thornton, 2000. "The Impact of Oil Price Volatility on the Future of the U.S. Economy," Energy & Environment, , vol. 11(1), pages 25-48, January.
    150. J. Joseph Beaulieu & Jeffrey A. Miron, 1990. "A Cross Country Comparison of Seasonal Cycles and Business Cycles," NBER Working Papers 3459, National Bureau of Economic Research, Inc.
    151. Ongena, Steven & Smith, David C. & Michalsen, Dag, 2003. "Firms and their distressed banks: lessons from the Norwegian banking crisis," Journal of Financial Economics, Elsevier, vol. 67(1), pages 81-112, January.
    152. Naish, Howard F., 1995. "Keynesian real business cycles in a neoclassical framework," Journal of Economic Behavior & Organization, Elsevier, vol. 27(2), pages 183-211, July.
    153. Charles I. Plosser, 1990. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc.
    154. João Faria & Joaquim Andrade, 1998. "Investment, credit, and endogenous cycles," Journal of Economics, Springer, vol. 67(2), pages 135-143, June.
    155. Robert Grafstein, 2000. "Employment, Party Economic Performance, and the Formation of Partisan Preferences," Journal of Theoretical Politics, , vol. 12(3), pages 325-351, July.
    156. Abe, Naohito & 阿部, 修人 & アベ, ナオヒト, 2002. "The Multi-Sector Business Cycle Model and Aggregate Shocks: An Empirical Analysis," Discussion Paper 117, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
    157. Fung, Ka Wai Terence & Demir, Ender & Lau, Chi Keung Marco & Chan, Kwok Ho, 2015. "Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 337-355.
    158. Wilson, Matthew S., 2020. "A real business cycle model with money as a sunspot variable," Journal of Economics and Business, Elsevier, vol. 109(C).
    159. Reinhart, Carmen & Reinhart, Vincent, 1991. "Output Fluctuations and Monetary Shocks," MPRA Paper 13839, University Library of Munich, Germany.
    160. Pedro Garcia Duarte, 2016. "From Real Business Cycle And New Keynesian To Dsge Macroeconomics: Facts And Models In The Emergence Of A Consensus," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 009, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    161. Bennett T. McCallum, 1988. "Real Business Cycle Models," NBER Working Papers 2480, National Bureau of Economic Research, Inc.
    162. Bennett T. McCallum, 1986. "On "Real" and "Sticky-Price" Theories of the Business Cycle," NBER Working Papers 1933, National Bureau of Economic Research, Inc.
    163. David Smant, 1996. "Re-examining the cyclical behaviour of prices and output," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 132(4), pages 651-674, December.
    164. Gianluca Cubadda & Domenico Mignacca, 1994. "Is Money Neutral? Some Evidence for Italy," International Finance 9410001, University Library of Munich, Germany, revised 09 Nov 1994.
    165. Antonio Carneiro de Almeida Júnior, 2023. "Currency Crisis or Overproduction? A Marxian Analysis of the Exchange Rate Peg Collapse in Brazil," Review of Radical Political Economics, Union for Radical Political Economics, vol. 55(3), pages 466-489, September.
    166. Herschel I. Grossman, 1986. "Rationalité, monnaie et activité," Revue de l'OFCE, Programme National Persée, vol. 15(1), pages 207-216.
    167. Mehmet Ezer, 2019. "Do Monetary Aggregates Belong In A Monetary Model? Evidence From The Uk," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 22(4), pages 509-530, December.
    168. Ben S. Bernanke & Mark L. Gertler, 1985. "Banking in General Equilibrium," NBER Working Papers 1647, National Bureau of Economic Research, Inc.
    169. George Sofianos & Arie Melnik & Paul Wachtel, 1987. "Loan Commitments and Monetary Policy," NBER Working Papers 2232, National Bureau of Economic Research, Inc.
    170. Carlos Borondo, 1994. "La rigidez nominal de los precios de la Nueva Economía Keynesiana: una panorámica," Investigaciones Economicas, Fundación SEPI, vol. 18(2), pages 245-288, May.
    171. Max Gillman & Mark N Harris & Michal Kejak, 2007. "The Interaction of Inflation and Financial Development with Endogenous Growth," Money Macro and Finance (MMF) Research Group Conference 2006 29, Money Macro and Finance Research Group.
    172. Finn E. Kydland & Edward C. Prescott, 1990. "Business cycles: real facts and a monetary myth," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 14(Spr), pages 3-18.
    173. Spyromitros, Eleftherios & Tsintzos, Panagiotis, 2019. "Credit expansion in a monetary policy game: Implications of the valuation haircut framework," Finance Research Letters, Elsevier, vol. 28(C), pages 125-129.
    174. Reinhart, Carmen & Reinhart, Vincent, 1991. "Fluctuaciones del producto y choques monetarios: evidencia colombiana [Output Fluctuations and Monetary Shocks: Evidence from Colombia]," MPRA Paper 13654, University Library of Munich, Germany.
    175. Max Gillman & Michal Kejak, 2007. "Inflation, Financial Development and Human Capital-Based Endogenous Growth: an Explanation of Ten Empirical Findings," CDMA Conference Paper Series 0703, Centre for Dynamic Macroeconomic Analysis.
    176. Fung, Ka Wai Terence & Lau, Chi Keung Marco & Chan, Kwok Ho, 2013. "A R&D Based Real Business Cycle Model," MPRA Paper 52571, University Library of Munich, Germany.
    177. Boissay, Frédéric, 2001. "Credit rationing, output gap, and business cycles," Working Paper Series 87, European Central Bank.
    178. Cendejas Bueno, José Luis & Muñoz, Félix & Castañeda, Juan, 2013. "Expansión monetaria y ciclo económico en España: 1998-2012," Working Papers in Economic Theory 2013/09, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
    179. El Alaoui, Abdelkader O. & Jusoh, Hashim Bin & Yussof, Sheila Ainon & Hanifa, Mohamed Hisham, 2019. "Evaluation of monetary policy: Evidence of the role of money from Malaysia," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 119-128.
    180. Caraiani, Petre, 2012. "Stylized facts of business cycles in a transition economy in time and frequency," Economic Modelling, Elsevier, vol. 29(6), pages 2163-2173.
    181. Luis Lorente, 1991. "Políticas monetarias e inflación, Colombia 1951-1989," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
    182. Agenor, Pierre-Richard & McDermott, C John & Prasad, Eswar S, 2000. "Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts," The World Bank Economic Review, World Bank, vol. 14(2), pages 251-285, May.
    183. Daniel McCoy, & McMahon, Michael, 2000. "Differences in the Transmission of Monetary Policy in the Euro-Area: An Empirical Approach," Research Technical Papers 5/RT/00, Central Bank of Ireland.
    184. Cuberes, David & Dougan, William, 2009. "How Endogenous Is Money? Evidence from a New Microeconomic Estimate," MPRA Paper 17744, University Library of Munich, Germany.
    185. Avouyi-Dovi, S. & Matheron, J. & Fève, P., 2007. "DSGE models and their importance to central banks," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 09, pages 25-46, Autumn.
    186. C. O'Sullivan, 1993. "What Everyone Needs to Know About the Australian Business Cycle," Economics Discussion / Working Papers 93-21, The University of Western Australia, Department of Economics.
    187. Patrick Minford & Prakriti Sofat, 2004. "An Open Economy Real Business Cycle Model for the UK," Money Macro and Finance (MMF) Research Group Conference 2004 23, Money Macro and Finance Research Group.
    188. Floden, Martin, 2000. "Endogenous monetary policy and the business cycle," European Economic Review, Elsevier, vol. 44(8), pages 1409-1429, August.
    189. Apostolos Serletis & Cosmas Dery, "undated". "Interest Rates, Money, and Economic Activity," Working Papers 2019-16, Department of Economics, University of Calgary, revised 08 Oct 2019.
    190. K. Alec Chrystal, 1984. "Money and sectoral output dynamics in the United States, quarterly 1950/III to 1982/IV," Working Papers 1984-020, Federal Reserve Bank of St. Louis.
    191. Joseph G. Haubrich, 1991. "Financial efficiency and aggregate fluctuations: an exploration," Economic Review, Federal Reserve Bank of Cleveland, vol. 27(Q IV), pages 25-36.
    192. Yun, Tack, 1996. "Nominal price rigidity, money supply endogeneity, and business cycles," Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 345-370, April.
    193. Cothren, Richard, 2006. "A model of optimal legal restrictions and open market operations," Journal of Macroeconomics, Elsevier, vol. 28(3), pages 480-492, September.
    194. Karras, Georgios & Song, Frank, 1996. "Sources of business-cycle volatility: An exploratory study on a sample of OECD countries," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 621-637.
    195. Giuseppe De Arcangelis & Giorgio Di Giorgio, 1999. "Monetary policy shocks and transmission in Italy: A VAR analysis," Economics Working Papers 446, Department of Economics and Business, Universitat Pompeu Fabra.
    196. Michael Dotsey, 2002. "Structure from shocks," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 37-47.
    197. Minford, Patrick & Nowell, Eric & Meenagh, David & Sofat, Prakriti, 2005. "Real Exchange Rate Overshooting RBC Style," CEPR Discussion Papers 5029, C.E.P.R. Discussion Papers.
    198. Andr�s Felipe Arias, 2001. "Banking Productivity And Economic Fluctuations: Colombia 1998-2000," Borradores de Economia 2050, Banco de la Republica.
    199. Carbajal-De-Nova, Carolina, 2018. "Money Neutrality: An Empirical Assessment for Mexico," MPRA Paper 91615, University Library of Munich, Germany, revised 10 Oct 2018.
    200. Korap, Levent, 2010. "A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series," MPRA Paper 28647, University Library of Munich, Germany.
    201. Chen, Shiu-Sheng, 2003. "Macroeconomic fluctuations and welfare cost of stabilization policy," Journal of Policy Modeling, Elsevier, vol. 25(2), pages 123-135, February.
    202. Kakarot-Handtke, Egmont, 2012. "Intertwined real and monetary stochastic business cycles," MPRA Paper 42793, University Library of Munich, Germany.
    203. José Luis Cendejas Bueno & Félix-Fernando Muñoz & Juan Castañeda, 2014. "When Money Matters," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 15(2), pages 77-110, April.
    204. Manera, Matteo & Cologni, Alessandro, 2006. "The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis," International Energy Markets Working Papers 12121, Fondazione Eni Enrico Mattei (FEEM).
    205. Anna Florio, 2004. "The Asymmetric Effects of Monetary Policy," Journal of Economic Surveys, Wiley Blackwell, vol. 18(3), pages 409-426, July.
    206. Jochen Michaelis, 2013. "Und dann werfen wir den Computer an – Anmerkungen zur Methodik der DSGE-Modelle," MAGKS Papers on Economics 201323, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    207. N. Gregory Mankiw, 1990. "A Quick Refresher Course in Macroeconomics," NBER Working Papers 3256, National Bureau of Economic Research, Inc.
    208. Gordon, David B. & Leeper, Eric M. & Zha, Tao, 1998. "Trends in velocity and policy expectations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 265-304, December.
    209. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Unit roots and long-run causality: investigating the relationship between output, money and interest rates," Economic Modelling, Elsevier, vol. 15(1), pages 91-112, January.
    210. Dia, Enzo & Menna, Lorenzo, 2016. "Productivity shocks, capital intensities, and bank interest rates," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 155-171.

  26. Long, John B, Jr & Plosser, Charles I, 1983. "Real Business Cycles," Journal of Political Economy, University of Chicago Press, vol. 91(1), pages 39-69, February.

    Cited by:

    1. Gomes, Orlando, 2007. "Externalities in R&D: a route to endogenous fluctuations," MPRA Paper 2850, University Library of Munich, Germany.
    2. Pi-Fem Hsu, 2008. "Sources of employment fluctuations in Taiwan's industries and regions," Applied Economics, Taylor & Francis Journals, vol. 40(17), pages 2279-2293.
    3. Benassy, Jean-Pascal, 2007. "IS-LM and the multiplier: A dynamic general equilibrium model," Economics Letters, Elsevier, vol. 96(2), pages 189-195, August.
    4. Antoine d'Autume, 2003. "L'impact du vieillissement démographique sur les mécanismes macroéconomiques," Post-Print halshs-00452552, HAL.
    5. Dieter M. Urban, 2007. "Terms of Trade, Catch-up, and Home Market Effect: The Example of Japan," CESifo Working Paper Series 2164, CESifo.
    6. Dave, Chetan & Dressler, Scott, 2007. "Market structure and business cycles: Do nominal rigidities influence the importance of real shocks?," MPRA Paper 1794, University Library of Munich, Germany.
    7. Delalibera, Bruno R. & Cavalcanti Ferreira, Pedro & Gomes, Diego B.P. & Soares, Johann, 2024. "Tax reforms and network effects," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
    8. Paul Gomme & Jeremy Greenwood, 1992. "On the cyclical allocation of risk," Discussion Paper / Institute for Empirical Macroeconomics 71, Federal Reserve Bank of Minneapolis.
    9. Robert F. Engle & Joao Victor Issler, 1993. "Estimating Sectoral Cycles Using Cointegration and Common Features," NBER Working Papers 4529, National Bureau of Economic Research, Inc.
    10. Clark, Todd E. & van Wincoop, Eric, 2001. "Borders and business cycles," Journal of International Economics, Elsevier, vol. 55(1), pages 59-85, October.
    11. J. Bradford DeLong & Robert J. Waldmann, 1997. "Interpreting procyclical productivity: evidence from a cross-nation cross-industry panel," Economic Review, Federal Reserve Bank of San Francisco, pages 33-52.
    12. Leo Butler, 1996. "The Bank of Canada's New Quarterly Porjection Model Part 4 : A Semi-Structural Method to Estimate Potential Output : Combining Economic Theory with a Time-Series Filter," Technical Reports 77, Bank of Canada.
    13. Florence Contré & Ian Goldin, 1991. "L'agriculture en période d'ajustement au Brésil," Revue Tiers Monde, Programme National Persée, vol. 32(126), pages 271-302.
    14. Joseph G. Altonji & John C. Ham, 1986. "Variation in Employment Growth in Canada: The Role of External, National, Regional and Industrial Factors," NBER Working Papers 1816, National Bureau of Economic Research, Inc.
    15. Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo.
    16. Gao, Yang & Gong, Gang, 2020. "Stabilizing and destabilizing mechanisms: A new perspective to understand business cycles," Economic Modelling, Elsevier, vol. 93(C), pages 51-68.
    17. Mark Schankerman, 1991. "Revisions of Investment Plans and the Stock Market Rate of Return," STICERD - Economics of Industry Papers 05, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    18. Barbara Annicchiarico & Alessandra Pelloni, 2013. "Productivity Growth and Volatility: How Important Are Wage and Price Rigidities?," Working Paper series 02_13, Rimini Centre for Economic Analysis.
    19. Julia Campos & Neil R. Ericsson & David F. Hendry, 1987. "An analogue model of phase-averaging procedures," International Finance Discussion Papers 303, Board of Governors of the Federal Reserve System (U.S.).
    20. Le, Ha, 2014. "Dynamics of Business Cycles in Vietnam: A comparison with Indonesia and Philippines," MPRA Paper 57010, University Library of Munich, Germany, revised 01 Jul 2014.
    21. Molnárová, Zuzana & Reiter, Michael, 2022. "Technology, demand, and productivity: What an industry model tells us about business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
    22. Julio J. Rotemberg, 1994. "Prices, Output and Hours: An Empirical Analysis Based on a Sticky Price Model," NBER Working Papers 4948, National Bureau of Economic Research, Inc.
    23. Andrew Foerster & Andreas Hornstein & Pierre-Daniel Sarte & Mark W. Watson, 2019. "Aggregate Implications of Changing Sectoral Trends," NBER Working Papers 25867, National Bureau of Economic Research, Inc.
    24. Bennett T. McCallum, 1987. "Inflation: Theory and Evidence," NBER Working Papers 2312, National Bureau of Economic Research, Inc.
    25. Richard T. Froyen & Roger N. Waud, 1986. "Real Business Cycles and the Lucas Paradigm," NBER Working Papers 2109, National Bureau of Economic Research, Inc.
    26. Edward C. Prescott, 1986. "Theory ahead of business cycle measurement," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 10(Fall), pages 9-22.
    27. Dai, Darong, 2011. "Modeling the minimum time needed to economic maturity," MPRA Paper 40583, University Library of Munich, Germany, revised 08 Aug 2012.
    28. Kazuo Nishimura & Florian Pelgrin & Alain Venditti, 2023. "Medium term endogenous fluctuations in three-sector optimal growth models," AMSE Working Papers 2235, Aix-Marseille School of Economics, France.
    29. Perry Burnett & Harvey Cutler & Stephen Davies, 2012. "Understanding The Unique Impacts Of Economic Growth Variables," Journal of Regional Science, Wiley Blackwell, vol. 52(3), pages 451-468, August.
    30. Artuc, Erhan & Pourpourides, Panayiotis M., 2012. "R&D and aggregate fluctuations," Policy Research Working Paper Series 6017, The World Bank.
    31. Oviedo, P. Marcelo, 2005. "A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models," Staff General Research Papers Archive 12235, Iowa State University, Department of Economics.
    32. Farhi, Emmanuel & Baqaee, David Rezza, 2017. "The Macroeconomic Impact of Microeconomic Shocks: Beyond Hulten's Theorem," CEPR Discussion Papers 11845, C.E.P.R. Discussion Papers.
    33. Cahill, Miles B., 2000. "Exploring the interaction between efficiency wages and labor market frictions," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(1), pages 121-137.
    34. Pizer, William A., 1999. "The optimal choice of climate change policy in the presence of uncertainty," Resource and Energy Economics, Elsevier, vol. 21(3-4), pages 255-287, August.
    35. Olaf Posch, 2007. "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers 2007-23, Department of Economics and Business Economics, Aarhus University.
    36. Saban Nazlioglu & Dogukan Tarakci & Emre Kilic, 2024. "Nelson and Plosser revisited: macroeconomic and financial stability of Turkey," Empirical Economics, Springer, vol. 66(6), pages 2557-2592, June.
    37. Frédéric Lordon, 1991. "Théorie de la croissance : quelques développements récents [Première partie : la croissance récente]," Revue de l'OFCE, Programme National Persée, vol. 36(1), pages 157-211.
    38. J.P.G. Reijnders, 2007. "Impulse or propagation? How the tides turned in Business Cycle Theory," Working Papers 07-07, Utrecht School of Economics.
    39. Kiyotaka Ishikawa, 2023. "Networks in Japanese regional agro-food economies: an empirical exploration of the network linkage model," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-38, December.
    40. Marco Centoni & Gianluca Cubadda, 2015. "Common Feature Analysis of Economic Time Series: An Overview and Recent Developments," CEIS Research Paper 355, Tor Vergata University, CEIS, revised 05 Oct 2015.
    41. Pierre-Daniel Sarte & Fernando Parro & Esteban Rossi-Hansberg & Lorenzo Caliendo, 2014. "The Impact of Regional and Sectoral Productivity Changes on the U.S. Economy," 2014 Meeting Papers 426, Society for Economic Dynamics.
    42. Ghassibe, Mishel, 2021. "Monetary policy and production networks: an empirical investigation," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 21-39.
    43. Inekwe John Nkwoma, 2014. "Business Cycle Variability and Growth Linkage," Monash Economics Working Papers 38-14, Monash University, Department of Economics.
    44. Francisco J. Goerlich, 1994. "Comportamiento cíclico de la productividad en la industria: shocks de oferta versus shocks de demanda," Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 491-515, September.
    45. Fischer Black, 1982. "General Equilibrium and Business Cycles," NBER Working Papers 0950, National Bureau of Economic Research, Inc.
    46. Fanti, Luciano & Gori, Luca, 2011. "Public health spending, old-age productivity and economic growth: Chaotic cycles under perfect foresight," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1), pages 137-151.
    47. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
    48. Vinicius Phillipe de Albuquerquemello & Cássio Besarria, 2020. "Rental market and macroeconomics: evidence for the US," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(3), pages 587-603, August.
    49. Jesus Crespo Cuaresma & Tapas Mishra, 2011. "Human capital, age structure and growth fluctuations," Applied Economics, Taylor & Francis Journals, vol. 43(28), pages 4311-4329.
    50. Victor Zarnowitz, 1997. "Business Cycles Observed and Assessed: Why and How They Matter," NBER Working Papers 6230, National Bureau of Economic Research, Inc.
    51. Ghassan Dibeh, 2001. "Time Delays and Business Cycles: Hilferding's model revisited," Review of Political Economy, Taylor & Francis Journals, vol. 13(3), pages 329-341.
    52. Carlos Ramírez, 2017. "Firm Networks and Asset Returns," Finance and Economics Discussion Series 2017-014, Board of Governors of the Federal Reserve System (U.S.).
    53. Laura Veldkamp & Justin Wolfers, 2006. "Aggregate shocks or aggregate information? costly information and business cycle comovement," Working Paper Series 2006-26, Federal Reserve Bank of San Francisco.
    54. Laura Alfaro & Manuel García-Santana & Enrique Moral-Benito, 2019. "On the Direct and Indirect Real Effects of Credit Supply Shocks," NBER Working Papers 25458, National Bureau of Economic Research, Inc.
    55. Hess, Gregory D. & Shin, Kwanho, 2000. "Risk sharing by households within and across regions and industries," Journal of Monetary Economics, Elsevier, vol. 45(3), pages 533-560, June.
    56. Gregory, Allan W. & Smith, Gregor W., 1987. "Calibration as Estimation," Queen's Institute for Economic Research Discussion Papers 275210, Queen's University - Department of Economics.
    57. Bernard Herskovic, 2015. "Networks in Production: Asset Pricing Implications," 2015 Meeting Papers 378, Society for Economic Dynamics.
    58. Quella, Núria, 2007. "Intra- and Inter-Sectoral Knowledge Spillovers and TFP Growth Rates," MPRA Paper 2853, University Library of Munich, Germany.
    59. Teresa Garcia-Milà & Therese J. McGuire, 1992. "Industrial mix as a factor in the growth and variability of States' economies," Economics Working Papers 9, Department of Economics and Business, Universitat Pompeu Fabra.
    60. Vasco M. Carvalho & Nico Voigtländer, 2015. "Input Diffusion and the Evolution of Production Networks," Working Papers 759, Barcelona School of Economics.
    61. Bams, Dennis & Bos, Jaap & Pisa, Magdalena, 2016. "Trade credit: Elusive insurance of firm growth," Research Memorandum 029, Maastricht University, Graduate School of Business and Economics (GSBE).
    62. Jesús Botero García & Humberto Franco Gonz�lez & �lvaro Hurtado Rend�n & Manuel Mesa, 2012. "Una aplicación de un modelo neoclásico DSGE con política fiscal," Documentos de Trabajo de Valor Público 10567, Universidad EAFIT.
    63. Farmer, Roger, 2012. "The Evolution of Endogenous Business Cycles," CEPR Discussion Papers 9080, C.E.P.R. Discussion Papers.
    64. Bart Hobijn & Fernanda Nechio, 2015. "Sticker shocks: using VAT changes to estimate upper-level elasticities of substitution," Working Paper Series 2015-17, Federal Reserve Bank of San Francisco.
    65. Xavier Gabaix, 2004. "Power laws and the origins of aggregate fluctuations," Econometric Society 2004 North American Summer Meetings 484, Econometric Society.
    66. Boldrin, Michele & Horvath, Michael, 1995. "Labor contracts and business cycles," UC3M Working papers. Economics 3905, Universidad Carlos III de Madrid. Departamento de Economía.
    67. Peter Rupert & Roman Sustek, 2016. "On the Mechanics of New Keynesian Models," Discussion Papers 1608, Centre for Macroeconomics (CFM), revised Mar 2016.
    68. Jean-Louis Combes & Alexandru Minea & Lavinia Mustea & Thierry Yogo, 2016. "Output effects of fiscal stimulus in Central and Eastern European countries," Post-Communist Economies, Taylor & Francis Journals, vol. 28(1), pages 108-127, January.
    69. Jakob Grazzini & Domenico Massaro, 2018. "Great Volatility and Great Moderation," CESifo Working Paper Series 7272, CESifo.
    70. Iwasa, Kazumichi & Sorger, Gerhard, 2018. "Periodic solutions of the one-sector growth model: The role of income effects," Journal of Mathematical Economics, Elsevier, vol. 78(C), pages 59-63.
    71. Vicente Rios Ibáñez & Roberto Ezcurra, 2013. "Volatility and regional growth in Europe: Does space matter?," ERSA conference papers ersa13p133, European Regional Science Association.
    72. Chen, Sihao, 2025. "International production networks and the propagation of financial shocks," Journal of International Economics, Elsevier, vol. 153(C).
    73. Altinoglu, Levent, 2021. "The origins of aggregate fluctuations in a credit network economy," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 316-334.
    74. Gapinski, James H., 1996. "Heterogeneous capital, economic growth, and economic development," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 561-585.
    75. Johansson, Anders & Modén, Karl-Markus, 1997. "Investment Plan Revisions and Share Price Volatility," Working Papers 57, National Institute of Economic Research.
    76. Morris A. Davis & Jonathan Heathcote, 2004. "Housing and the business cycle," Finance and Economics Discussion Series 2004-11, Board of Governors of the Federal Reserve System (U.S.).
    77. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, vol. 58(4), pages 1491-1511, April.
    78. Anja Sebbesen & Harald Oberhofer, 2024. "The propagation of business expectations within the European Union," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(6), pages 1082-1103, September.
    79. Chadha, J. S. & Janssen, N. & Nolan, C.Author-X-Name-First: C., 2001. "Productivity and Preferences in a Small Open Economy," Cambridge Working Papers in Economics 0108, Faculty of Economics, University of Cambridge.
    80. Lucke, Bernd & Haertel, Thomas, 2008. "Do News Shocks Drive Business Cycles? Evidence from German Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, vol. 2, pages 1-21.
    81. Canova, Fabio & Ciccarelli, Matteo, 2013. "Panel Vector Autoregressive Models: A Survey," CEPR Discussion Papers 9380, C.E.P.R. Discussion Papers.
    82. S. Rao Aiyagari & Lawrence J. Christiano & Martin S. Eichenbaum, 1990. "The output, employment, and interest rate effects of government consumption," Discussion Paper / Institute for Empirical Macroeconomics 25, Federal Reserve Bank of Minneapolis.
    83. Peter N. Ireland, 2025. "The devolution of federal reserve monetary policy strategy, 2012–24," Southern Economic Journal, John Wiley & Sons, vol. 91(4), pages 1247-1264, April.
    84. Jang-Ok Cho & Louis Phaneuf, 1993. "A business cycle model with nominal wage contracts and government," Discussion Paper / Institute for Empirical Macroeconomics 80, Federal Reserve Bank of Minneapolis.
    85. Pasten, Ernosto & Schoenle, Raphael & Weber, Michael, 2018. "Price rigidities and the granular origins of aggregate fluctuations," Bank of Finland Research Discussion Papers 3/2018, Bank of Finland.
    86. Cai, Yiyong & Kamihigashi, Takashi & Stachurski, John, 2014. "Stochastic optimal growth with risky labor supply," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 167-176.
    87. Feng, Dai & Yuan-Zheng, Zhong, 2006. "The Stochastic Advance-Retreat Course: An Approach to Analyse Social-Economic Evolution," MPRA Paper 117, University Library of Munich, Germany.
    88. Kevin M. Murphy & Andrei Shleifer & Robert W. Vishny, 1989. "Building Blocks of Market Clearing Business Cycle Models," NBER Working Papers 3004, National Bureau of Economic Research, Inc.
    89. Fabio Canova & Ángel J. Ubide, 1997. "International business cycles, financial markets and household production," Economics Working Papers 204, Department of Economics and Business, Universitat Pompeu Fabra.
    90. Malley, James R. & Muscatelli, V. Anton & Woitek, Ulrich, 2005. "Real business cycles, sticky wages or sticky prices? The impact of technology shocks on US manufacturing," European Economic Review, Elsevier, vol. 49(3), pages 745-760, April.
    91. Lőrincz, Szabolcs, 2000. "Reál üzleti ciklusok. Áttekintés [Real business cycles. A survey]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 509-530.
    92. John H. Cochrane & Lars Peter Hansen, 1992. "Asset Pricing Explorations for Macroeconomics," NBER Working Papers 4088, National Bureau of Economic Research, Inc.
    93. Julio J. Rotemberg & Garth Saloner, 1984. "A Supergame-Theoretic Model of Business Cycles and Price Wars During Booms," NBER Working Papers 1412, National Bureau of Economic Research, Inc.
    94. Robert G. King & Sergio T. Rebelo, 2000. "Resuscitating Real Business Cycles," NBER Working Papers 7534, National Bureau of Economic Research, Inc.
    95. Garey Ramey & Valerie A. Ramey, 1994. "Cross-Country Evidence on the Link Between Volatility and Growth," NBER Working Papers 4959, National Bureau of Economic Research, Inc.
    96. Oleg Korenok & Stanislav Radchenko, 2004. "The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation," Departmental Working Papers 200413, Rutgers University, Department of Economics.
    97. Michael D. Bordo & Joseph G. Haubrich, 2009. "Credit crises, money, and contractions: A historical view," Working Papers (Old Series) 0908, Federal Reserve Bank of Cleveland.
    98. Chien-Hsiang Yeh, 2022. "Uniqueness of Equilibria in Interactive Networks," Papers 2206.00158, arXiv.org.
    99. Farmer, Roger E. A. & Jang-Ting, Guo, 1995. "The econometrics of indeterminacy: an applied study," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 43(1), pages 225-271, December.
    100. Piero Ferri, 2011. "Macroeconomics of Growth Cycles and Financial Instability," Books, Edward Elgar Publishing, number 14260.
    101. Christoph Gortz & John D Tsoukalas, 2012. "News and Financial Intermediation in Aggregate and Sectoral Fluctuations," Discussion Papers 12-10, Department of Economics, University of Birmingham.
    102. Zoungrana, Tibi Didier & Yerbanga, Antoine & Ouoba, Youmanli, 2022. "Socio-economic and environmental factors in the global spread of COVID-19 outbreak," Research in Economics, Elsevier, vol. 76(4), pages 325-344.
    103. John Kennan, 2001. "Uniqueness of Positive Fixed Points for Increasing Concave Functions on Rn: An Elementary Result," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 893-899, October.
    104. Eduardo Giménez & José Martín-Moreno, 2013. "Transmission mechanisms of real stochastic shocks in a small open economy," International Economics and Economic Policy, Springer, vol. 10(2), pages 217-245, June.
    105. Omar Al-Ubaydli & John List, 2019. "How natural field experiments have enhanced our understanding of unemployment," Natural Field Experiments 00649, The Field Experiments Website.
    106. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2010. "Cascades in Networks and Aggregate Volatility," NBER Working Papers 16516, National Bureau of Economic Research, Inc.
    107. Marcellino, Massimiliano, 1999. "Some Consequences of Temporal Aggregation in Empirical Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 129-136, January.
    108. Horvath, Michael, 2000. "Sectoral shocks and aggregate fluctuations," Journal of Monetary Economics, Elsevier, vol. 45(1), pages 69-106, February.
    109. Lawrence J. Christiano & Wouter J. Den Haan, 1995. "Small Sample Properties of GMM for Business Cycle Analysis," NBER Technical Working Papers 0177, National Bureau of Economic Research, Inc.
    110. N. Gregory Mankiw, 1989. "Real Business Cycles: A New Keynesian Perspective," NBER Working Papers 2882, National Bureau of Economic Research, Inc.
    111. Laeven, Luc, 2022. "Pandemics, intermediate goods, and corporate valuation," Journal of International Money and Finance, Elsevier, vol. 120(C).
    112. Christian vom Lehn & Thomas Winberry, 2019. "The Investment Network, Sectoral Comovement, and the Changing U.S. Business Cycle," NBER Working Papers 26507, National Bureau of Economic Research, Inc.
    113. Baqaee, David Rezza & Farhi, Emmanuel, 2018. "Macroeconomics with Heterogeneous Agents and Input-Output Networks," CEPR Discussion Papers 13006, C.E.P.R. Discussion Papers.
    114. Tony Caporale & Barbara McKiernan, 1998. "The Fischer Black Hypothesis: Some Time‐Series Evidence," Southern Economic Journal, John Wiley & Sons, vol. 64(3), pages 765-771, January.
    115. Kerry Patterson & Michael A. Thornton, 2013. "A review of econometric concepts and methods for empirical macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 2, pages 4-42, Edward Elgar Publishing.
    116. Ageliki Anagnostou & Ioannis Panteladis & Maria Tsiapa, 2015. "Disentangling different patterns of business cycle synchronicity in the EU regions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(3), pages 615-641, August.
    117. Olivier CARDI & Romain RESTOUT, 2023. "Why Hours Worked Decline Less After Technology Shocks?," Working Papers of BETA 2023-30, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    118. Chigozie Chukwu & Aleksandar Vasilev & Shrabani Saha, 2024. "Measuring Business Cycle Stylized Facts in Selected Oil-Producing Economies: A Comparative Study," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(1), pages 89-121, August.
    119. Steve Ambler, 1991. "Les modèles du cycle économique face à la corrélation productivité-emploi," L'Actualité Economique, Société Canadienne de Science Economique, vol. 67(4), pages 532-548.
    120. Patrick Fève, 2005. "Voies de la modélisation macro-économétrique?," Revue Française d'Économie, Programme National Persée, vol. 20(1), pages 147-179.
    121. Erik Frohm & Vanessa Gunnella, 2021. "Spillovers in global production networks," Review of International Economics, Wiley Blackwell, vol. 29(3), pages 663-680, August.
    122. Feng Dai & Jianping Qi & Ling Liang, 2011. "Socio‐economic development model based on stochastic advance‐retreat course," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 38(5), pages 416-437, April.
    123. John Shea, 1995. "Complementarities and Comovements," NBER Working Papers 5305, National Bureau of Economic Research, Inc.
    124. Lawrence J. Christiano & Martin S. Eichenbaum, 1990. "Current real business cycle theories and aggregate labor market fluctuations," Discussion Paper / Institute for Empirical Macroeconomics 24, Federal Reserve Bank of Minneapolis.
    125. Theodore Palivos & Dimitrios Varvarigos, 2009. "Education and Growth: A Simple Model with Complicated Dynamics," Discussion Paper Series 2009_08, Department of Economics, University of Macedonia, revised Apr 2009.
    126. Mirta N. S. Bugarin, 2000. "Progressive Taxation and the Real Business Cycle," Econometric Society World Congress 2000 Contributed Papers 1897, Econometric Society.
    127. Toru Hokari & Masaki Iimura & Seiji Murakoshi & Yoshiko Onuma, 2007. "Simulating a Simple Real Business Cycle Model Using Excel," Computers in Higher Education Economics Review, Economics Network, University of Bristol, vol. 19(1), pages 16-20.
    128. Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
    129. Bouakez, Hafedh & Cardia, Emanuela & Ruge-Murcia, Francisco, 2014. "Sectoral price rigidity and aggregate dynamics," European Economic Review, Elsevier, vol. 65(C), pages 1-22.
    130. Sumru Altug, 1986. "Time to build and aggregate fluctuations: some new evidence," Working Papers 277, Federal Reserve Bank of Minneapolis.
    131. Thomas Harjes, 1997. "Real business cycles in an open economy: An application to Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(4), pages 635-656, December.
    132. Jes�s Antonio Bejarano Rojas, 2003. "El Canal De Oferta Agregada En Un Modelo De Mecanismos De Transmisi�N De La Pol�Tica Monetaria En Colombia," Borradores de Economia 2461, Banco de la Republica.
    133. Christopher Otrok & Ayhan Kose & Mario J. Crucini, 2009. "What are the driving forces of international business cycles," 2009 Meeting Papers 820, Society for Economic Dynamics.
    134. Susanto Basu, 1994. "Intermediate Goods and Business Cycles: Implications for Productivity and Welfare," NBER Working Papers 4817, National Bureau of Economic Research, Inc.
    135. Christiano, Lawrence J. & Vigfusson, Robert J., 2003. "Maximum likelihood in the frequency domain: the importance of time-to-plan," Journal of Monetary Economics, Elsevier, vol. 50(4), pages 789-815, May.
    136. Anthonisen, Niels, 2016. "Microeconomic shocks and macroeconomic fluctuations in a dynamic network economy," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 233-254.
    137. Spree, Reinhard, 2002. "Business Cycles in History," Discussion Papers in Economics 6, University of Munich, Department of Economics.
    138. Russell Cooper & John Haltiwanger, 1990. "The Aggregate Implications of Machine Replacement: Theory and Evidence," NBER Working Papers 3552, National Bureau of Economic Research, Inc.
    139. Timothy Betts & Patrice M. Buzzanell, 2022. "Enacting Economic Resilience: A Synthesis of Economic and Communication Frameworks," JRFM, MDPI, vol. 15(4), pages 1-18, April.
    140. Manoj Atolia & Ryan Chahrour, 2013. "Intersectoral Linkages, Diverse Information, and Aggregate Dynamics," Boston College Working Papers in Economics 832, Boston College Department of Economics, revised 12 May 2015.
    141. Simon Freyaldenhoven, 2017. "A Generalized Factor Model with Local Factors," 2017 Papers pfr361, Job Market Papers.
    142. Franz Seitz & Markus A. Schmidt, 2014. "Money In Modern Macro Models: A Review of the Arguments," Journal of Reviews on Global Economics, Lifescience Global, vol. 3, pages 156-174.
    143. Hwee Kwan Chow & Keen Meng Choy, 2009. "Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore," Working Papers 05-2009, Singapore Management University, School of Economics.
    144. David M. Aadland, 2000. "The Economics Of Cattle Supply," Computing in Economics and Finance 2000 57, Society for Computational Economics.
    145. Jinill Kim, 1998. "Monetary policy in a stochastic equilibrium model with real and nominal rigidities," Finance and Economics Discussion Series 1998-02, Board of Governors of the Federal Reserve System (U.S.).
    146. Koijen, Ralph & Gabaix, Xavier, 2020. "Granular Instrumental Variables," CEPR Discussion Papers 15531, C.E.P.R. Discussion Papers.
    147. Hall, Thomas E., 1995. "Price cyclicality in the natural rate-nominal demand shock model," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 257-272.
    148. Jean-Olivier Hairault & Thepthida Sopraseuth, 2008. "Fluctuations Internationales et Dynamique du Taux de Change," PSE-Ecole d'économie de Paris (Postprint) halshs-00270284, HAL.
    149. Bennett T. McCallum, 1988. "The Role of Demand Management in the Maintenance of Full Employment," NBER Working Papers 2520, National Bureau of Economic Research, Inc.
    150. Peter M. Garber & Robert G. King, 1983. "Deep Structral Excavation? A Critique of Euler Equation Methods," NBER Technical Working Papers 0031, National Bureau of Economic Research, Inc.
    151. Tawadros, George B., 2011. "The stylised facts of Australia's business cycle," Economic Modelling, Elsevier, vol. 28(1), pages 549-556.
    152. Alonso de Gortari, 2019. "Disentangling Global Value Chains," NBER Working Papers 25868, National Bureau of Economic Research, Inc.
    153. Lars Lochstoer & Harjoat S. Bhamra, 2009. "Return Predictability and Labor Market Frictions in a Real Business Cycle Model," 2009 Meeting Papers 1257, Society for Economic Dynamics.
    154. Giovanni Gallipoli & Gianluigi Pelloni, 2013. "Macroeconomic Effects of Job Reallocations: A Survey," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 5(2), pages 127-176, December.
    155. Berument Hakan & Akdi Yilmaz & Atakan Cemal, 2005. "An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(3), pages 1-14, September.
    156. Quah, Danny, 1994. "One Business Cycle and One Trend from (Many) Many Disaggregates," CEPR Discussion Papers 873, C.E.P.R. Discussion Papers.
    157. Paolo Caro, 2018. "To be (or not to be) resilient over time: facts and causes," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(2), pages 375-392, March.
    158. Juan Paez-Farrell, 2004. "New Keynesian Models and the Kydland and Prescott Test," Macroeconomics 0411003, University Library of Munich, Germany, revised 24 Nov 2004.
    159. Bosker, Maarten & Westbrock, Bastian, 2024. "The network origins of the gains from trade," Journal of Economic Theory, Elsevier, vol. 216(C).
    160. Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013. "Price Dynamics, financial fragility and aggregate volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917892, HAL.
    161. Yuriy Mishchenko, 2014. "Oscillations in Rational Economies," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-6, February.
    162. Lin, Xiaoji & Zhang, Lu, 2013. "The investment manifesto," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 351-366.
    163. Paul Gomme, 1991. "Money and growth revisited," Discussion Paper / Institute for Empirical Macroeconomics 55, Federal Reserve Bank of Minneapolis.
    164. Agnieszka Gehringer, 2011. "Pecuniary Knowledge Externalities across European Countries—Are there Leading Sectors?," Industry and Innovation, Taylor & Francis Journals, vol. 18(4), pages 415-436.
    165. Danyang Xie, 2002. "Explicit Transitional Dynamics in Growth Models," GE, Growth, Math methods 0207003, University Library of Munich, Germany.
    166. Antoine d'Autume, 2003. "Ageing and retirement age. What can we learn from the Overlapping Generations Model ?," Post-Print halshs-00452561, HAL.
    167. Christian vom Lehn & Thomas Winberry, 2018. "The Changing Nature of Sectoral Comovement," 2018 Meeting Papers 277, Society for Economic Dynamics.
    168. Nishimura, Kazuo & Rudnicki, Ryszard & Stachurski, John, 2006. "Stochastic optimal growth with nonconvexities," Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 74-96, February.
    169. Olaf Posch & Klaus Wälde, 2006. "Natural volatility, welfare and taxation," Working Papers 2007_33, Business School - Economics, University of Glasgow.
    170. Kevin X. D. Huang & Zheng Liu, 2001. "Input-Output Structure and Nominal Staggering: The Persistence Problem Revisited," Cahiers de recherche CREFE / CREFE Working Papers 145, CREFE, Université du Québec à Montréal.
    171. Scott Schuh & Robert K. Triest, 1998. "Job reallocation and the business cycle: new facts for an old debate," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 42(Jun), pages 271-357.
    172. Ertz, Guy, 1996. "Business Cycle Models and Stylized Facts in Germany," LIDAM Discussion Papers IRES 1997005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Apr 1997.
    173. Cheng Dazhong & Tang Yutong & Shao Xinyi, 2025. "Growth of the Service Sector and Economic Fluctuations: A Production Network Perspective," China Finance and Economic Review, De Gruyter, vol. 14(1), pages 23-49.
    174. Levent, Korap, 2006. "An essay upon the business cycle facts: the Turkish case," MPRA Paper 21717, University Library of Munich, Germany.
    175. Patricia Bonini, 2004. "New Macroeconomics and Credibility Analysis," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 5(2), pages 341-359.
    176. Fornaro, Paolo & Luomaranta, Henri, 2018. "Aggregate fluctuations and the effect of large corporations: Evidence from Finnish monthly data," Economic Modelling, Elsevier, vol. 70(C), pages 245-258.
    177. Stilianos Fountas & Menelaos Karanasos, 2008. "Are economic growth and the variability of the business cycle related? Evidence from five European countries," International Economic Journal, Taylor & Francis Journals, vol. 22(4), pages 445-459.
    178. Khan, Aubhik, 2019. "Comment on Long and Plosser meet Bewley and Lucas," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 93-95.
    179. Lawrence J. Christiano & Michele Boldrin & Jonas D. M. Fisher, 2001. "Habit Persistence, Asset Returns, and the Business Cycle," American Economic Review, American Economic Association, vol. 91(1), pages 149-166, March.
    180. Leonard J. Mirman & Kevin Reffett & John Stachurski, 2004. "Some Stability Results for Markovian Economic Semigroups," Department of Economics - Working Papers Series 902, The University of Melbourne.
    181. 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.
    182. Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2017. "Monetary Policy with Sectoral Trade-offs," Centre for Growth and Business Cycle Research Discussion Paper Series 233, Economics, The University of Manchester.
    183. Moshe Levy, 2025. "Relative risk aversion must be close to 1," Annals of Operations Research, Springer, vol. 346(1), pages 127-135, March.
    184. Stachurski, J., 2001. "Log-Linearization of Perturbed Dynamical Systems, With Applications to Optimal Growth," Department of Economics - Working Papers Series 788, The University of Melbourne.
    185. Kausik Gangopadhyay & Juan Carlos Hatchondo, 2009. "The behavior of household and business investment over the business cycle," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 95(Sum).
    186. Kerk L. Phillips, 2000. "Schumpeterian Growth and Endogenous Business Cycles," Econometric Society World Congress 2000 Contributed Papers 0706, Econometric Society.
    187. Hyunjoon Lim & Sangho Kim, 2004. "Does the Solow Residual for Korea Reflect Pure Technology Shocks?," Econometric Society 2004 Far Eastern Meetings 777, Econometric Society.
    188. Vasco Carvalho & Xavier Gabaix, 2010. "The great diversification and its undoing," Economics Working Papers 1208, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2010.
    189. Stefano Costa & Federico Sallusti & Claudio Vicarelli, 2022. "Trade networks and shock transmission capacity: a new taxonomy of Italian industries," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 49(1), pages 133-153, March.
    190. Ireland, Peter N., 1998. "Customer Flows, Countercyclical Markups, and the Output Effects of Technology Shocks," Journal of Macroeconomics, Elsevier, vol. 20(4), pages 649-664, October.
    191. Russell Cooper & John C. Haltiwanger, 1989. "Macroeconomic Implications of Production Bunching," NBER Working Papers 2976, National Bureau of Economic Research, Inc.
    192. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January.
    193. Hazama, Makoto & Uesugi, Iichiro, 2017. "Measuring the systemic risk in interfirm transaction networks," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 259-281.
    194. Beck, Krzysztof, 2021. "Why business cycles diverge? Structural evidence from the European Union," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    195. Miroljub Labus & Milica Labus, 2019. "Monetary Transmission Channels in DSGE Models: Decomposition of Impulse Response Functions Approach," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 27-50, January.
    196. Daron Acemoglu & David Autor & David Dorn & Gordon H. Hanson & Brendan Price, 2016. "Import Competition and the Great US Employment Sag of the 2000s," Journal of Labor Economics, University of Chicago Press, vol. 34(S1), pages 141-198.
    197. Matthew D. Shapiro, 1987. "Are Cyclical Fluctuations in Productivity Due More to Supply Shocks or Demand Shocks?," Cowles Foundation Discussion Papers 822, Cowles Foundation for Research in Economics, Yale University.
    198. Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7329, School of Economics, University College Dublin.
    199. Kenan Huremovic & Fernando Vega-Redondo, 2016. "Production Networks," Working Papers halshs-01370725, HAL.
    200. Martina Hengge & Seton Leonard, 2017. "Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP," IHEID Working Papers 13-2017, Economics Section, The Graduate Institute of International Studies.
    201. Thomas Strobel, 2013. "Embodied Technology Diffusion and Sectoral Productivity Evidence for 12 OECD Countries," ifo Working Paper Series 156, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    202. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002. "Sectoral Fluctuations in U.K. Firms' Investment Expenditures," Boston College Working Papers in Economics 520, Boston College Department of Economics, revised 15 Jun 2003.
    203. Duo Qin, 2010. "Econometric Studies of Business Cycles in the History of Econometrics," Working Papers 669, Queen Mary University of London, School of Economics and Finance.
    204. Robert E. Hall, 1986. "The Role of Consumption in Economic Fluctuations," NBER Chapters, in: The American Business Cycle: Continuity and Change, pages 237-266, National Bureau of Economic Research, Inc.
    205. Lawrence J. Christiano & Martin Eichenbaum & David Marshall, 1987. "The Permanent Income Hypothesis Revisited," NBER Working Papers 2209, National Bureau of Economic Research, Inc.
    206. Kumano, Yusuke & Muto, Ichiro & Nakano, Akihiro, 2014. "What explains the recent fluctuations in Japan’s output? A structural factor analysis of Japan’s industrial production," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 135-153.
    207. Petrella, Ivan & Santoro, Emiliano, 2011. "Input–output interactions and optimal monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1817-1830.
    208. Phelan, Christopher & Trejos, Alberto, 2000. "The aggregate effects of sectoral reallocations," Journal of Monetary Economics, Elsevier, vol. 45(2), pages 249-268, April.
    209. Chang, Yongsung, 2000. "Wages, business cycles, and comparative advantage," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 143-171, August.
    210. Nathan S. Balke & Mark A. Wynne, 1993. "Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior?," Working Papers 9322, Federal Reserve Bank of Dallas.
    211. Harald Fadinger & Christian Ghiglino & Mariya Teteryatnikova, 2015. "Productivity, Networks and Input-Output Structure," 2015 Meeting Papers 624, Society for Economic Dynamics.
    212. Shi, Yan & Zhang, Zili & Zhao, Xuejun, 2024. "Product network and origin of common equity factor risks," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
    213. Pizer, William, 1997. "Prices vs. Quantities Revisited: The Case of Climate Change," RFF Working Paper Series dp-98-02, Resources for the Future.
    214. Ulrich Woitek, 2004. "Real Wages and Business Cycle Asymmetries," CESifo Working Paper Series 1206, CESifo.
    215. Harvey, David I. & Mills, Terence C., 2002. "Common features in UK sectoral output," Economic Modelling, Elsevier, vol. 19(1), pages 91-104, January.
    216. Sun, Wei & Dong, Kaiqiang & Zhao, Tianyu, 2017. "Market demand dynamic induced mechanism in China's steel industry," Resources Policy, Elsevier, vol. 51(C), pages 13-21.
    217. Luca Gori & Mauro Sodini, 2011. "Nonlinear Dynamics in an OLG Growth Model with Young and Old Age Labour Supply: The Role of Public Health Expenditure," Computational Economics, Springer;Society for Computational Economics, vol. 38(3), pages 261-275, October.
    218. William Addessi & Francesco Busato, 2010. "Relative-preference shifts and the business cycle," Working Papers in Public Economics 132, Department of Economics and Law, Sapienza University of Rome.
    219. Antonio Acconcia & Saverio Simonelli, 2005. "Revisiting the one type permanent shocks hypothesis: Aggregate fluctuations in a multi-sector economy," CSEF Working Papers 137, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Sep 2006.
    220. Goodhart, Charles, 1989. "The Conduct of Monetary Policy," Economic Journal, Royal Economic Society, vol. 99(396), pages 293-346, June.
    221. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2006. "A bootstrap-corrected causality test: another look at the money–income relationship," Empirical Economics, Springer, vol. 31(1), pages 207-216, March.
    222. Lisa Sella & Gianna Vivaldo & Andreas Groth & Michael Ghil, 2016. "Economic Cycles and Their Synchronization: A Comparison of Cyclic Modes in Three European Countries," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(1), pages 25-48, September.
    223. Roger E.A. Farmer, 2019. "The Indeterminacy School in Macroeconomics," NBER Working Papers 25879, National Bureau of Economic Research, Inc.
    224. L. Picci, 1995. "International Business Cycle: Does Trade Matter?," Working Papers 232, Dipartimento Scienze Economiche, Universita' di Bologna.
    225. Luis Pedauga & Francisco Sáez & Blanca L. Delgado-Márquez, 2022. "Macroeconomic lockdown and SMEs: the impact of the COVID-19 pandemic in Spain," Small Business Economics, Springer, vol. 58(2), pages 665-688, February.
    226. Werner Hölzl & Andreas Reinstaller, 2004. "Sectoral and aggregate technology shocks: Is there a relationship?," Working Papers geewp38, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness.
    227. Jeremy Greenwood & Gregory W. Huffman, 1991. "Tax analysis in a real business cycle model: on measuring Harberger triangles and Okun gaps," Staff Report 138, Federal Reserve Bank of Minneapolis.
    228. Slanicay Martin, 2014. "Some Notes on Historical, Theoretical, and Empirical Background of DSGE Models," Review of Economic Perspectives, Sciendo, vol. 14(2), pages 145-164, June.
    229. Purica, Ionut, 2012. "Oscillatory Dynamics of Industrial Production," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 117-128, December.
    230. Sergio Rebelo, 2005. "Real Business Cycle Models: Past, Present and Future," Scandinavian Journal of Economics, Wiley Blackwell, vol. 107(2), pages 217-238, June.
    231. Lorenzo Burlon, 2015. "Ownership networks and aggregate volatility," 2015 Meeting Papers 1157, Society for Economic Dynamics.
    232. Robert G. King & Charles I. Plosser, 1982. "The Behavior of Money, Credit, and Prices in a Real Business Cycle," NBER Working Papers 0853, National Bureau of Economic Research, Inc.
    233. Jackie M. L. Chan & Han (Steffan) Qi, 2025. "Mergers, Firm Size, and Volatility in a Granular Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 55, January.
    234. Ngah Ntiga, Louis Henri, 2022. "Estimation Bayésienne d’un modèle DSGE des effets de la politique budgétaire sur l’économie camerounaise [Bayesian estimation of a DSGE model of the effects of fiscal policy on the Cameroonian economy]," MPRA Paper 113929, University Library of Munich, Germany, revised Aug 2022.
    235. Marvin Goodfriend, 2004. "Monetary policy in the new neoclassical synthesis : a primer," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 90(Sum), pages 21-45.
    236. Balke, Nathan S. & Wynne, Mark A., 2000. "An equilibrium analysis of relative price changes and aggregate inflation," Journal of Monetary Economics, Elsevier, vol. 45(2), pages 269-292, April.
    237. Joya, Omar & Rougier, Eric, 2019. "Do (all) sectoral shocks lead to aggregate volatility? Empirics from a production network perspective," European Economic Review, Elsevier, vol. 113(C), pages 77-107.
    238. Ferdinand Fichtner, 2003. "Germany and the European Business Cycle - An Analysis of Causal Relations in an International Real Business Cycle Model," IWP Discussion Paper Series 01/2003, Institute for Economic Policy, Cologne, Germany.
    239. Crucini, Mario J. & Kahn, James, 1996. "Tariffs and aggregate economic activity: Lessons from the Great Depression," Journal of Monetary Economics, Elsevier, vol. 38(3), pages 427-467, December.
    240. Antoine d'Autume, 2003. "L'impact du vieillissement démographique sur les mécanismes macroéconomiques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00452552, HAL.
    241. José Luis Torres Chacon, 2015. "Introduction to Dynamic Macroeconomic General Equilibrium Models," Vernon Press Titles in Economics, Vernon Art and Science Inc, edition 2, number 54, December.
    242. Peng, Pin & Kang, Yuanzhi & Huang, Wanli, 2025. "Analyzing the transmission effects of monetary policy in production networks under economic policy uncertainty," Finance Research Letters, Elsevier, vol. 74(C).
    243. Song, Hengxu & Yang, Zhongchao & Zhou, Yue, 2023. "Upstream subsidy or downstream subsidy? A quantitative analysis of credit subsidy in China," Economic Modelling, Elsevier, vol. 129(C).
    244. Paresh Kumar Narayan, 2011. "Are shocks to tourism transitory at business cycle horizons?," Applied Economics, Taylor & Francis Journals, vol. 43(16), pages 2071-2077.
    245. Goyal, S., 2016. "Networks and Markets," Cambridge Working Papers in Economics 1652, Faculty of Economics, University of Cambridge.
    246. N. Gregory Mankiw, 2008. "Makroekonomista jako naukowiec i inżynier," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 85-106.
    247. Yaniv Yedid-Levi, 2016. "Why does employment in all major sectors move together over the business cycle?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 131-156, October.
    248. Efdal Ulas Misirli, 2018. "Productivity Risk and Industry Momentum," Financial Management, Financial Management Association International, vol. 47(3), pages 739-774, September.
    249. Magda Kandil, 2010. "Demand shocks and the cyclical behavior of the real wage: Some international evidence," Journal of Applied Economics, Universidad del CEMA, vol. 13, pages 135-158, May.
    250. Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2012. "Fiscal Policy and Learning," CEPR Discussion Papers 8891, C.E.P.R. Discussion Papers.
    251. José Mô Martín Moreno & Jesús Ruiz, "undated". "Bienes comerciables y no comerciables en la economía espanola: Un enfoque de ciclo real," Studies on the Spanish Economy 206, FEDEA.
    252. Siklos, Pierre L, 2000. "Inflation Targets and the Yield Curve: New Zealand and Australia versus the US," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(1), pages 15-32, February.
    253. Dr. Godwin Chukwudum Nwaobi, 2004. "Modelling Economic Fluctuations In Subsaharan Africa:A Vector Autoregressive Approach," Macroeconomics 0406008, University Library of Munich, Germany.
    254. Narayan, Paresh Kumar, 2008. "An investigation of the behaviour of Australia's business cycle," Economic Modelling, Elsevier, vol. 25(4), pages 676-683, July.
    255. André Nunes Maranhão & Nicole Rennó Castro, 2023. "Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts," Empirical Economics, Springer, vol. 65(4), pages 1543-1578, October.
    256. Hornstein, Andreas & Praschnik, Jack, 1997. "Intermediate inputs and sectoral comovement in the business cycle," Journal of Monetary Economics, Elsevier, vol. 40(3), pages 573-595, December.
    257. Luigi Guiso & Chaoqun Lai & Makoto Nirei, 2017. "An Empirical Study of Interaction-Based Aggregate Investment Fluctuations," The Japanese Economic Review, Japanese Economic Association, vol. 68(2), pages 137-157, June.
    258. Fidrmuc, Jarko & Scharler, Johann, 2014. "What Determines Borrowing Costs at the Firm-Level: Firm-Specific and Aggregate Information," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100322, Verein für Socialpolitik / German Economic Association.
    259. Marcello Nieddu & Marco Raberto & Andrea Teglio, 2025. "The importance of being many: dynamics, interaction and aggregation in a multi-sector economy," Working Papers 2025: 04, Department of Economics, University of Venice "Ca' Foscari".
    260. Ryohei Hisano & Tsutomu Watanabe & Takayuki Mizuno & Takaaki Ohnishi & Didier Sornette, 2015. "The gradual evolution of buyer--seller networks and their role in aggregate fluctuations," Papers 1506.00236, arXiv.org, revised Aug 2016.
    261. Aikaterini Karadimitropoulou & Miguel León-Ledesma, 2013. "World, Country, and Sector Factors in International Business Cycles," University of East Anglia Applied and Financial Economics Working Paper Series 045, School of Economics, University of East Anglia, Norwich, UK..
    262. Jang-Ting Guo & Kevin J. Lansing, 1994. "Tax structure, optimal fiscal policy, and the business cycle," Economic Review, Federal Reserve Bank of Cleveland, vol. 30(Q IV), pages 2-14.
    263. Norbert Czinkán, 2017. "The Role of Individual Firms in Aggregate Fluctuations: Evidence from Hungary," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(2), pages 40-63.
    264. Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2007. "RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence," Reserve Bank of New Zealand Discussion Paper Series DP2007/15, Reserve Bank of New Zealand.
    265. Haertel, Thomas & Lucke, Bernd, 2007. "New Evidence on News-Driven Business Cycles," Economics Discussion Papers 2007-27, Kiel Institute for the World Economy.
    266. Daniel Goya, 2019. "Chinese competition and network effects on the extensive margin," Working Papers 2019-01, Escuela de Negocios y Economía, Pontificia Universidad Católica de Valparaíso.
    267. Jose Maria Da Rocha & Diego Restuccia, 2002. "The Role of Agriculture in Aggregate Business Cycle Fluctuations," Working Papers diegor-02-04, University of Toronto, Department of Economics.
    268. Pedro P Romero & Ricardo López & Carlos Jiménez, 2018. "Sectoral networks and macroeconomic tail risks in an emerging economy," PLOS ONE, Public Library of Science, vol. 13(1), pages 1-17, January.
    269. Kazuo Mino, 2017. "Sunspot-Driven Business Cycles: An Overview," KIER Working Papers 973, Kyoto University, Institute of Economic Research.
    270. Thomas F. Cooley & Gary D. Hansen, 1987. "The Inflation Tax in a Real Business Cycle Model," UCLA Economics Working Papers 496, UCLA Department of Economics.
    271. Yu, Miao & Hu, Xiaolu & Zhong, Angel, 2024. "Network centrality, information diffusion and asset pricing," International Review of Financial Analysis, Elsevier, vol. 93(C).
    272. Choudhry, Sonam, 2021. "Is India's formal manufacturing sector ‘hollowing out’- importance of intermediate input," Structural Change and Economic Dynamics, Elsevier, vol. 59(C), pages 533-547.
    273. Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum Likelihood in the Frequency Domain: A Time to Build Example," NBER Working Papers 7027, National Bureau of Economic Research, Inc.
    274. Russell Cooper & John C. Haltiwanger, 1987. "Inventories and the Propagation of Sectoral Shocks," NBER Working Papers 2425, National Bureau of Economic Research, Inc.
    275. Wang, Peng-fei & Wen, Yi, 2004. "Endogenous Money or Sticky Price? Comment on Monetary Non-neutrality and Inflation Dynamics," Working Papers 04-08, Cornell University, Center for Analytic Economics.
    276. Young Sik Kim & Kunhong Kim, 2006. "How Important is the Intermediate Input Channel in Explaining Sectoral Employment Comovement over the Business Cycle?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(4), pages 659-682, October.
    277. Russell Cooper & John Haltiwanger, 1993. "Evidence on Macroeconomic Complementarities," NBER Working Papers 4577, National Bureau of Economic Research, Inc.
    278. Gary D. Hansen, 1989. "Technical Progress and Aggregate Fluctuations," UCLA Economics Working Papers 546, UCLA Department of Economics.
    279. Babiak, Mykola & Kozhan, Roman, 2024. "Parameter learning in production economies," Journal of Monetary Economics, Elsevier, vol. 144(C).
    280. J. R. Presley & J. G. Sessions, 1997. "Real Business Cycles: sectoral versus aggregate shocks and the elasticity of demand for income in terms of work effort," Review of Political Economy, Taylor & Francis Journals, vol. 9(4), pages 479-483.
    281. Álvaro Hurtado Rendón & Humberto Franco González & Jesús Alonso Botero García, 2011. "Los modelos DSGE: una respuesta de la discusión macroeconómica," Documentos de Trabajo de Valor Público 10633, Universidad EAFIT.
    282. Chan Guk Huh & Bharat Trehan, 1991. "Real business cycles: a selective survey," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 3-17.
    283. Chahnez Boudaya, 2006. "Stage-specific technology shocks and employment: Could we reconcile with the RBC models?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00115791, HAL.
    284. Jorge Durán & Omar Licandro, 2022. "Is the Output Growth Rate in NIPA a Welfare Measure?," Working Papers 1357, Barcelona School of Economics.
    285. Philippe Aghion & Gilles Saint-Paul, 1993. "Uncovering Some Causal Relationships between Productivity Growth and the Structure of Economic Fluctuations: A Tentative Survey," NBER Working Papers 4603, National Bureau of Economic Research, Inc.
    286. Hector Perez-Saiz & Mr. Jemma Dridi & Tunc Gursoy & Mounir Bari, 2019. "The Impact of Remittances on Economic Activity: The Importance of Sectoral Linkages," IMF Working Papers 2019/175, International Monetary Fund.
    287. Rómulo A. Chumacero & Klaus Schmidt-Hebbel, 2004. "General Equilibrium Models: An Overview," Working Papers Central Bank of Chile 307, Central Bank of Chile.
    288. Wen, Yi, 2007. "By force of demand: Explaining international comovements," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 1-23, January.
    289. Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015. "Energy Business Cycles," Cardiff Economics Working Papers E2015/19, Cardiff University, Cardiff Business School, Economics Section.
    290. Casares, Miguel, 2013. "On firm-level, industry-level, and aggregate employment fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2963-2978.
    291. Xu, Zhihao & Yu, Changhua, 2025. "Optimal monetary policy in production networks with distortions," Journal of Economic Theory, Elsevier, vol. 225(C).
    292. O Okiti, 2003. "A Dynamic General Equilibrium Model with Terms of Trade Shocks: A Small Open Economy Case," Economics Discussion Paper Series 0333, Economics, The University of Manchester.
    293. Georg Kaltenbrunner & Lars Lochstoer, 2007. "Long-Run Risk through Consumption Smoothing," 2007 Meeting Papers 25, Society for Economic Dynamics.
    294. R. Anton Braun & Charles L. Evans, 1991. "Seasonality and equilibrium business cycle theories," Discussion Paper / Institute for Empirical Macroeconomics 45, Federal Reserve Bank of Minneapolis.
    295. Christophe RAULT, 2007. "Une synthèse de l'exogénéité dans les modèles Vectoriels à Correction d'Erreurs," LEO Working Papers / DR LEO 1723, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    296. Gustavo González, 2022. "Commodity price shocks, factor utilization, and productivity dynamics," Working Papers Central Bank of Chile 939, Central Bank of Chile.
    297. Linh H. Nguyen & Linh X. D. Nguyen & Linzhi Tan, 2021. "Tail risk connectedness between US industries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3624-3650, July.
    298. J. Bradford De Long, 1990. "Interpreting Procyclical Productivity Movements: Evidence from a Cross-Nation Cross-Industry Panel," J. Bradford De Long's Working Papers _136, University of California at Berkeley, Economics Department.
    299. Jean-Pascal Bénassy, 2002. "Conférence François-Albert Angers (2002)," L'Actualité Economique, Société Canadienne de Science Economique, vol. 78(4), pages 423-457.
    300. Yuichi Ikeda, 2020. "An Interacting Agent Model of Economic Crisis," Papers 2001.11843, arXiv.org.
    301. Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2012. "Policy Change and Learning in the RBC Model," CEPR Discussion Papers 8892, C.E.P.R. Discussion Papers.
    302. C. Emre Alper, 2000. "Stylized Facts of Business Cycles, Excess Volatility and Capital Flows: Evidence from Mexico and Turkey," Working Papers 2000/11, Bogazici University, Department of Economics.
    303. Andrei Polbin & Sergey Drobyshevsky, 2014. "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
    304. Dong, Feng & Wen, Yi, 2019. "Long and Plosser meet Bewley and Lucas," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 70-92.
    305. Chan Swee Lean, 2001. "Empirical tests to discern linkages between construction and other economic sectors in Singapore," Construction Management and Economics, Taylor & Francis Journals, vol. 19(4), pages 355-363.
    306. Gautier, P. & Broersma, L., 1994. "The timing of labor reallocation and the business cycle," Serie Research Memoranda 0029, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    307. Ronny Mazzocchi, 2013. "Investment-Saving Imbalances with Endogenous Capital Stock," DEM Discussion Papers 2013/14, Department of Economics and Management.
    308. Zuzana Janko, 2007. "Nominal Wage Contracts And The Monetary Transmission Mechanism," Economic Inquiry, Western Economic Association International, vol. 45(1), pages 121-130, January.
    309. Marianne Baxter & Robert G. King, 1991. "Productive externalities and business cycles," Discussion Paper / Institute for Empirical Macroeconomics 53, Federal Reserve Bank of Minneapolis.
    310. Can Tian, 2014. "Forecast Shocks in Production Networks," 2014 Meeting Papers 87, Society for Economic Dynamics.
    311. F. Owen Irvine & Scott Schuh, 2007. "The roles of comovement and inventory investment in the reduction of output volatility," Proceedings, Federal Reserve Bank of San Francisco, issue nov.
    312. Danny Quah, 1996. "Aggregate and Regional Disaggregate Fluctuations," CEP Discussion Papers dp0275, Centre for Economic Performance, LSE.
    313. M. Alper Ҫenesiz & Christian Pierdzioch, 2015. "Sports and (real) business cycles," Applied Economics Letters, Taylor & Francis Journals, vol. 22(3), pages 233-238, February.
    314. Tony Caporale & Chulho Jung, 1998. "Exchange rate regimes and international output co-movement," Applied Economics Letters, Taylor & Francis Journals, vol. 5(3), pages 165-168.
    315. Lorenzo Burlon, 2012. "How Do Aggregate Fluctuations Depend on the Network Structure of the Economy?," Working Papers in Economics 278, Universitat de Barcelona. Espai de Recerca en Economia.
    316. Valentina Corradi & Norman R. Swanson, 2003. "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Departmental Working Papers 200320, Rutgers University, Department of Economics.
    317. Schlegel, Christoph, 2004. "Analytical and Numerical Solution of a Poisson RBC model," Dresden Discussion Paper Series in Economics 05/04, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
    318. Dimitrios Varvarigos, 2006. "On stabilisation policy: Are there conflicting implications for growth and welfare?," Discussion Paper Series 2006_19, Department of Economics, Loughborough University, revised Jul 2006.
    319. Mester Ioana, 2012. "Stylized Facts Of Romanian Business Cycle. The Literature (I)," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 624-629, July.
    320. Florian Blöchl & Fabian J. Theis & Fernando Vega-Redondo & Eric O'N. Fisher, 2010. "Which Sectors of a Modern Economy are most Central?," CESifo Working Paper Series 3175, CESifo.
    321. Jim Malley & Anton Muscatelli & Ulrich Woitek, 1999. "Real Business Cycles or Sticky Prices? The Impact of Technology Shocks on US Manufacturing," Working Papers 1999_15, Business School - Economics, University of Glasgow.
    322. Valentina Corradi & Norman R. Swanson, 2003. "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers 200322, Rutgers University, Department of Economics.
    323. Roger Farmer, 2013. "The Natural Rate Hypothesis: an idea past its sell-by date," Bank of England Quarterly Bulletin, Bank of England, vol. 53(3), pages 244-256.
    324. Aadland, David, 2001. "High frequency real business cycles," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 271-292, October.
    325. Mario Eduard Hidalgo Villota, 2024. "Business cycles in Colombia: stylized facts," Revista Tendencias, Universidad de Narino, vol. 25(2), pages 26-56.
    326. Khurshid Kiani, 2005. "Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models," Computational Economics, Springer;Society for Computational Economics, vol. 26(1), pages 65-89, August.
    327. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1995. "Capital Utilization and Returns to Scale," NBER Working Papers 5125, National Bureau of Economic Research, Inc.
    328. Nuria Quella, 2009. "Knowledge Spillovers and TFP Growth Rates," Department of Economics Working Papers 09-03, Stony Brook University, Department of Economics.
    329. Liu, G. & Gupta, R. & Schaling, E., 2008. "Forecasting the South African Economy : A DSGE-VAR Approach," Other publications TiSEM adfaca2d-b9dd-4548-93d0-3, Tilburg University, School of Economics and Management.
    330. Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2019. "Fiscal Policy Multipliers In An Rbc Model With Learning," Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 240-283, January.
    331. Alfred Maussner & Julius Spatz, 2006. "Determinants of business cycles in small scale macroeconomic models: the German case," Empirical Economics, Springer, vol. 31(4), pages 921-950, November.
    332. Glenn Magerman & Karolien De Bruyne & Emmanuel Dhyne & Jan Van Hove, 2016. "Heterogeneous Firms and the Micro Origins of Aggregate Fluctuations," Working Papers ECARES ECARES 2016-35, ULB -- Universite Libre de Bruxelles.
    333. Ching-Sheng Mao, 1987. "Aggregate fluctuations and economic growth: a case of random-walk hypothesis," Working Paper 87-06, Federal Reserve Bank of Richmond.
    334. Jeremy Greenwood & Glenn M. MacDonald & Guang-Jia Zhang, 1994. "The cyclical behavior of job creation and job destruction: a sectoral model," Discussion Paper / Institute for Empirical Macroeconomics 88, Federal Reserve Bank of Minneapolis.
    335. Das, Sonali & Magistretti, Giacomo & Pugacheva, Evgenia & Wingender, Philippe, 2022. "Sectoral spillovers across space and time," Journal of Macroeconomics, Elsevier, vol. 72(C).
    336. Belanger, Gilles, 2016. "Inequality Causes Recessions: A Fallout from Ramsey's Conjecture," MPRA Paper 72335, University Library of Munich, Germany.
    337. Kerk L. Phillips & Jeff Wrase, 2003. "Is Schumpeterian "Creative Destruction" a Plausible Source of Endogenous Real Business Cycle Shocks?," GE, Growth, Math methods 0304001, University Library of Munich, Germany.
    338. Yi Wen, 2005. "By force of demand: explaining international comovements and the saving-investment correlation puzzle," Working Papers 2005-043, Federal Reserve Bank of St. Louis.
    339. Dai, Darong, 2011. "Modeling the minimum time needed to economic maturity," MPRA Paper 40386, University Library of Munich, Germany, revised 31 Jul 2012.
    340. Merz, Monika, 1997. "A market structure for an environment with heterogeneous job-matches, indivisible labor and persistent unemployment," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 853-872, May.
    341. Evers, Michael P., 2012. "Federal fiscal transfer rules in monetary unions," European Economic Review, Elsevier, vol. 56(3), pages 507-525.
    342. Irawan, Denny & Okimoto, Tatsuyoshi, 2021. "Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms," Journal of Economic Dynamics and Control, Elsevier, vol. 126(C).
    343. Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2008. "Sectoral vs. aggregate shocks : a structural factor analysis of industrial production," Working Paper 08-07, Federal Reserve Bank of Richmond.
    344. Makoto Nirei, 2004. "Lumpy Investment, Sectoral Propagation, and Business Cycles," 2004 Meeting Papers 774, Society for Economic Dynamics.
    345. Alejandro Cuñat & Marco Maffezzoli, "undated". "Heckscher-Ohlin Business Cycles," Working Papers 210, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    346. Farmer, Roger, 2009. "Fiscal Policy Can Reduce Unemployment: But There is a Better Alternative," CEPR Discussion Papers 7526, C.E.P.R. Discussion Papers.
    347. Jose Maria Da Rocha & Diego Restuccia, 2006. "The Role of Agriculture in Aggregate Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(3), pages 455-482, July.
    348. Valerija Botric & Tanja Broz & Sasa Jaksic, 2019. "Business Cycle Synchronisation with the Euro Area Countries at Times of Crisis: Differences Between SEE and CEE Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 17(2), pages 175-191.
    349. Aleksandar Vasilev, 2020. "Are labor unions important for business cycle fluctuations? Lessons from Bulgaria," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(1), pages 143-161, March.
    350. Nicholas APERGIS, 1996. "The Cyclical Behavior Of Prices: Evidence From Seven Developing Countries," The Developing Economies, Institute of Developing Economies, vol. 34(2), pages 204-211, June.
    351. Jean-Paul Fitoussi & Francesco Saraceno, 2004. "The Brussels-Frankfurt-Washington Consensus. Old and New Tradeoffs in Economics," Working Papers hal-01065485, HAL.
    352. Masanao Aoki, 2003. "A Simple Quantity Adjustment Model of Economic Fluctuations and Growth," UCLA Economics Online Papers 232, UCLA Department of Economics.
    353. Benassy, Jean-Pascal, 1995. "Money and wage contracts in an optimizing model of the business cycle," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 303-315, April.
    354. Harvey Cutler & Stephen Davies, 2010. "The Economic Consequences of Productivity Changes: A Computable General Equilibrium (CGE) Analysis," Regional Studies, Taylor & Francis Journals, vol. 44(10), pages 1415-1426.
    355. Kim, Jinill, 2000. "Constructing and estimating a realistic optimizing model of monetary policy," Journal of Monetary Economics, Elsevier, vol. 45(2), pages 329-359, April.
    356. Dessertaine, Théo & Moran, José & Benzaquen, Michael & Bouchaud, Jean-Philippe, 2022. "Out-of-equilibrium dynamics and excess volatility in firm networks," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
    357. De Cesare, Luigi & Sportelli, Mario, 2022. "A non-linear approach to Kalecki’s investment cycle," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 193(C), pages 57-70.
    358. Harald Fadinger & Christian Ghiglino & Mariya Teteryatnikova, 2015. "Income Differences and Input-Output Structure," Vienna Economics Papers vie1510, University of Vienna, Department of Economics.
    359. Aikaterini Karadimitropoulou, 2017. "Advanced economies and emerging markets: Dissecting the drivers of business cycle synchronization," University of East Anglia School of Economics Working Paper Series 2017-05, School of Economics, University of East Anglia, Norwich, UK..
    360. Fabien Tripier, 2005. "Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth," Macroeconomics 0510015, University Library of Munich, Germany.
    361. Laurence Ball & N. Gregory Mankiw, 2002. "The NAIRU in Theory and Practice," NBER Working Papers 8940, National Bureau of Economic Research, Inc.
    362. Ambler, Steve & Cardia, Emanuela & Zimmermann, Christian, 2002. "International transmission of the business cycle in a multi-sector model," European Economic Review, Elsevier, vol. 46(2), pages 273-300, February.
    363. Ko, Jun-Hyung & Kwon, Hyeog Ug, 2015. "Do technology shocks lower hours worked? – Evidence from Japanese industry level data," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 138-157.
    364. Hussain, Syed Muhammad, 2015. "The contractionary effects of tax shocks on productivity: An empirical and theoretical analysis," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 93-107.
    365. Beth Ingram & Eric M. Leeper, 1990. "Post econometric policy evaluation: a critique," International Finance Discussion Papers 393, Board of Governors of the Federal Reserve System (U.S.).
    366. Tomáš Evan & Pavla Vozárová & Ilya Bolotov, 2018. "Some Effects of Intellectual Property Protection on National Economies: Theoretical and Econometric Study," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(1), pages 73-91.
    367. Vicente Germán-Soto & Ruth A. Bordallo Favela, 2025. "How rising temperatures affect electricity consumption and economic development in Mexico," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(7), pages 15471-15487, July.
    368. Atalay, Enghin & Drautzburg, Thorsten & Wang, Zhenting, 2018. "Accounting for the sources of macroeconomic tail risks," Economics Letters, Elsevier, vol. 165(C), pages 65-69.
    369. Gachet, Ivan & Maldonado, Diego & Oliva, Nicolas & Ramirez, Jose, 2011. "Hechos Estilizados de la Economía Ecuatoriana: El Ciclo Económico 1965-2008 [Stylized Facts of the Ecuadorian Economy: The Economic Chicle 1965-2008]," MPRA Paper 30280, University Library of Munich, Germany.
    370. Makin, Anthony J., 2002. "Saving, productivity and national income: a discrete-time geometric framework," Japan and the World Economy, Elsevier, vol. 14(2), pages 233-241, April.
    371. Ernest Liu & Aleh Tsyvinski, 2021. "Dynamical Structure and Spectral Properties of Input-Output Networks," Working Papers 2021-13, Princeton University. Economics Department..
    372. Huang, Guangming, 2025. "Creating and Stabilizing an Enormous Bubble Economy Similar to the Great Depression," MPRA Paper 123911, University Library of Munich, Germany.
    373. Antulio N. Bomfim, 1996. "\"Forecasting the forecasts of others.\" Expectational heterogeneity and aggregate dynamics," Finance and Economics Discussion Series 96-41, Board of Governors of the Federal Reserve System (U.S.).
    374. Patrick Artus & François Lecointe, 1993. "Quelle est la configuration des cycles aux États-Unis ? Une modélisation dynamique traditionnelle," Économie et Prévision, Programme National Persée, vol. 107(1), pages 1-14.
    375. Ernst, Ekkehard & Gong, Gang & Semmler, Willi & Bukeviciute, Lina, 2006. "Quantifying the impact of structural reforms," Working Paper Series 666, European Central Bank.
    376. Stelios Giannoulakis & Plutarchos Sakellaris, 2023. "Financial crises, firm‐level shocks and large downturns: Evidence from Greece," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1549-1562, April.
    377. Aleksandar Vasilev, 2017. "A Real-Business-Cycle Model with Efficiency Wages and a Government Sector: The Case of Bulgaria," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(4), pages 359-377, December.
    378. Elizabeth C. Wakerly & Byron G. Scott & James M. Nason, 2006. "Common trends and common cycles in Canada: who knew so much has been going on?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(1), pages 320-347, February.
    379. Ms. Nan Li & Mr. Vance Martin, 2018. "Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession," IMF Working Papers 2018/100, International Monetary Fund.
    380. Bassino, Jean-Pascal & Lagoarde-Segot, Thomas & Woitek, Ulrich, 2020. "The irreversible welfare cost of climate anomalies. Evidence from Japan (1872-1917)," Discussion Paper Series 704, Institute of Economic Research, Hitotsubashi University.
    381. Akhabbar, Amanar, 2014. "Circulation du capital et explication du changement économique chez Marschak, Frisch et Leontief [Capital Circulation and the Explanation of Economic Change by Marschak, Frisch and Leontief]," MPRA Paper 93327, University Library of Munich, Germany.
    382. Thomas F. Cooley & Gary D. Hansen, 1991. "Tax distortions in a neoclassical monetary economy," Discussion Paper / Institute for Empirical Macroeconomics 38, Federal Reserve Bank of Minneapolis.
    383. Lawrence J. Christiano & Terry J. Fitzgerald, 1989. "The magnitude of the speculative motive for holding inventories in a real business cycle model," Discussion Paper / Institute for Empirical Macroeconomics 10, Federal Reserve Bank of Minneapolis.
    384. Adrien Bilal & James H. Stock, 2025. "A Guide to Macroeconomics and Climate Change," NBER Working Papers 33567, National Bureau of Economic Research, Inc.
    385. Collard, Fabrice & Fève, Patrick, 2012. "Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011," TSE Working Papers 12-317, Toulouse School of Economics (TSE).
    386. Escañuela Romana, Ignacio, 2016. "Randomness, Determinism and Undecidability in the Economic cycle Theory," MPRA Paper 74646, University Library of Munich, Germany.
    387. Carlino, Gerald A. & DeFina, Robert H., 2004. "How strong is co-movement in employment over the business cycle? Evidence from state/sector data," Journal of Urban Economics, Elsevier, vol. 55(2), pages 298-315, March.
    388. Muhammad Jamali & Asif Shah & Hassan Soomro & Kamran Shafiq & Faiz M.Shaikh, 2011. "Oil Price Shocks: A Comparative Study on the Impacts in Purchasing Power in Pakistan," Modern Applied Science, Canadian Center of Science and Education, vol. 5(2), pages 192-192, April.
    389. Miles S. Kimball, 1989. "Labor Market Dynamics When Unemployment Is A Worker Discipline Device," NBER Working Papers 2967, National Bureau of Economic Research, Inc.
    390. Engle, Robert F. & Issler, Joao Victor, 1995. "Estimating common sectoral cycles," Journal of Monetary Economics, Elsevier, vol. 35(1), pages 83-113, February.
    391. Guang Yang, 2009. "Local government expenditure, RBC model and regional business cycle in China-Take Tianjin for example," Frontiers of Economics in China, Springer;Higher Education Press, vol. 4(4), pages 588-600, December.
    392. Robert G. King & Charles I. Plosser, 1989. "Real Business Cycles and the Test of the Adelmans," NBER Working Papers 3160, National Bureau of Economic Research, Inc.
    393. Hansen, Stephen & Davis, Steven & Seminario-Amez, Cristhian, 2020. "Firm-level Risk Exposures and Stock Returns in the Wake of COVID-19," CEPR Discussion Papers 15314, C.E.P.R. Discussion Papers.
    394. Danthine, Jean-Pierre & Kurmann, Andre, 2002. "Fair Wages in a New Keynesian Model of the Business Cycle," CEPR Discussion Papers 3423, C.E.P.R. Discussion Papers.
    395. Charles I. Jones, 2011. "Misallocation, Economic Growth, and Input-Output Economics," NBER Working Papers 16742, National Bureau of Economic Research, Inc.
    396. Satoshi Nakano & Kazuhiko Nishimura, 2019. "Productivity propagation with networks transformation," Papers 1909.09641, arXiv.org, revised Apr 2020.
    397. Chapman, David A., 1997. "The cyclical properties of consumption growth and the real term structure," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 145-172, July.
    398. Swee-Lean Chan, 2002. "Responses of selected economic indicators to construction output shocks: the case of Singapore," Construction Management and Economics, Taylor & Francis Journals, vol. 20(6), pages 523-533.
    399. Jakob Grazzini & Alessandro Spelta, 2015. "An empirical analysis of the global input-output network and its evolution," DISCE - Working Papers del Dipartimento di Economia e Finanza def031, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    400. Greenblatt, R.E., 2017. "Oscillatory dynamics of investment and capacity utilization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 486-493.
    401. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, December.
    402. Neusser, Klaus, 2008. "Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 991-1004, September.
    403. Kalulumia, Pene & Nyankiye, Francine, 2000. "Labor Adjustment Costs, Macroeconomic Shocks and Real Business Cycles in a Small Open Economy," Journal of Macroeconomics, Elsevier, vol. 22(4), pages 671-694, October.
    404. Pinar Deniz & Thanasis Stengos & M. Ege Yazgan, 2021. "Revisiting the link between output growth and volatility: panel GARCH analysis," Empirical Economics, Springer, vol. 61(2), pages 743-771, August.
    405. Stanislao Gualdi & Antoine Mandel, 2015. "On the emergence of scale-free production networks," Papers 1509.01483, arXiv.org, revised Sep 2016.
    406. Nikola Dacic & Marko Melolinna, 2022. "The size-centrality relationship in production networks," Bank of England working papers 994, Bank of England.
    407. Antoine d'Autume, 1992. "Coïntégration et modèles dynamiques," Économie et Prévision, Programme National Persée, vol. 106(5), pages 71-83.
    408. Marco Pangallo, 2020. "Synchronization of endogenous business cycles," Papers 2002.06555, arXiv.org, revised Sep 2024.
    409. Bivin, David, 2013. "Production chains and aggregate output volatility," International Journal of Production Economics, Elsevier, vol. 145(2), pages 807-816.
    410. Dmitry Plotnikov, 2013. "Hysteresis in Unemployment and Jobless Recoveries," 2013 Meeting Papers 208, Society for Economic Dynamics.
    411. Chollete, Loran & Ning, Cathy, 2012. "Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve," UiS Working Papers in Economics and Finance 2012/1, University of Stavanger.
    412. Peter N. Ireland, 2004. "Technology Shocks in the New Keynesian Model," The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 923-936, November.
    413. Giorgio Canarella & Luis A. Gil-Alaña & Rangan Gupta & Stephen M. Miller, 2017. "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working papers 2017-13, University of Connecticut, Department of Economics.
    414. Thierry Aimar & Francis Bismans & Claude Diebolt, 2012. "Economic Cycles: A Synthesis," Working Papers 12-11, Association Française de Cliométrie (AFC).
    415. Catherine Bruno & Lucrezia Reichlin, 1991. "Mesure de la productivité et fluctuations économiques," Revue de l'OFCE, Programme National Persée, vol. 35(1), pages 57-76.
    416. Scott Schuh & Robert K Triest, 1998. "Job Reallocation And The Business Cycle: New Facts An Old Debate," Working Papers 98-11, Center for Economic Studies, U.S. Census Bureau.
    417. Jiang, Lunan & Kim, Young Sik & Zhang, Lin, 2024. "Sectoral shocks, production linkages, and business cycles in China11We sincerely thank the associate editor, Kang Shi, and two anonymous referees for their invaluable suggestions and comments. Their contributions have been truly significant to this p," China Economic Review, Elsevier, vol. 87(C).
    418. Brad E. Strum, 2009. "Monetary Policy in a Forward‐Looking Input–Output Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 619-650, June.
    419. Acconcia, Antonio & Simonelli, Saverio, 2008. "Interpreting aggregate fluctuations looking at sectors," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 3009-3031, September.
    420. Bertinelli, Luisito & Cardi, Olivier & Restout, Romain, 2022. "Labor market effects of technology shocks biased toward the traded sector," Journal of International Economics, Elsevier, vol. 138(C).
    421. Almonacid, Ruben D., 2003. "The determinants of nominal income, output and the price level: A synthesis of the Keynesian and neo-classical views," Journal of International Money and Finance, Elsevier, vol. 22(6), pages 747-772, November.
    422. Xiaoji Lin & Lu Zhang, 2011. "Covariances versus Characteristics in General Equilibrium," NBER Working Papers 17285, National Bureau of Economic Research, Inc.
    423. Saltari, Enrico & Ticchi, Davide, 2007. "Risk aversion, intertemporal substitution, and the aggregate investment-uncertainty relationship," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 622-648, April.
    424. Yi Jin & Zhixiong Zeng, 2009. "Money, Credit, And Business Cycle Comovement," Pacific Economic Review, Wiley Blackwell, vol. 14(2), pages 275-293, May.
    425. Pizer, William, 1997. "Optimal Choice of Policy Instrument and Stringency Under Uncertainty: The Case of Climate Change," RFF Working Paper Series dp-97-17, Resources for the Future.
    426. Michael Dotsey & Robert G. King, 1988. "Rational expectations business cycle models: a survey," Economic Review, Federal Reserve Bank of Richmond, vol. 74(Mar), pages 3-15.
    427. Miguel Santos, 2016. "The Right Fit for the Wrong Reasons: Real Business Cycle in an Oil-dependent Economy," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 53(1), pages 61-94, December.
    428. J. Joseph Beaulieu & Jeffrey A. Miron, 1990. "The Seasonal Cycle in U.S. Manufacturing," NBER Working Papers 3450, National Bureau of Economic Research, Inc.
    429. Kang, Gi Choon & Orazem, Peter F., 2003. "The relative importance of aggregate and disaggregate shocks in Korean business cycles," Journal of Asian Economics, Elsevier, vol. 14(3), pages 419-434, June.
    430. Alan C. Stockman, 1987. "Sectoral and National Aggregate Disturbances to Industrial Output in Seven European Countries," NBER Working Papers 2313, National Bureau of Economic Research, Inc.
    431. Ashima Goyal & Rajeswari Sengupta & Akhilesh Verma, 2019. "External debt financing and macroeconomic instability in emerging market economies," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-013, Indira Gandhi Institute of Development Research, Mumbai, India.
    432. Bartesaghi, Paolo & Clemente, Gian Paolo & Grassi, Rosanna & Luu, Duc Thi, 2022. "The multilayer architecture of the global input-output network and its properties," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 304-341.
    433. Ausloos, M. & Lambiotte, R., 2007. "Clusters or networks of economies? A macroeconomy study through Gross Domestic Product," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 16-21.
    434. Ka Yui Leung, Charles & Quah, Danny T., 1996. "Convergence, endogenous growth, and productivity disturbances," Journal of Monetary Economics, Elsevier, vol. 38(3), pages 535-547, December.
    435. Harold L. Cole & Maurice Obstfeld, 1989. "Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter?," NBER Working Papers 3027, National Bureau of Economic Research, Inc.
    436. Darné, Olivier, 2009. "The uncertain unit root in real GNP: A re-examination," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 153-166, March.
    437. Anelí Bongers & José L. Torres & Jesús Rodríguez, 2010. "Caracterización del ciclo económico en Andalucía 1980 - 2008," Economic Working Papers at Centro de Estudios Andaluces E2010/08, Centro de Estudios Andaluces.
    438. Boyan Jovanovic & Saul Lach, 1991. "The Diffusion of Technology and Inequality Among Nations," NBER Working Papers 3732, National Bureau of Economic Research, Inc.
    439. Kristina Barauskaite & Anh D. M. Nguyen, 2022. "Intersectoral network‐based channel of aggregate TFP shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3897-3910, October.
    440. Olson, Lars J. & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics.
    441. Shutao Cao & Wei Dong, 2025. "Production networks and the macroeconomic impacts of commodity price shocks," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 58(2), pages 690-715, May.
    442. Martin S. Eichenbaum & Kenneth J. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?," NBER Working Papers 1932, National Bureau of Economic Research, Inc.
    443. Baqaee, David Rezza, 2018. "Cascading Failures in Production Networks," CEPR Discussion Papers 12922, C.E.P.R. Discussion Papers.
    444. Chadha, J.S. & Nolan, C., 2001. "Supply Shocks and the ‘Natural Rate of Interest': an Exploration," Cambridge Working Papers in Economics 0103, Faculty of Economics, University of Cambridge.
    445. Norrbin, S. C., 1995. "Disaggregate stochastic trends in industrial production," Economics Letters, Elsevier, vol. 47(3-4), pages 327-333, March.
    446. F. Blasques & P. Gorgi & S. J. Koopman & J. Sampi, 2023. "Does trade integration imply growth in Latin America? Evidence from a dynamic spatial spillover model," Tinbergen Institute Discussion Papers 23-007/IVI, Tinbergen Institute.
    447. Gomes, Orlando, 2007. "A two-dimensional non-equilibrium dynamic model," MPRA Paper 4817, University Library of Munich, Germany.
    448. Susanne M. Schennach, 2018. "Long memory via networking," CeMMAP working papers CWP49/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    449. Feng Dai, 2004. "The Soft Engine for Economic Growth in a Long-Time:The Economic Development Power, Conversion and Conservation for economic Energy," Macroeconomics 0411009, University Library of Munich, Germany.
    450. Genaro Mart'in Damiani, 2024. "An essay on the history of DSGE models," Papers 2409.00812, arXiv.org, revised Feb 2025.
    451. Doshchyn, Artur & Giommetti, Nicola, 2013. "Learning, Expectations, and Endogenous Business Cycles," MPRA Paper 49617, University Library of Munich, Germany.
    452. Etro, Federico, 2017. "Research in economics and macroeconomics," Research in Economics, Elsevier, vol. 71(3), pages 373-383.
    453. Joachim Zietz, 2004. "Dynamic Programming: An Introduction by Example," Working Papers 200405, Middle Tennessee State University, Department of Economics and Finance.
    454. Paresh Kumar Narayan, 2010. "Modelling health and output at business cycle horizons for the USA," Health Economics, John Wiley & Sons, Ltd., vol. 19(7), pages 872-880, July.
    455. João Sousa Andrade & António Portugal Duarte, 2015. "Optimum Currency Areas, Real and Nominal Convergence in the European Union," Notas Económicas, Faculty of Economics, University of Coimbra, issue 42, pages 8-29, December.
    456. Kevin M. Murphy & Andrei Shleifer & Robert W. Vishny, 1989. "Increasing Returns, Durables and Economic Fluctuations," NBER Working Papers 3014, National Bureau of Economic Research, Inc.
    457. Stephen D. Williamson, 1987. "Recent developments in modeling financial intermediation," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 11(Sum), pages 19-29.
    458. N. Melisa Bilgin & Kamil Yilmaz, 2018. "Producer Price Inflation Connectedness and Input-Output Networks," Koç University-TUSIAD Economic Research Forum Working Papers 1813, Koc University-TUSIAD Economic Research Forum.
    459. Daron Acemoglu & Asuman E. Ozdaglar & Alireza Tahbaz-Salehi, 2014. "The Network Origins of Large Economic Downturns," Levine's Working Paper Archive 786969000000000944, David K. Levine.
    460. Yoshiyuki ARATA, 2015. "Endogenous Business Cycles Caused by Nonconvex Costs and Interactions," Discussion papers 15085, Research Institute of Economy, Trade and Industry (RIETI).
    461. Catherine Bruno & Franck Portier, 1993. "Cycle réel, représentation VAR et ouverture de l'économie française," Revue de l'OFCE, Programme National Persée, vol. 45(1), pages 245-281.
    462. Frankovic, Ivan, 2024. "How do carbon prices spill over along global supply chains? The impact on Europe and Germany," Journal of Policy Modeling, Elsevier, vol. 46(5), pages 887-907.
    463. Potrafke, Niklas, 2010. "The growth of public health expenditures in OECD countries: Do government ideology and electoral motives matter?," Journal of Health Economics, Elsevier, vol. 29(6), pages 797-810, December.
    464. Ariel Zetlin-Jones & Ali Shourideh, 2010. "Aggregate Fluctuations with Adverse Selection in Credit Markets," 2010 Meeting Papers 376, Society for Economic Dynamics.
    465. Jorge Miranda-Pinto & Gang Zhang, 2022. "Trade Credit and Sectoral Comovement during Recessions," Working Papers Central Bank of Chile 961, Central Bank of Chile.
    466. Benoit Julien & John Kennes & Ian King, "undated". "Quality Job Programs, Unemployment and the Job Quality Mix," MRG Discussion Paper Series 4721, School of Economics, University of Queensland, Australia.
    467. Clemens, Christiane & Soretz, Susanne, 1999. "Konsequenzen des Zins- und Einkommensrisikos auf das wirtschaftliche Wachstum," Hannover Economic Papers (HEP) dp-221, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    468. Qu, Xi & Lee, Lung-fei & Yang, Chao, 2021. "Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables," Journal of Econometrics, Elsevier, vol. 221(1), pages 180-197.
    469. Ramser, Hans Jürgen, 1988. "Neuere Beiträge zur Konjunkturtheorie: Ein Überblick," Discussion Papers, Series I 237, University of Konstanz, Department of Economics.
    470. Philips, Kert L., 1997. "Frontiers of business cycle research : Thomas F. Cooley, editor, Princeton, New Jersey: Princeton University Press, 1995," International Review of Economics & Finance, Elsevier, vol. 6(3), pages 335-337.
    471. Greenwood, Jeremy & Hercowitz, Zvi & Krusell, Per, 2000. "The role of investment-specific technological change in the business cycle," European Economic Review, Elsevier, vol. 44(1), pages 91-115, January.
    472. Huang, Kevin X. D. & Liu, Zheng, 2001. "Production chains and general equilibrium aggregate dynamics," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 437-462, October.
    473. Kamihigashi, Takashi, 1996. "Real business cycles and sunspot fluctuations are observationally equivalent," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 105-117, February.
    474. Alan Speight, 1997. "Testing for business cycle asymmetry: some international evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 4(10), pages 603-606.
    475. Marco A. Espinosa-Vega & Jang-Ting Guo, 2001. "On business cycles and countercyclical policies," Economic Review, Federal Reserve Bank of Atlanta, vol. 86(Q4), pages 1-11.
    476. Levine, Oliver & Warusawitharana, Missaka, 2021. "Finance and productivity growth: Firm-level evidence," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 91-107.
    477. Ernesto Pasten & Raphael S. Schoenle & Michael Weber & Michael Weber, 2018. "Price Rigidity and the Origins af Aggregate Fluctuations," CESifo Working Paper Series 7190, CESifo.
    478. Matthew D. Shapiro, 1987. "Measuring Market Power in U.S. Industry," Cowles Foundation Discussion Papers 828, Cowles Foundation for Research in Economics, Yale University.
    479. Min Ouyang, 2010. "Virtue of Bad Times and Financial Market Frictions," Working Papers 101103, University of California-Irvine, Department of Economics.
    480. Lisa Sella & Gianna Vivaldo & Andreas Groth & Michael Ghil, 2016. "Economic Cycles and Their Synchronization: A Comparison of Cyclic Modes in Three European Countries," Post-Print hal-01701122, HAL.
    481. Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2018. "On DSGE Models," Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 113-140, Summer.
    482. Frohm, Erik & Gunnella, Vanessa, 2017. "Sectoral interlinkages in global value chains: spillovers and network effects," Working Paper Series 2064, European Central Bank.
    483. Russo, Alberto, 2017. "Dopo il keynesismo: teorie economiche per una (non-) politica economica [After Keynesianism: Economic Theories for a (non) Economic Policy]," MPRA Paper 83346, University Library of Munich, Germany.
    484. Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1987. "Stochastic Trends and Economic Fluctuations," NBER Working Papers 2229, National Bureau of Economic Research, Inc.
    485. Jeremy Greenwood & Zvi Hercowitz, 1990. "The allocation of goods and time over the business cycle," Discussion Paper / Institute for Empirical Macroeconomics 26, Federal Reserve Bank of Minneapolis.
    486. DiCecio, Riccardo, 2009. "Sticky wages and sectoral labor comovement," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 538-553, March.
    487. Frederic S. Mishkin, 1995. "The Rational Expectations Revolution: A Review Article of: Preston J. Miller, ed.:The Rational Expectations Revolution, Readings from the Front Line," NBER Working Papers 5043, National Bureau of Economic Research, Inc.
    488. Brevik Frode & Manfred Gärtner, 2004. "Teaching Real Business Cycles to Undergraduates," University of St. Gallen Department of Economics working paper series 2004 2004-05, Department of Economics, University of St. Gallen.
    489. Robert G. King, 1995. "Quantitative theory and econometrics," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-105.
    490. Kreuter, Helena & Riccaboni, Massimo, 2023. "The impact of import tariffs on GDP and consumer welfare: A production network approach," Economic Modelling, Elsevier, vol. 126(C).
    491. Krzysztof Beck & Iana Okhrimenko, 2025. "Optimum Currency Area in the Eurozone," Open Economies Review, Springer, vol. 36(1), pages 197-219, February.
    492. Merz, Monika, 1995. "Search in the labor market and the real business cycle," Journal of Monetary Economics, Elsevier, vol. 36(2), pages 269-300, November.
    493. Satyajit Chatterjee, 1999. "Real business cycles: a legacy of countercyclical policies?," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 17-27.
    494. King, Maia & Tarbush, Bassel & Teytelboym, Alexander, 2019. "Targeted carbon tax reforms," European Economic Review, Elsevier, vol. 119(C), pages 526-547.
    495. 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, issue Q I, pages 10-18.
    496. Salvador Barrios & Juan José de Lucio, "undated". "Economic Integration and Regional Business Cycles: Evidence from the Iberian regions," Working Papers 2001-17, FEDEA.
    497. Andreas Hornstein, 2008. "Introduction to the New Keynesian Phillips curve," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 94(Fall), pages 301-309.
    498. Guerrazzi, Marco, 2021. "How long does a generation last? Assessing the relationship between infinite and finite horizon dynamic models," MPRA Paper 105641, University Library of Munich, Germany.
    499. Rebelo, Sérgio, 2005. "Real Business Cycle Models: Past, Present and Future," CEPR Discussion Papers 5384, C.E.P.R. Discussion Papers.
    500. Robert J. Barro & Robert G. King, 1982. "Time-Separable Preference and Intertemporal-Substitution Models of Business Cycles," NBER Working Papers 0888, National Bureau of Economic Research, Inc.
    501. Planelles, Jordi & Sanin, María-Eugenia, 2025. "Carbon taxation in a global production network," European Economic Review, Elsevier, vol. 172(C).
    502. Dreze, Jacques H., 1997. "Walras--Keynes equilibria coordination and macroeconomics," European Economic Review, Elsevier, vol. 41(9), pages 1735-1762, December.
    503. Shirota, Toyoichiro & Tsuchida, Satoshi, 2025. "Aggregate implications of changing industrial trends in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 75(C).
    504. Bei Li & Jie Zhang, 2011. "Subsidies in an Economy with Endogenous Cycles Over Neoclassical Investment and Neo-Schumpeterian Innovation Regimes," Economics Discussion / Working Papers 11-23, The University of Western Australia, Department of Economics.
    505. Anastasiia Antonova & Ralph Luetticke & Gernot J. Muller & Gernot Müller, 2025. "The Military Multiplier," CESifo Working Paper Series 11882, CESifo.
    506. Jan Gottschalk & Willem Van Zandweghe, 2003. "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? An Investigation into the Case of Germany," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 55-81, March.
    507. Julian di Giovanni & Andrei A. Levchenko, 2006. "Trade Openness and Volatility," Development Working Papers 219, Centro Studi Luca d'Agliano, University of Milano.
    508. Wen, Yi, 2002. "Fickle Consumers versus Random Technology: Explaining Domestic and International Comovements," Working Papers 02-01, Cornell University, Center for Analytic Economics.
    509. Tian, Can, 2021. "Input-output linkages in Pigouvian industrial fluctuations," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 1078-1095.
    510. Lin, Boqiang & Wang, Zhijun, 2024. "Economic effects of shocks in the coal industry: An analysis based on DSGE model," Resources Policy, Elsevier, vol. 98(C).
    511. Branger, Nicole & Konermann, Patrick & Meinerding, Christoph & Schlag, Christian, 2018. "Equilibrium asset pricing in directed networks," Discussion Papers 37/2018, Deutsche Bundesbank.
    512. Everett Grant & Julieta Yung, 2019. "Upstream, Downstream & Common Firm Shocks," Globalization Institute Working Papers 360, Federal Reserve Bank of Dallas.
    513. Yang, Mingyi, 2020. "Remeasuring and decomposing stochastic trends in business cycles," Research in Economics, Elsevier, vol. 74(4), pages 354-362.
    514. N. Gregory Mankiw, 2006. "The Macroeconomist as Scientist and Engineer," NBER Working Papers 12349, National Bureau of Economic Research, Inc.
    515. Roger E. A. Farmer, 2009. "Fiscal Policy Can Reduce Unemployment: But There is a Less Costly and More Effective Alternative," NBER Working Papers 15021, National Bureau of Economic Research, Inc.
    516. Leonidov, Andrey & Serebryannikova, Ekaterina, 2019. "Dynamical topology of highly aggregated input–output networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 518(C), pages 234-252.
    517. Peter Bak & Kan Chen & Jose Scheinkman & Michael Woodford, 1992. "Aggregate Fluctuations from Independent Sectoral Shocks: Self-Organized Criticality in a Model of Production and Inventory Dynamics," NBER Working Papers 4241, National Bureau of Economic Research, Inc.
    518. Ostapenko, V. & Buglevsky, E., 2022. "Money supply in the history of macroeconomic thought: 50 shades of endogeneity," Journal of the New Economic Association, New Economic Association, vol. 55(3), pages 156-176.
    519. Anja Sebbesen & Harald Oberhofer, 2018. "The Propagation of Business Sentiment within the European Union?," WIFO Working Papers 549, WIFO.
    520. N. Gregory Mankiw, 1987. "Recent Developments in Macroeconomics: A Very Quick Refresher Course," NBER Working Papers 2474, National Bureau of Economic Research, Inc.
    521. Proebsting, Christian, 2022. "Market segmentation and spending multipliers," Journal of Monetary Economics, Elsevier, vol. 128(C), pages 1-19.
    522. De Grauwe, Paul, 2014. "Yes, it’s the economy, stupid, but is it demand or supply?," CEPS Papers 8830, Centre for European Policy Studies.
    523. Sophie Osotimehin & Latchezar Popov, 2023. "Misallocation and Intersectoral linkages," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 177-198, December.
    524. Bellou, Andriana & Kaymak, Baris, 2011. "Real wage growth over the business cycle:contractual versus spot markets," MPRA Paper 30401, University Library of Munich, Germany.
    525. Edward C. Prescott, 2006. "Nobel Lecture: The Transformation of Macroeconomic Policy and Research," Journal of Political Economy, University of Chicago Press, vol. 114(2), pages 203-235, April.
    526. Nishimura, Kazuo & Pelgrin, Florian & Venditti, Alain, 2025. "Business cycles fluctuations in three-sector intertemporal equilibrium models," Journal of Economic Theory, Elsevier, vol. 226(C).
    527. Jae Won Lee & Seunghyeon Lee, 2025. "Monetary Non-Neutrality in a Multisector Economy: The Role of Risk-Sharing," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 55, January.
    528. Shi, He-ling, 1992. "Continuum of Equilibria and Business Cycles: A Dynamic Model of Mesoeconomics," American Economic Review, American Economic Association, vol. 82(2), pages 372-378, May.
    529. Lawrence J. Christiano & Martin Eichenbaum, 1988. "Is Theory Really Ahead of Measurement? Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations," NBER Working Papers 2700, National Bureau of Economic Research, Inc.
    530. Yuzuka Kashiwagi & Yasuyuki Todo & Petr Matous, 2021. "Propagation of economic shocks through global supply chains—Evidence from Hurricane Sandy," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1186-1220, November.
    531. Sean Becketti, 1983. "The Persistence of Nominal Shocks in a Particular Equilibrium Model," UCLA Economics Working Papers 312, UCLA Department of Economics.
    532. Alan C. Stockman & Lars E.O. Svensson, 1985. "Capital Flows, Investment, and Exchange Rates," NBER Working Papers 1598, National Bureau of Economic Research, Inc.
    533. Ben S. Bernanke & Mark Gertler, 1986. "Agency Costs, Collateral, and Business Fluctuations," NBER Working Papers 2015, National Bureau of Economic Research, Inc.
    534. Алимбаева Лаура // Alimbayeva Laura, 2023. "Оценка опережающих свойств краткосрочных экономических индикаторов Казахстана. // Assessment of leading properties of short-term economic indicators of Kazakhstan," Working Papers #2023-11, National Bank of Kazakhstan.
    535. Narayan, Paresh Kumar, 2008. "Understanding the importance of permanent and transitory shocks at business cycle horizons for the UK," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2879-2888.
    536. Wenzhi Ding & Ross Levine & Chen Lin & Wensi Xie, 2020. "Corporate Immunity to the COVID-19 Pandemic," NBER Working Papers 27055, National Bureau of Economic Research, Inc.
    537. Holly, S. & Petrella, I., 2008. "Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations," Cambridge Working Papers in Economics 0827, Faculty of Economics, University of Cambridge.
    538. Jang-Ok Cho & Thomas Cooley & Hyung Seok Kim, 2015. "Business Cycle Uncertainty and Economic Welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 185-200, April.
    539. Freyaldenhoven, Simon, 2022. "Factor models with local factors — Determining the number of relevant factors," Journal of Econometrics, Elsevier, vol. 229(1), pages 80-102.
    540. Huffman, Gregory W. & Wynne, Mark A., 1999. "The role of intratemporal adjustment costs in a multisector economy," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 317-350, April.
    541. Lu Zhang, 2019. "Q-factors and Investment CAPM," NBER Working Papers 26538, National Bureau of Economic Research, Inc.
    542. Paolo Giudici & Bihong Huang & Alessandro Spelta, 2018. "Trade Networks and Economic Fluctuations in Asia," ADBI Working Papers 832, Asian Development Bank Institute.
    543. Satyajit Chatterjee, 2000. "From cycles to shocks: progress in business-cycle theory," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 27-37.
    544. Neusser, Klaus, 2001. "A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 537-564, October.
    545. Lores, Francisco Xavier, 2001. "Growth and cyclical fluctuations in Spanish macroeconomic series," UC3M Working papers. Economics we014609, Universidad Carlos III de Madrid. Departamento de Economía.
    546. Thomas B. King, 2005. "Labor productivity and job-market flows: trends, cycles, and correlations," Supervisory Policy Analysis Working Papers 2005-04, Federal Reserve Bank of St. Louis.
    547. Fabrice Collard, 1997. "Etalonnage et estimation d'un modèle de croissance cyclique dans le domaine des fréquences," Revue Économique, Programme National Persée, vol. 48(3), pages 615-627.
    548. Joseph G. Haubrich & Andrew W. Lo, 1991. "The sources and nature of long-term memory in the business cycle," Working Papers (Old Series) 9116, Federal Reserve Bank of Cleveland.
    549. George W. Evans & Roger Guesnerie & Bruce Mcgough, 2010. "Eductive stability in real business cycle models," Working Papers halshs-00565011, HAL.
    550. Michal FABINGER & Yoko SHIBUYA & TANIGUCHI Mina, 2017. "International Influences on Japanese Supply Chains," Discussion papers 17022, Research Institute of Economy, Trade and Industry (RIETI).
    551. Stefano Costa & Federico Sallusti & Claudio Vicarelli, 2021. "Trade networks and shock transmission within the Italian production system," LEM Papers Series 2021/15, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    552. Muneesh Kapur & Michael Debabrata Patra, 2010. "A Monetary Policy Model Without Money for India," IMF Working Papers 2010/183, International Monetary Fund.
    553. Michael R. Douglas & Sergiy Verstyuk, 2025. "Progress in Artificial Intelligence and its Determinants," Papers 2501.17894, arXiv.org.
    554. Farmer, Roger, 2019. "The importance of beliefs in shaping macroeconomic outcomes," CEPR Discussion Papers 14185, C.E.P.R. Discussion Papers.
    555. Sandhu, Gurmit S. & Phillips, W.E. & Percy, Mike, 1992. "Economic Structural Analysis of the Canadian Agricultural Production Sector," Staff Paper Series 232540, University of Alberta, Department of Resource Economics and Environmental Sociology.
    556. Mario J. Crucini & Hakan Yilmazkuday, 2009. "A Model of International Cities: Implications for Real Exchange Rates," NBER Working Papers 14834, National Bureau of Economic Research, Inc.
    557. Ulrich Frische & Ingrid Größl, 2010. "New Keynesian DSGE Models and the IS-LM Paradigm," IMK Working Paper 1-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    558. Tsasa, Jean-Paul K., 2022. "Labor market volatility in a fully specified RBC search model: An analytical investigation," Journal of Mathematical Economics, Elsevier, vol. 103(C).
    559. Michael Horvath, 1998. "Cyclicality and Sectoral Linkages: Aggregate Fluctuations from Independent Sectoral Shocks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(4), pages 781-808, October.
    560. Julieta Caunedo, 2014. "Aggregate Fluctuations and the Industry Structure of the US Economy," 2014 Meeting Papers 1194, Society for Economic Dynamics.
    561. Sala, Luca & Söderström, Ulf & Trigari, Antonella, 2010. "The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours," CEPR Discussion Papers 8005, C.E.P.R. Discussion Papers.
    562. Lawrence J. Christiano, 1987. "Why is consumption less volatile than income?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 11(Fall), pages 2-20.
    563. Feng, Dai, 2006. "Developower: The Potential Motivity in Economic Process," MPRA Paper 115, University Library of Munich, Germany, revised 05 Oct 2006.
    564. Juan J. Dolado & Miguel Sebastián & Javier Vallés, 1993. "Ciclical patterns of the spanish economy," Investigaciones Economicas, Fundación SEPI, vol. 17(3), pages 445-473, September.
    565. Arcagni, Alberto & Cerqueti, Roy & Grassi, Rosanna, 2024. "Higher-order assortativity for directed weighted networks and Markov chains," European Journal of Operational Research, Elsevier, vol. 316(1), pages 215-227.
    566. David N. DeJong & Beth F. Ingram & Charles H. Whiteman, 1995. "Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations," Macroeconomics 9504002, University Library of Munich, Germany, revised 18 Apr 1995.
    567. Jeffrey A. Miron, 1990. "The Economics of Seasonal Cycles," NBER Working Papers 3522, National Bureau of Economic Research, Inc.
    568. Ozlu, Elvan, 1996. "Aggregate economic fluctuations in endogenous growth models," Journal of Macroeconomics, Elsevier, vol. 18(1), pages 27-47.
    569. Fabio Canova & Jane Marrinan, 1996. "Sources and propagation of international cycles: Common shocks or transmission?," Economics Working Papers 188, Department of Economics and Business, Universitat Pompeu Fabra.
    570. Martín-Moreno, José M. & Pérez, Rafaela & Ruiz, Jesús, 2014. "A real business cycle model with tradable and non-tradable goods for the Spanish economy," Economic Modelling, Elsevier, vol. 36(C), pages 204-212.
    571. Balaji Bathmanaban & Raja Sethu Durai S & Ramachandran M, 2017. "The relationship between Output Uncertainty and Economic Growth-Evidence from India," Economics Bulletin, AccessEcon, vol. 37(4), pages 2680-2691.
    572. Charles Ka Yui Leung, 2017. "Special issue on housing and financial stability: An introduction," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 273-275, August.
    573. Escañuela Romana, Ignacio, 2016. "Azar, Determinismo e Indecidibilidad en la Teoría del Ciclo Económico [Randomness, Determinism and Undecidability in the Business Cycle Theory]," MPRA Paper 72978, University Library of Munich, Germany.
    574. Fabio ALESSANDRINI, 2003. "Introducing Capital Structure in a Production Economy: Implications for Investment, Debt and Dividends," Cahiers de Recherches Economiques du Département d'économie 03.03, Université de Lausanne, Faculté des HEC, Département d’économie.
    575. Judith A. Chevalier & David S. Scharfstein, 1994. "Capital Market Imperfections and Countercyclical Markups: Theory and Evidence," NBER Working Papers 4614, National Bureau of Economic Research, Inc.
    576. Thiombiano, Noel & Ouedraogo, Salifou & Moussa, Abiboulaye, 2022. "Fiscal policy rules and economic fluctuations in the countries of the West African Economic and Monetary Union (WAEMU)," Research in Economics, Elsevier, vol. 76(3), pages 252-263.
    577. Pesaran, M. Hashem & Yang, Cynthia Fan, 2020. "Econometric analysis of production networks with dominant units," Journal of Econometrics, Elsevier, vol. 219(2), pages 507-541.
    578. Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
    579. Jianjun Miao & PENGFEI WANG, 2010. "Credit Risk and Business Cycles," Boston University - Department of Economics - Working Papers Series WP2010-033, Boston University - Department of Economics.
    580. Òscar Jordà, 2025. "Comment on "Local Projections or VARs? A Primer for Macroeconomists" 2," NBER Chapters, in: NBER Macroeconomics Annual 2025, volume 40, National Bureau of Economic Research, Inc.
    581. Stephen J. Turnovsky, 1983. "Wage Indexation and Exchange Market Intervention in a Small Open Economy," NBER Working Papers 1170, National Bureau of Economic Research, Inc.
    582. Nicholas Apergis & Sayantan Ghosh Dastidar, 2022. "The determinants of aggregate fluctuations: The role of firm‐borrowing channels," Manchester School, University of Manchester, vol. 90(1), pages 20-34, January.
    583. Kashif Zaheer Malik & Syed Zahid Ali, 2020. "Is the empirical relationship between hours and productivity effected by corporate profits?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(1), pages 99-119, January.
    584. Andreou, Elena & Gagliardini, Patrick & Ghysels, Eric & Rubin, Mirco, 2017. "Is Industrial Production Still the Dominant Factor for the US Economy?," CEPR Discussion Papers 12219, C.E.P.R. Discussion Papers.
    585. feng dai, 2005. "Boating Against the Current: Cases, Concepts, Models and Development Power," Econometrics 0503003, University Library of Munich, Germany.
    586. Selcuk Caner & Zeynep Onder, 2005. "Sources of volatility in stock returns in emerging markets," Applied Economics, Taylor & Francis Journals, vol. 37(8), pages 929-941.
    587. Gomes, Joao & Kogan, Leonid & Zhang, Lu, 2002. "Equilibrium Cross-Section of Returns," CEPR Discussion Papers 3482, C.E.P.R. Discussion Papers.
    588. Don Bredin & Stilianos Fountas & Christos Savva, 2021. "Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data," Discussion Paper Series 2021_02, Department of Economics, University of Macedonia, revised Feb 2021.
    589. Giulio Bottazzi & Daniele Giachini & Eleonora Priori, 2025. "Production Networks, Capital Dynamics, and Heterogeneous Agents," LEM Papers Series 2025/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    590. Lawrence J. Christiano & Martin Eichenbaum, 1989. "Unit Roots in Real GNP: Do We Know, and Do We Care?," NBER Working Papers 3130, National Bureau of Economic Research, Inc.
    591. Feng Dai & Hui Liu & Zifu Qin, 2005. "The Logarithm Model of Development Power: A Tool to Analyze the Motivity of Economic Growth," Macroeconomics 0505022, University Library of Munich, Germany.
    592. Lucke, Bernd, 1998. "Productivity shocks in a sectoral real business cycle model for West Germany," European Economic Review, Elsevier, vol. 42(2), pages 311-327, February.
    593. A. Bucci & C. Colapinto & M. Forster & D. La Torre, 2011. "Stochastic technology shocks in an extended Uzawa–Lucas model: closed-form solution and long-run dynamics," Journal of Economics, Springer, vol. 103(1), pages 83-99, May.
    594. Teles, Vladimir Kuhl & Arraes, Ronaldo, 2009. "Environmental protection and economic growth," Textos para discussão 194, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    595. Michael A. Flor, 2014. "Post Reunification Economic Fluctuations in Germany: A Real Business Cycle Interpretation," Discussion Paper Series 324, Universitaet Augsburg, Institute for Economics.
    596. Sergio Rebelo, 2005. "Business Cycles," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 229-250, November.
    597. Quah, Danny, 1996. "Aggregate and regional disaggregate fluctuations," LSE Research Online Documents on Economics 2081, London School of Economics and Political Science, LSE Library.
    598. Alfredo Villca, 2019. "Confronting DSGE model with data," Documentos de Trabajo de Valor Público 17803, Universidad EAFIT.
    599. Andres Frick & Michael Graff & Jochen Kurt Hartwig & Boriss Siliverstovs, 2010. "Discretionary Fiscal Policy," KOF Working papers 10-253, KOF Swiss Economic Institute, ETH Zurich.
    600. John Y. Campbell, 1992. "Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model," NBER Working Papers 4188, National Bureau of Economic Research, Inc.
    601. Jacqueline Thomet & Philipp Wegm ller, 2018. "Technology shocks and hours worked: a cross-country analysis," Diskussionsschriften dp1819, Universitaet Bern, Departement Volkswirtschaft.
    602. Goya, Daniel, 2021. "The network effect of Chinese competition on what domestic suppliers produce," Economic Modelling, Elsevier, vol. 102(C).
    603. Peijie Wang, 2008. "A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output," Working Papers 2008-FIN-02, IESEG School of Management.
    604. Max Floetotto & Nir Jaimovich & Seth Pruitt, 2009. "Markup variation and endogenous fluctuations in the price of investment goods," International Finance Discussion Papers 968, Board of Governors of the Federal Reserve System (U.S.).
    605. Yalin Liu, 2022. "Exchange rate, industrial linkage, and firm employment," Review of International Economics, Wiley Blackwell, vol. 30(2), pages 401-421, May.
    606. Collard, Fabrice, 1998. "Spectral and persistence properties of cyclical growth," Journal of Economic Dynamics and Control, Elsevier, vol. 23(3), pages 463-488, November.
    607. Sonam Choudhry, 2025. "Composition of Intermediate Inputs: Detangling Price and Quantity Effect," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 23(1), pages 137-157, March.
    608. Roson, Roberto & Sartori, Martina, 2014. "Input-output linkages and the propagation of domestic productivity shocks: Assessing alternative theories with stochastic simulation," MPRA Paper 59884, University Library of Munich, Germany.
    609. Hairault, Jean-Olivier & Langot, Francois & Portier, Franck, 1997. "Time to implement and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 109-121, November.
    610. Frank Schohl, 1998. "The Paradoxical Fate of the Representative Firm," Working Paper Series B 1998-03, Friedrich Schiller University of Jena, School of of Economics and Business Administration.
    611. Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2012. "Monetary Policy with Sectoral Linkages and Durable Goods," Discussion Papers 12-19, University of Copenhagen. Department of Economics.
    612. Michael T. Belongia & Peter N. Ireland, 2002. "The Own-Price of Money and a New Channel of Monetary Transmission," NBER Working Papers 9341, National Bureau of Economic Research, Inc.
    613. Broadberry, Stephen & Campbell, Bruce M. S. & Klein, Alexander & Overton, Mark & Leeuwen, Bas van, 2022. "British business cycles, 1270-1870," CAGE Online Working Paper Series 627, Competitive Advantage in the Global Economy (CAGE).
    614. Shaowen Luo, 2020. "Propagation of Financial Shocks in an Input-Output Economy with Trade and Financial Linkages of Firms," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 246-269, April.
    615. Orlando Gomes, 2006. "Local Bifurcations and Global Dynamics in a Solow-type Endogenous Business Cycles Model," Annals of Economics and Finance, Society for AEF, vol. 7(1), pages 91-127, May.
    616. Vessela Todorova, 2011. "Theoretical Link between the Economic and Financial Crises in Evolution," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 55-74.
    617. Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2018. "Debt dynamics in Europe: A Network General Equilibrium GVAR approach," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 175-202.
    618. Kim, Kenneth A. & Limpaphayom, Piman, 1997. "The effect of economic regimes on the relation between term structure and real activity in Japan," Journal of Economics and Business, Elsevier, vol. 49(4), pages 379-392.
    619. Dominique Tremblay, 2002. "Salaire réel, chocs technologiques et fluctuations économiques," Staff Working Papers 02-42, Bank of Canada.
    620. de Soyres, François & Gaillard, Alexandre, 2022. "Global trade and GDP comovement," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
    621. Linh Xuan Diep Nguyen & Thanaset Chevapatrakul & Simona Mateut, 2023. "Shock transmissions and business linkages among US sectors," Annals of Operations Research, Springer, vol. 330(1), pages 517-552, November.
    622. John H. Cochrane, 1994. "Shocks," NBER Working Papers 4698, National Bureau of Economic Research, Inc.
    623. Bakshi, Gurdip S. & Zhiwu, Chen, 1997. "An alternative valuation model for contingent claims," Journal of Financial Economics, Elsevier, vol. 44(1), pages 123-165, April.
    624. Christian Zimmermann, 1995. "International Trade over the Business Cycle: Stylized Facts and Remaining Puzzles," Cahiers de recherche CREFE / CREFE Working Papers 37, CREFE, Université du Québec à Montréal, revised Aug 1997.
    625. Steven Ambler & Emanuela Cardia & Louis Phaneuf, 1992. "Contrats de salaire, croissance endogène et fluctuations," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 175-204.
    626. Coenen, Günter, 1998. "Intertemporal effects of fiscal policy in an RBC model," Discussion Paper Series 1: Economic Studies 1998,02e, Deutsche Bundesbank.
    627. Gomes, Orlando, 2006. "Monetary policy and economic growth: combining short and long run macro analysis," MPRA Paper 2849, University Library of Munich, Germany.
    628. Pellet, Thomas & Tahbaz-Salehi, Alireza, 2023. "Rigid production networks," Journal of Monetary Economics, Elsevier, vol. 137(C), pages 86-102.
    629. Naish, Howard F., 1995. "Keynesian real business cycles in a neoclassical framework," Journal of Economic Behavior & Organization, Elsevier, vol. 27(2), pages 183-211, July.
    630. Feng Dong & Yi Wen, 2019. "Time-Varying Networks and the Efficacy of Money Without Sticky Prices," 2019 Meeting Papers 1464, Society for Economic Dynamics.
    631. Gary D. Hansen & Edward C. Prescott, 1992. "Recursive methods for computing equilibria of business cycle models," Discussion Paper / Institute for Empirical Macroeconomics 36, Federal Reserve Bank of Minneapolis.
    632. Kazuo Nishimura & Ryszard Rudnicki & John Stachurski, 2004. "Stochastic Growth With Nonconvexities:The Optimal Case," Department of Economics - Working Papers Series 897, The University of Melbourne.
    633. Charles I. Plosser, 1990. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc.
    634. Längle, Katharina & Xu, Ankai & Tian, Ruijie, 2021. "Assessing the supply chain effect of natural disasters: Evidence from Chinese manufacturers," WTO Staff Working Papers ERSD-2021-13, World Trade Organization (WTO), Economic Research and Statistics Division.
    635. Jean-Philippe Bouchaud, 2024. "The Self-Organized Criticality Paradigm in Economics & Finance," Papers 2407.10284, arXiv.org, revised Sep 2024.
    636. Rebecca N. Hann, 2014. "A discussion of “Inter-industry network structure and the cross-predictability of earnings and stock returns”," Review of Accounting Studies, Springer, vol. 19(3), pages 1225-1233, September.
    637. Ryan Chahrour & Manoj Atolia, 2015. "Intersectoral Linkages, Diverse Information, and Aggregate Dynamics in a Neoclassical Model," 2015 Meeting Papers 398, Society for Economic Dynamics.
    638. Abe, Naohito & 阿部, 修人 & アベ, ナオヒト, 2002. "The Multi-Sector Business Cycle Model and Aggregate Shocks: An Empirical Analysis," Discussion Paper 117, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
    639. Eric T. Swanson, 2006. "The relative price and relative productivity channels for aggregate fluctuations," Working Paper Series 2006-20, Federal Reserve Bank of San Francisco.
    640. Romero, Damian, 2025. "Domestic linkages and the transmission of commodity price shocks," Journal of International Economics, Elsevier, vol. 153(C).
    641. Mihaela Simionescu & Nicolas Schneider, 2023. "Monetary shocks and production network in the G7 countries," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-32, December.
    642. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "A Dynamic Factor Analysis of Business Cycle on Firm-Level Data," LEM Papers Series 2006/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    643. Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017. "A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-32, Eastern Mediterranean University, Department of Economics.
    644. Francesco Busato & Alessandro Girardi & Amadeo Argentiero, 2005. "Technology and non-technology shocks in a two-sector economy," Economics Working Papers 2005-11, Department of Economics and Business Economics, Aarhus University.
    645. Bassino, Jean-Pascal & Lagoarde-Segot, Thomas & Woitek, Ulrich, 2022. "Prenatal climate shocks and adult height in developing countries. Evidence from Japan (1872–1917)," Economics & Human Biology, Elsevier, vol. 45(C).
    646. Everett Grant & Julieta Yung, 2021. "The double‐edged sword of global integration: Robustness, fragility, and contagion in the international firm network," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(6), pages 760-783, September.
    647. Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01222798, HAL.
    648. Dissou, Yazid & Karnizova, Lilia, 2016. "Emissions cap or emissions tax? A multi-sector business cycle analysis," Journal of Environmental Economics and Management, Elsevier, vol. 79(C), pages 169-188.
    649. Steve Ambler & Emanuela Cardia, 1995. "Les modèles réels de la transmission internationale du cycle économique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 71(2), pages 193-217.
    650. Thierry Aimar & Francis Bismans & Claude Diebolt, 2010. "Le cycle économique : une synthèse," Working Papers 10-04, Association Française de Cliométrie (AFC).
    651. Laura Mayoral, 2005. "Further evidence on the statistical properties of real GNP," Economics Working Papers 955, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2006.
    652. Frank Smets & Joris Tielens & Jan Van Hove, 2018. "Pipeline Pressures and Sectoral Inflation Dynamics," Working Paper Research 351, National Bank of Belgium.
    653. Pablo D. Azar, 2021. "Moore’s Law and Economic Growth," Staff Reports 970, Federal Reserve Bank of New York.
    654. Blackley, Paul R., 2000. "Sources of sectoral fluctuations in business fixed investment," Journal of Economics and Business, Elsevier, vol. 52(6), pages 473-484.
    655. Williamson, Stephen D., 1996. "Real business cycle research comes of age: A review essay," Journal of Monetary Economics, Elsevier, vol. 38(1), pages 161-170, August.
    656. Olaf Posch, 2009. "Explaining Output Volatility: The Case of Taxation," CESifo Working Paper Series 2751, CESifo.
    657. Christian Zimmermann, 1995. "International Real Business Cycles among Heterogeneous Countries," Cahiers de recherche CREFE / CREFE Working Papers 38, CREFE, Université du Québec à Montréal.
    658. Kyriakos Drivas & Claire Economidou & Konstantinos N. Konstantakis & Panayotis G. Michaelides, 2022. "Technological Leaders, Laggards and Spillovers: A Network GVAR Analysis," Open Economies Review, Springer, vol. 33(2), pages 231-269, April.
    659. Bennett T. McCallum, 1988. "Real Business Cycle Models," NBER Working Papers 2480, National Bureau of Economic Research, Inc.
    660. Jean-Pascal Bénassy, 2006. "Dynamic models with non clearing markets," PSE Working Papers halshs-00590433, HAL.
    661. Norrbin, Stefan C. & Schlagenhauf, Don E., 1996. "The role of international factors in the business cycle: A multi-country study," Journal of International Economics, Elsevier, vol. 40(1-2), pages 85-104, February.
    662. Caterina Mendicino, 2006. "Credit Market and Macroeconomic Volatility," 2006 Meeting Papers 317, Society for Economic Dynamics.
    663. Bivin, David G., 2008. "Production stability in a supply-chain environment," International Journal of Production Economics, Elsevier, vol. 114(1), pages 265-275, July.
    664. Chang, Ly-June, 1995. "Business cycles with distorting taxes and disaggregated capital markets," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 985-1009.
    665. Gallegati, Mauro & Giammetti, Raffaele & Russo, Alberto, 2019. "Key sectors in Input-Output Production Networks: an application to Brexit," MPRA Paper 92559, University Library of Munich, Germany.
    666. Ngah Ntiga, Louis Henri, 2022. "Estimation Bayésienne d’un modèle DSGE des effets de la politique budgétaire sur l’économie camerounaise," Dynare Working Papers 76, CEPREMAP.
    667. Rzigui, Lotfi, 2005. "External shocks and economic fluctuations: evidence from Tunisia," MPRA Paper 630, University Library of Munich, Germany, revised Dec 2005.
    668. Marco Centoni & Gianluca Cubadda, 2011. "Modelling Comovements of Economic Time Series: A Selective Survey," CEIS Research Paper 215, Tor Vergata University, CEIS, revised 26 Oct 2011.
    669. Soderlind, Paul, 2003. "Monetary policy and bond option pricing in an analytical RBC model," Journal of Economics and Business, Elsevier, vol. 55(4), pages 321-330.
    670. Galbács, Péter, 2017. "Max Weber és a modern makroökonómia újraértelmezése. Elméleti keret a kortárs makroökonómia módszertani elemzéséhez [Max Weber and reinterpretation of modern macroeconomics. A theoretical framework for a contemporary methodological analysis]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 285-304.
    671. George Bitros, 2008. "Why the structure of capital and the useful lives of its components matter: A test based on a model of Austrian descent," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 21(4), pages 301-328, December.
    672. W.D. Chen, 2016. "Detecting multiple factors in panel data: an application on the growth of local regions in China," Applied Economics, Taylor & Francis Journals, vol. 48(37), pages 3558-3568, August.
    673. Ausloos, Marcel & Clippe, Paulette & Pȩkalski, Andrzej, 2003. "Simple model for the dynamics of correlations in the evolution of economic entities under varying economic conditions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 330-337.
    674. Franz R. Hahn, 2003. "Aktienmarkt und Konjunkturschwankungen. Gibt es einen Zusammenhang in den OECD-Ländern?," WIFO Monatsberichte (monthly reports), WIFO, vol. 76(8), pages 643-654, August.
    675. Russell Cooper & John Haltiwanger, 1992. "Autos and the National Industrial Recovery Act: Evidence on Industry Complementarities," NBER Working Papers 4100, National Bureau of Economic Research, Inc.
    676. Ben Bernanke & Mark Gertler & Simon Gilchrist, 1994. "The Financial Accelerator and the Flight to Quality," NBER Working Papers 4789, National Bureau of Economic Research, Inc.
    677. Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
    678. Cho, Jang-Ok, 1995. "Ex post heterogeneity and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 19(3), pages 533-551, April.
    679. Sunoong Hwang & Yongsung Chang, 2011. "Asymmetric Phase Shifts in U.S. Industrial Production Cycles," 2011 Meeting Papers 31, Society for Economic Dynamics.
    680. Paya, Ivan & Matthews, Kent & Peel, David, 2005. "The term spread and real economic activity in the US inter-war period," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 331-343, June.
    681. Athreya, Kartik B., 2014. "Big Ideas in Macroeconomics: A Nontechnical View," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262019736, December.
    682. Orlando Gomes, 2006. "Routes to chaos in macroeconomic theory," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 33(6), pages 437-468, November.
    683. Daron Acemoglu & Pablo D. Azar, 2017. "Endogenous Production Networks," NBER Working Papers 24116, National Bureau of Economic Research, Inc.
    684. Luigi Guiso & Chaoqun Lai & Makoto Mirei, 2011. "Detecting Propagation Effects by Observing Aggregate Distributions: The Case of Lumpy Investments," EIEF Working Papers Series 1112, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2011.
    685. Zsolt Becsi, 1993. "Wealth effects, heterogeneity and dynamic fiscal policy," Working Papers 9333, Federal Reserve Bank of Dallas.
    686. Benjamin Bridgman, 2010. "International Supply Chains and the Volatility of Trade," BEA Working Papers 0059, Bureau of Economic Analysis.
    687. Nan-Kuang Chen & Han-Liang Cheng, 2017. "House price to income ratio and fundamentals: Evidence on long-horizon forecastability," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 293-311, August.
    688. Michael T. Kiley, 2001. "An analytical approach to the welfare cost of business cycles and the benefit from activist monetary policy," Finance and Economics Discussion Series 2001-41, Board of Governors of the Federal Reserve System (U.S.).
    689. Magdalena Erdem & Kostas Tsatsaronis, 2013. "Financial conditions and economic activity: a statistical approach," BIS Quarterly Review, Bank for International Settlements, March.
    690. Dupor, Bill, 1999. "Aggregation and irrelevance in multi-sector models," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 391-409, April.
    691. Jesús Antonio Bejarano Rojas, 2003. "El Canal de Oferta Agregada en un Modelo de Mecanismos de Transmisión de la Política Monetaria en Colombia," Borradores de Economia 241, Banco de la Republica de Colombia.
    692. Andreas Hornstein & Jack Praschnik, 1994. "The real business cycle: intermediate inputs and sectoral comovement," Discussion Paper / Institute for Empirical Macroeconomics 89, Federal Reserve Bank of Minneapolis.
    693. Zsolt Becsi, 1999. "Heterogeneity and the welfare cost of dynamic factor taxes," FRB Atlanta Working Paper 99-2, Federal Reserve Bank of Atlanta.
    694. Fernández-de-Córdoba, Gonzalo & Vázquez, Jesús, 2011. "Unions, monetary shocks and the labour market cycle," Economic Modelling, Elsevier, vol. 28(3), pages 1140-1149, May.
    695. Mark Schankerman, 1991. "Revisions and Investment Plans and the Stock Market Rate of Return," NBER Working Papers 3937, National Bureau of Economic Research, Inc.
    696. Bernal, Humberrto, 2007. "A Short Review Of Macroeconomics Development," MPRA Paper 6883, University Library of Munich, Germany.
    697. Caporale, Guglielmo Maria, 1997. "Common features and output fluctuations in the United Kingdom," Economic Modelling, Elsevier, vol. 14(1), pages 1-9, January.
    698. Stefano Federico, 2012. "Industry dynamics and competition from low-wage countries: evidence on Italy," Temi di discussione (Economic working papers) 879, Bank of Italy, Economic Research and International Relations Area.
    699. De Graeve, Ferre & Schneider, Jan David, 2023. "Identifying sectoral shocks and their role in business cycles," Journal of Monetary Economics, Elsevier, vol. 140(C), pages 124-141.
    700. Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    701. David Baqaee & Emmanuel Farhi, 2020. "Entry vs. Rents: Aggregation with Economies of Scale," NBER Working Papers 27140, National Bureau of Economic Research, Inc.
    702. Paflioti, Persa & Vitsounis, Thomas K. & Teye, Collins & Bell, Michael G.H. & Tsamourgelis, Ioannis, 2017. "Box dynamics: A sectoral approach to analyse containerized port throughput interdependencies," Transportation Research Part A: Policy and Practice, Elsevier, vol. 106(C), pages 396-413.
    703. Wen, Yi, 2002. "What Does It Take to Explain Procyclical Productivity," Working Papers 02-14, Cornell University, Center for Analytic Economics.
    704. Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998. "A structural cointegrating VAR approach to macroeconometric modelling," Edinburgh School of Economics Discussion Paper Series 8, Edinburgh School of Economics, University of Edinburgh.
    705. Patrick J. Kehoe, 1986. "Coordination of fiscal policies in a world economy," Staff Report 98, Federal Reserve Bank of Minneapolis.
    706. Robert G. King & Mark W. Watson, 1997. "Testing long-run neutrality," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 69-101.
    707. Adam, Felix & Matthes, Jürgen, 2018. "Zur Belastbarkeit von Forderungen nach expansiver Fiskalpolitik an der Nullzinsgrenze: Eine Kritik neukeynesianischer Modelle auf Basis einer Literaturanalyse," IW-Reports 7/2018, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
    708. Dan S. Rickman, 2010. "Modern Macroeconomics And Regional Economic Modeling," Journal of Regional Science, Wiley Blackwell, vol. 50(1), pages 23-41, February.
    709. Nakano, Satoshi & Nishimura, Kazuhiko, 2021. "Productivity propagation with networks transformation," Journal of Macroeconomics, Elsevier, vol. 67(C).
    710. Robert Kollmann, 2020. "Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies," Working Papers ECARES 2020-02, ULB -- Universite Libre de Bruxelles.
    711. Magalhães, Manuela & Afonso, Óscar, 2017. "A multi-sector growth model with technology diffusion and networks," Research Policy, Elsevier, vol. 46(7), pages 1340-1359.
    712. Patel, Urjit R. & Srivastava, Pradeep, 1996. "Macroeconomic policy and output comovement: The formal and informal sectors in India," World Development, Elsevier, vol. 24(12), pages 1915-1923, December.
    713. McCrory, Peter B, 2020. "Tradable Spillovers of Fiscal Policy: Evidence from the 2009 Recovery Act," Institute for Research on Labor and Employment, Working Paper Series qt04n482qf, Institute of Industrial Relations, UC Berkeley.
    714. Claude Diebolt & Olivier Darné, 2005. "Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis," Working Papers 05-06, Association Française de Cliométrie (AFC).
    715. Cendejas Bueno, José Luis & Muñoz, Félix & Castañeda, Juan, 2013. "Expansión monetaria y ciclo económico en España: 1998-2012," Working Papers in Economic Theory 2013/09, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
    716. Elena Sinelnikova-Muryleva, 2011. "Innovations in the sphere of payments and the money demand in Russia," Research Paper Series, Gaidar Institute for Economic Policy, issue 157P.
    717. Vallès Codina, Oriol, 2023. "Business cycles, sectoral price stabilization, and climate change mitigation: A model of multi-sector growth in the tradition of the Bielefeld disequilibrium approach," Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 636-653.
    718. Brock,W.A. & Durlauf,S.N., 2005. "Social interactions and macroeconomics," Working papers 5, Wisconsin Madison - Social Systems.
    719. Charles A. Fleischman, 1999. "The causes of business cycles and the cyclicality of real wages," Finance and Economics Discussion Series 1999-53, Board of Governors of the Federal Reserve System (U.S.).
    720. Yin-Wong Cheung & Frank Westermann, 2001. "Sectoral Trends and Cycles in Germany," CESifo Working Paper Series 502, CESifo.
    721. Pollak, Andreas, 2022. "A Unified Theory of Growth, Cycles and Unemployment - Part II: Business Cycles and Unemployment," MPRA Paper 117769, University Library of Munich, Germany.
    722. Hayashi, Naotsugu, 2005. "Structural changes and unit roots in Japan's macroeconomic time series: is real business cycle theory supported?," Japan and the World Economy, Elsevier, vol. 17(2), pages 239-259, April.
    723. Shekhar Tomar, 2019. "Shock Diffusion: Does inter-sectoral network structure matter?," 2019 Meeting Papers 1026, Society for Economic Dynamics.
    724. Harada, Tsutomu, 2015. "Structural change and economic growth with relation-specific investment," Structural Change and Economic Dynamics, Elsevier, vol. 32(C), pages 1-10.
    725. Huang, Guangming, 2021. "Seigniorage Channel and Monetary Effectiveness in Flexible Price Economy," MPRA Paper 114532, University Library of Munich, Germany, revised 28 Aug 2022.
    726. Dainauskas, Justas, 2024. "The network origins of trade comovement," Journal of International Economics, Elsevier, vol. 152(C).
    727. Daniel Farhat, 2009. "Endogenous Labor Supply, Heterogeneous Firms and International Business Cycles," Working Papers 0909, University of Otago, Department of Economics, revised Sep 2009.
    728. Ireland, Peter N., 1997. "A small, structural, quarterly model for monetary policy evaluation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 83-108, December.
    729. Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Truger, Achim & Wieland, Volker, 2019. "Den Strukturwandel meistern. Jahresgutachten 2019/20 [Dealing with Structural Change. Annual Report 2019/20]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201920.
    730. Sam Hak Kan Tang & Nicolaas Groenewold & Charles Ka Yui Leung, 2003. "Institutions, Technical Change and Macroeconomic Volatility, Crises and Growth: A Robust Causation," Economics Discussion / Working Papers 03-21, The University of Western Australia, Department of Economics.
    731. Balcilar, Mehmet & Bagzibagli, Kemal, 2010. "Sources of Macroeconomic Fluctuations in MENA Countries," MPRA Paper 44351, University Library of Munich, Germany.
    732. Leao, Emanuel R. & Leao, Pedro R., 2007. "Modelling the central bank repo rate in a dynamic general equilibrium framework," Economic Modelling, Elsevier, vol. 24(4), pages 571-610, July.
    733. John P. Judd & Bharat Trehan, 1989. "Unemployment-rate dynamics: aggregate-demand and -supply interactions," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 20-37.
    734. Chen, Xiaoheng & Conley, Timothy G., 2001. "A new semiparametric spatial model for panel time series," Journal of Econometrics, Elsevier, vol. 105(1), pages 59-83, November.
    735. John Shea, 1998. "What Do Technology Shocks Do?," NBER Working Papers 6632, National Bureau of Economic Research, Inc.
    736. Pami Dua, 2017. "Macroeconomic Modelling and Bayesian Methods," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(2), pages 209-226, June.
    737. Tsutomu Harada, 2015. "Changing Productive Relations, Linkage Effects, and Industrialization," Economic Systems Research, Taylor & Francis Journals, vol. 27(3), pages 374-390, September.
    738. Luis Lorente, 1991. "Políticas monetarias e inflación, Colombia 1951-1989," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
    739. Corrado Di Guilmi & Mauro Gallegati & Edoardo Gaffeo, 2003. "Power Law Scaling in the World Income Distribution," Economics Bulletin, AccessEcon, vol. 15(6), pages 1-7.
    740. Juha Ilmari Seppala, 2000. "Asset Prices and Business Cycles Under Limited Commitment," Econometric Society World Congress 2000 Contributed Papers 0244, Econometric Society.
    741. Francesco Busato, 2004. "Relative Demand Shocks," Economics Working Papers 2004-11, Department of Economics and Business Economics, Aarhus University.
    742. William Easterly & Michael Kremer & Lant Pritchett & Lawrence H. Summers, 1993. "Good Policy or Good Luck? Country Growth Performance and Temporary Shocks," NBER Working Papers 4474, National Bureau of Economic Research, Inc.
    743. Sandra Steindl & Gunther Tichy, 2009. "Cycles and growth: an introduction," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(2), pages 159-164, May.
    744. Miśkiewicz, J. & Ausloos, M., 2004. "A logistic map approach to economic cycles. (I). The best adapted companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 206-214.
    745. Deli, Yota D., 2016. "Endogenous capital depreciation and technology shocks," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 318-338.
    746. Stefano Grassi & Marco Lorusso & Francesco Ravazzolo, 2021. "Adaptive Importance Sampling for DSGE Models," BEMPS - Bozen Economics & Management Paper Series BEMPS84, Faculty of Economics and Management at the Free University of Bozen.
    747. Yoshiyuki Arata, 2017. "Endogenous business cycles caused by nonconvex costs and interactions," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 367-391, July.
    748. Francisco Barillas & Christoph Schleicher, 2003. "Common Trends and Common Cycles in Canadian Sectoral Output," Staff Working Papers 03-44, Bank of Canada.
    749. Michael Flor, 2014. "Post Reunification Economic Fluctuations in Germany: A Real Business Cycle Interpretation," Working Papers 146, Bavarian Graduate Program in Economics (BGPE).
    750. Avouyi-Dovi, S. & Matheron, J. & Fève, P., 2007. "DSGE models and their importance to central banks," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 09, pages 25-46, Autumn.
    751. Eduardo L. Giménez & José María Martín-Moreno, "undated". "Title: Monetary shocks and business cicle in the Spanish economy," Studies on the Spanish Economy 43, FEDEA.
    752. Francesc Obiols-Homs, 2003. "Incomplete Unemployment Insurance and Aggregate Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 602-636, July.
    753. Opp, Marcus M. & Parlour, Christine A. & Walden, Johan, 2014. "Markup cycles, dynamic misallocation, and amplification," Journal of Economic Theory, Elsevier, vol. 154(C), pages 126-161.
    754. Pierre-Daniel G. Sarte, 2010. "Learning about informational rigidities from sectoral data and diffusion indices," Working Paper 10-09, Federal Reserve Bank of Richmond.
    755. Bellou, Andriana & Kaymak, Barış, 2012. "Wages, implicit contracts, and the business cycle: Evidence from a European panel," Labour Economics, Elsevier, vol. 19(6), pages 898-907.
    756. Jiang, Zhengyang & Richmond, Robert J., 2023. "Origins of international factor structures," Journal of Financial Economics, Elsevier, vol. 147(1), pages 1-26.
    757. Russell Cooper, 1986. "Optimal Labor Contracts, Imperfect Competition and Underemployment Equilibria: A Framework for Analysis," NBER Working Papers 2060, National Bureau of Economic Research, Inc.
    758. Murakami, Hiroki & Zimka, Rudolf, 2020. "On dynamics in a two-sector Keynesian model of business cycles," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
    759. Roger E A Farmer, 2019. "The Indeterminacy Agenda in Macroeconomics," National Institute of Economic and Social Research (NIESR) Discussion Papers 507, National Institute of Economic and Social Research.
    760. Kugler, Maurice, 2006. "Spillovers from foreign direct investment: Within or between industries?," Journal of Development Economics, Elsevier, vol. 80(2), pages 444-477, August.
    761. Victor Zarnowitz, 1989. "Cost and Price Movements in Business Cycle Theories and Experience: Hypotheses of Sticky Wages and Prices (SEE ALSO WP3132-send out together)," NBER Working Papers 3131, National Bureau of Economic Research, Inc.
    762. Rochet, Jean Charles & Gersbach, Hans, 2012. "Aggregate Investment Externalities and Macroprudential Regulation," CEPR Discussion Papers 8764, C.E.P.R. Discussion Papers.
    763. Fleissig, Adrian R. & Whitney, Gerald A., 2007. "Testing additive separability," Economics Letters, Elsevier, vol. 96(2), pages 215-220, August.
    764. Daniel G. Swaine, 2001. "Are taste and technology parameters stable? a test of \"deep\" parameter stability in real business cycle models of the U.S. economy," Working Papers 01-05, Federal Reserve Bank of Boston.
    765. Maximo Camacho & Danilo Leiva-Leon, 2017. "The propagation of industrial business cycles," Working Papers 1728, Banco de España.
    766. Wakerly, Elizabeth C., 2002. "Disaggregate dynamics and economic growth in Canada," Economic Modelling, Elsevier, vol. 19(2), pages 197-219, March.
    767. Jonathan N. Millar, 2005. "Gestation lags for capital, cash flows, and Tobin's Q," Finance and Economics Discussion Series 2005-24, Board of Governors of the Federal Reserve System (U.S.).
    768. 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.
    769. Gomes, Orlando, 2006. "Heterogeneous Researchers in a Two-Sector Representative Consumer Economy," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 60(2), November.
    770. Pierre-Alain Muet, 1993. "Modèles d'équilibre et de déséquilibre dans les théories contemporaines des cycles," Revue de l'OFCE, Programme National Persée, vol. 45(1), pages 53-93.
    771. Ellen R. McGrattan, 2006. "Real business cycles," Staff Report 370, Federal Reserve Bank of Minneapolis.
    772. Magalhães, Matheus Albergaria de & Picchetti, Paulo, 2005. "Regress and Progress! An Econometric Characterization of the Short-Run Relationship between Productivity and Labor Input in Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 25(2), November.
    773. Andrew Young & William Shughart, 2010. "The consequences of the US DOJ’s antitrust activities: A macroeconomic perspective," Public Choice, Springer, vol. 142(3), pages 409-422, March.
    774. R. Andergassen & F. Nardini & M. Ricottilli, 2003. "Technological Paradigms and Firms' Interaction," Working Papers 472, Dipartimento Scienze Economiche, Universita' di Bologna.
    775. Ian Domowitz & R. Glenn Hubbard & Bruce C. Petersen, 1986. "Market Structure and Cyclical Fluctuations in U.S. Manufacturing," NBER Working Papers 2115, National Bureau of Economic Research, Inc.
    776. Matteo Barigozzi & Angelo Cuzzola & Marco Grazzi & Daniele Moschella, 2021. "Factoring in the micro: a transaction-level dynamic factor approach to the decomposition of export volatility," LEM Papers Series 2021/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    777. Kateřina Duspivová, 2011. "Role zahraničního vlastnictví z hlediska tvorby pracovních míst a fluktuace zaměstnanců [The Role of the Foreign Ownership in Job and Employee Flows]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(6), pages 759-774.
    778. Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Documents de travail du Centre d'Economie de la Sorbonne 15066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    779. Giovanni Gallipoli & Gianluigi Pelloni, 2008. "Aggregate Shocks vs Reallocation Shocks: an Appraisal of the Applied Literature," Working Paper series 27_08, Rimini Centre for Economic Analysis.
    780. Mario J. Crucini, 2006. "International Real Business Cycles," Vanderbilt University Department of Economics Working Papers 0617, Vanderbilt University Department of Economics.
    781. K. Alec Chrystal, 1984. "Money and sectoral output dynamics in the United States, quarterly 1950/III to 1982/IV," Working Papers 1984-020, Federal Reserve Bank of St. Louis.
    782. Joseph G. Haubrich, 1991. "Financial efficiency and aggregate fluctuations: an exploration," Economic Review, Federal Reserve Bank of Cleveland, vol. 27(Q IV), pages 25-36.
    783. Barauskaite, Kristina & Nguyen, Anh D.M., 2021. "Global intersectoral production network and aggregate fluctuations," Economic Modelling, Elsevier, vol. 102(C).
    784. Göran Kauermann & Timo Teuber & Peter Flaschel, 2012. "Exploring US Business Cycles with Bivariate Loops Using Penalized Spline Regression," Computational Economics, Springer;Society for Computational Economics, vol. 39(4), pages 409-427, April.
    785. Canova, Fabio & Marrinan, Jane, 1998. "Sources and propagation of international output cycles: Common shocks or transmission?," Journal of International Economics, Elsevier, vol. 46(1), pages 133-166, October.
    786. Dave, Chetan & Dressler, Scott J., 2010. "Technology shocks, capital utilization and sticky prices," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2179-2191, October.
    787. Juan Paez-Farrell, 2005. "New Keynesian Models and the test of Kydland and Prescott," Money Macro and Finance (MMF) Research Group Conference 2005 83, Money Macro and Finance Research Group.
    788. Omotosho, Babatunde S., 2019. "Business Cycle Fluctuations in Nigeria: Some Insights from an Estimated DSGE Model," MPRA Paper 98351, University Library of Munich, Germany.
    789. Karras, Georgios & Song, Frank, 1996. "Sources of business-cycle volatility: An exploratory study on a sample of OECD countries," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 621-637.
    790. John F. Helliwell & Alan Chung, 1990. "Macroeconomic Convergence: International Transmission of Growth and Technical Progress," NBER Working Papers 3264, National Bureau of Economic Research, Inc.
    791. Minford, Patrick & Nowell, Eric & Meenagh, David & Sofat, Prakriti, 2005. "Real Exchange Rate Overshooting RBC Style," CEPR Discussion Papers 5029, C.E.P.R. Discussion Papers.
    792. Buchen, Teresa, 2014. "News Media, Common Information, and Sectoral Comovement," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100391, Verein für Socialpolitik / German Economic Association.
    793. Wen, Yi, 2003. "Understanding the Inventory Cycle: I. Partial Equilibrium Analysis," Working Papers 03-08, Cornell University, Center for Analytic Economics.
    794. Lee, Kevin, 1997. "Modelling economic growth in the UK: An econometric case for disaggregated sectoral analysis," Economic Modelling, Elsevier, vol. 14(3), pages 369-394, July.
    795. Farmer, Roger E.A., 2010. "How to reduce unemployment: A new policy proposal," Journal of Monetary Economics, Elsevier, vol. 57(5), pages 557-572, July.
    796. Feng Dai, 2004. "Development Power and Derivative Process-A Model and Theory for Macroeconomy Analysis," Macroeconomics 0405013, University Library of Munich, Germany.
    797. F. Owen Irvine & Scott Schuh, 2005. "The roles of comovement and inventory investment in the reduction of output volatility," Working Papers 05-9, Federal Reserve Bank of Boston.
    798. Marcus Hagedorn & Iourii Manovskii, 2014. "The Research Agenda: Marcus Hagedorn and Iourii Manovskii on Theory Ahead of Identification," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 15(1), April.
    799. Thomas Delcey & Francesco Sergi, 2019. "The Efficient Market Hypothesis and Rational Expectations. How Did They Meet and Live (Happily?) Ever After," Working Papers hal-02187362, HAL.
    800. Matthew D. Shapiro & Mark W. Watson, 1988. "Sources of Business Cycle Fluctuations," NBER Working Papers 2589, National Bureau of Economic Research, Inc.
    801. Aleksandra Gaweł, 2004. "The Business Cycle Dependent Fluctuation of Employment in Sectors in Polish Economy," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 12.
    802. Marco Maffezzoli, 2001. "Non-Walrasian Labor Markets and Real Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 860-892, October.
    803. Daniel Farhat, 2010. "Capital Accumulation, Non-traded Goods and International Macroeconomic Dynamics with Heterogeneous Firms," Working Papers 1002, University of Otago, Department of Economics, revised May 2010.
    804. Döpke, Jörg & Pierdzioch, Christian, 2000. "Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle," Kiel Working Papers 966, Kiel Institute for the World Economy.
    805. Guglielmo Maria Caporale, 1997. "Sectoral shocks and business cycles: a disaggregated analysis of output fluctuations in the UK," Applied Economics, Taylor & Francis Journals, vol. 29(11), pages 1477-1482.
    806. feng dai, 2005. "The Golden Growth Law in Economic Process," Development and Comp Systems 0511014, University Library of Munich, Germany.
    807. Petrella, Ivan & Santoro, Emiliano, 2010. "Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages," MPRA Paper 21321, University Library of Munich, Germany.
    808. Korap, Levent, 2010. "A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series," MPRA Paper 28647, University Library of Munich, Germany.
    809. Eric Kemp‐Benedict, 2020. "Convergence of actual, warranted, and natural growth rates in a Kaleckian–Harrodian‐classical model," Metroeconomica, Wiley Blackwell, vol. 71(4), pages 851-881, November.
    810. Giudici, Paolo & Huang, Bihong & Spelta, Alessandro, 2019. "Trade networks and economic fluctuations in Asian countries," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
    811. Sarte, Pierre-Daniel & Schwartzman, Felipe & Lubik, Thomas A., 2015. "What inventory behavior tells us about how business cycles have changed," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 264-283.
    812. Semanur Soyyiğit & Yasemin Asu Çırpıcı, 2017. "An Input-Output Network Structure Analysis Of Selected Countries," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 65-88.
    813. Steven Kou & Xianhua Peng & Xingbo Xu, 2016. "EM Algorithm and Stochastic Control in Economics," Papers 1611.01767, arXiv.org.
    814. Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015. "Oil Prices and the Dynamics of Output and Real Exchange Rate," Cardiff Economics Working Papers E2015/18, Cardiff University, Cardiff Business School, Economics Section.
    815. Tan, Hao & Mathews, John A., 2010. "Identification and analysis of industry cycles," Journal of Business Research, Elsevier, vol. 63(5), pages 454-462, May.
    816. Jean-Pierre Rouy, 1997. "Sources et impacts à long terme des chocs dans l'industrie manufacturière : une analyse au niveau désagrégé," Économie et Prévision, Programme National Persée, vol. 131(5), pages 131-144.
    817. José Luis Cendejas Bueno & Félix-Fernando Muñoz & Juan Castañeda, 2014. "When Money Matters," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 15(2), pages 77-110, April.
    818. Francesco Sergi, 2020. "The Standard Narrative about DSGE Models in Central Banks’ Technical Reports," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(2), pages 163-193, March.
    819. Manera, Matteo & Cologni, Alessandro, 2006. "The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis," International Energy Markets Working Papers 12121, Fondazione Eni Enrico Mattei (FEEM).
    820. Gregory R. Duffee & Stephen D. Prowse, 1996. "What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment," Finance and Economics Discussion Series 96-38, Board of Governors of the Federal Reserve System (U.S.).
    821. Kim, Myeong Hyeon & Sun, Lingxia, 2017. "Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 309-325.
    822. Tokui, Joji & Kawasaki, Kazuyasu & Miyagawa, Tsutomu, 2017. "The economic impact of supply chain disruptions from the Great East-Japan earthquake," Japan and the World Economy, Elsevier, vol. 41(C), pages 59-70.
    823. Reijnders, Jan P.G., 2009. "Trend movements and inverted Kondratieff waves in the Dutch economy, 1800-1913," Structural Change and Economic Dynamics, Elsevier, vol. 20(2), pages 90-113, June.
    824. Patrick J. Kehoe & Virgiliu Midrigan & Elena Pastorino, 2018. "Evolution of Modern Business Cycle Models: Accounting for the Great Recession," Staff Report 566, Federal Reserve Bank of Minneapolis.
    825. Ellen R. McGrattan, 1991. "The macroeconomic effects of distortionary taxation," Discussion Paper / Institute for Empirical Macroeconomics 37, Federal Reserve Bank of Minneapolis.
    826. Riccardo DiCecio, 2005. "Comovement: it's not a puzzle," Working Papers 2005-035, Federal Reserve Bank of St. Louis.
    827. Selover David D. & Jensen Roderick V. & Kroll John, 2003. "Industrial Sector Mode-Locking and Business Cycle Formation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 1-39, October.
    828. Dominick Bartelme & Yuriy Gorodnichenko, 2015. "Linkages and Economic Development," NBER Working Papers 21251, National Bureau of Economic Research, Inc.
    829. Antoine d'Autume, 2003. "Ageing and retirement age. What can we learn from the Overlapping Generations Model ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00452561, HAL.
    830. N. Gregory Mankiw, 1990. "A Quick Refresher Course in Macroeconomics," NBER Working Papers 3256, National Bureau of Economic Research, Inc.
    831. Mathieu Taschereau-Dumouchel, 2017. "Cascades and Fluctuations in an Economy with an Endogenous Production Network," 2017 Meeting Papers 700, Society for Economic Dynamics.
    832. Riddhima Sobti, 2022. "The Macroeconomic Impact of Fiscal Policy Shocks: What do the Indian Data Say?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 16(1), pages 7-27, February.
    833. Kristina Barauskaite & Anh Dinh Minh Nguyen, 2021. "Direct and network effects of idiosyncratic TFP shocks," Empirical Economics, Springer, vol. 60(6), pages 2765-2793, June.
    834. Luis Eduardo Arango & Mauricio castillo, 1999. "¿ Son Estilizadas las Regularidades del Ciclo Económico? Una Breve Revisión de la literatura," Borradores de Economia 115, Banco de la Republica de Colombia.
    835. Mulligan, Robert F., 2010. "A fractal comparison of real and Austrian business cycle models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(11), pages 2244-2267.
    836. Hansen, G.D. & Ohanian, L.E., 2016. "Neoclassical Models in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2043-2130, Elsevier.
    837. David N. DeJong & Beth F. Ingram & Charles H. Whiteman, 2000. "Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 311-329.

  27. Barro, Robert J. & Plosser, Charles I., 1983. "Alternative monetary standards : Introduction," Journal of Monetary Economics, Elsevier, vol. 12(1), pages 1-5.

    Cited by:

  28. Plosser, Charles I & Schwert, G William & White, Halbert, 1982. "Differencing as a Test of Specification," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 535-552, October.

    Cited by:

    1. Chan, Kalok & Hameed, Allaudeen & Kang, Wenjin, 2013. "Stock price synchronicity and liquidity," Journal of Financial Markets, Elsevier, vol. 16(3), pages 414-438.
    2. Kothari, S. P. & Zimmerman, Jerold L., 1995. "Price and return models," Journal of Accounting and Economics, Elsevier, vol. 20(2), pages 155-192, September.
    3. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    4. Augustine C. Arize & Ali F. Darrat & Donald J. Meyer, 1990. "Capital Mobility, Monetization, and Money Demand in Developing Economies," The American Economist, Sage Publications, vol. 34(1), pages 69-75, March.
    5. Yash P. Mehra, 1986. "Recent financial deregulation and the interest elasticity of M1 demand," Economic Review, Federal Reserve Bank of Richmond, vol. 72(Jul), pages 13-24.
    6. Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Paper 687, Economics Department, Queen's University.
    7. V. Vance Roley, 1985. "Money Demand Predictability," NBER Working Papers 1580, National Bureau of Economic Research, Inc.
    8. Plummer, Elizabeth, 2006. "The effects of state funding on property tax rates and school construction," Economics of Education Review, Elsevier, vol. 25(5), pages 532-542, October.
    9. Vajanne, Laura, 2009. "Inferring market power from retail deposit interest rates in the euro area," Bank of Finland Research Discussion Papers 27/2009, Bank of Finland.
    10. Mahmood, Talat, 1990. "Die Dynamik der Rentabilität als stochastischer Prozess: eine empirische Zeitreihenanalyse von ausgewählten deutschen und amerikanischen Unternehmen. Vom Fachbereich 20 Informatik der Technischen Universität Berlin zur Erlangung des akademischen Grad," EconStor Books, ZBW - Leibniz Information Centre for Economics, number 112236.
    11. John J. Beggs, 1988. "Diagnostic Testing in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(2), pages 81-101, June.
    12. Daniel L. Thornton, 1988. "The borrowed-reserves operating procedures: theory and evidence," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 30-54.
    13. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    14. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
    15. Sundell, Paul A., 1990. "An Examination of Federal Reserve Behavior: An Applied Reaction Function Approach," Staff Reports 278322, United States Department of Agriculture, Economic Research Service.
    16. Harvey S. Rosen & Kenneth T. Rosen & Douglas Holtz-Eakin, 1983. "Housing Tenure, Uncertainty, and Taxation," NBER Working Papers 1168, National Bureau of Economic Research, Inc.
    17. Choudhry, Taufiq, 2001. "Inflation and rates of return on stocks: evidence from high inflation countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(1), pages 75-96, March.
    18. Laura Spierdijk, 2023. "Assessing the consistency of the fixed-effects estimator: a regression-based Wald test," Empirical Economics, Springer, vol. 64(4), pages 1599-1630, April.
    19. Steven N. Durlauf & Peter C.B. Phillips, 1986. "Trends Versus Random Walks in Time Series Analysis," Cowles Foundation Discussion Papers 788, Cowles Foundation for Research in Economics, Yale University.
    20. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August.
    21. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.

  29. Plosser, Charles I., 1982. "Government financing decisions and asset returns," Journal of Monetary Economics, Elsevier, vol. 9(3), pages 325-352.

    Cited by:

    1. Kameda, Keigo, 2014. "Budget deficits, government debt, and long-term interest rates in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 32(C), pages 105-124.
    2. Oseni O. Isiaq & Adesoye A. Bolaji, 2016. "Fiscal Policy and Term Structure of Interest Rate in Nigeria," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(2), pages 70-83, April.
    3. Otto Gandenberger, 2000. "Is the Fiscal Deficit Misconceived? Proponents of Generational Accounting Overstate their Case," CESifo Working Paper Series 282, CESifo.
    4. Bagus Arya Wirapati & Niken Astria Sakina Kusumawardhani, 2010. "Is ACFTA A Proper Strategy Of Sustainable Poverty Alleviation?: Proof From The Depletion Of Saving Rate," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(1), pages 75-102, July.
    5. Bagus Arya Wirapati & Niken Astria Sakina Kusumawardhani, 2010. "Apakah ACFTA Merupakan Strategi yang Tepat untuk Penuntasan Kemiskinan yang Berkesinambungan?: Bukti dari Penurunan Tingkat Simpanan," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(1), pages 75-102, July.
    6. Kiani, Khurshid M., 2009. "Federal budget deficits and long-term interest rates in USA," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(1), pages 74-84, February.
    7. Robert Novy-Marx & Joshua D. Rauh, 2012. "Fiscal Imbalances and Borrowing Costs: Evidence from State Investment Losses," American Economic Journal: Economic Policy, American Economic Association, vol. 4(2), pages 182-213, May.
    8. M. Faizul Islam, 1998. "Brazil's twin deficits: An empirical examination," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(2), pages 121-128, June.
    9. Normandin, Michel, 1999. "Budget deficit persistence and the twin deficits hypothesis," Journal of International Economics, Elsevier, vol. 49(1), pages 171-193, October.
    10. Alain Paquet, 1999. "Prudence fiscale, indicateurs d’endettement et évolution de l’état des finances des administrations publiques au Canada," L'Actualité Economique, Société Canadienne de Science Economique, vol. 75(1), pages 475-518.
    11. Douglas W. Elmendorf & N. Gregory Mankiw, 1998. "Government Debt," NBER Working Papers 6470, National Bureau of Economic Research, Inc.
    12. Kitchen, John & Orden, David, 1991. "Effects of Fiscal Policy on Agriculture and the Rural Economy," Staff Reports 278556, United States Department of Agriculture, Economic Research Service.
    13. Alain Paquet, 1998. "Prudence fiscale, indicateurs d'endettement et évolution de l'état des finances des administrations publiques au Canada," Cahiers de recherche CREFE / CREFE Working Papers 59, CREFE, Université du Québec à Montréal.
    14. Michael R. Darby, 1984. "Some pleasant monetarist arithmetic," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 8(Spr).
    15. Yash P. Mehra, 1992. "Deficits and long-term interest rates: an empirical note," Working Paper 92-02, Federal Reserve Bank of Richmond.
    16. Jesper Lindé, 2001. "Fiscal policy and interest rates in a small open economy," Finnish Economic Papers, Finnish Economic Association, vol. 14(2), pages 65-83, Autumn.
    17. Javier Andrés & Rafael Doménech, 2006. "Fiscal Rules and Macroeconomic Stability," Hacienda Pública Española / Review of Public Economics, IEF, vol. 176(1), pages 9-41, April.
    18. Damla Haciibrahimoglu & Pinar Derin-Gure, 2013. "Generational Accounting in Turkey," ERC Working Papers 1301, ERC - Economic Research Center, Middle East Technical University, revised Jan 2013.
    19. Douglas Elmendorf & Mary Hirshfeld & David Weil, 1992. "The Effect of News on Bond Prices: Evidence from the United Kingdom 1900-1920," NBER Working Papers 4234, National Bureau of Economic Research, Inc.
    20. Thomas Laubach, 2003. "New evidence on the interest rate effects of budget deficits and debt," Finance and Economics Discussion Series 2003-12, Board of Governors of the Federal Reserve System (U.S.).
    21. John B. Shoven & Scott B. Smart & Joel Waldfogel, 1991. "Real Interest Rates and the Savings and Loan Crisis: The Moral Hazard Premium," NBER Working Papers 3754, National Bureau of Economic Research, Inc.
    22. Selin Pelek, 2015. "The Employment Effect of the Minimum Wage: An Empirical Analysis From Turkey," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 4(1), pages 49-68, January.
    23. Biswajit Maitra, 2017. "Monetary and fiscal factors in nominal interest rate variations in Sri Lanka under a deregulated regime," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 3(1), pages 1-17, December.
    24. Oseni O. Isiaq & Adesoye A. Bolaji, 2016. "Fiscal Policy and Term Structure of Interest Rate in Nigeria," EuroEconomica, Danubius University of Galati, issue 2(12), pages 70-83, April.
    25. Mark Wheeler, 1999. "The macroeconomic impacts of government debt: An empirical analysis of the 1980s and 1990s," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 27(3), pages 273-284, September.
    26. Keivan Deravi & Philip Gregorowicz & Charles E. Hegji, 1992. "Federal Budget Deficits, Money, And Exchange Rates," Contemporary Economic Policy, Western Economic Association International, vol. 10(1), pages 81-90, January.
    27. Kandil, Magda, 2001. "Asymmetry in the effects of us government spending shocks: evidence and implications," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(2), pages 137-165.
    28. Eric Dubois, 1998. "Taux d'intérêt réels élevés dans le monde et crédibilité des autorités monétaires," Revue Française d'Économie, Programme National Persée, vol. 13(1), pages 89-122.
    29. Preston J. Miller & William Roberds, 1989. "How little we know about budget policy effects," Staff Report 120, Federal Reserve Bank of Minneapolis.
    30. Jose Tavares & Rossen Valkanov, 2001. "The neglected effect of fiscal policy on stock and bond returns," Nova SBE Working Paper Series wp413, Universidade Nova de Lisboa, Nova School of Business and Economics.
    31. Laurence Booth & George Georgopoulos & Walid Hejazi, 2007. "What drives provincial‐Canada yield spreads?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(3), pages 1008-1032, August.
    32. Tomasz Piotr Wisniewski & Peter M. Jackson, 2021. "Government debt expansion and stock returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5017-5030, October.
    33. Onyemachi Maxwell Ogbulu & Lezaasi Lenee Torbira & Chizoba Lynda Umezinwa, 2015. "Assessment of the Impact of Fiscal Policy Operations on Stock Price Performance: Empirical Evidence from Nigeria," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 190-202, April.
    34. David Alan Aschauer, 1990. "Is Government Spending Stimulative?," Contemporary Economic Policy, Western Economic Association International, vol. 8(4), pages 30-46, October.
    35. Robert J. Barro, 1988. "The Ricardian Approach to Budget Deficits," NBER Working Papers 2685, National Bureau of Economic Research, Inc.
    36. Stefania D'Amico & William B. English & J. David López-Salido & Edward Nelson, 2012. "The Federal Reserve's large-scale asset purchase programs: rationale and effects," Finance and Economics Discussion Series 2012-85, Board of Governors of the Federal Reserve System (U.S.).
    37. Becker, Torbjörn, 1995. "Government Debt and Private Consumption: Theory and Evidence," SSE/EFI Working Paper Series in Economics and Finance 71, Stockholm School of Economics.
    38. Robert J. Barro, 1986. "Government Spending, Interest Rates, Prices, and Budget Deficits in the United Kingdom, 1701-1918," NBER Working Papers 2005, National Bureau of Economic Research, Inc.
    39. Preston J. Miller & William Roberds, 1992. "How little we know about deficit policy effects," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 16(Win), pages 2-11.
    40. Jean C. Kouam & Simplice A. Asongu, 2022. "The Relevance of an Optimal Policy Mix in the CEMAC zone," Working Papers of the African Governance and Development Institute. 22/098, African Governance and Development Institute..
    41. Jody W. Lipford & William R. Dougan, 1995. "A Public Choice-Theoretic Test of Ricardian Equivalence," Public Finance Review, , vol. 23(4), pages 467-483, October.
    42. Douglas W. Elmendorf, 1996. "The effects of deficit-reduction laws on real interest rates," Finance and Economics Discussion Series 96-44, Board of Governors of the Federal Reserve System (U.S.).
    43. Erick Elder, 1999. "Investment effects of departures from governmental present-value budget balance," Applied Economics, Taylor & Francis Journals, vol. 31(10), pages 1239-1247.
    44. Sinha, Arunima, 2015. "Government debt, learning and the term structure," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 268-289.
    45. Michael R. Darby, 1986. "The Internationalization of American Banking and Finance: Structure, Risk, adn World Interest Rates," NBER Working Papers 1989, National Bureau of Economic Research, Inc.
    46. Camyar, Isa & Ulupinar, Bahar, 2013. "The partisan policy cycle and firm valuation," European Journal of Political Economy, Elsevier, vol. 30(C), pages 92-111.
    47. B. Douglas Bernheim, 1987. "Ricardian Equivalence: An Evaluation of Theory and Evidence," NBER Chapters, in: NBER Macroeconomics Annual 1987, Volume 2, pages 263-316, National Bureau of Economic Research, Inc.
    48. Takahiro Hattori & Motoki Katano, 2020. "Do fiscal policy news shocks affect JGB yield? Evidence from COVID-19," Discussion papers ron334, Policy Research Institute, Ministry of Finance Japan.
    49. Belo, Frederico & Yu, Jianfeng, 2013. "Government investment and the stock market," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 325-339.
    50. Paul Alagidede & Jones Odei Mensah & Muazu Ibrahim, 2018. "Optimal Deficit Financing in a Constrained Fiscal Space in Ghana," African Development Review, African Development Bank, vol. 30(3), pages 291-303, September.
    51. Marina Azzimonti & Pierre Yared, 2018. "The Optimal Public and Private Provision of Safe Assets," NBER Working Papers 24534, National Bureau of Economic Research, Inc.
    52. Gumus, Erdal, 2003. "Crowding-Out Hypothesis versus Ricardian Equivalence Proposition: Evidence from Literature," MPRA Paper 42141, University Library of Munich, Germany.
    53. Stephen M. Miller & Frank S. Russek, 1991. "The Temporal Causality Between Fiscal Deficits And Interest Rates," Contemporary Economic Policy, Western Economic Association International, vol. 9(3), pages 12-23, July.
    54. Martin Feldstein, 1986. "The Budget Deficit and the Dollar," NBER Working Papers 1898, National Bureau of Economic Research, Inc.
    55. Kyle Wilson, 2016. "Does Public Competition Crowd Out Private Investment? Evidence from Municipal Provision of Internet Access," Working Papers 16-16, NET Institute.
    56. Huw Lloyd-Ellis & Shiqiang Zhang & Xiaodong Zhu, 2001. "Tax Smoothing with Stochastic Interest Rates: A Re-assessment of Clinton's Fiscal Legacy," Cahiers de recherche CREFE / CREFE Working Papers 125, CREFE, Université du Québec à Montréal.
    57. Gochoco, Maria Socorro H., 1988. "Financing the Budget Deficit in a Small Open Economy: The Case of the Philippines, 1981-1986," Working Papers WP 1988-10, Philippine Institute for Development Studies.
    58. Oludele Akinloye Akinboade, 2004. "The relationship between budget deficit and interest rates in South Africa: some econometric results," Development Southern Africa, Taylor & Francis Journals, vol. 21(2), pages 289-302.
    59. Shigeyuki Hamori & Kazumi Asako, 1999. "Government consumption and fiscal policy: some evidence from Japan," Applied Economics Letters, Taylor & Francis Journals, vol. 6(9), pages 551-555.
    60. Mohanty, Ranjan Kumar & Bhanumurthy, N.R., 2020. "Revisiting the Role of Fiscal Policy in Determining Interest Rates in India," Working Papers 20/296, National Institute of Public Finance and Policy.
    61. David J. Smyth & Yu Hsing, 1995. "In Search Of An Optimal Debt Ratio For Economic Growth," Contemporary Economic Policy, Western Economic Association International, vol. 13(4), pages 51-59, October.

  30. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.

    Cited by:

    1. David Kiefer, 1996. "Searching For Endogenous Business Cycles In The U.S. Postwar Economy," Metroeconomica, Wiley Blackwell, vol. 47(1), pages 34-56, February.
    2. Farmer, Roger E.A. & Nicolò, Giovanni, 2018. "Keynesian economics without the Phillips curve," Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 137-150.
    3. Kennedy, James E., 1998. "An Analysis of Time-Series Estimates of Capacity Utilization," Journal of Macroeconomics, Elsevier, vol. 20(1), pages 169-187, January.
    4. Olivier Jean Blanchard & Danny Quah, 1988. "The Dynamic Effects of Aggregate Demand and Supply Disturbances," NBER Working Papers 2737, National Bureau of Economic Research, Inc.
    5. Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," CREATES Research Papers 2014-23, Department of Economics and Business Economics, Aarhus University.
    6. Mihaela Simionescu & Mirel Daniel Simionescu, 2017. "The Connection between Foreign Direct Investment and Unemployment Rate in the United States," Working papers Globalization - Economic, Social and Moral Implications, April 2017 18, Research Association for Interdisciplinary Studies.
    7. Mashabela, Juliet & Raputsoane, Leroi, 2018. "The behaviour of disaggregated transitory and potential output over the economic cycle," MPRA Paper 84422, University Library of Munich, Germany.
    8. John Geweke, 1992. "Priors for macroeconomic time series and their application," Discussion Paper / Institute for Empirical Macroeconomics 64, Federal Reserve Bank of Minneapolis.
    9. Gao Lu Zou & Kwong Wing Chau, 2015. "Determinants and Sustainability of House Prices: The Case of Shanghai, China," Sustainability, MDPI, vol. 7(4), pages 1-25, April.
    10. Tsangyao Chang & WenRong Liu & Steven Caudill, 2004. "A re-examination of Wagner's law for ten countries based on cointegration and error-correction modelling techniques," Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 577-589.
    11. Dutt, Amitava K. & Ros, Jaime, 2007. "Aggregate demand shocks and economic growth," Structural Change and Economic Dynamics, Elsevier, vol. 18(1), pages 75-99, March.
    12. Gilberto A. Libanio, 2004. "Unit roots in macroeconomic time series: theory, implications, and evidence," Textos para Discussão Cedeplar-UFMG td228, Cedeplar, Universidade Federal de Minas Gerais.
    13. Cheng, Ka Ming & Durmaz, Nazif & Kim, Hyeongwoo & Stern, Michael L., 2012. "Hysteresis vs. natural rate of US unemployment," Economic Modelling, Elsevier, vol. 29(2), pages 428-434.
    14. Aparicio, Felipe M. & Escribano, Álvaro & García, Ana, 2004. "A range unit root test," DES - Working Papers. Statistics and Econometrics. WS ws041104, Universidad Carlos III de Madrid. Departamento de Estadística.
    15. Kandil, Magda & Woods, Jeffrey G., 1995. "A cross-industry examination of the Lucas misperceptions model," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 55-76.
    16. Emmanuel Anoruo, 2001. "Saving-Investment Connection: Evidence from the Asean Countries," The American Economist, Sage Publications, vol. 45(1), pages 46-53, March.
    17. Michaelides, Panayotis G. & Papageorgiou, Theofanis & Vouldis, Angelos T., 2013. "Business cycles and economic crisis in Greece (1960–2011): A long run equilibrium analysis in the Eurozone," Economic Modelling, Elsevier, vol. 31(C), pages 804-816.
    18. Valerie Cerra & Sweta C. Saxena, 2005. "Growth Dynamics: The Myth of Economic Recovery," Macroeconomics 0508008, University Library of Munich, Germany.
    19. Herrera, Santiago, 2000. "Determinantes y composición del endeudamiento público en Colombia," IDB Publications (Working Papers) 2110, Inter-American Development Bank.
    20. Abdul Saboor & Shumaila Sadiq & Atta Ullah Khan & Gulnaz Hameed, 2017. "Dynamic Reflections of Crimes, Quasi Democracy and Misery Index in Pakistan," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 133(1), pages 31-45, August.
    21. Güneş Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Reserve Bank of New Zealand Discussion Paper Series DP2017/01, Reserve Bank of New Zealand.
    22. 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, vol. 21(3), pages 577-595, July.
    23. Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2024. "What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark," Journal of Finance, American Finance Association, vol. 79(4), pages 2603-2665, August.
    24. Galvao Jr., Antonio F., 2009. "Unit root quantile autoregression testing using covariates," Journal of Econometrics, Elsevier, vol. 152(2), pages 165-178, October.
    25. Vicente Martínez, Eva, 2006. "Properties of two U.S. inflation measures (1985-2005)," DES - Working Papers. Statistics and Econometrics. WS ws066818, Universidad Carlos III de Madrid. Departamento de Estadística.
    26. Florian Eckert & Nina Mühlebach, 2021. "Global and Local Components of Output Gaps," KOF Working papers 21-497, KOF Swiss Economic Institute, ETH Zurich.
    27. Yamin Ahmad & Adam Check & Ming Chien Lo, 2024. "Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2139-2173, June.
    28. Carlos Barros & Luis Gil-Alana, 2012. "Inflation forecasting in Angola: a fractional approach," CEsA Working Papers 103, CEsA - Centre for African and Development Studies.
    29. Robert F. Engle & Joao Victor Issler, 1993. "Estimating Sectoral Cycles Using Cointegration and Common Features," NBER Working Papers 4529, National Bureau of Economic Research, Inc.
    30. Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "The Measurement of Persistence and Hysteresis in Aggregate Unemployment," Method and Hist of Econ Thought 0311002, University Library of Munich, Germany.
    31. Victor Zarnowitz, 1987. "The Regularity of Business Cycles," NBER Working Papers 2381, National Bureau of Economic Research, Inc.
    32. Dobrescu, Emilian, 2012. "Restatement of the I-O Coefficient Stability Problem," MPRA Paper 48567, University Library of Munich, Germany.
    33. John Barkoulas & Christopher Baum & Mustafa Caglayan, 1999. "Fractional monetary dynamics," Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1393-1400.
    34. Martha Misas Arango & Enrique L�pez Enciso, 1998. "El Producto Potencial En Colombia: Una Estimaci�N Bajo Var Estructural," Borradores de Economia 2538, Banco de la Republica.
    35. Yoonbai Kim, 1997. "How Real are Real Exchange Rates?," International Economic Journal, Taylor & Francis Journals, vol. 11(1), pages 87-108.
    36. Chang, Jinyuan & Cheng, Guanghui & Yao, Qiwei, 2022. "Testing for unit roots based on sample autocovariances," LSE Research Online Documents on Economics 114620, London School of Economics and Political Science, LSE Library.
    37. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2013. "Modelling the behaviour of unemployment rates in the US over time and across space," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(22), pages 5711-5722.
    38. Entorf, Horst, 1997. "Random walks with drifts: Nonsense regression and spurious fixed-effect estimation," Journal of Econometrics, Elsevier, vol. 80(2), pages 287-296, October.
    39. Kramer, Walter & Davies, Laurie, 2002. "Testing for unit roots in the context of misspecified logarithmic random walks," Economics Letters, Elsevier, vol. 74(3), pages 313-319, February.
    40. Leo Butler, 1996. "The Bank of Canada's New Quarterly Porjection Model Part 4 : A Semi-Structural Method to Estimate Potential Output : Combining Economic Theory with a Time-Series Filter," Technical Reports 77, Bank of Canada.
    41. Manuel Gonzalez-Astudillo & John M. Roberts, 2016. "When Can Trend-Cycle Decompositions Be Trusted?," Finance and Economics Discussion Series 2016-099, Board of Governors of the Federal Reserve System (U.S.).
    42. Ertur, C. & Musolesi, A., 2013. "Weak and strong cross-sectional dependence: a panel data analysis of international technology diffusion," Working Papers 2013-09, Grenoble Applied Economics Laboratory (GAEL).
    43. Kandil, Magda, 2009. "Demand-side stabilization policies: What is the evidence of their potential?," Journal of Economics and Business, Elsevier, vol. 61(3), pages 261-276.
    44. Chen, Chung & Wu, Chunchi, 1999. "The dynamics of dividends, earnings and prices: evidence and implications for dividend smoothing and signaling," Journal of Empirical Finance, Elsevier, vol. 6(1), pages 29-58, January.
    45. Ali, Amjad & Audi, Marc, 2016. "The Impact of Income Inequality, Environmental Degradation and Globalization on Life Expectancy in Pakistan: An Empirical Analysis," MPRA Paper 71112, University Library of Munich, Germany.
    46. Mah, Jai Sheen, 1997. "Cyclical factors in import demand behavior: The Korean experience," Journal of Policy Modeling, Elsevier, vol. 19(3), pages 323-331, June.
    47. Sergey Aivazian & Boris Brodsky & Edward Sandoyan & Mariam Voskanyan & David Manukyan, 2013. "Macroeconometric modeling of Russian and Armenian economies. II. Aggregated macroeconometric models of the national economies of Russia and Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 7-31.
    48. Azomahou, Theophile & Mishra, Tapas, 2009. "Stochastic environmental effects, demographic variation, and economic growth," MERIT Working Papers 2009-016, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    49. K. D. Patterson, 2002. "Modelling the data measurement process for the index of production," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 165(2), pages 279-296, June.
    50. Heinemann, Friedrich, 1994. "Central Europe and European monetary integration: a strategy for catching up," ZEW Discussion Papers 94-21, ZEW - Leibniz Centre for European Economic Research.
    51. Dionysios K. Solomos & Dimitrios N. Koumparoulis, 2013. "Financial Sector and Business Cycles Determinants in the EMU: An Empirical Approach (1996-2011)," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 34-58.
    52. Barbara Annicchiarico & Alessandra Pelloni, 2013. "Productivity Growth and Volatility: How Important Are Wage and Price Rigidities?," Working Paper series 02_13, Rimini Centre for Economic Analysis.
    53. Julia Campos & Neil R. Ericsson & David F. Hendry, 1987. "An analogue model of phase-averaging procedures," International Finance Discussion Papers 303, Board of Governors of the Federal Reserve System (U.S.).
    54. Mstislav Elagin, 2008. "Locally adaptive estimation methods with application to univariate time series," Papers 0812.0449, arXiv.org.
    55. Mills, Terence C, 1994. "Infrequent Permanent Shocks and the Unit Root in Quarterly UK Output," Bulletin of Economic Research, Wiley Blackwell, vol. 46(1), pages 91-94, January.
    56. Gencay, Ramazan & Fan, Yanqin, 2007. "Unit Root Tests with Wavelets," MPRA Paper 9832, University Library of Munich, Germany.
    57. Amy Y. Guisinger & Ruben Hernandez-Murillo & Michael T. Owyang & Tara M. Sinclair, 2015. "A State-Level Analysis of Okun's Law," Working Papers 2015-29, Federal Reserve Bank of St. Louis.
    58. Clements, Michael P., 2002. "Comments on 'The state of macroeconomic forecasting'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 469-482, December.
    59. Bennett T. McCallum, 1987. "Inflation: Theory and Evidence," NBER Working Papers 2312, National Bureau of Economic Research, Inc.
    60. Richard T. Froyen & Roger N. Waud, 1986. "Real Business Cycles and the Lucas Paradigm," NBER Working Papers 2109, National Bureau of Economic Research, Inc.
    61. Pamela Góngora Salazar, 2010. "Determinantes de la volatilidad en el producto: evidencia empírica," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-47.
    62. Wang, Juan & Zhang, Dongxiang & Zhang, Jian, 2015. "Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 157-164.
    63. Perry Burnett & Harvey Cutler & Stephen Davies, 2012. "Understanding The Unique Impacts Of Economic Growth Variables," Journal of Regional Science, Wiley Blackwell, vol. 52(3), pages 451-468, August.
    64. Serletis, Apostolos & Rangel-Ruiz, Ricardo, 2004. "Testing for common features in North American energy markets," Energy Economics, Elsevier, vol. 26(3), pages 401-414, May.
    65. Waseem Khan & Vishal Sharma & Saghir Ahmad Ansari, 2022. "Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks: A case of emerging economy," Review of Development Economics, Wiley Blackwell, vol. 26(3), pages 1733-1784, August.
    66. Anyikwa, Izunna & Hamman, Nicolene & Phiri, Andrew, 2018. "Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests," MPRA Paper 87790, University Library of Munich, Germany.
    67. Giorgio Calcagnini & Germana Giombini & Giuseppe Travaglini, 2021. "The Productivity Gap Among Major European Countries, USA and Japan," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(1), pages 59-78, March.
    68. Lee, Chien-Chiang & Chang, Chun-Ping, 2007. "The impact of energy consumption on economic growth: Evidence from linear and nonlinear models in Taiwan," Energy, Elsevier, vol. 32(12), pages 2282-2294.
    69. Geetha Mayadunne & Merran Evans & Brett Inder, 1995. "An Empirical Investigation of Shock Persistence in Economic Time Series," The Economic Record, The Economic Society of Australia, vol. 71(2), pages 145-156, June.
    70. Mai, Nhat Chi, 2014. "Monetary transmission mechanism analysis in a small, open economy: the case of Vietnam," OSF Preprints ybc8p, Center for Open Science.
    71. Bennett T. McCallum, 2002. "Recent developments in monetary policy analysis: the roles of theory and evidence," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 67-96.
    72. Hassler Uwe & Tsai Henghsiu, 2013. "Asymptotic Behavior of Temporal Aggregates in the Frequency Domain," Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 47-60, January.
    73. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries," Working Papers 201321, University of Pretoria, Department of Economics.
    74. Franses, Philip Hans & Kleibergen, Frank, 1996. "Unit roots in the Nelson-Plosser data: Do they matter for forecasting?," International Journal of Forecasting, Elsevier, vol. 12(2), pages 283-288, June.
    75. Rocha, Roberto de Rezende, 1991. "Inflation and stabilization in Yugoslavia," Policy Research Working Paper Series 752, The World Bank.
    76. Yoon & Jae Ho, 2004. "Has the G7 business cycle become more synchronized ?," Econometric Society 2004 Far Eastern Meetings 782, Econometric Society.
    77. Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz, 2016. "Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?," CESifo Working Paper Series 5965, CESifo.
    78. Chirwa, Themba G., 2009. "The role of real and nominal variables in defining business cycles: dynamic properties of a hybrid model - an alternative view," MPRA Paper 18949, University Library of Munich, Germany.
    79. P. Srinivasan & Inder Siddanth Ravindra, 2015. "Causality among Energy Consumption, CO2 Emission, Economic Growth and Trade," Foreign Trade Review, , vol. 50(3), pages 168-189, August.
    80. Peter Hans Matthews, 2004. "Paradise Lost and Found? The Econometric Contributions of Clive W.J. Granger and Robert F. Engle," Middlebury College Working Paper Series 0416, Middlebury College, Department of Economics.
    81. Angel de la Fuente, 2015. "Infrastructures and Productivity: an Updated Survey," Working Papers 475, Barcelona School of Economics.
    82. Saban Nazlioglu & Dogukan Tarakci & Emre Kilic, 2024. "Nelson and Plosser revisited: macroeconomic and financial stability of Turkey," Empirical Economics, Springer, vol. 66(6), pages 2557-2592, June.
    83. Frédéric Lordon, 1991. "Théorie de la croissance : quelques développements récents [Première partie : la croissance récente]," Revue de l'OFCE, Programme National Persée, vol. 36(1), pages 157-211.
    84. Dimitrios Vougas, 2001. "Real per capita GNP of USA: examination of the presence of a unit root via overdifferencing," Applied Economics Letters, Taylor & Francis Journals, vol. 8(6), pages 373-375.
    85. Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
    86. Andrea Borsato, 2022. "An agent-based model for Secular Stagnation in the USA: theory and empirical evidence," Journal of Evolutionary Economics, Springer, vol. 32(4), pages 1345-1389, September.
    87. Mushtaq Ahmad Malik & Tariq Masood & Ilhan Ozturk, 2022. "Identifying structural breaks and growth regimes in middle eastern economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 224-236, January.
    88. J.P.G. Reijnders, 2007. "Impulse or propagation? How the tides turned in Business Cycle Theory," Working Papers 07-07, Utrecht School of Economics.
    89. Pan, Guochen & Chang, Hsu-Ling & Su, Chi-Wei, 2012. "Regional differences in development of life insurance markets in China," Emerging Markets Review, Elsevier, vol. 13(4), pages 548-558.
    90. George Hondroyiannis & Sophia Lazaretou, 2004. "Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data," Working Papers 13, Bank of Greece.
    91. Marvin Goodfriend & Robert G. King, 2009. "The Great Inflation Drift," NBER Working Papers 14862, National Bureau of Economic Research, Inc.
    92. Anita Ghatak, 1998. "Aggregate consumption functions for India: A cointegration analysis under structural changes, 1919-86," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(4), pages 475-488.
    93. K Blackburn & A Pelloni, 2001. "On the Relationship Between Growth and Volatility in Learning-by-Doing Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 01, Economics, The University of Manchester.
    94. Pedro Clavijo-Cortes, 2023. "Is unemployment hysteretic or structural? A Bayesian model selection approach," Empirical Economics, Springer, vol. 65(6), pages 2837-2866, December.
    95. Markus Eberhardt & Anindya Banerjee and J. James Reade, 2010. "Panel Estimation for Worriers," Economics Series Working Papers 514, University of Oxford, Department of Economics.
    96. M.A.Hossain, 2001. "On Export-Led Growth: Is Manufacturing Exports a New Engine of Growth for Bangladesh?," Discussion Papers Series 297, School of Economics, University of Queensland, Australia.
    97. Mahmood-ul-Hasan Khan, 2008. "Short Run Effects of an Unanticipated Change in Monetary Policy: Interpreting Macroeconomic Dynamics in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 4, pages 1-30.
    98. Sadiye Baykara & Erdinç Telatar, 2012. "The Stationarity Of Consumption-Income Ratios With Nonlinear And Asymmetric Unit Root Tests: Evidence From Fourteen Transition Economies," Hacettepe University Department of Economics Working Papers 20129, Hacettepe University, Department of Economics.
    99. Steven Cook, 2008. "More uncertainty: on the trending nature of real GDP in the US and UK," Applied Economics Letters, Taylor & Francis Journals, vol. 15(9), pages 667-670.
    100. James Culham & John E. King, 2013. "Horizontalists and Verticalists after 25 years," Review of Keynesian Economics, Edward Elgar Publishing, vol. 1(4), pages 391—405-3, October.
    101. Rogers, John H. & Jenkins, Michael, 1995. "Haircuts or hysteresis? Sources of movements in real exchange rates," Journal of International Economics, Elsevier, vol. 38(3-4), pages 339-360, May.
    102. Ranjan Aneja & N. K. Bishnoi, 2022. "Road-based transport infrastructure and economic growth in Haryana: a causality analysis," SN Business & Economics, Springer, vol. 2(11), pages 1-12, November.
    103. Andreas Brunhart, 2013. "Der Klein(st)staat Liechtenstein und seine grossen Nachbarländer: Eine wachstums- und konjunkturanalytische Gegenüberstellung," Arbeitspapiere 44, Liechtenstein-Institut.
    104. Devi Singh & P. Balasubramanian, 2000. "Price-Volume Relationship: Some Evidence from the Indian Stock Market," Vision, , vol. 4(1), pages 17-28, January.
    105. Jean-Marie Dufour & Malika Neifar, 2004. "Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(4), pages 593-618.
    106. Narayan, Paresh Kumar & Liu, Ruipeng & Westerlund, Joakim, 2016. "A GARCH model for testing market efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 121-138.
    107. Masao Ogaki & Vikas Kakkar, 2002. "The Distortionary Effects of Inflation: An Empirical Investigation," Working Papers 02-01, Ohio State University, Department of Economics.
    108. Mehdi Abid & Rafaa Mraihi, 2015. "Energy Consumption and Industrial Production: Evidence from Tunisia at Both Aggregated and Disaggregated Levels," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 6(4), pages 1123-1137, December.
    109. Dennis Hoffman & Robert H. Rasche, 1989. "The Demand For Money in the U.S. During the Great Depression: Estimates and Comparison with the Post War Experience," NBER Working Papers 3217, National Bureau of Economic Research, Inc.
    110. F. Goerlich, 1991. "Persistencia en las fluctuaciones económicas: evidencia para el caso español," Investigaciones Economicas, Fundación SEPI, vol. 15(1), pages 193-202, January.
    111. McCulloch, J. Huston, 2016. "Moment Ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 712-733.
    112. Nektarios Aslanidis & Stilianos Fountas, 2012. "Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data," Discussion Paper Series 2012_09, Department of Economics, University of Macedonia, revised Oct 2012.
    113. Jesús Tomás Monge Moreno & Manuel Monge, 2023. "Coronavirus, Vaccination and the Reaction of Consumer Sentiment in The United States: Time Trends and Persistence Analysis," Mathematics, MDPI, vol. 11(8), pages 1-8, April.
    114. Hyeongwoo Kim & Jisoo Son, 2024. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2024-01, Department of Economics, Auburn University.
    115. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro José Piqueras Martínez, 2024. "Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity," CESifo Working Paper Series 11486, CESifo.
    116. Yu Chen & Apostolos Serletis, 2025. "Monetary Policy Strategies in Advanced and Emerging Economies," Open Economies Review, Springer, vol. 36(1), pages 1-23, February.
    117. Vishal Chandr Jaunky & Robert Lundmark, 2015. "Are Shocks to Wood Fuel Production Permanent? Evidence from the EU," Energies, MDPI, vol. 8(11), pages 1-11, November.
    118. Carl Chiarella & Shenhuai Gao, 2002. "Type I Spurious Regression in Econometrics," Working Paper Series 114, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    119. Jordi Paniagua & Juan Sapena & Cecilio Tamarit, 2016. "Fiscal Sustainability in EMU contries: A continued Fiscal commitment?," Working Papers 1608, Department of Applied Economics II, Universidad de Valencia.
    120. Oluwasola E Omoju & Jinkai Li & Jin Zhang & Abdul Rauf & Victor Edem Sosoo, 2020. "Implications of shocks in energy consumption for energy policy in sub-Saharan Africa," Energy & Environment, , vol. 31(6), pages 1077-1097, September.
    121. John H. Cochrane, 1990. "Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods," NBER Working Papers 3427, National Bureau of Economic Research, Inc.
    122. Jemberu Lulie Mekonnen & Ali Suut Dogruel, 2018. "Growth and Volatility Nexus in Sub‐Saharan Africa," African Development Review, African Development Bank, vol. 30(2), pages 175-186, June.
    123. Granger, Clive W. J. & Huangb, Bwo-Nung & Yang, Chin-Wei, 2000. "A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(3), pages 337-354.
    124. Bierens, H.J., 1995. "Nonparametric cointegration analysis," Discussion Paper 1995-123, Tilburg University, Center for Economic Research.
    125. Arize, A. C., 1996. "Cointegration test of a long-run relation between the trade balance and the terms of trade in sixteen countries," The North American Journal of Economics and Finance, Elsevier, vol. 7(2), pages 203-215.
    126. Luis Gil-Alana, 2004. "The permanent income hypothesis: A new framework based on fractional integration and cointegration," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 10(3), pages 165-179, October.
    127. Juan Carlos Aquino & Gabriel Rodríguez, 2011. "Understanding The Functional Central Limit Theorems With Some Applications To Unit Root Testing With Structural Change," Documentos de Trabajo / Working Papers 2011-319, Departamento de Economía - Pontificia Universidad Católica del Perú.
    128. James Kung & Andrew Carverhill, 2005. "A cointegration study of the efficiency of the US Treasury STRIPS market," Applied Economics, Taylor & Francis Journals, vol. 37(6), pages 695-703.
    129. Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J., 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," Econometric Institute Research Papers EI 2010-56, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    130. Brittle, Shane, 2009. "Ricardian Equivalence and the Efficacy of Fiscal Policy in Australia," Economics Working Papers wp09-10, School of Economics, University of Wollongong, NSW, Australia.
    131. Gil-Alaña, Luis A., 2000. "Testing stochastic cycles in macroeconomic time series," SFB 373 Discussion Papers 2000,70, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    132. Silva Lopes, Artur, 2025. "On a Definition of Trend," MPRA Paper 125073, University Library of Munich, Germany.
    133. Chris Murray & Charles Nelson, 1998. "The Uncertain Trend in U.S. GDP," Discussion Papers in Economics at the University of Washington 0074, Department of Economics at the University of Washington.
    134. Meng-Shiuh Chang & Teng-Yuan Hu, 2006. "Scale of variance, unit of data and the power of unit root tests under structural changes - a strategy for analysing Nelson-Plosser data," Applied Economics Letters, Taylor & Francis Journals, vol. 13(1), pages 51-56.
    135. Cosmos Antwi-Boateng, 2015. "Does Export Trading Influence Economic Growth In Ghana?," Journal of Empirical Economics, Research Academy of Social Sciences, vol. 4(1), pages 63-77.
    136. Hicham AYAD, 2019. "Co-integration with regime shift between government expenditure and poverty reduction in Algeria," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(619), S), pages 205-216, Summer.
    137. Otto, Glenn & Wirjanto, Tony, 1989. "National Savings and Domestic Investment in the Long Run: Some Time Series Evidence for the U.S. and Canada," Queen's Institute for Economic Research Discussion Papers 275218, Queen's University - Department of Economics.
    138. Yu Kun Wang & Li Zhang & We-me Ho, 2019. "The Economic Analysis of Carbon Emissions: Evidence from China," Applied Finance and Accounting, Redfame publishing, vol. 5(2), pages 42-52, August.
    139. Junsoo Lee & John A. List & Mark Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," NBER Working Papers 11487, National Bureau of Economic Research, Inc.
    140. Berthold, Norbert & Brunner, Alexander & Zenzen, Jupp, 2010. "Makroökonomische Rahmenbedingungen und die Einkommensverteilung: Welchen Einfluss hat die Finanzkrise?," Discussion Paper Series 108, Julius Maximilian University of Würzburg, Chair of Economic Order and Social Policy.
    141. Mahamuda Firoj & Abeda Sultana & Md. Harun Ur Rashid, 2024. "Does external dependency impact economic growth? Evidence from an emerging economy," SN Business & Economics, Springer, vol. 4(3), pages 1-23, March.
    142. Skalin, Joakim & Teräsvirta, Timo, 1996. "Another Look at Swedish Business Cycles, 1861-1988," SSE/EFI Working Paper Series in Economics and Finance 130, Stockholm School of Economics.
    143. Guilhem Bentoglio & Jacky Fayolle & Matthieu Lemoine, 2002. "Unity and Plurality of the European Cycle," Sciences Po Economics Publications (main) hal-03458584, HAL.
    144. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series 8289, CESifo.
    145. Shahbaz, Muhammad & Ahmed, Khalid & Rasool, Ghulam & Kumar, Mantu, 2016. "Considering the effect of biomass energy consumption on economic growth:fresh evidence from BRICS region," MPRA Paper 70024, University Library of Munich, Germany, revised 14 Mar 2016.
    146. William Barnett & Apostolos Serletis, 2012. "Martingales, Nonlinearity, And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201225, University of Kansas, Department of Economics, revised Sep 2012.
    147. Ms. Valerie Cerra & Ms. Sweta Chaman Saxena, 2017. "Booms, Crises, and Recoveries: A New Paradigm of the Business Cycle and its Policy Implications," IMF Working Papers 2017/250, International Monetary Fund.
    148. James A. Kahn & Robert W. Rich, 2003. "Tracking the new economy: using growth theory to detect changes in trend productivity," Proceedings, Federal Reserve Bank of San Francisco, issue nov.
    149. Ali, Amjad & Audi, Marc & ŞENTÜRK, İsmail & Roussel, Yannick, 2021. "Do Sectoral Growth Promote CO2 Emissions in Pakistan? Time Series Analysis in Presence of Structural Break," MPRA Paper 111215, University Library of Munich, Germany.
    150. Shelley, Gary L. & Wallace, Frederick H., 2011. "Further evidence regarding nonlinear trend reversion of real GDP and the CPI," Economics Letters, Elsevier, vol. 112(1), pages 56-59, July.
    151. Greg Tkacz, 2000. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Staff Working Papers 00-5, Bank of Canada.
    152. Norman J. Morin & John M. Roberts, 1999. "Is hysteresis important for U.S. unemployment?," Finance and Economics Discussion Series 1999-56, Board of Governors of the Federal Reserve System (U.S.).
    153. Yao, Fang, 2022. "Estimating the Trend of the House Price to Income Ratio in Ireland," Research Technical Papers 8/RT/22, Central Bank of Ireland.
    154. No, Sung Chul & Salassi, Michael E. & Zapata, Hector O., 2003. "Long-Run Trend Analysis Of Counter-Cycle Program Commodity Prices In The Farm Security And Rural Development Act Of 2002," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35087, Southern Agricultural Economics Association.
    155. Chor Foon Tang, 2012. "The non‐monotonic effect of real wages on labour productivity," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 39(6), pages 391-399, May.
    156. Mehdi Abid, 2016. "Energy Consumption-Informal Economic Growth Analysis: What Policy Options Do We Have?," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 7(1), pages 207-218, March.
    157. Michael D. Bordo & Lars Jonung, 1989. "The Long-Run Behavior of Velocity: The Institutional Approach Revisited," NBER Working Papers 3204, National Bureau of Economic Research, Inc.
    158. Su Zhou, 2013. "Nonlinearity and stationarity of inflation rates: evidence from the euro-zone countries," Applied Economics, Taylor & Francis Journals, vol. 45(7), pages 849-856, March.
    159. Chiang, Thomas C. & Kim, Doseong & Lee, Euiseong, 2006. "Country-fund discounts and risk: Evidence from stock market volatility and macroeconomic volatility," Journal of Economics and Business, Elsevier, vol. 58(4), pages 303-322.
    160. Tang, Chor Foon & Tan, Eu Chye, 2015. "Does tourism effectively stimulate Malaysia's economic growth?," Tourism Management, Elsevier, vol. 46(C), pages 158-163.
    161. Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2015. "The US Real GNP is Trend-Stationary After All," Working Papers 201581, University of Pretoria, Department of Economics.
    162. Elwood, S. Kirk, 1998. "Is the persistence of shocks to output asymmetric?," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 411-426, April.
    163. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, vol. 58(4), pages 1491-1511, April.
    164. Yong Glasure & Aie-Rie Lee & James Norris, 1999. "Level of economic development and political democracy revisited," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 5(4), pages 466-477, November.
    165. Michieka, Nyakundi M. & Fletcher, Jerald & Burnett, Wesley, 2013. "An empirical analysis of the role of China’s exports on CO2 emissions," Applied Energy, Elsevier, vol. 104(C), pages 258-267.
    166. Tsangyao Chang & Gengnan Chiang & Yichun Zhang, 2009. "Is volume index of gdp per capita stationary in oecd countries? panel stationary tests with structural breaks," Economics Bulletin, AccessEcon, vol. 29(2), pages 588-598.
    167. T. Verbeke & M. De Clercq, 2004. "The Environmental Kuznets Curve: some really disturbing Monte Carlo evidence," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/242, Ghent University, Faculty of Economics and Business Administration.
    168. Oleg Kryzhanovsky & Alexander Zykov, 2022. "DEMUR: A Regional Semi-Structural Model of the Ural Macroregion," Russian Journal of Money and Finance, Bank of Russia, vol. 81(4), pages 52-85, December.
    169. Wilms, Philip & Swank, Job & de Haan, Jakob, 2018. "Determinants of the real impact of banking crises: A review and new evidence," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 54-70.
    170. Mingotti, Nicola & Lillo Rodríguez, Rosa Elvira & Romo, Juan, 2015. "A Random Walk Test for Functional Time Series," DES - Working Papers. Statistics and Econometrics. WS ws1506, Universidad Carlos III de Madrid. Departamento de Estadística.
    171. Khamfula, Y.A., 1999. "Essays on exchange rate policy in developing countries," Other publications TiSEM f26788fe-2363-417a-a965-5, Tilburg University, School of Economics and Management.
    172. Adekunle, Wasiu & Bekoe, William & Badmus, Sheriff & Anagun, Michael & Alimi, Wasiu, 2021. "Nexus Between Fiscal Discipline And The Budget Process In Africa: Evidence From Nigeria," MPRA Paper 110061, University Library of Munich, Germany.
    173. Monika Zimmermann & Florian Ziel, 2024. "Efficient mid-term forecasting of hourly electricity load using generalized additive models," Papers 2405.17070, arXiv.org, revised Feb 2025.
    174. Shahiduzzaman, Md & Alam, Khorshed, 2012. "A reassessment of energy and GDP relationship: A case of Australia," MPRA Paper 36256, University Library of Munich, Germany.
    175. Nahla Samargandi & Jan Fidrmuc & Sugata Ghosh, 2014. "Is the Relationship between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle Income Countries," CESifo Working Paper Series 4743, CESifo.
    176. Christian EBEKE & Hélène EHRHART, 2011. "Does VAT reduce the instability of tax revenues?," Working Papers 201124, CERDI.
    177. Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2017-03, Department of Economics, Auburn University.
    178. Peter M. Jackson & Meryem Duygun Fethi & Sami Fethi, "undated". "Cointegration, Causality and Wagner's Law: A test for Northern Cyprus, 1977-1996," Discussion Papers in Public Sector Economics 99/2, Division of Economics, School of Business, University of Leicester.
    179. Monge, Manuel & Cristóbal, Enrique, 2021. "Terrorism and the behavior of oil production and prices in OPEC," Resources Policy, Elsevier, vol. 74(C).
    180. Dilip Dutta & Nasiruddin Ahmed, 2001. "Trade Liberalisation and Industrial Growth in Pakistan: A Cointegration Analysis," ASARC Working Papers 2001-01, The Australian National University, Australia South Asia Research Centre.
    181. Sehar SALEEM & Saima SARWAR, 2015. "DRIVERS OF TERRORISM IN PAKISTAN:An Evidence through Institutional Prism," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 25(2), pages 193-211.
    182. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, vol. 13(3), pages 245-258.
    183. Scott J. Brown & N. Edward Coulson & Robert F. Engle, 1990. "Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share," NBER Working Papers 3291, National Bureau of Economic Research, Inc.
    184. Manes, Eran & Schneider, Friedrich & Tchetchik, Anat, 2016. "On the Boundaries of the Shadow Economy: An Empirical Investigation," IZA Discussion Papers 10067, IZA Network @ LISER.
    185. Karapanagiotidis, Paul, 2013. "Empirical evidence for nonlinearity and irreversibility of commodity futures prices," MPRA Paper 56801, University Library of Munich, Germany.
    186. Yonatan Navon & Ashton de Silva, 2023. "Measuring Local Economic Activity Using Pedestrian Count Data," The Economic Record, The Economic Society of Australia, vol. 99(S1), pages 35-49, December.
    187. Robert G. King & Sergio T. Rebelo, 2000. "Resuscitating Real Business Cycles," NBER Working Papers 7534, National Bureau of Economic Research, Inc.
    188. Garey Ramey & Valerie A. Ramey, 1994. "Cross-Country Evidence on the Link Between Volatility and Growth," NBER Working Papers 4959, National Bureau of Economic Research, Inc.
    189. Kandil, Magda, 1998. "Supply-Side Asymmetry and the Non-Neutrality of Demand Fluctuations," Journal of Macroeconomics, Elsevier, vol. 20(4), pages 785-809, October.
    190. Loewy, Michael B. & Papell, David H., 1996. "Are U.S. regional incomes converging? Some further evidence," Journal of Monetary Economics, Elsevier, vol. 38(3), pages 587-598, December.
    191. Afxentiou, Panos & Serletis, Apostolos, 2000. "Output growth and the variability of exports and imports growth: international evidence from Granger causality tests," MPRA Paper 1750, University Library of Munich, Germany.
    192. Jim Dolmas, 1998. "Risk Preferences and the Welfare Cost of Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(3), pages 646-676, July.
    193. Koop, G. & Steel, M.F.J., 1991. "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Discussion Paper 1991-50, Tilburg University, Center for Economic Research.
    194. Michelle Baddeley & Ron Martin & Peter Tyler, 1998. "Transitory shock or structural shift? The impact of the early 1980s recession on British regional unemployment," Applied Economics, Taylor & Francis Journals, vol. 30(1), pages 19-30.
    195. Kandil, Magda, 2007. "The wage-price spiral: International evidence and implications," Journal of Economics and Business, Elsevier, vol. 59(3), pages 212-240.
    196. Carl E. Walsh, 1987. "Monetary targeting and inflation: 1976-1984," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 5-16.
    197. Strauß, Hubert, 2002. "Multivariate Cointegration Analysis of Aggregate Exports: Empirical Evidence for the United States, Canada, and Germany," Kiel Working Papers 1101, Kiel Institute for the World Economy.
    198. Markus Eberhardt & Francis Teal, 2011. "Econometrics For Grumblers: A New Look At The Literature On Cross‐Country Growth Empirics," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 109-155, February.
    199. Oktay KIZILKAYA & Gökhan KONAT, 2019. "Elektrik Tüketimindeki Dalgalanmalar Geçici mi Yoksa Kalıcı mı? Türkiye İçin Amprik Bir Analiz," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 31(0), pages 53-62, December.
    200. Bashiri Behmiri, Niaz & Pires Manso, José R., 2012. "Does Portuguese economy support crude oil conservation hypothesis?," Energy Policy, Elsevier, vol. 45(C), pages 628-634.
    201. Roberto Iannaccone & Edoardo Otranto, 2003. "Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter," Econometrics 0311002, University Library of Munich, Germany.
    202. Kalyvitis, Sarantis C., 1997. "Evaluating the real effects of devaluation expectations in Greece under alternative policies," Economic Modelling, Elsevier, vol. 14(2), pages 215-236, April.
    203. Ranajoy Bhattacharyya & Jaydeep Mukherjee, 2014. "Do Exchange Rates Affect Exports in India?," South Asian Journal of Macroeconomics and Public Finance, , vol. 3(2), pages 175-193, December.
    204. Min Shrestha & Khorshed Chowdhury, 2007. "Testing financial liberalization hypothesis with ARDL modelling approach," Applied Financial Economics, Taylor & Francis Journals, vol. 17(18), pages 1529-1540.
    205. Maurice Kugler & Reza Ofoghi, 2005. "Does Insurance Promote Economic Growth? Evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2005 8, Money Macro and Finance Research Group.
    206. Angelos VOULDIS & Panayotis MICHAELIDES & John MILIOS, 2008. "Do Technology Shocks affect Output and Profitability over the Business Cycle in Greece (1960-2008)?," EcoMod2008 23800152, EcoMod.
    207. Audi, Marc & Ali, Amjad, 2016. "Environmental Degradation, Energy consumption, Population Density and Economic Development in Lebanon: A time series Analysis (1971-2014)," MPRA Paper 82494, University Library of Munich, Germany, revised 2017.
    208. Cosimo Magazzino, 2015. "Energy consumption and GDP in Italy: cointegration and causality analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 17(1), pages 137-153, February.
    209. Alban Moura, 2022. "Why you should never use the Hodrick-Prescott Filter: Comment," BCL working papers 162, Central Bank of Luxembourg.
    210. Paresh Kumar Narayan, 2005. "New evidence on purchasing power parity from 17 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 37(9), pages 1063-1071.
    211. Kelfala M. Kallon, 2013. "Growth Empirics: Evidence from Sierra Leone," African Development Review, African Development Bank, vol. 25(2), pages 215-230, June.
    212. Muriel Dal-Pont Legrand & Harald Hagemann, 2019. "Impulses and Propagation Mechanisms in Equilibrium Business Cycles Theories: From Interwar Debates to DSGE "Consensus"," GREDEG Working Papers 2019-01, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    213. Pami Dua & Deepika Goel, 2021. "Inflation Persistence in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 525-553, September.
    214. Michaël Assous & Muriel Dal-Pont Legrand & Harald Hagemann, 2016. "Business Cycles and Growth," GREDEG Working Papers 2016-06, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    215. Campbell, John, 1986. "Bond and Stock Returns in a Simple Exchange Model," Scholarly Articles 3122544, Harvard University Department of Economics.
    216. Zerbo, Eléazar & Darné, Olivier, 2019. "On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach," Energy Economics, Elsevier, vol. 83(C), pages 319-332.
    217. Barja, Gover, 1995. "Time Series Analysis of Macroeconomic Conditions in Open Economies," MPRA Paper 62178, University Library of Munich, Germany.
    218. 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.
    219. Amélie Charles & Olivier Darné, 2012. "Trends and random walks in macroeconomic time series: A reappraisal," Post-Print hal-00956937, HAL.
    220. Uchezuba, I.D. & Jooste, Andre & Willemse, Johan, 2010. "Measuring Asymmetric Price and Volatility Spillover in the South African Broiler Market," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa 96434, African Association of Agricultural Economists (AAAE).
    221. Klaus Reiner Schenk-Hopp�, "undated". "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.
    222. Arteche, Josu & Orbe, Jesus, 2016. "A bootstrap approximation for the distribution of the Local Whittle estimator," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 645-660.
    223. Ghulam Ghouse & Saud Ahmad Khan & Atiq Ur Rehman & Muhammad Ishaq Bhatti, 2021. "ARDL as an Elixir Approach to Cure for Spurious Regression in Nonstationary Time Series," Mathematics, MDPI, vol. 9(22), pages 1-15, November.
    224. Kiminori Matsuyama, 1989. "Serial Correlation of Sunspot Equilibria (Rational Bubbles) in Two Popular Models of Monetary Economies," Discussion Papers 827, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    225. Joseph G. Haubrich, 1990. "Consumption and fractional differencing: old and new anomalies," Working Papers (Old Series) 9010, Federal Reserve Bank of Cleveland.
    226. Anoma Abhayaratne, 1996. "Foreign trade and economic growth evidence from Sri Lanka, 1960-1992," Applied Economics Letters, Taylor & Francis Journals, vol. 3(9), pages 567-570.
    227. Keating, John W. & Nye, John V., 1999. "The Dynamic Effects of Aggregate Demand and Supply Disturbances in the G7 Countries," Journal of Macroeconomics, Elsevier, vol. 21(2), pages 263-278, April.
    228. Juan Carlos Carlo Santos, 2019. "Pronósticos del PIB mediante modelos de factores dinámicos," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 30(1), pages 125-174, January -.
    229. Edward G. Anderson, Jr., 2001. "The Nonstationary Staff-Planning Problem with Business Cycle and Learning Effects," Management Science, INFORMS, vol. 47(6), pages 817-832, June.
    230. Henrekson, Magnus, 1996. "Sweden's Relative Economic Performance: Lagging Behind or Staying on Top?," Working Paper Series 460, Research Institute of Industrial Economics.
    231. Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2012. "Unit roots, nonlinearities and structural breaks," CREATES Research Papers 2012-14, Department of Economics and Business Economics, Aarhus University.
    232. Yang, Fuyu & Leon-Gonzalez, Roberto, 2010. "Bayesian estimation and model selection in the generalised stochastic unit root model," SFB 649 Discussion Papers 2010-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    233. Young Bong Chang & Vijay Gurbaxani, 2012. "The Impact of IT-Related Spillovers on Long-Run Productivity: An Empirical Analysis," Information Systems Research, INFORMS, vol. 23(3-part-2), pages 868-886, September.
    234. Seo, Byeongseon, 1999. "Distribution theory for unit root tests with conditional heteroskedasticity1," Journal of Econometrics, Elsevier, vol. 91(1), pages 113-144, July.
    235. Yang Zou, 2006. "Empirical studies on the relationship between public and private investment and GDP growth," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1259-1270.
    236. Lawrence J. Christiano, 1989. "P*: not the inflation forecaster's holy grail," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 13(Fall), pages 3-18.
    237. Myoung-Jin Um & Jun-Haeng Heo & Momcilo Markus & Donald J. Wuebbles, 2018. "Performance Evaluation of four Statistical Tests for Trend and Non-stationarity and Assessment of Observed and Projected Annual Maximum Precipitation Series in Major United States Cities," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(3), pages 913-933, February.
    238. Irina Syssoyeva-Masson & João de Sousa Andrade, 2017. "The Effect of Public Debt on Growth in Multiple Regimes in the Presence of Long-Memory and Non-Stationary Debt Series," CeBER Working Papers 2017-07, Centre for Business and Economics Research (CeBER), University of Coimbra.
    239. Markus Eberhardt & Francis Teal, 2017. "The Magnitude of the Task Ahead: Macro Implications of Heterogeneous Technology," Discussion Papers 2017-16, University of Nottingham, GEP.
    240. Tony Caporale & Barbara McKiernan, 1998. "The Fischer Black Hypothesis: Some Time‐Series Evidence," Southern Economic Journal, John Wiley & Sons, vol. 64(3), pages 765-771, January.
    241. Dan Ben-David & Robin L. Lumsdaine & David H. Papell, 1998. "Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks," NBER Working Papers 6397, National Bureau of Economic Research, Inc.
    242. Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
    243. Mostafa Farrokhabadi, 2019. "Data-Driven Mitigation of Energy Scheduling Inaccuracy in Renewable-Penetrated Grids: Summerside Electric Use Case," Energies, MDPI, vol. 12(12), pages 1-23, June.
    244. Singh, B. Karan & Kanakaraj, A. & Sridevi, T.O., 2011. "Revisiting the empirical existence of the Phillips curve for India," Journal of Asian Economics, Elsevier, vol. 22(3), pages 247-258, June.
    245. Gahn, Santiago José, 2021. "On the adjustment of capacity utilisation to aggregate demand: Revisiting an old Sraffian critique to the Neo-Kaleckian model," Structural Change and Economic Dynamics, Elsevier, vol. 58(C), pages 325-360.
    246. Antonio Núñez, 2008. "Estimating the functional form of road traffic maturity," Post-Print halshs-00323046, HAL.
    247. Theodore J. Joyce & Naci H. Mocan, 1991. "Unemployment and Infant Health: Times-Series Evidence from the State of Tennessee," NBER Working Papers 3694, National Bureau of Economic Research, Inc.
    248. Magda Kandil, 2019. "Variation in nominal and real effective exchange rates: evidence across developed and developing countries," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 66(2), pages 181-219, June.
    249. Kerry Patterson & Michael A. Thornton, 2013. "A review of econometric concepts and methods for empirical macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 2, pages 4-42, Edward Elgar Publishing.
    250. David Aadland, 2002. "Detrending Time-Aggregated Data," Working Papers 2002-05, Utah State University, Department of Economics.
    251. Hans-Joachim Voth & Dan H. Andersen, 1997. "Neutrality and Mediterranean Shipping Under Danish Flag, 1750-1807," Oxford Economic and Social History Working Papers _018, University of Oxford, Department of Economics.
    252. Marcellino, Massimiliano, 2000. "Linear aggregation with common trends and cycles," Research in Economics, Elsevier, vol. 54(2), pages 117-131, June.
    253. Katuala, Hénock M., 2021. "Frictions financières et Dynamique macroéconomique : Examen des régularités cycliques," Dynare Working Papers 66, CEPREMAP.
    254. Osman AKGÜL & Abdullah Miraç BÜKEY, 2020. "Türkiye’de Enflasyon ile Asgari Ücretler Arasındaki İlişki ve Ücret-Fiyat Sarmalı," Journal of Social Policy Conferences, Istanbul University, Faculty of Economics, vol. 0(78), pages 257-282, June.
    255. Andrea Borsato & André Lorentz, 2025. "Public science vs. mission-oriented policies in long-run growth: An agent-based model," Post-Print hal-05092674, HAL.
    256. K. D. Patterson, 2007. "Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(1), pages 23-45.
    257. Nabil ALIMI, 2016. "The Effect Of Economic Freedom On Business Cycle Volatility: Case Of Developing Countries," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 43, pages 139-158.
    258. Jean-Pierre Allegret & Alain Sand-Zantman, 2009. "Does a Monetary Union protect again shocks? An assessment of Latin American integration," Post-Print halshs-00371069, HAL.
    259. Mr. Frederick L Joutz & Mr. Yasser Abdih, 2005. "Relating the Knowledge Production Function to Total Factor Productivity: An Endogenous Growth Puzzle," IMF Working Papers 2005/074, International Monetary Fund.
    260. William A. Barnett & Alfredo Medio & Apostolos Serletis, 1997. "Nonlinear and Complex Dynamics in Economics," Econometrics 9709001, University Library of Munich, Germany.
    261. Chor Foon Tang, 2015. "How Stable is the Savings-led Growth Hypothesis in Malaysia? The Bootstrap Simulation and Recursive Causality Tests," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 9(1), pages 1-17, February.
    262. Makin, Anthony J. & Rohde, Nicholas, 2012. "Has Australia's floating exchange rate regime been optimal?," Economic Modelling, Elsevier, vol. 29(4), pages 1338-1343.
    263. Peter C.B. Phillips & Werner Ploberger, 1992. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers 1017, Cowles Foundation for Research in Economics, Yale University.
    264. Cüneyt KILIÇ & Feyza BALAN & Unzule KURT, 2015. "Testing the Validity of Political Business Cycle for the Fragile Five Countries," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(605), W), pages 21-32, Winter.
    265. Patrick Marsh, "undated". "A Measure of Distance for the Unit Root Hypothesis," Discussion Papers 05/02, Department of Economics, University of York.
    266. Ben Abdallah, Khaled & Belloumi, Mounir & De Wolf, Daniel, 2013. "Indicators for sustainable energy development: A multivariate cointegration and causality analysis from Tunisian road transport sector," Renewable and Sustainable Energy Reviews, Elsevier, vol. 25(C), pages 34-43.
    267. Alejandro Islas Camargo & Francisco Venegas Martínez, 2003. "Pricing Derivatives Securities with Prior Information on Long- Memory Volatility," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(1), pages 103-134, January-J.
    268. Spencer D. Krane, 2006. "How professional forecasters view shocks to GDP," Working Paper Series WP-06-19, Federal Reserve Bank of Chicago.
    269. Michael D. Bauer & Glenn D. Rudebusch, 2019. "Interest Rates Under Falling Stars," Working Paper Series 2017-16, Federal Reserve Bank of San Francisco.
    270. Stephan B. Bruns & David I. Stern, 2019. "Lag length selection and p-hacking in Granger causality testing: prevalence and performance of meta-regression models," Empirical Economics, Springer, vol. 56(3), pages 797-830, March.
    271. Krahé, Max, 2023. "Italiens Stagnation verstehen," Papers 277907, Dezernat Zukunft - Institute for Macrofinance, Berlin.
    272. Bierens, H.J., 1996. "Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S," Other publications TiSEM 9ff1d24c-a8d4-448a-8dd2-8, Tilburg University, School of Economics and Management.
    273. Belaire-Franch Jorge & Peiro Amado, 2003. "Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(1), pages 1-19, April.
    274. Antonio Montanes & Lorena Olmos & Marcelo Reyes, 2015. "Convergence in Spanish provinces," ERSA conference papers ersa15p1188, European Regional Science Association.
    275. Tsangyao Chang & Ching-Chun Wei & Chien-Chung Nieh, 2005. "Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests," Economics Bulletin, AccessEcon, vol. 3(24), pages 1-9.
    276. ŞENTÜRK, İsmail & Ali, Amjad, 2019. "Socioeconomic Determinants of Gender Specific Life Expectancy in Turkey: A Time Series Analysis," MPRA Paper 97815, University Library of Munich, Germany.
    277. Mohammad Razib Hossain, 2021. "Inward foreign direct investment in Bangladesh: Do we need to rethink about some of the macro-level quantitative determinants?," SN Business & Economics, Springer, vol. 1(3), pages 1-23, March.
    278. Gyan Pradhan & Kamal Upadhyaya, 2001. "The impact of budget deficits on national saving in the USA," Applied Economics, Taylor & Francis Journals, vol. 33(13), pages 1745-1750.
    279. Mashabela, Juliet & Raputsoane, Leroi, 2018. "The behaviour of disaggregated output over the economic cycle," MPRA Paper 121912, University Library of Munich, Germany.
    280. Pierre St-Amant & Simon van Norden, 1997. "Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada," Technical Reports 79, Bank of Canada.
    281. Chor Foon Tang & Eu Chye Tan, 2012. "Electricity Consumption and Economic Growth in Portugal: Evidence from a Multivariate Framework Analysis," The Energy Journal, , vol. 33(4), pages 22-48, October.
    282. Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2023. "Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts," Auburn Economics Working Paper Series auwp2023-03, Department of Economics, Auburn University.
    283. Tang, Chor Foon, 2008. "A re-examination of the relationship between electricity consumption and economic growth in Malaysia," Energy Policy, Elsevier, vol. 36(8), pages 3067-3075, August.
    284. Sebastian Brauer & Frank Westermann, 2013. "On the time series measure of conservatism: a threshold autoregressive model," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 111-129, July.
    285. Martin C. Arnold & Christoph Hanck, 2019. "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions," JRFM, MDPI, vol. 12(3), pages 1-22, July.
    286. Gil-Alana, Luis A., 2004. "Long memory in the U.S. interest rate," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 265-276.
    287. Silverberg, Gerald & Verspagen, Bart, 2000. "A Note on Michelacci and Zaffaroni, Long Memory, and Time Series of Economic Growth," Research Memorandum 031, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
    288. Casarin, Ariel A. & Delfino, Maria Eugenia, 2011. "Price freezes, durables, and residential electricity demand. Evidence from Greater Buenos Aires," Energy Economics, Elsevier, vol. 33(5), pages 859-869, September.
    289. Steven R. Cunningham, 1993. "Unit Root Testing: A Critique From Chaos Theory," Review of Financial Economics, John Wiley & Sons, vol. 3(1), pages 1-18, September.
    290. Dr. Neha SETH & Deepti SINGH, 2023. "The Asian Stock Market’s reaction to Covid outbreak: an empirical Insights from ARDL approach," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(637), W), pages 243-256, Winter.
    291. Kamal Upadhyaya & Franklin Mixon & Rabindra Bhandari, 2004. "Exchange rate adjustment and output in Greece and Cyprus: evidence from panel data," Applied Financial Economics, Taylor & Francis Journals, vol. 14(16), pages 1181-1185.
    292. Yuriy Bilan & Dalia Streimikiene & Tetyana Vasylieva & Oleksii Lyulyov & Tetyana Pimonenko & Anatolii Pavlyk, 2019. "Linking between Renewable Energy, CO 2 Emissions, and Economic Growth: Challenges for Candidates and Potential Candidates for the EU Membership," Sustainability, MDPI, vol. 11(6), pages 1-16, March.
    293. Victor Zarnowitz, 1984. "Business Cycles Analysis and Expectational Survey Data," NBER Working Papers 1378, National Bureau of Economic Research, Inc.
    294. Hassan Shirvani & Barry Wilbratte, 2009. "The permanent income hypothesis in five major industrial countries: a multivariate trend-cycle decomposition test," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(1), pages 43-59, January.
    295. Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018. "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working Papers 201819, University of Pretoria, Department of Economics.
    296. Behera, Harendra Kumar & Patra, Michael Debabrata, 2022. "Measuring trend inflation in India," Journal of Asian Economics, Elsevier, vol. 80(C).
    297. Kőrösi, Gábor, 2016. "A lány továbbra is szolgál.. [Modelling and econometrics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 647-667.
    298. Noriega, Antonio E. & Ventosa Santaulària, Daniel, 2005. "Spurious regression under broken trend stationarity," MPRA Paper 58768, University Library of Munich, Germany.
    299. Biru Paksha Paul, 2013. "Inflation--growth nexus: some bivariate EGARCH evidence for Bangladesh," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(1), pages 66-76, March.
    300. Nidhal Mgadmi & Houssem Rachdi & Hichem Saidi & Khaled Guesmi, 2019. "On the Instability of Tunisian Money Demand: Some Empirical Issues with Structural Breaks," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(1), pages 153-165, March.
    301. K. P. Upadhyaya & F. G. Mixon, 2003. "Merger activity and unemployment in the USA," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 705-707.
    302. Sumru Altug, 1986. "Time to build and aggregate fluctuations: some new evidence," Working Papers 277, Federal Reserve Bank of Minneapolis.
    303. António Afonso & M. Carmen Blanco-Arana, 2025. "The persistence of gender pay and employment gaps in European countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 67(2), pages 326-354, June.
    304. Ilias Lekkos, 2003. "Cross‐sectional Restrictions on the Spot and Forward Term Structures of Interest Rates and Panel Unit Root Tests," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(5‐6), pages 799-828, June.
    305. Donald W.K. Andrews & C. John McDermott, 1993. "Nonlinear Econometric Models with Deterministically Trending Variables," Cowles Foundation Discussion Papers 1053, Cowles Foundation for Research in Economics, Yale University.
    306. Chowdhury, Khorshed, 2007. "Balassa-Samuelson Effect Approaching Fifty Years: Is it Retiring Early in Australia?," Economics Working Papers wp07-11, School of Economics, University of Wollongong, NSW, Australia.
    307. Phouphet KYOPHILAVONG & Gazi Salah Uddin & Muhammad Shahbaz, 2014. "The Nexus Between Financial Development and Economic Growth in Laos," Working Papers 2014-447, Department of Research, Ipag Business School.
    308. Ojede, Andrew & Lam, Eddery, 2017. "The impact of changes in monetary aggregates on exchange rate volatility in a developing country: Do structural breaks matter?," Economics Letters, Elsevier, vol. 155(C), pages 111-115.
    309. Mohamed Arouri & Gazi Salah Uddin & Phouphet Kyophilavong & Frédéric Teulon & Aviral Kumar Tiwari, 2014. "Energy Utilization and Economic Growth in France: Evidence from Asymmetric Causality Test," Working Papers 2014-102, Department of Research, Ipag Business School.
    310. Audi, Marc & Ali, Amjad, 2017. "Socio-Economic Development, Demographic Changes And Total Labor Productivity In Pakistan: A Co-Integrational and Decomposition Analysis," MPRA Paper 82435, University Library of Munich, Germany, revised Jun 2017.
    311. Giuseppe Ciaburro & Gino Iannace, 2021. "Machine Learning-Based Algorithms to Knowledge Extraction from Time Series Data: A Review," Data, MDPI, vol. 6(6), pages 1-30, May.
    312. Stephan Sauer & Jan‐Egbert Sturm, 2007. "Using Taylor Rules to Understand European Central Bank Monetary Policy," German Economic Review, Verein für Socialpolitik, vol. 8(3), pages 375-398, August.
    313. Anne Beaulieu & Michel Patry & Jacques Raynauld, 1989. "L’analyse de la productivité des transporteurs aériens canadiens dans les années soixante-dix : pour un autre plan de vol," L'Actualité Economique, Société Canadienne de Science Economique, vol. 65(2), pages 183-207.
    314. A., Rjumohan, 2019. "Integration between Economic Growth and Financial Development in India: An Analysis," MPRA Paper 101856, University Library of Munich, Germany.
    315. Giorgio Canarella & Stephen M Miller, 2017. "Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(1), pages 78-103, January.
    316. Kosei Fukuda, 2010. "Three new empirical perspectives on the Hodrick–Prescott parameter," Empirical Economics, Springer, vol. 39(3), pages 713-731, December.
    317. Frederic Dufourt, 2000. "Dynamic Properties of the New Neoclassical Synthesis Model of Business Cycle," Econometric Society World Congress 2000 Contributed Papers 0389, Econometric Society.
    318. Patrick Wilson & Ralf Zurbruegg, 2003. "Trends and Spectral Response: An Examination of the US Realty Market," Centre for International Economic Studies Working Papers 2003-15, University of Adelaide, Centre for International Economic Studies.
    319. Emmanuel Erem, 2024. "The Effect of Exchange Rate Volatility on Exports: The Case of Canada’s Exports to United States," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 16(8), pages 1-65, August.
    320. Hercowitz, Zvi & Sampson, Michael, 1987. "Output Growth and Employment Fluctuations," Foerder Institute for Economic Research Working Papers 275430, Tel-Aviv University > Foerder Institute for Economic Research.
    321. Myroslav Pidkuyko, 2014. "Dynamics of Consumption and Dividends over the Business Cycle," CERGE-EI Working Papers wp522, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    322. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence in Youth Unemployment," CESifo Working Paper Series 3961, CESifo.
    323. Lei Ping, 2011. "Research Note: Long-Lasting Effects and Welfare Costs of Fluctuations," Tourism Economics, , vol. 17(4), pages 933-942, August.
    324. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Persistence and Long Memory in Monetary Policy Spreads," CESifo Working Paper Series 8664, CESifo.
    325. Masih, Rumi & Masih, Abul M. M., 1996. "Stock-Watson dynamic OLS (DOLS) and error-correction modelling approaches to estimating long- and short-run elasticities in a demand function: new evidence and methodological implications from an application to the demand for coal in mainland China," Energy Economics, Elsevier, vol. 18(4), pages 315-334, October.
    326. Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2010. "The Time‐Series Properties Of Uk Inflation: Evidence From Aggregate And Disaggregate Data," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(1), pages 33-47, February.
    327. Meyer-Gohde, Alexander, 2024. "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series 207, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    328. Harun Alp & Yusuf Soner Baskaya & Mustafa Kilinc & Canan Yuksel, 2012. "Stylized Facts for Business Cycles in Turkey," Working Papers 1202, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    329. Donald W.K. Andrews & Hong-Yuan Chen, 1992. "Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series," Cowles Foundation Discussion Papers 1026, Cowles Foundation for Research in Economics, Yale University.
    330. Anthonisen, Niels, 2016. "Microeconomic shocks and macroeconomic fluctuations in a dynamic network economy," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 233-254.
    331. Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta, 2013. "Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function," Working Papers 201377, University of Pretoria, Department of Economics.
    332. James Morley & Irina B Panovska, 2016. "Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?," Discussion Papers 2016-12, School of Economics, The University of New South Wales.
    333. Nouriel Roubini, 1988. "Current Account and Budget Deficits in an Intertemporal Model of Consumption and Taxation Smoothing. A Solution to the "Feldstein-Horioka Puzzle"?," NBER Working Papers 2773, National Bureau of Economic Research, Inc.
    334. Giovanni Millo, 2016. "The Income Elasticity of Nonlife Insurance: A Reassessment," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(2), pages 335-362, June.
    335. Chatterji, Monojit & Choudhury, Homagni, 2010. "The Changing Inter-Industry Wage Structure of the Organised Manufacturing Sector in India, 1973-74 to 2003-04," SIRE Discussion Papers 2010-89, Scottish Institute for Research in Economics (SIRE).
    336. Chor Foon Tang and Eu Chye Tan, 2012. "Electricity Consumption and Economic Growth in Portugal: Evidence from a Multivariate Framework Analysis," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    337. Danny Quah, 1991. "The Relative Importance of Permanent and Transitory Components: Identi- fication and Some Theoretical Bounds," NBER Technical Working Papers 0106, National Bureau of Economic Research, Inc.
    338. JesúS Mur & F. Javier Trívez, 2003. "Unit Roots and Deterministic Trends in Spatial Econometric Models," International Regional Science Review, , vol. 26(3), pages 289-312, July.
    339. Simon Deakin & Prabirjit Sarkar, 2008. "Assessing the Long-Run Economic Impact of Labour Law Systems: A Theoretical Reappraisal and Analysis of New Time Series Data," WEF Working Papers 0043, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
    340. luo, yinghao, 2016. "Nonlinear Trend and Purchasing Power Parity," MPRA Paper 73817, University Library of Munich, Germany.
    341. Mármol, Francesc, 1998. "Searching for fractional evidence using combined unit root tests," DES - Working Papers. Statistics and Econometrics. WS 10613, Universidad Carlos III de Madrid. Departamento de Estadística.
    342. Pradhan, Rudra P. & Bagchi, Tapan P., 2013. "Effect of transportation infrastructure on economic growth in India: The VECM approach," Research in Transportation Economics, Elsevier, vol. 38(1), pages 139-148.
    343. Marcelo Resende, 2004. "Gibrat's Law and the Growth of Cities in Brazil: A Panel Data Investigation," Urban Studies, Urban Studies Journal Limited, vol. 41(8), pages 1537-1549, July.
    344. Shu-Mei Chiang & Chi-Tai Lin & Chien-Ming Huang, 2013. "The Relationships Among Stocks, Bonds and Gold: Safe Haven, Hedge or Neither?," Diversity, Technology, and Innovation for Operational Competitiveness: Proceedings of the 2013 International Conference on Technology Innovation and Industrial Management,, ToKnowPress.
    345. Paolo Paruolo & Ben Murphy & Greet Janssen-Maenhout, 2012. "Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008," Working Paper series 32_12, Rimini Centre for Economic Analysis.
    346. Charles R. Nelson, 1987. "Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root," NBER Technical Working Papers 0063, National Bureau of Economic Research, Inc.
    347. Stephan Sauer & Jan-Egbert Sturm, 2003. "Using Taylor Rules to Understand ECB Monetary Policy," CESifo Working Paper Series 1110, CESifo.
    348. Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Arthur, Emmanuel Kwesi & Tiwari, Aviral Kumar, 2022. "Measuring volatility persistence in leveraged loan markets in the presence of structural breaks," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 141-152.
    349. Hall, Thomas E., 1995. "Price cyclicality in the natural rate-nominal demand shock model," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 257-272.
    350. Kruse, Yves Robinson & Kaufmann, Hendrik, 2015. "Bias-corrected estimation in mildly explosive autoregressions," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112897, Verein für Socialpolitik / German Economic Association.
    351. Alvarez, Fernando & Jermann, Urban J., 2001. "The Size of the Permanent Component of Asset Pricing Kernels," Working Papers 01-4, University of Pennsylvania, Wharton School, Weiss Center.
    352. Rey, Serge & Varachaud, Pascal, 2000. "Le comportement des taux de change réels européens de la fin Bretton Woods à l’adoption de l’euro [The behavior of European real exchange rates from the Bretton Woods system end to the adoption of the euro]," MPRA Paper 49502, University Library of Munich, Germany.
    353. Petrella, Ivan & Drechsel, Thomas & Antolin-Diaz, Juan, 2014. "Following the Trend: Tracking GDP when Long-Run Growth is Uncertain," CEPR Discussion Papers 10272, C.E.P.R. Discussion Papers.
    354. Ota Melcher, 2015. "Trends in the CZK Development and AR(I)MA Forecasting," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(2), pages 3-21.
    355. Fabrizio Casalin, 2007. "Single Equation Models, Co-Integration and the Expectations Hypothesis of the Term Structure of Interest Rates," Discussion Papers in Economics 07/06, Division of Economics, School of Business, University of Leicester.
    356. Cribari-Neto, Francisco, 1993. "The Cyclical Component in Brazilian GDP," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 13(1), April.
    357. Shively, Philip A., 2004. "The size and dynamic effect of aggregate-demand and aggregate-supply disturbances in expansionary and contractionary regimes," Journal of Macroeconomics, Elsevier, vol. 26(1), pages 83-99, March.
    358. Tawadros, George B., 2011. "The stylised facts of Australia's business cycle," Economic Modelling, Elsevier, vol. 28(1), pages 549-556.
    359. Nasr, G. E. & Badr, E. A. & Dibeh, G., 2000. "Econometric modeling of electricity consumption in post-war Lebanon," Energy Economics, Elsevier, vol. 22(6), pages 627-640, December.
    360. Mejia-Reyes, P., 2004. "Classical Business Cycles in America: Are National Business Cycles Synchronised?," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(3), pages 75-102.
    361. Giovanni Millo, 2016. "The S-curve and Reality," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 41(4), pages 608-625, October.
    362. Ulrich Mueller & Mark W. Watson, 2006. "Testing Models of Low-Frequency Variability," NBER Working Papers 12671, National Bureau of Economic Research, Inc.
    363. Tsangyao Chang & Tsung-Pao Wu & Rangan Gupta, 2015. "Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function," Applied Economics, Taylor & Francis Journals, vol. 47(1), pages 32-53, January.
    364. Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005. "Bayesian approaches to cointegratrion," Econometric Institute Research Papers EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    365. Johanna Pangeiko Nautwima & Asa Romeo Asa & Sulaiman Olusegun Atiku, 2023. "Testing Unemployment–Entrepreneurship Nexus in Namibia Using the Schumpeterian Approach," Sustainability, MDPI, vol. 15(18), pages 1-15, September.
    366. Hagedoorn, John & van Kranenburg, Hans, 2003. "Growth patterns in R&D partnerships: an exploratory statistical study," International Journal of Industrial Organization, Elsevier, vol. 21(4), pages 517-531, April.
    367. Anupam Das & Murshed Chowdhury, 2019. "Macroeconomic impacts of remittances in Bangladesh: The role of reverse flows," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(3), November.
    368. 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.
    369. Waqas Shair & Muhammad Tayyab & Sumaira Nawaz & Kanza Amjad, 2023. "Digital Divide In Pakistan: Barriers To Ict Adoption," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 12(2), pages 243-252.
    370. Abdurohman & Budy P. Resosudarmo, 2017. "The Behavior Of Fiscal Policy In Indonesia In Response To Economic Cycles," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(02), pages 377-401, June.
    371. David F. Hendry & Katarina Juselius, 2000. "Explaining Cointegration Analysis: Part 1," The Energy Journal, , vol. 21(1), pages 1-42, January.
    372. Nuno Sobreiray & Luis C. Nunesz & Paulo M. M. Rodriguesz, 2012. "Neoclassical, semi-endogenous or endogenous growth theory? Evidence based on new structural change tests," Business and Economics Working Papers 153, Unidade de Negocios e Economia, Insper.
    373. Luca Benati, 2006. "UK monetary regimes and macroeconomic stylised facts," Bank of England working papers 290, Bank of England.
    374. Xiaochun Jiang & Wei Sun & Peng Su & Ting Wang, 2019. "The Synergy of Financial Volatility between China and the United States and the Risk Conduction Paths," Sustainability, MDPI, vol. 11(15), pages 1-22, August.
    375. Crafts, N.F.R. & Leybourne, S.J. & Mills, T.C., 1988. "Economic Growth In Nineteeth Century Britain: Comparisons With Europe In The Context Of Gerschenkron'S Hypotheses," The Warwick Economics Research Paper Series (TWERPS) 308, University of Warwick, Department of Economics.
    376. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 62-78.
    377. Narayan, Paresh Kumar, 2008. "Evidence of panel stationarity from Chinese provincial and regional income," China Economic Review, Elsevier, vol. 19(2), pages 274-286, June.
    378. Pedro Clavijo-Cortes, 2021. "How persistent is unemployment in major Latin American economies?," Economics Bulletin, AccessEcon, vol. 41(2), pages 342-360.
    379. Ajayi, Patricia & Ogunrinola, Adedeji, 2020. "Growth, Trade Openness and Environmental Degradation in Nigeria," MPRA Paper 100713, University Library of Munich, Germany.
    380. Tkacz, Greg, 2001. "Neural network forecasting of Canadian GDP growth," International Journal of Forecasting, Elsevier, vol. 17(1), pages 57-69.
    381. Rémy Herrera & Long Zhiming, 2020. "Spurious OLS Estimators of Detrending Method by Adding a Linear Trend in Difference-Stationary Processes - A Mathematical Proof and its Verification by Simulation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03083782, HAL.
    382. Ali, Amjad, 2022. "Determining Pakistan's Financial Dependency: The Role of Financial Globalization and Corruption," MPRA Paper 116097, University Library of Munich, Germany.
    383. Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018. "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, vol. 73(C), pages 354-364.
    384. Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008. "International evidence on stochastic and deterministic monetary neutrality," Economic Modelling, Elsevier, vol. 25(6), pages 1261-1275, November.
    385. Nilanjana Roy, 2006. "Contemporary Issues in Economics and Econometrics: Theory and Applications Edited by Ralf Becker and Stan Hurn," The Economic Record, The Economic Society of Australia, vol. 82(257), pages 232-234, June.
    386. Huerta, Gabriel & Lopes, Hedibert Freitas, 2000. "Bayesian forecasting and inference in latent structure for the Brazilian Industrial Production Index," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 20(1), May.
    387. Boukhatem, Jamel & Sekouhi, Hayfa, 2017. "What does the bond yield curve tell us about Tunisian economic activity?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 295-303.
    388. Philip Lowe, 1992. "The Impact of Real and Nominal Shocks on Australian Real Exchange Rates," RBA Research Discussion Papers rdp9201, Reserve Bank of Australia.
    389. Ignacio Rodríguez Carreño & L. Gila Useros, A. Malanda Trigueros, J. Navallas Irujo, J. Rodríguez Falces, S. Gómez Elvira, 2008. "Influence of Baseline Fluctuation Cancellation on Automatic Measurement of Motor Unit Action Potential Duration," Faculty Working Papers 13/08, School of Economics and Business Administration, University of Navarra.
    390. Markku Lanne & Matti Liski, 2004. "Trends and Breaks in Per-Capita Carbon Dioxide Emissions, 1870-2028," The Energy Journal, , vol. 25(4), pages 41-65, October.
    391. Nyong, M. O. & Udah, E. B., 2012. "Industrial Time Series of Nigeria, 1970-2009: Evolution and Unit Root Testing in the Presence of Multiple Endogenous Structural Breaks," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(1).
    392. Glass, Anthony, 2009. "Government expenditure on public order and safety, economic growth and private investment: Empirical evidence from the United States," International Review of Law and Economics, Elsevier, vol. 29(1), pages 29-37, March.
    393. Arshad, Sumera & Ali, Amjad, 2016. "Trade-off between Inflation, Interest and Unemployment Rate of Pakistan: Revisited," MPRA Paper 78101, University Library of Munich, Germany.
    394. David Greasley & Les Oxley, 1994. "Structural change and unit root testing: British industrial production 1700-1913," Applied Economics Letters, Taylor & Francis Journals, vol. 1(3), pages 39-40.
    395. Kari Takala & Pekka Pere, 1991. "Testing the cointegration of house and stock prices in Finland," Finnish Economic Papers, Finnish Economic Association, vol. 4(1), pages 33-51, Spring.
    396. Papa Ousseynou Diop, 2024. "An Econometric and Time Series Analysis of the USTC Depeg’s Impact on the LUNA Classic Price Crash During Spring 2022’s Crypto Market Turmoil," Commodities, MDPI, vol. 3(4), pages 1-29, December.
    397. Dale Bremmer & Randy Kesselring, 2004. "Divorce and female labor force participation: Evidence from times-series data and cointegration," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 32(3), pages 175-190, September.
    398. Holtemöller, Oliver & Schult, Christoph, 2018. "Expectation formation, financial frictions, and forecasting performance of dynamic stochastic general equilibrium models," IWH Discussion Papers 15/2018, Halle Institute for Economic Research (IWH).
    399. Shahbaz, Muhammad & Ahmed, Khalid & Nawaz, Kishwar & Ali, Amjad, 2019. "Modelling the gender inequality in Pakistan: A macroeconomic perspective," MPRA Paper 97502, University Library of Munich, Germany, revised 10 Dec 2019.
    400. Pérez, Ana & Ruiz Ortega, Esther, 2001. "Modelos de memoria larga para series económicas y financieras," DES - Documentos de Trabajo. Estadística y Econometría. DS ds010101, Universidad Carlos III de Madrid. Departamento de Estadística.
    401. Vinish Kathuria, 2019. "Growth and Investment: Testing for the Relationship for South Asian Countries," Millennial Asia, , vol. 10(3), pages 337-371, December.
    402. Maria de Fátima Oliveira & Pedro Reis, 2023. "Portuguese Agrifood Sector Resilience: An Analysis Using Structural Breaks Applied to International Trade," Agriculture, MDPI, vol. 13(9), pages 1-22, August.
    403. Augustine Arize & John Malindretos & Kiseok Nam, 2005. "Inflation and Structural Change in 50 Developing Countries," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 33(4), pages 461-471, December.
    404. Silvia Sgherri & Tamim Bayoumi, 2004. "Monetary Magic? How the Fed Improved the Supply Side of the Economy," Econometric Society 2004 Far Eastern Meetings 422, Econometric Society.
    405. Schlitzer, Giuseppe, 1995. "Testing the stationarity of economic time series: further Monte Carlo evidence," Ricerche Economiche, Elsevier, vol. 49(2), pages 125-144, June.
    406. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2002. "Fractional integration and mean reversion in stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(3), pages 599-609.
    407. Panayiotis C. Afxentiou & Apostolos Serletis, 1991. "A Time-Series Analysis of the Relationship Between Government Expenditure and Gdp in Canada," Public Finance Review, , vol. 19(3), pages 316-333, July.
    408. Gil-Alana, Luis A. & Mudida, Robert & Zerbo, Eleazar, 2021. "GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 175-190.
    409. Kyophilavong, Phouphet & Salah Uddin, Gazi & Shahbaz, Muhammad, 2014. "The Nexus Between Financial Development and Economic Growth in Lao PDR," MPRA Paper 57308, University Library of Munich, Germany, revised 14 Jul 2014.
    410. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2011. "Energy consumption at business cycle horizons: The case of the United States," Energy Economics, Elsevier, vol. 33(2), pages 161-167, March.
    411. Sharon Kozicki & Peter A. Tinsley, "undated". "Moving Endpoints in Macrofinance," Computing in Economics and Finance 1996 _058, Society for Computational Economics.
    412. Samuel Bonzu, 2022. "On the Sustainability of Fiscal Policy in Sierra Leone," International Business Research, Canadian Center of Science and Education, vol. 15(3), pages 1-61, March.
    413. Josep Carrion-i-Silvestre & Vicente German-Soto, 2010. "Stochastic convergence in the industrial sector of the Mexican states," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 45(3), pages 547-570, December.
    414. Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Economics Letters, Elsevier, vol. 213(C).
    415. Emeka Nkoro & Aham Kelvin Uko, 2016. "Autoregressive Distributed Lag (ARDL) cointegration technique: application and interpretation," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 5(4), pages 1-3.
    416. Ali, Amjad, 2016. "Issue of Income Inequality under the perceptive of Macroeconomic Instability: An Empirical Analysis of Pakistan," MPRA Paper 74963, University Library of Munich, Germany.
    417. Chan, Wai-Sum, 2022. "On temporal aggregation of some nonlinear time-series models," Econometrics and Statistics, Elsevier, vol. 21(C), pages 38-49.
    418. John B. Guerard, 2024. "Sir David Hendry: An Appreciation from Wall Street and What Macroeconomics Got Right," Working Papers 2024-001, The George Washington University, The Center for Economic Research, revised Feb 2024.
    419. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nicola Rubino & Inmaculada Vilchez, 2024. "Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(3), pages 231-254, August.
    420. R. Stuart McDougall, 1994. "The stability of velocity: a test for seasonal cointegration," Applied Economics Letters, Taylor & Francis Journals, vol. 1(9), pages 152-157.
    421. T. A. Lloyd & A. J. Rayner, 1993. "Co‐Integration Analysis And The Determinants Of Land Prices: Comment," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(1), pages 149-156, January.
    422. Paqué, Karl-Heinz, 1991. "Structural wage rigidity in West Germany 1950-1989: Some new econometric evidence," Kiel Working Papers 489, Kiel Institute for the World Economy.
    423. Gil-Alana, Luis A. & Dadgar, Yadollah & Nazari, Rouhollah, 2020. "An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
    424. Lyubomir Ivanov, 2005. "Is "The ideal filter" really Ideal: The usage of Frequency Filtering and Spurious Cycles," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 3(1), pages 79-96.
    425. Brian Hanlon & Catherine Forbes, 2002. "Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression," Monash Econometrics and Business Statistics Working Papers 8/02, Monash University, Department of Econometrics and Business Statistics.
    426. Shafiullah, Muhammad & Miah, Mohammad Dulal & Alam, Md Samsul & Atif, Muhammad, 2021. "Does economic policy uncertainty affect renewable energy consumption?," Renewable Energy, Elsevier, vol. 179(C), pages 1500-1521.
    427. Irene Botosaru & Raffaella Giacomini & Martin Weidner, 2023. "Forecasted Treatment Effects," Papers 2309.05639, arXiv.org, revised Jan 2026.
    428. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    429. 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., vol. 29(88), pages 481-504.
    430. Sabit Baimaganbetov & Dinmukhamed Kelesbayev & Gulzhan Baibosynova & Rima Yermankulova & Botagoz Dandayeva, 2021. "The Impact of Oil Prices on the Food Inflation in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 73-79.
    431. Ftiti, Zied, 2010. "The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis (extension for the case of a multivariate process)," Economic Modelling, Elsevier, vol. 27(1), pages 468-476, January.
    432. Cho, Sungwon, 1998. "Time-series implications of the permanent income hypothesis on durable goods consumption," ISU General Staff Papers 1998010108000012849, Iowa State University, Department of Economics.
    433. Jason R. Blevins, 2025. "Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods," Papers 2511.15689, arXiv.org, revised Dec 2025.
    434. Paulo M. M. Rodrigues, 2013. "Recursive adjustment, unit root tests and structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 62-82, January.
    435. Tomiwa Sunday Adebayo & Bright Akwasi Gyamfi & Festus Victor Bekun & Mary Oluwatoyin Agboola & Mehmet Altuntaş, 2024. "Testing the Mediating Role of Fiscal Policy in the Environmental Degradation in Portugal: Evidence from Multiple Structural Breaks Co-integration Test," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 5250-5270, June.
    436. Francisco Nadal de Simone & Jose Tongzon, 1997. "Is there a business cycle in Singapore? Is there a Singaporean business cycle?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(1), pages 60-79, March.
    437. Shahbaz, Muhammad & Khraief, Naceur & Hammoudeh, Shawkat, 2019. "How Do Carbon Emissions Respond to Economic Shocks? Evidence from Low-, Middle- and High-Income Countries," MPRA Paper 93976, University Library of Munich, Germany, revised 15 May 2019.
    438. Arteche, Josu & Orbe, Jesus, 2017. "A strategy for optimal bandwidth selection in Local Whittle estimation," Econometrics and Statistics, Elsevier, vol. 4(C), pages 3-17.
    439. James D. Hamilton, 2017. "Why You Should Never Use the Hodrick-Prescott Filter," NBER Working Papers 23429, National Bureau of Economic Research, Inc.
    440. David I. Stern & Robert K. Kaufmann, 1997. "Time series properties of global climate variables: detection and attribution of climate change," Working Papers in Ecological Economics 9702, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program.
    441. Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers 23/19, Monash University, Department of Econometrics and Business Statistics.
    442. Reinhard Ellwanger, Stephen Snudden, 2021. "Predictability of Aggregated Time Series," LCERPA Working Papers bm0127, Laurier Centre for Economic Research and Policy Analysis.
    443. Theofanis Papageorgiou & Panayotis G. Michaelides & John G. Milios, 2011. "Technology and economic fluctuations in the US food sector (1958‐2006)," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 38(2), pages 140-164, January.
    444. Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017. "Long Memory in Turkish Unemployment Rates," ERC Working Papers 1709, ERC - Economic Research Center, Middle East Technical University, revised Sep 2017.
    445. Arize, A. C., 1996. "Real exchange-rate volatility and trade flows: The experience of eight European economies," International Review of Economics & Finance, Elsevier, vol. 5(2), pages 187-205.
    446. Francis X. Diebold, 1997. "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers 6290, National Bureau of Economic Research, Inc.
    447. N. Edward Coulson & Daniel P. McMillen, 2007. "The Dynamics of Intraurban Quantile House Price Indexes," Urban Studies, Urban Studies Journal Limited, vol. 44(8), pages 1517-1537, July.
    448. Phillips, Peter C. B., 1995. "Bayesian model selection and prediction with empirical applications," Journal of Econometrics, Elsevier, vol. 69(1), pages 289-331, September.
    449. Marashdeh, Hazem & Wilson, E.J., 2005. "Structural Changes in the Middle East Stock Markets: The case of Israel and Arab Countries," Economics Working Papers wp05-22, School of Economics, University of Wollongong, NSW, Australia.
    450. Paulo Rodrigues & Denise Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 985-1004.
    451. Kelvin Balcombe & Iain Fraser & Abhijit Sharma, 2011. "Bayesian model averaging and identification of structural breaks in time series," Applied Economics, Taylor & Francis Journals, vol. 43(26), pages 3805-3818.
    452. Miguel Ramirez, 2002. "Public capital formation and labor productivity growth in Mexico," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 30(4), pages 366-379, December.
    453. Helmut Lütkepohl, 2012. "Fundamental Problems with Nonfundamental Shocks," Discussion Papers of DIW Berlin 1230, DIW Berlin, German Institute for Economic Research.
    454. L.A. Gil-Alana, 2003. "Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses," Computational Economics, Springer;Society for Computational Economics, vol. 22(1), pages 23-38, August.
    455. Ron Smith, 1999. "Unit roots and all that: the impact of time-series methods on macroeconomics," Journal of Economic Methodology, Taylor & Francis Journals, vol. 6(2), pages 239-258.
    456. Eryilmaz, Unal, 2021. "Enflasyonist Koşullarda Türkiye Ekonomisine İlişkin Bir Para Arzı Tahmini [Money Supply Forecast for the Turkish Economy in Inflationary Conditions]," MPRA Paper 111685, University Library of Munich, Germany.
    457. Ming-Tao Chou & Ya - Ling Yang & Su-Chiung Chang, 2012. "A Study of the Dynamic Relationship between Crude Oil Price and the Steel Price Index," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 30-42, May.
    458. Hoek, Henk & Lucas, Andre & van Dijk, Herman K., 1995. "Classical and Bayesian aspects of robust unit root inference," Journal of Econometrics, Elsevier, vol. 69(1), pages 27-59, September.
    459. Kassouri, Yacouba, 2022. "Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments," Energy Economics, Elsevier, vol. 111(C).
    460. H. Atesoglu & Donald Dutkowsky, 1992. "The changing effect of money on aggregate output in the u.s," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(2), pages 221-236, June.
    461. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January.
    462. Christian Weber, 2001. "Alternative lag length selection criteria and the split-trend stationarity hypothesis," Applied Economics, Taylor & Francis Journals, vol. 33(2), pages 237-247.
    463. Alessandra Spremolla, 2001. "Persistencia en el Desempleo de Uruguay," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 38(113), pages 73-89.
    464. Philip Arestis & Ana Rosa González-Martínez, 2015. "Residential Construction Activity in OECD Economies," Manchester School, University of Manchester, vol. 83(4), pages 451-474, July.
    465. Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2026. "Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data," Auburn Economics Working Paper Series auwp2026-01, Department of Economics, Auburn University.
    466. Georges Harb & Charbel Bassil, 2023. "TFP in the Manufacturing Sector: Long-Term Dynamics, Country and Regional Comparative Analysis," Economies, MDPI, vol. 11(2), pages 1-22, January.
    467. Maria Heracleous & Andreas Koutris & Aris Spanos, 2006. "Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective," Computing in Economics and Finance 2006 493, Society for Computational Economics.
    468. Domian, Dale L. & Louton, David A., 1997. "A threshold autoregressive analysis of stock returns and real economic activity," International Review of Economics & Finance, Elsevier, vol. 6(2), pages 167-179.
    469. Narayan, Paresh Kumar & Liu, Ruipeng, 2011. "Are shocks to commodity prices persistent?," Applied Energy, Elsevier, vol. 88(1), pages 409-416, January.
    470. Haldrup, Niels, 1996. "Mirror image distributions and the Dickey-Fuller regression with a maintained trend," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 301-312.
    471. Iiboshi, Hirokuni & Wakita, Shigeru, 2004. "Do Structural Breaks exist in Okun’s Law? Evidence from the Lost Decade in Japan," MPRA Paper 87392, University Library of Munich, Germany.
    472. Gonzalo, Jesus & Lee, Tae-Hwy, 1998. "Pitfalls in testing for long run relationships," Journal of Econometrics, Elsevier, vol. 86(1), pages 129-154, June.
    473. Athanasios Orphanides & Simon van Norden, 1999. "The Reliability of Output Gap Estimates in Real Time," Macroeconomics 9907006, University Library of Munich, Germany.
    474. Altissimo, Filippo & Violante, Giovanni, 2000. "The Nonlinear Dynamics of Output and Unemployment in the US," CEPR Discussion Papers 2475, C.E.P.R. Discussion Papers.
    475. Subhani Keerthiratne & Richard S. J. Tol, 2017. "Impact of Natural Disasters on Financial Development," Economics of Disasters and Climate Change, Springer, vol. 1(1), pages 33-54, June.
    476. Simeonova-Ganeva, Ralitsa, 2006. "Влияние На Човешкия Капитал Върху Икономическия Растеж (България, 1949-2005 Г.) [The Impact of Human Capital on the Economic Growth (Bulgaria, 1949-2005)]," MPRA Paper 37244, University Library of Munich, Germany.
    477. Tusawar Iftikhar Ahmad & Mabrooka Altaf & Kokab Kiran, 2020. "Analyzing the long run linkage between Population, Economic Development and Energy Consumption on Carbon emissions of ASEAN Nations," iRASD Journal of Energy and Environment, International Research Alliance for Sustainable Development (iRASD), vol. 1(1), pages 26-37, June.
    478. Peter C.B. Phillips, 1991. "Unit Roots," Cowles Foundation Discussion Papers 998, Cowles Foundation for Research in Economics, Yale University.
    479. Tsangyao Chang & Wenshwo Fang & Li-Fang Wen, 2001. "Energy consumption, employment, output, and temporal causality: evidence from Taiwan based on cointegration and error-correction modelling techniques," Applied Economics, Taylor & Francis Journals, vol. 33(8), pages 1045-1056.
    480. Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo, 2010. "The price stabilization effects of the EU entry price scheme for fruits and vegetables," MPRA Paper 24828, University Library of Munich, Germany.
    481. Laura Mayoral, 2005. "Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks," Economics Working Papers 956, Department of Economics and Business, Universitat Pompeu Fabra.
    482. Yin-Wong Cheung & Menzie D. Chinn, 1996. "Further Investigation of the Uncertain Unit Root in GNP," NBER Technical Working Papers 0206, National Bureau of Economic Research, Inc.
    483. Charles Engel, 1998. "Long-Run PPP May Not Hold After All," Working Papers 0050, University of Washington, Department of Economics.
    484. Banerjee, A.N., 1997. "The sensitivity of estimates, inferences and forecasts of linear models," Other publications TiSEM 3238733e-f996-4fd9-95ec-0, Tilburg University, School of Economics and Management.
    485. Restrepo-Ochoa, Sergio I. & Vazquez, Jesus, 2004. "Cyclical features of the Uzawa-Lucas endogenous growth model," Economic Modelling, Elsevier, vol. 21(2), pages 285-322, March.
    486. 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 32nd Brazilian Economics Meeting] 104, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    487. Wong, Koi Nyen & Goh, Soo Khoon, 2011. "Outward FDI, merchandise and services trade: evidence from Singapore," MPRA Paper 35377, University Library of Munich, Germany.
    488. Rómulo Chumacero, 2000. "Se Busca una Raíz Unitaria: Evidencia para Chile," Working Papers Central Bank of Chile 86, Central Bank of Chile.
    489. Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo, 2009. "The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes," MPRA Paper 25718, University Library of Munich, Germany.
    490. Zou, Gaolu & Chau, K.W., 2006. "Short- and long-run effects between oil consumption and economic growth in China," Energy Policy, Elsevier, vol. 34(18), pages 3644-3655, December.
    491. G. Everaert, 2007. "Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/452, Ghent University, Faculty of Economics and Business Administration.
    492. Christian Macaro, 2007. "The Impact of Vintage on the Persistence of Gross Domestic Product Shocks," CEIS Research Paper 101, Tor Vergata University, CEIS.
    493. Ahmet Enis Kocagil, 1997. "Does futures speculation stabilize spot prices? Evidence from metals markets," Applied Financial Economics, Taylor & Francis Journals, vol. 7(1), pages 115-125.
    494. Hsu, Yi-Chung & Lee, Chien-Chiang & Lee, Chi-Chuan, 2008. "Revisited: Are shocks to energy consumption permanent or temporary? New evidence from a panel SURADF approach," Energy Economics, Elsevier, vol. 30(5), pages 2314-2330, September.
    495. Allan P. Layton, 1994. "Further on the Nature of the Australian Business Cycle," The Economic Record, The Economic Society of Australia, vol. 70(208), pages 12-18, March.
    496. Julio J. Rotemberg & Michael Woodford, 1994. "Is the Business Cycles a Necessary Consequence of Stochastic Growth?," NBER Working Papers 4650, National Bureau of Economic Research, Inc.
    497. Julijana Angelovska, 2017. "The Impact Of Financial Crises On The Short-Term Interaction Between Balkan Stock Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 8(2), pages 53-66.
    498. Dufourt, 2005. "Demand and productivity components of business cycles: Estimates and implications," Macroeconomics 0501013, University Library of Munich, Germany, revised 09 Nov 2005.
    499. Hossein Abbasinejad & Hossein Tavakolian & Sayed Kazem Husseini, 2018. "The Effects of Monetary Policy on Output and Inflation in Afghanistan: A Dynamic Stochastic General Equilibrium Approach," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 22(2), pages 375-408, Spring.
    500. Chang‐Jin Kim & Jeremy M. Piger & Richard Startz, 2007. "The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 187-204, February.
    501. Martin B. Schmidt, 2024. "On the impact of institutional change: Rights reassignment and career length," Economic Inquiry, Western Economic Association International, vol. 62(4), pages 1702-1721, October.
    502. Goetz von Peter & Sebastian von Dahlen & Sweta C Saxena, 2012. "Unmitigated disasters? New evidence on the macroeconomic cost of natural catastrophes," BIS Working Papers 394, Bank for International Settlements.
    503. Vougas, Dimitrios V., 2006. "On unit root testing with smooth transitions," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 797-800, November.
    504. Sen, Amit, 2001. "Behaviour of Dickey-Fuller F-tests under the trend-break stationary alternative," Statistics & Probability Letters, Elsevier, vol. 55(3), pages 257-268, December.
    505. Afonso, António & Claeys, Peter, 2007. "The dynamic behaviour of budget components and output," Working Paper Series 775, European Central Bank.
    506. knani, ramzi & fredj, ali, 2010. "Mondialisation et fluctuations des cycles économiques [globalisation and business cycle fluctuation]," MPRA Paper 22755, University Library of Munich, Germany.
    507. Philip Arestis & Ana Rosa Gonzales-Martinez, 2017. "Economic precariousness: A new channel in the housing market cycle," FMM Working Paper 12-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    508. Richard Bluhm & Denis de Crombrugghe & Adam Szirmai, 2014. "Do Weak Institutions Prolong Crises? On the Identification, Characteristics, and Duration of Declines during Economic Slumps," CESifo Working Paper Series 4594, CESifo.
    509. Paresh Kumar Narayan & Stephan Popp, 2010. "A new unit root test with two structural breaks in level and slope at unknown time," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(9), pages 1425-1438.
    510. James C. Morley, 2007. "The Slow Adjustment of Aggregate Consumption to Permanent Income," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 615-638, March.
    511. Jorge Eduardo Carrera & Mariano Féliz & Demian Tupac Panigo, 2000. "Raíces unitarias y ciclos en las principales variables macroeconómicas de argentina," IIE, Working Papers 020, IIE, Universidad Nacional de La Plata.
    512. Bardsen, Gunnar & Klovland, Jan Tore, "undated". "Finding The Right Nominal Anchor: The Cointegration Of Money, Credit And Nominal Income In Norway," Economic Research Papers 268385, University of Warwick - Department of Economics.
    513. Restrepo Ochoa, Sergio I. & Vázquez Pérez, Jesús, 2002. "Trend analysis in two standard growth models," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
    514. Meier, Carsten-Patrick, 2000. "[Book Review of] Diebold, Francis X., ...,: Business cycles: durations, dynamics, and forecasting, Princeton, New Jersey, Princeton Univ. Press, 1999," Open Access Publications from Kiel Institute for the World Economy 2520, Kiel Institute for the World Economy.
    515. Diego Silva Salles & Cristiane Gea & Carlos E. Mello & Laura Assis & Rafaelli Coutinho & Eduardo Bezerra & Eduardo Ogasawara, 2025. "Multi-Scale Event Detection in Financial Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 211-239, January.
    516. Edgardo Sica, 2007. "Causality between Energy and Economic Growth: the Italian case," Quaderni DSEMS 03-2007, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    517. Mashabela, Juliet & Raputsoane, Leroi, 2018. "Important factors in a nations international competitiveness ranking," MPRA Paper 86477, University Library of Munich, Germany.
    518. Lima Luiz Renato & Xiao Zhijie, 2010. "Testing Unit Root Based on Partially Adaptive Estimation," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-34, June.
    519. Francis X. Diebold & Abdelhak S. Senhadji, 1996. "Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again," NBER Working Papers 5481, National Bureau of Economic Research, Inc.
    520. Nicolaas Groenewold & Leanne Taylor, 1992. "Insider Power as a Source of Hysteresis in Unemployment: Tests with Australian Data," The Economic Record, The Economic Society of Australia, vol. 68(1), pages 57-64, March.
    521. Ali, Amjad & Ur Rehman, Hafeez, 2015. "Macroeconomic Instability and Its Impact on Gross Domestic Product: An Empirical Analysis of Pakistan," MPRA Paper 82496, University Library of Munich, Germany, revised 2015.
    522. Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2003. "Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(1), pages 91-115, February.
    523. Yash P. Mehra, 1993. "Unit labor costs and the price level," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 35-52.
    524. Borozan, Djula, 2013. "Exploring the relationship between energy consumption and GDP: Evidence from Croatia," Energy Policy, Elsevier, vol. 59(C), pages 373-381.
    525. Daniel, Betty C., 1997. "International interdependence of national growth rates: A structural trends anakysis," Journal of Monetary Economics, Elsevier, vol. 40(1), pages 73-96, September.
    526. Luis Alberiko Gil-Alaña, 2010. "Tourism in South Africa. Time series persistence and the nature of shocks. Are they transitory or permament?," NCID Working Papers 06/2011, Navarra Center for International Development, University of Navarra.
    527. Min, Chung-ki, 1998. "A Gibbs sampling approach to estimation and prediction of time-varying-parameter models," Computational Statistics & Data Analysis, Elsevier, vol. 27(2), pages 171-194, April.
    528. Henrik Andersson, 2007. "Are commodity prices mean reverting?," Applied Financial Economics, Taylor & Francis Journals, vol. 17(10), pages 769-783.
    529. Ikechukwu D Nwaka & Kalu E Uma & Gulcay Tuna, 2015. "Trade openness and unemployment: Empirical evidence for Nigeria," The Economic and Labour Relations Review, , vol. 26(1), pages 117-136, March.
    530. Jeff B. Cromwell & Michael J. Hannan, 1993. "The Utility of Impulse Response Functions in Regional Analysis: Some Critical Issues," International Regional Science Review, , vol. 15(2), pages 199-222, August.
    531. Evans, Olaniyi, 2018. "Blockchain Technology and the Financial Market: An Empirical Analysis," MPRA Paper 99212, University Library of Munich, Germany.
    532. Tvedt, Jostein & Hovi, Inger Beate, 2024. "Container shipping: A market equilibrium perspective on freight rates formation post-Covid-19," Transportation Research Part A: Policy and Practice, Elsevier, vol. 179(C).
    533. Md. Al Mamun & Kazi Sohag & Md. Abdul Hannan Mia & Gazi Salah Uddin & Ilhan Ozturk, 2014. "Regional Differences in the Dynamic Linkage between CO2 Emissions, Sectoral Output and Economic Growth," Working Papers 2014-141, Department of Research, Ipag Business School.
    534. Mehrotra, Shiv N. & Kant, Shashi, 2009. "Use of composite forest commodity price indices for cointegration analysis," Journal of Forest Economics, Elsevier, vol. 15(4), pages 237-260, December.
    535. Guillotreau, Patrice & Jiménez-Toribio, Ramón, 2011. "The price effect of expanding fish auction markets," Journal of Economic Behavior & Organization, Elsevier, vol. 79(3), pages 211-225, August.
    536. Fafa Yan & Alec Zuo & Wen’e Qi & Zhimin Zhou, 2023. "The Effect of Ecological Management on Regional Health Inequality," IJERPH, MDPI, vol. 20(4), pages 1-22, February.
    537. Chor Foon Tang, 2014. "The effect of real wages and inflation on labour productivity in Malaysia," International Review of Applied Economics, Taylor & Francis Journals, vol. 28(3), pages 311-322, May.
    538. Kyritsis, Evangelos & Serletis, Apostolos, 2017. "The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway," Discussion Papers 2017/7, Norwegian School of Economics, Department of Business and Management Science.
    539. Pei-Long Shen & Chih-Wei Su & Hsu-Ling Chang, 2013. "Are real GDP levels nonstationary across Central and Eastern European countries?," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 13(1), pages 99-108, July.
    540. Paresh Kumar Narayan & Russell Smyth, 2005. "Are Shocks To Energy Consumption Permanent Or Temporary? Evidence From 182 Countries," Monash Economics Working Papers 06/05, Monash University, Department of Economics.
    541. Anna Denkowska & Stanis{l}aw Wanat, 2020. "Development and similarity of insurance markets of European Union countries after the enlargement in 2004," Papers 2012.15078, arXiv.org.
    542. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc.
    543. Askandarou Diallo & Luc Jacolin & Isabelle Rabaud, 2021. "Foreign Direct Investment and Domestic Private Investment in Sub-Saharan African Countries: Crowding-In or Out ?," Working papers 816, Banque de France.
    544. Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan, 2020. "Sequential monitoring for changes from stationarity to mild non-stationarity," Journal of Econometrics, Elsevier, vol. 215(1), pages 209-238.
    545. Christian Bauer & Sebastian Weber, 2016. "The Efficiency of Monetary Policy when Guiding Inflation Expectations," Research Papers in Economics 2016-14, University of Trier, Department of Economics.
    546. Vougas, Dimitrios V., 2007. "Is the trend in post-WW II US real GDP uncertain or non-linear?," Economics Letters, Elsevier, vol. 94(3), pages 348-355, March.
    547. Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2024. "Partially one-sided semiparametric inference for trending persistent and antipersistent processes," Econometrics and Statistics, Elsevier, vol. 30(C), pages 1-14.
    548. ROBERTO DE REZENDE Rocha, 1992. "Inflation And Stabilization In Yugoslavia," Contemporary Economic Policy, Western Economic Association International, vol. 10(4), pages 21-38, October.
    549. Yang, Yang & Zhao, Zhao, 2020. "Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis," Economic Modelling, Elsevier, vol. 93(C), pages 728-736.
    550. Robert G. King & Charles I. Plosser, 1982. "The Behavior of Money, Credit, and Prices in a Real Business Cycle," NBER Working Papers 0853, National Bureau of Economic Research, Inc.
    551. Charles R. Nelson & Jeremy M. Piger & Eric Zivot, 2001. "Markov regime switching and unit root tests," Working Papers 2001-013, Federal Reserve Bank of St. Louis.
    552. Apostolos Serletis, 1994. "Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(3), pages 476-493, September.
    553. Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017. "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
    554. Giorgianni, Lorenzo & Milesi-Ferretti, Gian Maria, 1997. "Determinants of Korean Trade Flows and their Geographical Destination," CEPR Discussion Papers 1703, C.E.P.R. Discussion Papers.
    555. Saffet Akdağ & İlker Kiliç & Hakan Yildirim, 2019. "Does VIX scare stocks of tourism companies?," Letters in Spatial and Resource Sciences, Springer, vol. 12(3), pages 215-232, December.
    556. João Sousa Andrade & António Portugal Duarte, 2012. "The Importance of a Good Indicator for Global Excess Demand," GEMF Working Papers 2012-15, GEMF, Faculty of Economics, University of Coimbra.
    557. Marcel Aloy & Gilles Dufrenot & Charles Lai-Tong & Anne Peguin-Feissolle, 2012. "A Smooth Transition Long-Memory Model," Working Papers halshs-00793680, HAL.
    558. Francis W. Ahking, 2004. "The Power of the "Objective" Bayesian Unit-Root Test," Working papers 2004-14, University of Connecticut, Department of Economics.
    559. Luis Eduardo Arango Thomas, 1998. "Some univariate time series properties of output," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 49, pages 7-46, Julio Dic.
    560. Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2013. "Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," KIER Working Papers 844, Kyoto University, Institute of Economic Research.
    561. Arteche, Josu & Orbe, Jesus, 2009. "Using the bootstrap for finite sample confidence intervals of the log periodogram regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1940-1953, April.
    562. Elder, John & Serletis, Apostolos, 2008. "Long memory in energy futures prices," Review of Financial Economics, Elsevier, vol. 17(2), pages 146-155.
    563. Devadoss, Stephen, 1994. "A Study Of Macro Rational Expectations Hypothesis Tests On Commodity Markets," A.E. Research Series 305120, University of Idaho, Department of Agricultural Economics and Rural Sociology.
    564. Wang, Kuan-Min & Lee, Yuan-Ming & Thi, Thanh-Binh Nguyen, 2011. "Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model," Economic Modelling, Elsevier, vol. 28(3), pages 806-819, May.
    565. Jacob Otim & Susan Watundu & John Mutenyo & Vincent Bagire, 2023. "Fossil Fuel Energy Consumption, Economic Growth, Urbanization, and Carbon Dioxide Emissions in Kenya," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 457-468, May.
    566. Franklin Mixon & Kamal Upadhayaya, 1998. "Does federal electoral redistricting induce congressional quits? An empirical note," Applied Economics Letters, Taylor & Francis Journals, vol. 5(2), pages 61-63.
    567. Mongkolporn, Veerasak & Yin, Xiangkang, 2005. "How does the entry of new firms change demand? An empirical estimation for a Thai telecommunications company," Journal of Asian Economics, Elsevier, vol. 16(4), pages 688-703, August.
    568. Amit Sen, 2007. "On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified," Economics Bulletin, AccessEcon, vol. 3(6), pages 1-19.
    569. Mariola Pilatowska, 2008. "The Econometric Models Satisfying the Congruence Postulate – an Overview," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 53-60.
    570. Floriana Florestano, 2013. "Hydrocarbon exploitation and macroeconomic performance: a structural var approach for Basilicata1," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 2013(1), pages 147-174.
    571. Growitsch, Christian & Rammerstorfer, Margarethe, 2008. "Zur wettbewerblichen Wirkung des Zweivertragsmodells im deutschen Gasmarkt," WIK Discussion Papers 303, WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH.
    572. Christian Weber, 2001. "F-tests for lag length selection in augmented Dickey-Fuller regressions: some Monte Carlo evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 8(7), pages 455-458.
    573. Magda Kandil, 2005. "On the Effects of Government Spending Shocks in Developing Countries," Oxford Development Studies, Taylor & Francis Journals, vol. 33(2), pages 269-304.
    574. Lorenzo Trapani, 2018. "Testing for strict stationarity in a random coefficient autoregressive model," Discussion Papers 18/02, University of Nottingham, Granger Centre for Time Series Econometrics.
    575. Alejandro Diaz-Bautista, 2004. "Tijuana's Dynamic Unemployment and Output Growth," Labor and Demography 0401001, University Library of Munich, Germany.
    576. Muriel, Nelson & González-Farías, Graciela, 2018. "Testing the null of difference stationarity against the alternative of a stochastic unit root: A new test based on multivariate STUR," Econometrics and Statistics, Elsevier, vol. 7(C), pages 46-62.
    577. Francis X. Diebold & Lutz Kilian, 1997. "Measuring Predictability: Theory and Macroeconomic Applications," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc.
    578. Tang, Chor Foon, 2008. "A re-examination of the role of foreign direct investment and exports in Malaysia's economic growth," MPRA Paper 38536, University Library of Munich, Germany.
    579. Chakraborty, Lekha, 2012. "Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out," Working Papers 12/110, National Institute of Public Finance and Policy.
    580. Guglielmo Caporale & Luis Gil-Alana, 2008. "Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 35(3), pages 241-253, July.
    581. Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2017. "Does technology cause business cycles in the USA? A Schumpeter-inspired approach," LSE Research Online Documents on Economics 80760, London School of Economics and Political Science, LSE Library.
    582. Michelacci, Claudio & Zaffaroni, Paolo, 2000. "(Fractional) beta convergence," Journal of Monetary Economics, Elsevier, vol. 45(1), pages 129-153, February.
    583. Greg Tkacz & Sarah Hu, 1999. "Forecasting GDP Growth Using Artificial Neural Networks," Staff Working Papers 99-3, Bank of Canada.
    584. Philippe Aghion & Peter Howitt, 1990. "A Model of Growth Through Creative Destruction," NBER Working Papers 3223, National Bureau of Economic Research, Inc.
    585. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2011. "An analysis of oil production by OPEC countries: Persistence, breaks, and outliers," Energy Policy, Elsevier, vol. 39(1), pages 442-453, January.
    586. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2009. "Cointegration in a historical perspective," Econometric Institute Research Papers EI 2009-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    587. Cássio R. A. Alves & Márcio P. Laurini, 2022. "Measuring inflation persistence under time-varying inflation target and stochastic volatility with jumps," Economics Bulletin, AccessEcon, vol. 42(2), pages 342-349.
    588. Jozef Barunik & Lukas Vacha, 2023. "The Dynamic Persistence of Economic Shocks," Papers 2306.01511, arXiv.org, revised Jun 2025.
    589. Paulo M.M. Rodrigues & Gabriel Zsurkis, 2019. "A reexamination of inflation persistence dynamics in OECD countries: A new approach," Working Papers w201909, Banco de Portugal, Economics and Research Department.
    590. David Bonilla & David Banister & Uberto Salgado Nieto, 2022. "Tax or Clean Technology? Measuring the True Effect on Carbon Emissions Mitigation for Sweden and Norway," Energies, MDPI, vol. 15(11), pages 1-24, May.
    591. Ghouse, Ghulam & Khan, Saud Ahmed & Rehman, Atiq Ur, 2018. "ARDL model as a remedy for spurious regression: problems, performance and prospectus," MPRA Paper 83973, University Library of Munich, Germany.
    592. Aslihan Atabek Demirhan, 2005. "Persistency of Output Fluctuations : The Case of Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 5(1), pages 9-21.
    593. Ioannis C. Demetriou, 2022. "A binary search algorithm for univariate data approximation and estimation of extrema by piecewise monotonic constraints," Journal of Global Optimization, Springer, vol. 82(4), pages 691-726, April.
    594. Marcos González-Fernández & Carmen González-Velasco, 2019. "An approach to predict Spanish mortgage market activity using Google data," Economics and Business Letters, Oviedo University Press, vol. 8(4), pages 209-214.
    595. Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz, 2005. "The empirics of the Solow growth model: Long-term evidence," Journal of Applied Economics, Universidad del CEMA, vol. 8, pages 31-51, May.
    596. Magda Kandil, 2010. "Demand shocks and the cyclical behavior of the real wage: Some international evidence," Journal of Applied Economics, Universidad del CEMA, vol. 13, pages 135-158, May.
    597. Ángel Guillén & Gabriel Rodríguez, 2014. "Trend-cycle decomposition for Peruvian GDP: application of an alternative method," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 23(1), pages 1-44, December.
    598. Tsangyao Chang & Hsu-Ling Chang & Hsiao-Ping Chu & Chi-Wei Su, 2006. "Is per capita real GDP stationary in African countries? Evidence from panel SURADF test," Applied Economics Letters, Taylor & Francis Journals, vol. 13(15), pages 1003-1008.
    599. Panchanan Das, 2015. "Entrepreneurial Impulse, Investment Behavior, and Economic Fluctuations–A VAR Analysis with Indian Data," Asian Development Review, MIT Press, vol. 32(2), pages 1-17, September.
    600. Smallwood Aaron D, 2005. "Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-30, June.
    601. Macri, Joseph & Sinha, Dipendra, 1999. "An Empirical Study of Labour’s Share in Income for Australia," MPRA Paper 4018, University Library of Munich, Germany.
    602. Philip M. Bodman, 1998. "Asymmetry and Duration Dependence in Australian GDP and Unemployment," The Economic Record, The Economic Society of Australia, vol. 74(227), pages 399-411, December.
    603. Rohan Best & Paul J Burke, 2017. "Macroeconomic impacts of the 2010 earthquake in Haiti," Departmental Working Papers 2017-15, The Australian National University, Arndt-Corden Department of Economics.
    604. Grassi, S. & Proietti, T., 2014. "Characterising economic trends by Bayesian stochastic model specification search," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 359-374.
    605. René Lalonde, 2000. "Le modèle USM d'analyse et de projection de l'économie américaine," Staff Working Papers 00-19, Bank of Canada.
    606. Jos'e A. Tapia Granados & Edward L. Ionides, 2024. "Income, health, and spurious cointegration," Papers 2407.15755, arXiv.org, revised Jun 2025.
    607. Bennett T. McCallum, 1982. "Macroeconomics After a Decade of Rational Expectations: Some Critical Issues," NBER Working Papers 1050, National Bureau of Economic Research, Inc.
    608. John P. Judd & Bharat Trehan, 1990. "What does unemployment tell us about future inflation?," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 15-26.
    609. Huiru Zhao & Haoran Zhao & Sen Guo & Fuqiang Li & Yuou Hu, 2016. "The Impact of Financial Crisis on Electricity Demand: A Case Study of North China," Energies, MDPI, vol. 9(4), pages 1-13, March.
    610. Stefan C. Norrbin, 1988. "Determinants of Differences in Regional Cyclical Variability," The Review of Regional Studies, Southern Regional Science Association, vol. 18(3), pages 16-22, Fall.
    611. Anderson, Richard G. & Hoffman, Dennis L. & Rasche, Robert H., 2002. "A vector error-correction forecasting model of the US economy," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 569-598, December.
    612. Martin Larch, 1994. "Die Analyse externer Bestimmungsfaktoren der regionalen Wirtschaftsentwicklung im Rahmen eines VARModells," Wirtschaft und Gesellschaft - WuG, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, vol. 20(4), pages 539-557.
    613. Maria Safdar, 2020. "The Impact Of Terrorism On Economic Growth In Pakistan: An Empirical Analysis," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 9(4), pages 191-201, December.
    614. Alexander Herzog-Stein & Camille Logeay, 2019. "Short-Term macroeconomic evaluation of the German minimum wage with a VAR/VECM," IMK Working Paper 197-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    615. Kandil, Magda, 2005. "Money, interest, and prices: Some international evidence," International Review of Economics & Finance, Elsevier, vol. 14(2), pages 129-147.
    616. Peter Kehinde, Mogaji, 2010. "Fisher Effect and the Relationship between Nominal Interest Rates and Inflation: The Case of Nigeria," MPRA Paper 98760, University Library of Munich, Germany.
    617. Mookerjee, Rajen & Peebles, Gavin, 1998. "Endogenous money in China: Evidence and insights on recent policies," Journal of Asian Economics, Elsevier, vol. 9(1), pages 139-158.
    618. Mark Wheeler, 1991. "Causality in the United Kingdom: Results from an Open Economy," Eastern Economic Journal, Eastern Economic Association, vol. 17(4), pages 439-449, Oct-Dec.
    619. Dante B. Canlas, 2012. "Business Fluctuations and Monetary Policy Rules in the Philippines: with Lessons from the 1984-1985 Contraction," UP School of Economics Discussion Papers 201210, University of the Philippines School of Economics.
    620. Tang, Chor Foon & Lai, Yew Wah, 2011. "The Stability of Export-led Growth Hypothesis: Evidence from Asia's Four Little Dragons," MPRA Paper 27962, University Library of Munich, Germany.
    621. Bruce E. Hansen, 2001. "The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 117-128, Fall.
    622. Fabrizio Iacone, 2010. "Local Whittle estimation of the memory parameter in presence of deterministic components," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(1), pages 37-49, January.
    623. de Meulemeester, Jean-Luc & Rochat, Denis, 1995. "A causality analysis of the link between higher education and economic development," Economics of Education Review, Elsevier, vol. 14(4), pages 351-361, December.
    624. Sergio G. Koreisha & Tarmo Pukkila, 1995. "The Identification Of Seasonal Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(3), pages 267-290, May.
    625. Fazzari, Steven M. & González, Alejandro, 2025. "How large are hysteresis effects? Estimates from a Keynesian growth model," Journal of Economic Dynamics and Control, Elsevier, vol. 173(C).
    626. Fiteni, Inmaculada, 2004. "[tau]-estimators of regression models with structural change of unknown location," Journal of Econometrics, Elsevier, vol. 119(1), pages 19-44, March.
    627. Donald Freeman, 2011. "On (not) Closing the Gaps: The Evolution of National and Regional Unemployment Rates by Race and Ethnicity," Working Papers 1101, Sam Houston State University, Department of Economics and International Business.
    628. Kelly, Logan J, 2008. "The Currency Equivalent Index and the Current Stock of Money," MPRA Paper 7176, University Library of Munich, Germany.
    629. Sandrine Lardic & Auguste Mpacko Priso, 1999. "Une comparaison des prévisions des experts à celles issues des modèles B VAR," Économie et Prévision, Programme National Persée, vol. 140(4), pages 161-180.
    630. Matteo Lanzafame, 2006. "The Nature of Regional Unemployment in Italy," ERSA conference papers ersa06p155, European Regional Science Association.
    631. Luis Gil-Alana, 2004. "Modelling the US real GNP with fractionally integrated techniques," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 873-879.
    632. Chang, Tsangyao & Caudill, Steven B., 2006. "A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market," International Review of Financial Analysis, Elsevier, vol. 15(1), pages 57-67.
    633. Meier, Carsten-Patrick, 2000. "Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine Anmerkung," Kiel Working Papers 993, Kiel Institute for the World Economy.
    634. Melvin Ayogu & Hashem Dezhbakhsh, 2004. "Strategic competition in the banking industry," Applied Financial Economics, Taylor & Francis Journals, vol. 14(12), pages 835-845.
    635. Liang, Qi & Teng, Jian-Zhou, 2006. "Financial development and economic growth: Evidence from China," China Economic Review, Elsevier, vol. 17(4), pages 395-411.
    636. Puah, Chin-Hong & Jayaraman, T. K., 2007. "Dynamic linkage between Macroeconomic Activities and Stock Prices in Fiji," MPRA Paper 37671, University Library of Munich, Germany.
    637. Sapsford, David & Balasubramanyam, V. N., 1994. "The long-run behavior of the relative price of primary commodities: Statistical evidence and policy implications," World Development, Elsevier, vol. 22(11), pages 1737-1745, November.
    638. Twm Evans, 2006. "Efficiency tests of the UK financial futures markets and the impact of electronic trading systems," Applied Financial Economics, Taylor & Francis Journals, vol. 16(17), pages 1273-1283.
    639. Alberto Giovannini, 1988. "The Macroeconomics of Exchange-rate and Price-level Interactions: Empirical Evidence for West Germany," NBER Working Papers 2544, National Bureau of Economic Research, Inc.
    640. Khundrakpam, Jeevan K., 2008. "How Persistent is Indian Inflationary Process, Has it Changed?," MPRA Paper 50927, University Library of Munich, Germany.
    641. Gali, Jordi, 1998. "The liquidity effect and long-run neutrality : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 195-206, December.
    642. Simón Sosvilla-Rivero & José A. Herce & Juan-José. de Lucio, "undated". "Convergence in social protection across EU countries, 1970-1999," Working Papers 2003-01, FEDEA.
    643. Foster, Neil & Stehrer, Robert, 2007. "Modeling transformation in CEECs using smooth transitions," Journal of Comparative Economics, Elsevier, vol. 35(1), pages 57-86, March.
    644. Lee, Hsiu-Yun & Wu, Jyh-Lin, 2001. "Mean Reversion of Inflation Rates: Evidence from 13 OECD Countries," Journal of Macroeconomics, Elsevier, vol. 23(3), pages 477-487, July.
    645. Bierens, H.J., 1996. "Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S," Discussion Paper 1996-62, Tilburg University, Center for Economic Research.
    646. Bilgili, Faik & Tülüce, Nadide Sevil Halıcı & Doğan, İbrahim, 2012. "The determinants of FDI in Turkey: A Markov Regime-Switching approach," Economic Modelling, Elsevier, vol. 29(4), pages 1161-1169.
    647. Allen, P. Geoffrey, 2003. "Maddala, G.S., "Econometrics in the 21st Century," pp. 265-284," International Journal of Forecasting, Elsevier, vol. 19(4), pages 763-764.
    648. Arize, A. C., 1995. "Trade flows and real exchange-rate volatility: an application of cointegration and error-correction modeling," The North American Journal of Economics and Finance, Elsevier, vol. 6(1), pages 37-51.
    649. Reis Gomes, Fábio Augusto, 2020. "Evaluating a consumption function with precautionary savings and habit formation under a general income process," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 157-166.
    650. Shrestha, Min B. & Chowdhury, Khorshed, 2005. "Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data," Economics Working Papers wp05-06, School of Economics, University of Wollongong, NSW, Australia.
    651. Tang, Ling & Yu, Lean & He, Kaijian, 2014. "A novel data-characteristic-driven modeling methodology for nuclear energy consumption forecasting," Applied Energy, Elsevier, vol. 128(C), pages 1-14.
    652. Jae H. Kim & Andrew P. Robinson, 2019. "Interval-Based Hypothesis Testing and Its Applications to Economics and Finance," Econometrics, MDPI, vol. 7(2), pages 1-22, May.
    653. Olivier J. Blanchard & Lawrence H. Summers, 1986. "Hysteresis and the European Unemployment Problem," NBER Chapters, in: NBER Macroeconomics Annual 1986, Volume 1, pages 15-90, National Bureau of Economic Research, Inc.
    654. Koi Nyen Wong & Tuck Cheong Tang, 2008. "Foreign Direct Investment And Employment In Manufacturing And Services Sectors: Fresh Empirical Evidence From Singapore," Monash Economics Working Papers 15/08, Monash University, Department of Economics.
    655. Javier Haulde & Morten Ørregaard Nielsen, 2022. "Fractional integration and cointegration," CREATES Research Papers 2022-02, Department of Economics and Business Economics, Aarhus University.
    656. Banik, Nilanjan & Biswas, Basudeb, 2012. "The curious case of Indian agriculture," MPRA Paper 38634, University Library of Munich, Germany.
    657. Pablo Astorga & Ame R. Bergés & Valpy Fitzgerald, 2005. "Endogenous Growth and Exogenous Shocks in Latin America During the Twentieth Century," Oxford Economic and Social History Working Papers _057, University of Oxford, Department of Economics.
    658. Naveen Srinivasan & Pratik Mitra, 2014. "The European unemployment problem: its cause and cure," Empirical Economics, Springer, vol. 47(1), pages 57-73, August.
    659. Charles S. Wassell, Jr., 2018. "Social Security and saving: A time-series econometrics pedagogical example (with code)," The Journal of Economic Education, Taylor & Francis Journals, vol. 49(1), pages 103-114, January.
    660. Werner Ploberger & Peter C.B. Phillips, 1998. "Rissanen's Theorem and Econometric Time Series," Cowles Foundation Discussion Papers 1197, Cowles Foundation for Research in Economics, Yale University.
    661. Ma, Hengyun & Oxley, Les & Gibson, John, 2009. "Gradual reforms and the emergence of energy market in China: Evidence from tests for convergence of energy prices," Energy Policy, Elsevier, vol. 37(11), pages 4834-4850, November.
    662. Gillman, Max & Nakov, Anton, 2008. "Monetary Effects on Nominal Oil Prices," Cardiff Economics Working Papers E2008/15, Cardiff University, Cardiff Business School, Economics Section, revised Nov 2009.
    663. Scott E. Harrington & Tong Yu, 2003. "Do Property‐Casualty Insurance Underwriting Margins Have Unit Roots?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 715-733, December.
    664. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Causal Relationship between Stock Prices and Exchange Rates," Discussion Paper Series 2010_01, Department of Economics, University of Macedonia, revised Jan 2010.
    665. Aaron Schiff & Peter Phillips, 2000. "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.
    666. Caner, M. & Kilian, L., 2001. "Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 639-657, October.
    667. Stefania Villa, 2005. "Determinants of growth in Italy. A time series analysis," Quaderni DSEMS 24-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    668. Boris Brodsky, 2008. "Structural Changes and Unit Roots: Distinguishing Models of Nonstationary Time Series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 11(3), pages 52-63.
    669. Shrestha, Min B. & Chowdhury, Khorshed, 2005. "ARDL Modelling Approach to Testing the Financial Liberalisation Hypothesis," Economics Working Papers wp05-15, School of Economics, University of Wollongong, NSW, Australia.
    670. Gary D. Hansen, 1989. "Technical Progress and Aggregate Fluctuations," UCLA Economics Working Papers 546, UCLA Department of Economics.
    671. Sarthak Behera & Hyeongwoo Kim, 2019. "Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors," Auburn Economics Working Paper Series auwp2019-04, Department of Economics, Auburn University.
    672. Dmitry Plotnikov, 2014. "Hysteresis in Unemployment and Jobless Recoveries," IMF Working Papers 2014/077, International Monetary Fund.
    673. Luis Gil-Alana, 2003. "Unemployment and real oil prices in Australia: a fractionally cointegrated approach," Applied Economics Letters, Taylor & Francis Journals, vol. 10(4), pages 201-204.
    674. PHILIP E.T. LEWIS & GARRY A. MacDONALD, 1993. "Testing for Equilibrium in the Australian Wage Equation," The Economic Record, The Economic Society of Australia, vol. 69(3), pages 295-304, September.
    675. Noriega Antonio E. & Ventosa-Santaulària Daniel, 2010. "Spurious Long-Horizon Regression in Econometrics," Working Papers 2010-06, Banco de México.
    676. Jonathan Hill & Liang Peng, 2014. "Unified Interval Estimation For Random Coefficient Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(3), pages 282-297, May.
    677. Álvaro Hurtado Rendón & Humberto Franco González & Jesús Alonso Botero García, 2011. "Los modelos DSGE: una respuesta de la discusión macroeconómica," Documentos de Trabajo de Valor Público 10633, Universidad EAFIT.
    678. Robert H. Rasche, 1993. "Monetary aggregates, monetary policy and economic activity," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 1-35.
    679. Magda Kandil, 2006. "Asymmetric Effects Of Aggregate Demand Shocks Across U.S. Industries: Evidence And Implications," Eastern Economic Journal, Eastern Economic Association, vol. 32(2), pages 259-283, Spring.
    680. Donald W.K. Andrews, 1991. "Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models," Cowles Foundation Discussion Papers 975, Cowles Foundation for Research in Economics, Yale University.
    681. Sarkar, Prabirjit, 2007. "Trade Openness and Growth: Is There Any Link?," MPRA Paper 4997, University Library of Munich, Germany.
    682. Enders, Walter & Siklos, Pierre L., 1998. "Cointegration and Threshold Adjustment," ISU General Staff Papers 199810010700001306, Iowa State University, Department of Economics.
    683. Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," Working Papers 36/2006, University of Verona, Department of Economics.
    684. Philippe Aghion & Gilles Saint-Paul, 1993. "Uncovering Some Causal Relationships between Productivity Growth and the Structure of Economic Fluctuations: A Tentative Survey," NBER Working Papers 4603, National Bureau of Economic Research, Inc.
    685. Jean-Pierre Allegret & Alain Sand-Zantman, 2009. "Does a Monetary Union protect against foreign shocks? An assessment of Latin American integration using a Bayesian VAR," Post-Print hal-01791864, HAL.
    686. Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics 9502005, University Library of Munich, Germany.
    687. Luis Alberiko Gil-Alana & Antonio Moreno & Seonghoon Cho, 2011. "The Deaton paradox in a long memory context with structural breaks," Post-Print hal-00711450, HAL.
    688. Vosseler, Alexander, 2016. "Bayesian model selection for unit root testing with multiple structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 616-630.
    689. Baffes, John & Kabundi, Alain, 2023. "Commodity price shocks: Order within chaos?," Resources Policy, Elsevier, vol. 83(C).
    690. Panayotis G. Michaelides & Efthymios G. Tsionas & Angelos T. Vouldis & Konstantinos N. Konstantakis & Panagiotis Patrinos, 2018. "A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 637-675, March.
    691. Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2008. "Model specification, observational equivalence and performance of unit root tests," MPRA Paper 13489, University Library of Munich, Germany.
    692. Ilaski Barañano & M. Paz Moral, 2003. "Output dynamics in an endogenous growth model," Economics Bulletin, AccessEcon, vol. 5(15), pages 1-13.
    693. Guglielmo Maria Caporale & Luis Gil‐Alana, 2020. "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," South African Journal of Economics, Economic Society of South Africa, vol. 88(2), pages 174-185, June.
    694. Audi, Marc & Ali, Amjad, 2022. "Public policy and economic misery nexus: a comparative analysis of developed and developing world," MPRA Paper 115031, University Library of Munich, Germany.
    695. Bergman, Michael, 1996. "International evidence on the sources of macroeconomic fluctuations," European Economic Review, Elsevier, vol. 40(6), pages 1237-1258, June.
    696. Luis A. Gil‐Alana, 2003. "Testing of Fractional Cointegration in Macroeconomic Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(4), pages 517-529, September.
    697. Alberto Alesina & Nouriel Roubini, 1990. "Political Cycles in OECD Economies," NBER Working Papers 3478, National Bureau of Economic Research, Inc.
    698. Biswas, Anindya, 2014. "The output gap and expected security returns," Review of Financial Economics, Elsevier, vol. 23(3), pages 131-140.
    699. Benjamin Kim, 1997. "The cyclical behaviour of prices: G-7 versus non-G7 countries," Applied Economics, Taylor & Francis Journals, vol. 29(5), pages 683-691.
    700. Hem C. Basnet & Kamal P. Upadhyaya, 2015. "Impact of oil price shocks on output, inflation and the real exchange rate: evidence from selected ASEAN countries," Applied Economics, Taylor & Francis Journals, vol. 47(29), pages 3078-3091, June.
    701. Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta, 2021. "Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data," Working Papers 202170, University of Pretoria, Department of Economics.
    702. Philip Rothman, 1999. "Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric," Working Papers 9904, East Carolina University, Department of Economics.
    703. Christophe RAULT, 2007. "Une synthèse de l'exogénéité dans les modèles Vectoriels à Correction d'Erreurs," LEO Working Papers / DR LEO 1723, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    704. Chen, Haiqiang & Fang, Ying & Li, Yingxing, 2013. "Estimation and inference for varying-coeffcient models with nonstationary regressors using penalized splines," SFB 649 Discussion Papers 2013-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    705. David E. Rapach, 2002. "Are Real GDP Levels Nonstationary? Evidence from Panel Data Tests," Southern Economic Journal, John Wiley & Sons, vol. 68(3), pages 473-495, January.
    706. Brock, William A. & Haslag, Joseph H., 2016. "A tale of two correlations: Evidence and theory regarding the phase shift between the price level and output," Journal of Economic Dynamics and Control, Elsevier, vol. 67(C), pages 40-57.
    707. Michael R. Pakko, 2005. "Changing technology trends, transition dynamics and growth accounting," Working Papers 2000-014, Federal Reserve Bank of St. Louis.
    708. Christian Weber, 1997. "Is cyclical real GNP really more persistent than the trend?," Applied Economics, Taylor & Francis Journals, vol. 29(7), pages 895-902.
    709. Evans, Olaniyi, 2020. "Fiscal Discipline, Financial Development & Economic Growth in Nigeria," MPRA Paper 99242, University Library of Munich, Germany.
    710. Farina, Egidio & Green, Colin P. & McVicar, Duncan, 2019. "Zero Hours Contracts and Their Growth," IZA Discussion Papers 12291, IZA Network @ LISER.
    711. Gökhan Konat & Fatma Zeren, 2021. "Is Real Gross Domestic Product (GDP) Series Stationary in EU Countries? Evidence from the RALS-CIPS Test," Economics Bulletin, AccessEcon, vol. 41(3), pages 1813-1825.
    712. González, M. & Gonzalo, Jesús, 1997. "Threshold unit root models," DES - Working Papers. Statistics and Econometrics. WS 6214, Universidad Carlos III de Madrid. Departamento de Estadística.
    713. La Vecchia, Davide & Ronchetti, Elvezio, 2019. "Saddlepoint approximations for short and long memory time series: A frequency domain approach," Journal of Econometrics, Elsevier, vol. 213(2), pages 578-592.
    714. Rajen Mookerjee, 1997. "Export volume, exchange rates and global economic growth: the Indian experience," Applied Economics Letters, Taylor & Francis Journals, vol. 4(7), pages 425-429.
    715. Manuela Royer-Carenzi & Hossein Hassani, 2025. "Deviations from Normality in Autocorrelation Functions and Their Implications for MA(q) Modeling," Stats, MDPI, vol. 8(1), pages 1-37, February.
    716. Augustine C. Arize, 1997. "Conditional Exchange‐Rate Volatility and the Volume of Foreign Trade: Evidence from Seven Industrialized Countries," Southern Economic Journal, John Wiley & Sons, vol. 64(1), pages 235-254, July.
    717. Ming Jing Yang, 2017. "Risk-Return Dynamics of Cross-listed Stocks," Accounting and Finance Research, Sciedu Press, vol. 6(4), pages 294-294, Novebmer.
    718. Fabrizio Iacone, 2009. "A Semiparametric Analysis of the Term Structure of the US Interest Rates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(4), pages 475-490, August.
    719. Guihai Zhao, 2020. "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers 20-14, Bank of Canada.
    720. W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875.
    721. Jesper Rangvid & Carsten Sørensen, 2002. "Convergence in the ERM and Declining Numbers of Common Stochastic Trends," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 1(2), pages 183-213, September.
    722. Kim, Jae & Choi, In, 2015. "Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement," MPRA Paper 68411, University Library of Munich, Germany.
    723. Krzysztof Rybinski, 1997. "Testing Integration of Macroeconomic Time Series in Transitional Socialist Economies. A Modification of Perron Test," Economic Change and Restructuring, Springer, vol. 30(2), pages 127-179, May.
    724. Kigabo-Rusuhuzwa, Thomas & Heshmati, Almas, 2022. "Are the East African Community's Countries Ready for a Common Currency?," IZA Discussion Papers 15210, IZA Network @ LISER.
    725. Robert Dixon & G. C. Lim, 2012. "A univariate model of aggregate labour productivity," Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2075-2080, June.
    726. Anupam Das & Murshed Chowdhury, 2011. "Remittances and GDP Dynamics in 11 Developing Countries: Evidence from Panel Cointegration and PMG Techniques," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(42), pages 3-23, December.
    727. Arabzadeh, Hamzeh, 2022. "Wage centralization and the political economy of budget deficits," European Journal of Political Economy, Elsevier, vol. 74(C).
    728. Jinyuan Chang & Guanghui Cheng & Qiwei Yao, 2022. "Testing for unit roots based on sample autocovariances [Heteroskedasticity and autocorrelation consistent covariance matrix estimation]," Biometrika, Biometrika Trust, vol. 109(2), pages 543-550.
    729. Moor, A. & La Vecchia, D. & Ronchetti, E., 2025. "On the use of the cumulant generating function for inference on time series," Computational Statistics & Data Analysis, Elsevier, vol. 201(C).
    730. Raputsoane, Leroi, 2025. "Transitory minerals fluctuations and the macroeconomy," MPRA Paper 125153, University Library of Munich, Germany.
    731. Philip Arestis & Maggie Mo Jia, 2019. "Credit risk and macroeconomic stress tests in China," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(3), pages 211-225, September.
    732. Kandil, Magda, 1995. "Cyclical fluctuations across industries of the United States: Evidence and implications," Journal of Economics and Business, Elsevier, vol. 47(1), pages 17-37, February.
    733. Edivo Oliveira de Almeida & Julio Vicente Cateia & William Barbosa & Clailton Ataides de Freitas, 2024. "Trade liberalization and total factor productivity in Brazil: A vecm modeling," PLOS ONE, Public Library of Science, vol. 19(11), pages 1-16, November.
    734. Smyth, Russell & Inder, Brett, 2004. "Is Chinese provincial real GDP per capita nonstationary?: Evidence from multiple trend break unit root tests," China Economic Review, Elsevier, vol. 15(1), pages 1-24.
    735. Ronny Mazzocchi, 2013. "Investment-Saving Imbalances with Endogenous Capital Stock," DEM Discussion Papers 2013/14, Department of Economics and Management.
    736. Ignacio Olmeda & Joaquin Pérez, 1995. "Non-linear dynamics and chaos in the Spanish stock market," Investigaciones Economicas, Fundación SEPI, vol. 19(2), pages 217-248, May.
    737. Schotman, P. & van Dijk, H. K., 1990. "Posterior Analysis Of Possibly Integrated Time Series With An Application To Real Gnp," Econometric Institute Archives 272482, Erasmus University Rotterdam.
    738. Audi, Marc & Ali, Amjad, 2016. "A Causality and Co-integration Analysis of Some Selected Socio-Economic Determinants of Fertility: Empirics from Tunisia," MPRA Paper 72006, University Library of Munich, Germany.
    739. Fatás, Antonio & Cerra, Valerie & Saxena, Sweta, 2020. "Hysteresis and Business Cycles," CEPR Discussion Papers 14531, C.E.P.R. Discussion Papers.
    740. Alvarez-Cuadrado, Francisco, 2008. "Growth outside the stable path: Lessons from the European reconstruction," European Economic Review, Elsevier, vol. 52(3), pages 568-588, April.
    741. Pui Sun Tam & University of Macau, 2006. "Breaking trend panel unit root tests," Computing in Economics and Finance 2006 341, Society for Computational Economics.
    742. Perron, Pierre & Yabu, Tomoyoshi, 2009. "Estimating deterministic trends with an integrated or stationary noise component," Journal of Econometrics, Elsevier, vol. 151(1), pages 56-69, July.
    743. Ben-David, Dan & Bohara, Alok K., 1995. "Trade Liberalization and Income Equalization: A Long-Run Perspective," Foerder Institute for Economic Research Working Papers 275610, Tel-Aviv University > Foerder Institute for Economic Research.
    744. Yasmina Hamouda & Noha Farrag, 2022. "Female education and economic growth: an empirical investigation for Egypt," International Journal of Business and Globalisation, Inderscience Enterprises Ltd, vol. 32(1), pages 42-63.
    745. Peter C.B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers 1189, Cowles Foundation for Research in Economics, Yale University.
    746. Ben-David, Dan & Papell, David H., 1995. "The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 453-475, December.
    747. Metin Tetik & Görkem Kara, 2020. "FED ve TCMB Politika Kararları Arasındaki Stratejik Etkileşimin Testi: Toda-Yamamoto Yaklaşımı," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(32), pages 35-47, June.
    748. Gil-Alana, Luis A. & Yaya, OlaOluwa S & Shittu, Olanrewaju I, 2014. "GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features," MPRA Paper 88758, University Library of Munich, Germany.
    749. Sergio Zúñiga J., 2001. "Seasonal Effects and Volume-yield Relationship in the Central Bank Indexed Promissory Notes," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 4(1), pages 5-24, April.
    750. Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
    751. Sinha, Deepak K., 2007. "Market clearing with some neo-Keynesian features," Journal of Macroeconomics, Elsevier, vol. 29(1), pages 206-225, March.
    752. Spencer D. Krane, 2011. "Professional Forecasters' View of Permanent and Transitory Shocks to GDP," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(1), pages 184-211, January.
    753. Mr. Charalambos G Tsangarides & Mr. Yasser Abdih, 2006. "FEER for the CFA Franc," IMF Working Papers 2006/236, International Monetary Fund.
    754. Makki, Shiva S. & Thraen, Cameron S. & Tweeten, Luther G., 1999. "Returns to American Agricultural Research: Results from a Cointegration Model," Journal of Policy Modeling, Elsevier, vol. 21(2), pages 185-211, March.
    755. Yang, Haijun & Han, Xin & Wang, Li, 2021. "Is there a bubble in the shale gas market?," Energy, Elsevier, vol. 215(PA).
    756. Eric Zivot & Peter C.B. Phillips, 1991. "A Bayesian Analysis of Trend Determination in Economic Time Series," Cowles Foundation Discussion Papers 1002, Cowles Foundation for Research in Economics, Yale University.
    757. Ahsan ul Haq Satti & Wasim Shahid Malik, 2017. "The Unreliability of Output-Gap Estimates in Real Time," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 56(3), pages 193-219.
    758. Nikos Benos & Stelios Karagiannis, 2018. "Inequality And Growth In The United States: Why Physical And Human Capital Matter," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 572-619, January.
    759. Carlos P. Barros & Luis A. Gil-Alana & Zhongfei Chen, 2016. "Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market," Empirical Economics, Springer, vol. 51(4), pages 1399-1414, December.
    760. Magda Kandil, 2010. "The asymmetric effects of demand shocks: international evidence on determinants and implications," Applied Economics, Taylor & Francis Journals, vol. 42(17), pages 2127-2145.
    761. Barak Hoffman & Sharon Kozicki, 1999. "Implications of rounding and rebasing for empirical analysis using consumer price inflation," Research Working Paper 99-08, Federal Reserve Bank of Kansas City.
    762. Bernard Njindan Iyke, 2019. "A Test Of The Efficiency Of The Foreign Exchange Market In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 21(12th BMEB), pages 439-464, January.
    763. Kalaba, Robert & Tesfatsion, Leigh, 1996. "A multicriteria approach to model specification and estimation," Computational Statistics & Data Analysis, Elsevier, vol. 21(2), pages 193-214, February.
    764. Nikolaos Dritsakis & Alexandros Gkanas, 2009. "The effect of socio-economic determinants on crime rates: An empirical research in the case of Greece with cointegration analysis," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 2(2), pages 51-64, December.
    765. Miguel Ramirez, 2013. "Is Foreign Direct Investment Beneficial for Mexico? A Cointegration Analysis, 1958-2010," Working Papers 1311, Trinity College, Department of Economics.
    766. Phillips, Peter C. B., 2002. "New unit root asymptotics in the presence of deterministic trends," Journal of Econometrics, Elsevier, vol. 111(2), pages 323-353, December.
    767. Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2025. "Trend-Breaks and the Persistence of Closed-End Fund Discounts," Auburn Economics Working Paper Series auwp2025-02, Department of Economics, Auburn University.
    768. González-Val, Rafael & Marcén, Miriam, 2012. "Unilateral divorce versus child custody and child support in the U.S," Journal of Economic Behavior & Organization, Elsevier, vol. 81(2), pages 613-643.
    769. Varun Agiwal & Jitendra Kumar, 2020. "Bayesian estimation for threshold autoregressive model with multiple structural breaks," METRON, Springer;Sapienza Università di Roma, vol. 78(3), pages 361-382, December.
    770. Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics.
    771. Casalin, Fabrizio, 2013. "Testing the expectations hypothesis of the term structure with permanent-transitory component models," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3192-3203.
    772. Kelly, Logan, 2007. "Measuring the Economic Stock of Money," MPRA Paper 4914, University Library of Munich, Germany.
    773. Luis A. Gil-Alana & Andrea Mervar & James E. Payne, 2017. "The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence," Economic Change and Restructuring, Springer, vol. 50(1), pages 45-58, February.
    774. Bernard Salanié, 1999. "Guide pratique des séries non-stationnaires," Économie et Prévision, Programme National Persée, vol. 137(1), pages 119-141.
    775. Adams, Zeno & Gerner, Mathias, 2012. "Cross hedging jet-fuel price exposure," Energy Economics, Elsevier, vol. 34(5), pages 1301-1309.
    776. Amit Sen, 2004. "Are US macroeconomic series difference stationary or trend-break stationary?," Applied Economics, Taylor & Francis Journals, vol. 36(18), pages 2025-2029.
    777. Bouznit, Mohammed & Pablo-Romero, María del P., 2016. "CO2 emission and economic growth in Algeria," Energy Policy, Elsevier, vol. 96(C), pages 93-104.
    778. Evans, Mark, 2011. "Steel consumption and economic activity in the UK: The integration and cointegration debate," Resources Policy, Elsevier, vol. 36(2), pages 97-106, June.
    779. David Greasley & Les Oxley, 1997. "Shock Persistence and Structural Change," The Economic Record, The Economic Society of Australia, vol. 73(223), pages 348-362, December.
    780. Helmut Herwartz & Yabibal M. Walle, 2018. "A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility," Computational Statistics, Springer, vol. 33(1), pages 379-411, March.
    781. Shively, Philip A., 2005. "Threshold nonlinear interest rates," Economics Letters, Elsevier, vol. 88(3), pages 313-317, September.
    782. Tianfeng Li & June Wei, 2015. "Multiple Structural Breaks and Inflation Persistence: Evidence from China," Asian Economic Journal, East Asian Economic Association, vol. 29(1), pages 1-20, March.
    783. ILHAN Gullu, 2015. "An Application On The Efficiency Of Customs Union: Turkey-Eu Customs Union," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 67(6), pages 158-177, December.
    784. Ching-Sheng Mao, 1987. "Aggregate fluctuations and economic growth: a case of random-walk hypothesis," Working Paper 87-06, Federal Reserve Bank of Richmond.
    785. Chatterji, Monojit & Choudhury, Homagni, 2010. "Growth Rate Estimation in the presence of Unit Roots," SIRE Discussion Papers 2010-92, Scottish Institute for Research in Economics (SIRE).
    786. Frédéric Dufourt & Kazuo Nishimura & Alain Venditti, 2022. "Expectations, self-fulfilling prophecies and the business cycle," Working Papers hal-03923946, HAL.
    787. Morimune, Kimio & Miyazaki, Kenji, 1997. "ARIMA approach to the unit root analysis of macro economic time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 395-403.
    788. Falk, Barry, 1999. "Fitting autoregressive trend stationary models with finite samples," International Journal of Forecasting, Elsevier, vol. 15(1), pages 11-25, February.
    789. dogru, bulent, 2013. "Are Output Fluctuations Transitory in the MENA Region," MPRA Paper 51122, University Library of Munich, Germany.
    790. Jorge Eduardo Carrera & Mariano Féliz & Demian Tupac Panigo, 2000. "Raíces unitarias y ciclos en las principales variables macroeconómicas de argentina," Department of Economics, Working Papers 020, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
    791. Dimitrios Thomakos & Hossein Hassani & Kerry Patterson, 2013. "Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach," Economics Discussion Papers em-dp2013-04, Department of Economics, University of Reading.
    792. Michael P. Clements, 2015. "Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 349-382, March.
    793. Sung Bae & Taihyeup David Yi, 2009. "Structural breaks and the Fisher hypothesis in bond and stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 19(24), pages 1961-1973.
    794. Susan Sunila Sharma & Lutzardo Tobing & Prayudhi Azwar, 2018. "Understanding Indonesia’S Macroeconomic Data: What Do We Know And What Are The Implications?," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 21(2), pages 217-250, October.
    795. Marek Jarocinski & Albert Marcet, 2011. "Autoregressions in Small Samples, Priors about Observables and Initial Conditions," CEP Discussion Papers dp1061, Centre for Economic Performance, LSE.
    796. Wang, Kuan-Min & Lee, Yuan-Ming, 2011. "The yen for gold," Resources Policy, Elsevier, vol. 36(1), pages 39-48, March.
    797. John Hatgioannides & Menelaos Karanasos & Marika Karanassou, 2004. "Modelling the Yield Curve: A Two Components Approach," Working Papers 519, Queen Mary University of London, School of Economics and Finance.
    798. Steffen Lange & Peter Putz & Thomas Kopp, 2016. "Do Mature Economies Grow Exponentially?," Papers 1601.04028, arXiv.org.
    799. Lawrence E. Raffalovich, 1994. "Detrending Time Series," Sociological Methods & Research, , vol. 22(4), pages 492-519, May.
    800. Allan Layton, 1997. "A new approach to dating and predicting Australian business cycle phase changes," Applied Economics, Taylor & Francis Journals, vol. 29(7), pages 861-868.
    801. Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2019. "On the paradigm shift of asset pricing models, before and after the global financial crisis: a literature review," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 15(29), pages 7-38, Primer se.
    802. Albers, Scott, 2012. "Predicting crises: Five essays on the mathematic prediction of economic and social crises," MPRA Paper 43484, University Library of Munich, Germany.
    803. Annicchiarico, B. & Corrado, L. & Pelloni, A., 2008. "Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," Cambridge Working Papers in Economics 0823, Faculty of Economics, University of Cambridge.
    804. Magda Kandil, 2016. "On the relationship between public and private spending in developing and developed countries," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(2), pages 165-191, March.
    805. Antonio E. Noriega & Araceli Ramírez-Zamora, 1999. "Unit roots and multiple structural breaks in real output," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 14(2), pages 163-188.
    806. Tsong, Ching-Chuan & Lee, Cheng-Feng, 2011. "Asymmetric inflation dynamics: Evidence from quantile regression analysis," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 668-680.
    807. Francesco Forte & Cosimo Magazzino, 2015. "Ricardian equivalence and twin deficits hypotheses in the euro area," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 17(2), pages 148-166, October.
    808. Barry E. Jones & Travis D. Nesmith, 2006. "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series 2007-03, Board of Governors of the Federal Reserve System (U.S.).
    809. Carlos USABIAGA & Diego ROMERO-ÁVILA, 2008. "The Hypothesis of a Unit Root in OECD Inflation Revisited," EcoMod2008 23800146, EcoMod.
    810. A. C. Arize & P. Chooekawong & V. Prasanpanich, 2000. "Foreign Trade Behavior in Thailand: Stable or Unstable?," The American Economist, Sage Publications, vol. 44(2), pages 36-45, October.
    811. Praveen Kumar Tripathi & Manika Agarwal, 2024. "A Bayes Analysis of Random Walk Model Under Different Error Assumptions," Annals of Data Science, Springer, vol. 11(5), pages 1635-1652, October.
    812. Aleksandar Vasilev, 2020. "Are labor unions important for business cycle fluctuations? Lessons from Bulgaria," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(1), pages 143-161, March.
    813. Growiec, Jakub & McAdam, Peter & Mućk, Jakub, 2018. "Endogenous labor share cycles: Theory and evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 74-93.
    814. Joseph Siani, 2020. "International remittances, poverty and growth into WAEMU countries: evidence from panel cointegration approach," Economics Bulletin, AccessEcon, vol. 40(2), pages 1446-1456.
    815. Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2022. "Trends and cycles in macro series: The case of US real GDP," Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 123-134, January.
    816. Jinan Liu & Apostolos Serletis, 2019. "Volatility in the Cryptocurrency Market," Open Economies Review, Springer, vol. 30(4), pages 779-811, September.
    817. Harvey Cutler & Stephen Davies, 2010. "The Economic Consequences of Productivity Changes: A Computable General Equilibrium (CGE) Analysis," Regional Studies, Taylor & Francis Journals, vol. 44(10), pages 1415-1426.
    818. Grigorios Emvalomatis, 2017. "Is productivity diverging in the EU? Evidence from 11 Member States," Empirical Economics, Springer, vol. 53(3), pages 1171-1192, November.
    819. Hilde Christiane Bjørnland, 1999. "Structural breaks and stochastic trends in macroeconomic variables in Norway," Applied Economics Letters, Taylor & Francis Journals, vol. 6(3), pages 133-138.
    820. Sushanta K. Mallick, 2002. "Determinants of long-term growth in India: a Keynesian approach," Progress in Development Studies, , vol. 2(4), pages 306-324, October.
    821. Quinton Morris & Gary Van Vuuren & Paul Styger, 2009. "Further Evidence Of Long Memory In The South African Stock Market," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 81-101, March.
    822. Tang, Chor Foon, 2010. "A note on the nonlinear wages-productivity nexus for Malaysia," MPRA Paper 24355, University Library of Munich, Germany.
    823. Landajo, Manuel & Presno, María José, 2010. "Nonparametric pseudo-Lagrange multiplier stationarity testing," MPRA Paper 25659, University Library of Munich, Germany.
    824. Ali, Amjad & Ahmad, Khalil, 2014. "The Impact of Socio-Economic Factors on Life Expectancy for Sultanate of Oman: An Empirical Analysis," MPRA Paper 82500, University Library of Munich, Germany, revised 2014.
    825. Logan Rangasamy, 2009. "Inflation Persistence And Core Inflation: The Case Of South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 430-444, September.
    826. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," CESifo Working Paper Series 2671, CESifo.
    827. Marco Taboga, 2013. "What is a prime bank? A Euribor � OIS spread perspective," Temi di discussione (Economic working papers) 895, Bank of Italy, Economic Research and International Relations Area.
    828. Salahuddin, Mohammad & Gow, Jeff & Ozturk, Ilhan, 2015. "Is the long-run relationship between economic growth, electricity consumption, carbon dioxide emissions and financial development in Gulf Cooperation Council Countries robust?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 51(C), pages 317-326.
    829. Apergis, Nicholas & Artikis, Panagiotis G. & Kyriazis, Dimitrios, 2015. "Does stock market liquidity explain real economic activity? New evidence from two large European stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 42-64.
    830. Huang, Bwo-Nung & Hwang, M.J. & Yang, C.W., 2008. "Causal relationship between energy consumption and GDP growth revisited: A dynamic panel data approach," Ecological Economics, Elsevier, vol. 67(1), pages 41-54, August.
    831. Costas Azariadis & James B. Bullard & Lee E. Ohanian, 1998. "Complex eigenvalues and trend-reverting fluctuations," Staff Report 255, Federal Reserve Bank of Minneapolis.
    832. Kenneth D. West, 1986. "A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate," NBER Working Papers 2102, National Bureau of Economic Research, Inc.
    833. Carine Bouthevillain, 1996. "Les cycles des grands pays industrialisés. des croissances plus proches mais des zones déphasées," Économie et Statistique, Programme National Persée, vol. 298(1), pages 71-91.
    834. Albers, Scott & Albers, Andrew L., 2011. "The Golden Mean, the Arab Spring and a 10-step analysis of American economic history," MPRA Paper 33004, University Library of Munich, Germany.
    835. Gleizer, Daniel Luiz, 1992. "Government saving and private saving in Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 46(3), July.
    836. Yunus Aksoy & Miguel A. Leon-Ledesma, 2007. "Non-linearities and Unit Roots in G7 Macroeconomic Variables," Birkbeck Working Papers in Economics and Finance 0710, Birkbeck, Department of Economics, Mathematics & Statistics.
    837. Webster, Thomas J., 1997. "Is the secondary market for developing-country debt efficient?: An application of the Dickey-Fuller unit root test," The North American Journal of Economics and Finance, Elsevier, vol. 8(1), pages 57-69.
    838. De La Cruz Martinez, Justino, 1999. "Mexico's balance of payments and exchange rates: a cointegration analysis," The North American Journal of Economics and Finance, Elsevier, vol. 10(2), pages 401-421.
    839. Arisara Romyen & Jianxu Liu & Songsak Sriboonchitta & Parinya Cherdchom & Paratta Prommee, 2019. "Assessing Regional Economic Performance in the Southern Thailand Special Economic Zone Using a Vine-COPAR Model," Economies, MDPI, vol. 7(2), pages 1-10, April.
    840. Pinar Evrim-Mandaci & Hakan Kahyaoglu & Efe Caglar Cagli, 2011. "Stock and bond market interactions with two regime shifts: evidence from Turkey," Applied Financial Economics, Taylor & Francis Journals, vol. 21(18), pages 1355-1368.
    841. Eduard Baumöhl & Štefan Lyócsa & Tomáš Výrost, 2011. "Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 530-544, December.
    842. Montanes, Antonio & Olloqui, Irene & Calvo, Elena, 2005. "Selection of the break in the Perron-type tests," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 41-64.
    843. Barros, Carlos P. & Gil-Alana, Luis A. & Wanke, Peter, 2016. "Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks," Energy Economics, Elsevier, vol. 54(C), pages 88-95.
    844. Riman, Hodo B. & Akpan, Emmanuel S. & Duke II, Joe & Mboto, Helen, 2011. "Industrial Production and Non-oil Export: Assessing the Long-run Implication on Economic Growth in Nigeria," MPRA Paper 55214, University Library of Munich, Germany.
    845. Ibarra-Ramírez Raúl, 2011. "Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach," Working Papers 2011-03, Banco de México.
    846. Christian Dreger & Florian Zinsmeister, 2007. "Das IMM: ein makroökonometrisches Mehrländermodell," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 76(4), pages 35-46.
    847. Jaunky, Vishal Chandr, . "Are Shocks To Aluminium Consumption Transitory Or Permanent?," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 9(01-2).
    848. P J Pérez, 2001. "Cyclical Properties in the Main Western Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 33, Economics, The University of Manchester.
    849. Sampriti Das & Amiya Sarma, 2021. "Growth Behaviour of India’s Export of Services, 1975–2018," Foreign Trade Review, , vol. 56(3), pages 301-321, August.
    850. Pizer, William & Newell, Richard, 2000. "Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?," RFF Working Paper Series dp-00-45, Resources for the Future.
    851. Resat CEYLAN, 2018. "Kirilgan Beslide Cari Aciklarin Surdurulebilirligi: Dogrusal Olmayan Birim Kok Testleri Ile Kanitlar," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 18(1), pages 121-134.
    852. John Y. Campbell & N. Gregory Mankiw, 1987. "Permanent and Transitory Components in Macroeconomic Fluctuations," NBER Working Papers 2169, National Bureau of Economic Research, Inc.
    853. Terence D. Agbeyegbe, 2023. "The Link Between Output Growth and Output Growth Volatility: Barbados," Annals of Data Science, Springer, vol. 10(3), pages 787-804, June.
    854. Pedersen, Torben Mark, 2001. "The Hodrick-Prescott filter, the Slutzky effect, and the distortionary effect of filters," Journal of Economic Dynamics and Control, Elsevier, vol. 25(8), pages 1081-1101, August.
    855. Melika Ben Salem & Jean-Francois Jacques, 1996. "About the stability of the inventory-sales ratio: an empirical study with US sectoral data," Applied Economics Letters, Taylor & Francis Journals, vol. 3(7), pages 467-469.
    856. Galimberti, Jaqueson K., 2009. "Conditioned Export-Led Growth Hypothesis: A Panel Threshold Regressions Approach," MPRA Paper 13417, University Library of Munich, Germany.
    857. Chi-Wei Su & Hsu-Ling Chang, 2013. "Is income converging in China?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(2), pages 341-356, April.
    858. Aleksandar Vasilev, 2017. "A Real-Business-Cycle Model with Efficiency Wages and a Government Sector: The Case of Bulgaria," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(4), pages 359-377, December.
    859. Tanweer Akram & Anupam Das, 2017. "The Dynamics Of Government Bond Yields In The Euro Zone," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-18, September.
    860. Hongzhong Fan & Md Ismail Hossain, 2018. "Technological Innovation, Trade Openness, CO2 Emission and Economic Growth: Comparative Analysis between China and India," International Journal of Energy Economics and Policy, Econjournals, vol. 8(6), pages 240-257.
    861. Joseph Phiri & Karel Malec & Aubrey Sakala & Seth Nana Kwame Appiah-Kubi & Pavel Činčera & Mansoor Maitah & Zdeňka Gebeltová & Cathy-Austin Otekhile, 2022. "Services as a Determinant of Botswana’s Economic Sustainability," IJERPH, MDPI, vol. 19(22), pages 1-21, November.
    862. Ramirez, Miguel D., 2006. "Is foreign direct investment beneficial for Mexico? An empirical analysis, 1960-2001," World Development, Elsevier, vol. 34(5), pages 802-817, May.
    863. Santiago Herrera, 2000. "Determinantes y Composición del Endeudamiento Público en Colombia," Research Department Publications 3105, Inter-American Development Bank, Research Department.
    864. Okubo, Masakatsu, 2002. "Long-Run Relationship between Consumption and Income in Japan: Tests of the Deterministic Cointegration Restriction," Journal of the Japanese and International Economies, Elsevier, vol. 16(2), pages 253-278, June.
    865. Salah Eddine Sari Hassoun & Khayereddine Salim Adda & Asma Hadjira Sebbane, 2021. "Examining the connection among national tourism expenditure and economic growth in Algeria," Future Business Journal, Springer, vol. 7(1), pages 1-9, December.
    866. Willie Lahari, 2011. "Assessing Business Cycle Synchronisation - Prospects for a Pacific Islands Currency Union," Working Papers 1110, University of Otago, Department of Economics, revised Oct 2011.
    867. James H. Stock & Mark W. Watson, 1998. "Business Cycle Fluctuations in U.S. Macroeconomic Time Series," NBER Working Papers 6528, National Bureau of Economic Research, Inc.
    868. Albers, Scott & Albers, Andrew L., 2012. "On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev wave," MPRA Paper 37771, University Library of Munich, Germany.
    869. Pérez-Quirós, Gabriel & Camacho, Máximo, 2005. "Jump-and-Rest Effects of US Business Cycles," CEPR Discussion Papers 4975, C.E.P.R. Discussion Papers.
    870. Papageorgiou, Theofanis & Michaelides, Panayotis G. & Milios, John G., 2010. "Business cycles synchronization and clustering in Europe (1960-2009)," Journal of Economics and Business, Elsevier, vol. 62(5), pages 419-470, September.
    871. Robert Engle & Clive Granger, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    872. Louise Holm, 2016. "The Swedish business cycle, 1969-2013," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2015(2), pages 1-22.
    873. Jungmittag Andre & Grupp Hariolf, 2006. "Wechselwirkungen zwischen Innovations- und Wachstumsprozessen in Deutschland 1951-1999 im Vergleich zu 1850-1913 / Dynamic Relationships Between Innovation Activities and Per Capita Income in Germany 1951-1999 in Comparison to 1850-1913," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 226(2), pages 180-207, April.
    874. Natalie Hegwood & David H. Papell, 2007. "Are Real GDP Levels Trend, Difference, or Regime‐Wise Trend Stationary? Evidence from Panel Data Tests Incorporating Structural Change," Southern Economic Journal, John Wiley & Sons, vol. 74(1), pages 104-113, July.
    875. Xiao, Zhijie, 2012. "Robust inference in nonstationary time series models," Journal of Econometrics, Elsevier, vol. 169(2), pages 211-223.
    876. Kwamie Dunbar, 2009. "Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis," Working papers 2009-36, University of Connecticut, Department of Economics.
    877. Marjorie A. Flavin, 1988. "The Excess Smoothness of Consumption: Identification and Interpretation," NBER Working Papers 2807, National Bureau of Economic Research, Inc.
    878. Lean Yu & Lihang Yu & Kaitao Yu, 2021. "A high-dimensionality-trait-driven learning paradigm for high dimensional credit classification," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-20, December.
    879. K. Patterson & Saeed Heravi, 2003. "Weighted symmetric tests for a unit root: response functions, power, test dependence and test conflict," Applied Economics, Taylor & Francis Journals, vol. 35(7), pages 779-790.
    880. Raddatz, Claudio, 2005. "Are external shocks responsible for the instability of output in low income countries?," Policy Research Working Paper Series 3680, The World Bank.
    881. Ongono, Patrice, 2009. "Consommation d'énergie et performances économiques au Cameroun [Energy consumption and economic performance in Cameroon]," MPRA Paper 23525, University Library of Munich, Germany.
    882. Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair, 2013. "How Well Does "Core" Inflation Capture Permanent Price Changes?," CAMA Working Papers 2013-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    883. Katsumi Shimotsu, 2006. "Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend," Working Paper 1061, Economics Department, Queen's University.
    884. Geroski, Paul A, 1999. "The Growth of Firms in Theory and in Practice," CEPR Discussion Papers 2092, C.E.P.R. Discussion Papers.
    885. Evans, Olaniyi, 2022. "The criticality of institutions and the macroeconomy for education outcomes in Africa," MPRA Paper 118197, University Library of Munich, Germany.
    886. Escañuela Romana, Ignacio, 2016. "Randomness, Determinism and Undecidability in the Economic cycle Theory," MPRA Paper 74646, University Library of Munich, Germany.
    887. Edward S. Knotek & Stephen J. Terry, 2009. "How will unemployment fare following the recession?," Economic Review, Federal Reserve Bank of Kansas City, vol. 94(Q III), pages 5-33.
    888. Daniel Pick & Carlos Arnade & Utpal Vasavada, 1995. "Technology gaps and trade in agriculture," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 131(3), pages 509-525, September.
    889. Guglielmo Maria Caporale & Alfonso Dominguez & Luis Alberiko Gil-Alana, 2025. "Testing for Persistence in Real House Prices in 47 Countries from the OECD Database," CESifo Working Paper Series 11662, CESifo.
    890. Catherine Doz & Guillaume Rabault & Nicolas Sobczak, 1995. "Décomposition tendance-cycle : estimations par des méthodes statistiques univariées," Économie et Prévision, Programme National Persée, vol. 120(4), pages 73-93.
    891. Luis Gil-Alana, 2003. "Strong dependence in the real interest rates," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 119-124.
    892. Kelvin Balcombe, 2005. "Model Selection Using Information Criteria and Genetic Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 25(3), pages 207-228, June.
    893. Zsolt Becsi, 1994. "Indicators of the general price level and inflation," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 27-39.
    894. Magazzino, Cosimo, 2010. "Wagner's law and augmented Wagner's law in EU-27. A time-series analysis on stationarity, cointegration and causality," MPRA Paper 26668, University Library of Munich, Germany.
    895. James H. Stock & Kenneth D. West, 1987. "Integrated Regressors and Tests of the Permanent Income Hypothesis," NBER Working Papers 2359, National Bureau of Economic Research, Inc.
    896. Cecilia Bermúdez, 2014. "La racionalidad en la formación de expectativas. Crítica de la hipótesis de expectativas racionales," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 16(30), pages 83-97, January-J.
    897. Gil-Alaña, Luis A., 2000. "Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks," SFB 373 Discussion Papers 2000,13, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    898. Gary Cornwall & Jeff Chen & Beau Sauley, 2021. "Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?," Papers 2103.01368, arXiv.org.
    899. World Bank Group, 2015. "Global Economic Prospects, January 2015 : Having Fiscal Space and Using It," World Bank Publications - Books, The World Bank Group, number 20758, April.
    900. T Lorde & B Francis & A Greene, 2009. "Testing for Long-Run Comovement, Common Features and Efficiency in Emerging Stock Markets: Evidence from the Caribbean," Economic Issues Journal Articles, Economic Issues, vol. 14(2), pages 55-80, September.
    901. Macaro, Christian, 2008. "The impact of vintage on the persistence of gross domestic product shocks," Economics Letters, Elsevier, vol. 98(3), pages 301-308, March.
    902. Stuart Allen & Donald McCrickard & Phillip Cartwright & Charles Delorme, 1988. "The use of inputs by the Federal Reserve System: An extended model," Public Choice, Springer, vol. 59(3), pages 205-214, December.
    903. Tang, Chor Foon & Tan, Eu Chye, 2013. "Exploring the nexus of electricity consumption, economic growth, energy prices and technology innovation in Malaysia," Applied Energy, Elsevier, vol. 104(C), pages 297-305.
    904. Zhang, G. Peter & Qi, Min, 2005. "Neural network forecasting for seasonal and trend time series," European Journal of Operational Research, Elsevier, vol. 160(2), pages 501-514, January.
    905. Tortorice, Daniel L, 2018. "The business cycle implications of fluctuating long run expectations," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 266-291.
    906. Amjad Ali & Marc Audi & Chan Bibi & Yannick Roussel, 2021. "The Impact of Gender Inequality and Environmental Degradation on Human Well-being in the Case of Pakistan: A Time Series Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 11(2), pages 92-99.
    907. Silverberg, Gerald & Verspagen, Bart, 1999. "Long Memory in Time Series of Economic Growth and Convergence," Research Memorandum 015, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
    908. Rocco Caferra & Roberto Dell'Anno & Andrea Morone, 2020. "A "Trojan Horse" in the peer-review process of fee-charging economic journals," Framed Field Experiments 00701, The Field Experiments Website.
    909. Radulović Marija & Kostić Milan, 2021. "Are EU Members’ Economies an “Engine” of the EU Candidates’ Economies?," Folia Oeconomica Stetinensia, Sciendo, vol. 21(2), pages 97-117, December.
    910. Oscar Jorda & Kevin Hoover, 2000. "Measuring Systematic Monetary Policy," Working Papers 203, University of California, Davis, Department of Economics.
    911. van Zandweghe, Willem & Gottschalk, Jan, 2001. "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany," Kiel Working Papers 1068, Kiel Institute for the World Economy.
    912. Macdonald, Ryan, 2007. "Estimating TFP in the Presence of Outliers and Leverage Points: An Examination of the KLEMS Dataset," Economic Analysis (EA) Research Paper Series 2007047e, Statistics Canada, Analytical Studies Branch.
    913. Darcy W E Allen & Chris Berg & Sinclair Davidson & Jason Potts, 2021. "Blockchain and investment: An Austrian approach," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 34(1), pages 149-162, March.
    914. Robert G. King & Charles I. Plosser, 1989. "Real Business Cycles and the Test of the Adelmans," NBER Working Papers 3160, National Bureau of Economic Research, Inc.
    915. Perron, Pierre, 1997. "Further evidence on breaking trend functions in macroeconomic variables," Journal of Econometrics, Elsevier, vol. 80(2), pages 355-385, October.
    916. Xuexin Wang & Yixiao Sun, 2020. "An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(4), pages 536-550, July.
    917. Pelaez, Rolando F., 2004. "Dating the productivity slowdown with a structural time-series model," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 253-264, May.
    918. Vasilev, Aleksandar, 2021. "A Real-Business-Cycle model with endogenous discounting and a government sector," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
    919. Shelley, Gary L. & Wallace, Frederick H., 1998. "Tests of the money-output relation using disaggregated data," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(4), pages 863-873.
    920. Lindsay Tedds, 1998. "What goes up must come down (but not necessarily at the same rate): Testing for asymmetry in New Zealand time series," New Zealand Economic Papers, Taylor & Francis Journals, vol. 32(1), pages 41-55.
    921. Kenneth D. West, 1987. "On the Interpretation of Near Random-Walk Behavior in GNP," NBER Working Papers 2364, National Bureau of Economic Research, Inc.
    922. Apostolos Serletis, 1992. "Unit Root Behavior in Energy Futures Prices," The Energy Journal, , vol. 13(2), pages 119-128, April.
    923. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025. "Persistence in real GDP: Evidence from Europe and the US," Economics Bulletin, AccessEcon, vol. 45(3), pages 1376-1388.
    924. Raimundo Soto, "undated". "El Tipo de Cambio Real de Equilibrio: Un modelo no lineal de Series de Tiempo," ILADES-UAH Working Papers inv094, Universidad Alberto Hurtado/School of Economics and Business.
    925. Szilard Benk & Tamas Csabafi & Jing Dang & Max Gillman & Michal Kejak, 2016. "Tuning in RBC Growth Spectra," IMF Working Papers 2016/215, International Monetary Fund.
    926. Pranjal Rawat & Naveen Srinivasan, 2020. "Inflation Targeting in the United Kingdom: Is there evidence for Asymmetric Preferences?," Working Papers 2020-196, Madras School of Economics,Chennai,India.
    927. N. Vijayamohanan Pillai, 2010. "Electricity Demand Analysis and Forecasting- The Tradition is Questioned," Working Papers id:2966, eSocialSciences.
    928. Stern, David I. & Common, Michael S., 2001. "Is There an Environmental Kuznets Curve for Sulfur?," Journal of Environmental Economics and Management, Elsevier, vol. 41(2), pages 162-178, March.
    929. Calvert Jump, Robert & Hommes, Cars & Levine, Paul, 2019. "Learning, heterogeneity, and complexity in the New Keynesian model," Journal of Economic Behavior & Organization, Elsevier, vol. 166(C), pages 446-470.
    930. Antoine d'Autume, 1992. "Coïntégration et modèles dynamiques," Économie et Prévision, Programme National Persée, vol. 106(5), pages 71-83.
    931. Diego Romero‐Ávila, 2007. "The Unit Root Hypothesis for Aggregate Output May Not Hold after All: New Evidence from a Panel Stationarity Test with Multiple Breaks," Southern Economic Journal, John Wiley & Sons, vol. 73(3), pages 642-658, January.
    932. Kisswani, Khalid M. & Nusair, Salah A., 2013. "Non-linearities in the dynamics of oil prices," Energy Economics, Elsevier, vol. 36(C), pages 341-353.
    933. Marin, Dalia, 1992. "Is the Export-led Growth Hypothesis Valid for Industrialized Countries?," Munich Reprints in Economics 3112, University of Munich, Department of Economics.
    934. İskenderoglu Ömer & Akdag Saffet, 2020. "Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case," South East European Journal of Economics and Business, Sciendo, vol. 15(1), pages 105-121, June.
    935. Rehman, Atiq-ur- & Malik, Muhammad Irfan, 2014. "The modified R a robust measure of association for time series," MPRA Paper 60025, University Library of Munich, Germany.
    936. Dmitry Plotnikov, 2013. "Hysteresis in Unemployment and Jobless Recoveries," 2013 Meeting Papers 208, Society for Economic Dynamics.
    937. Mouhamadou Sy & Hamidreza Tabarraei, 2010. "Capital inflows and exchange rate in LDCs: The Dutch disease problem revisited," Working Papers halshs-00574955, HAL.
    938. Biru Paksha Paul, 2013. "Output Relationships in South Asia: Are Bangladesh and India Different from Neighbours?," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 14(1), pages 35-57, March.
    939. Wilkie-Thomson, Mary E. & Onkal-Atay, Dilek & Pollock, Andrew C., 1997. "Currency forecasting: an investigation of extrapolative judgement," International Journal of Forecasting, Elsevier, vol. 13(4), pages 509-526, December.
    940. Alanya-Beltran, Willy, 2022. "Unit roots in lower-bounded series with outliers," Economic Modelling, Elsevier, vol. 115(C).
    941. Chakraborty, Avik & Evans, George W., 2008. "Can perpetual learning explain the forward-premium puzzle?," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 477-490, April.
    942. Tsung-wu Ho, 2009. "The inflation rates may accelerate after all: panel evidence from 19 OECD economies," Empirical Economics, Springer, vol. 36(1), pages 55-64, February.
    943. Giorgio Canarella & Luis A. Gil-Alaña & Rangan Gupta & Stephen M. Miller, 2017. "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working papers 2017-13, University of Connecticut, Department of Economics.
    944. William Miles, 2001. "Can money market mutual funds provide sufficient liquidity to replace deposit insurance?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 25(3), pages 328-342, September.
    945. Thierry Aimar & Francis Bismans & Claude Diebolt, 2012. "Economic Cycles: A Synthesis," Working Papers 12-11, Association Française de Cliométrie (AFC).
    946. Shahidur Rahman, 2005. "An Alternative Estimation to Spurious Regression Model," Economic Growth Centre Working Paper Series 0507, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    947. Fleissig, Adrian R. & Strauss, Jack, 1997. "Unit root tests on real wage panel data for the G7," Economics Letters, Elsevier, vol. 56(2), pages 149-155, October.
    948. Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013. "Nelson–Plosser revisited: The ACF approach," Journal of Econometrics, Elsevier, vol. 175(1), pages 22-34.
    949. Vasilev Aleksandar, 2020. "Are “fair” wages quantitatively important for business cycle fluctuations in Bulgaria?," Review of Economic Perspectives, Sciendo, vol. 20(1), pages 91-105, March.
    950. Awe, O. O. & Akinlana, D. M. & Yaya, O. S. & Aromolaran, O., 2018. "Time Series Analysis of the Behaviour of Import and Export of Agricultural and Non-Agricultural Goods in West Africa: A Case Study of Nigeria," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 10(2).
    951. Martial Foucault, 2005. "Biens publics et défense européenne : quel processus d'allocation ?," Cahiers de la Maison des Sciences Economiques j05082, Université Panthéon-Sorbonne (Paris 1).
    952. Sun, Jingwei & Shi, Wendong, 2015. "Breaks, trends, and unit roots in spot prices for crude oil and petroleum products," Energy Economics, Elsevier, vol. 50(C), pages 169-177.
    953. Cook, Steven & Vougas, Dimitrios, 2004. "On the finite-sample size distortion of smooth transition unit root tests," Statistics & Probability Letters, Elsevier, vol. 70(3), pages 175-182, December.
    954. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach," CESifo Working Paper Series 8674, CESifo.
    955. Abdur Chowdhury, 1988. "Expenditures and receipts in state and local government finances: Comment," Public Choice, Springer, vol. 59(3), pages 277-285, December.
    956. 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.
    957. Almonacid, Ruben D., 2003. "The determinants of nominal income, output and the price level: A synthesis of the Keynesian and neo-classical views," Journal of International Money and Finance, Elsevier, vol. 22(6), pages 747-772, November.
    958. Saad Mohammed Alnefaee, 2018. "Short and Long-Run Determinants of Inflation in Saudi Arabia: A Cointegration Analysis," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 9(4), pages 35-42, October.
    959. Zoran Ivanovski & Ace Milenkovski & Zoran Narasanov, 2018. "Time Series Forecasting Using A Moving Average Model For Extrapolation Of Number Of Tourist," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 9(2), pages 121-132.
    960. Sobreira, Nuno & Nunesz, Luis C. & Rodriguesz, Paulo M. M., 2012. "Neoclassical, semi-endogenous or endogenous growth theory? Evidence based on new structural change tests," Insper Working Papers wpe_291, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    961. Larch, Martin & Claeys, Peter & Van Der Wielen, Wouter, 2022. "The scarring effects of major economic downturns: The role of fiscal policy and government investment," EIB Working Papers 2022/14, European Investment Bank (EIB).
    962. Solomos, Dionysios & Papageorgiou, Theofanis & Koumparoulis, Dimitrios, 2012. "Financial Sector and Business Cycles Determinants in the EMU context: An Empirical Approach (1996-2011)," MPRA Paper 43858, University Library of Munich, Germany.
    963. Arize, A. C., 1997. "Foreign trade and exchange-rate risk in the G-7 countries: Cointegration and error-correction models," Review of Financial Economics, Elsevier, vol. 6(1), pages 95-112.
    964. Kulaksizoglu, Tamer, 2015. "Unit Roots and Smooth Transitions: A Replication," MPRA Paper 61867, University Library of Munich, Germany.
    965. Evan Tanner, 1997. "Shifts in US savings: long-run asset accumulation versus consumption smoothing," Applied Economics, Taylor & Francis Journals, vol. 29(8), pages 989-999.
    966. Sakiru Adebola Solarin, 2017. "Testing for the Stationarity in Total Factor Productivity: Nonlinearity Evidence from 79 Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 8(1), pages 141-158, March.
    967. David Alan Aschauer, 1990. "Is Government Spending Stimulative?," Contemporary Economic Policy, Western Economic Association International, vol. 8(4), pages 30-46, October.
    968. William Poole, 1987. "Monetary Policy Lessons of recent Inflation and Disinflation," NBER Working Papers 2300, National Bureau of Economic Research, Inc.
    969. Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2013. "Has India emerged? Business cycle stylized facts from a transitioning economy," Structural Change and Economic Dynamics, Elsevier, vol. 24(C), pages 157-172.
    970. Michael Dotsey & Robert G. King, 1988. "Rational expectations business cycle models: a survey," Economic Review, Federal Reserve Bank of Richmond, vol. 74(Mar), pages 3-15.
    971. Reeves Jonathan J. & Blyth Conrad A. & Triggs Christopher M. & Small John P., 2000. "The Hodrick-Prescott Filter, a Generalization, and a New Procedure for Extracting an Empirical Cycle from a Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(1), pages 1-17, April.
    972. Ali, Amjad & Audi, Marc, 2019. "Economic Misery, Urbanization and Life Expectancy in MENA Nations: An Empirical Analysis," MPRA Paper 93459, University Library of Munich, Germany.
    973. Fabiosa, Jacinto F., 2000. "Impact Of Gatt In The Functioning Of Agricultural Markets: An Examination Of Market Integration And Efficiency In The World Beef And Wheat Market Under The Pre-Gatt And Post-Gatt Regimes," 2000 Annual meeting, July 30-August 2, Tampa, FL 21868, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    974. M. E. Bontempi & L. Bottazzi & R. Golinelli, 2015. "Dynamic corporate capital structure behavior: empirical assessment in the light of heterogeneity and non stationarity," Working Papers wp988, Dipartimento Scienze Economiche, Universita' di Bologna.
    975. Adrangi, Bahram & Chatrath, Arjun & Dhanda, Kanwalroop Kathy & Raffiee, Kambiz, 2001. "Chaos in oil prices? Evidence from futures markets," Energy Economics, Elsevier, vol. 23(4), pages 405-425, July.
    976. Subrata ROY, 2022. "Whether high frequency intraday data behave randomly: Evidence from NIFTY 50," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(631), S), pages 65-80, Summer.
    977. Berk YILDIZ, 2024. "Validity of Capital Structure Theories in the Shipping Industry: An Application on U.S. Equity Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 32(60).
    978. Mark Toma, 1999. "A Positive Model of Reserve Requirements and Interest on Reserves: A Clearinghouse Interpretation of the Federal Reserve System," Southern Economic Journal, John Wiley & Sons, vol. 66(1), pages 101-116, July.
    979. Hubert Kempf, 1991. "Chocs persistants, information imparfaite et indexation des salaires optimale," Revue Économique, Programme National Persée, vol. 42(1), pages 5-28.
    980. Michael J. Dueker & Apostolos Serletis, 2000. "Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks," Working Papers 2000-016, Federal Reserve Bank of St. Louis.
    981. Rabindra Bhandari & Dharmendra Dhakal & Gyan Pradhan & Kamal P. Upadhyaya, 2007. "Determinants of Private Saving in South Asia," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 8(2), pages 205-217, December.
    982. Amitava Krishna Dutt, 2006. "Aggregate Demand, Aggregate Supply and Economic Growth," International Review of Applied Economics, Taylor & Francis Journals, vol. 20(3), pages 319-336.
    983. Gil-Alana, Luis A. & Carcel, Hector, 2020. "A fractional cointegration var analysis of exchange rate dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    984. Sturm, Jan-egbert & Jacobs, Jan & Groote, Peter, 1999. "Output Effects of Infrastructure Investment in the Netherlands, 1853-1913," Journal of Macroeconomics, Elsevier, vol. 21(2), pages 355-380, April.
    985. Eduard J. Bomhoff, 1985. "Monetary Targeting In West Germany, Holland, And Switzerland," Contemporary Economic Policy, Western Economic Association International, vol. 3(5), pages 85-98, September.
    986. Pollock, Andrew C. & Macaulay, Alex & Thomson, Mary E. & Onkal, Dilek, 2005. "Performance evaluation of judgemental directional exchange rate predictions," International Journal of Forecasting, Elsevier, vol. 21(3), pages 473-489.
    987. James H. Stock & Mark W. Watson, 1987. "Interpreting Evidence on Money-Income Causality," NBER Working Papers 2228, National Bureau of Economic Research, Inc.
    988. Charles I. Jones, 2003. "Growth, capital shares, and a new perspective on production functions," Proceedings, Federal Reserve Bank of San Francisco, issue nov.
    989. Johannes Hermanus Kemp, 2015. "Measuring Potential Output for the South African Economy: Embedding Information About the Financial Cycle," South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 549-568, December.
    990. Susanne M. Schennach, 2018. "Long Memory via Networking," Econometrica, Econometric Society, vol. 86(6), pages 2221-2248, November.
    991. Franses, Ph.H.B.F., 2019. "IMA(1,1) as a new benchmark for forecast evaluation," Econometric Institute Research Papers EI2019-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    992. Kandil, Magda, 2006. "Variation in the effects of government spending shocks with methods of financing: Evidence from the U.S," International Review of Economics & Finance, Elsevier, vol. 15(4), pages 463-486.
    993. Rowena A. Pecchenino & Robert H. Rasche, 1990. "P* Type Models: Evaluation and Forecasts," NBER Working Papers 3406, National Bureau of Economic Research, Inc.
    994. Stéphanie Pamies & Nicolas Carnot & Anda Pătărău, 2021. "Do Fundamentals Explain Differences between Euro Area Sovereign Interest Rates?," European Economy - Discussion Papers 141, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    995. Darné, Olivier, 2009. "The uncertain unit root in real GNP: A re-examination," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 153-166, March.
    996. Omo Aregbeyen & Bashir Kolawole, 2015. "Oil Revenue, Public Spending and Economic Growth Relationships in Nigeria," Journal of Sustainable Development, Canadian Center of Science and Education, vol. 8(3), pages 113-113, April.
    997. Richard Guay & Jacques Raynauld, 1986. "L’hypothèse du revenu permanent avec attentes rationnelles : une évaluation économétrique canadienne," L'Actualité Economique, Société Canadienne de Science Economique, vol. 62(1), pages 43-63.
    998. Maciej Bukowski & Grzegorz Koloch & Piotr Lewandowski, 2013. "Shocks and rigidities as determinants of CEE labour markets’ performance," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(3), pages 553-581, July.
    999. Dossche, Maarten & Everaert, Gerdie, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Series 495, European Central Bank.
    1000. Paul, Biru Paksha & Uddin, Gazi Salah, 2011. "Energy and output dynamics in Bangladesh," Energy Economics, Elsevier, vol. 33(3), pages 480-487, May.
    1001. Zhou, Peng, 2017. "Separating Yolk from White: A Filter based on Economic Properties of Trend and Cycle," Cardiff Economics Working Papers E2017/1, Cardiff University, Cardiff Business School, Economics Section.
    1002. Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005. "Spurious regression under deterministic and stochastic trends," Department of Economics and Finance Working Papers EM200503, Universidad de Guanajuato, Department of Economics and Finance.
    1003. Fuat SEKMEN & Nurbek MADMAROV, 2018. "Effect of exchange rate policy on GDP and GDP components: The Kyrgyz Republic Case," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(614), S), pages 137-166, Spring.
    1004. Boyan Jovanovic & Saul Lach, 1991. "The Diffusion of Technology and Inequality Among Nations," NBER Working Papers 3732, National Bureau of Economic Research, Inc.
    1005. Berta Marcos Ceron & Manuel Monge, 2024. "Luxury goods and services in recession periods. Time trends and persistence analysis," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 23(6), pages 588-595, December.
    1006. Victor, Kidake, 2018. "Infrastructure and Foreign Direct Investment in Kenya: A Time Series Analysis 1980-2015," MPRA Paper 98014, University Library of Munich, Germany.
    1007. Giorgio Canarella & Stephen Miller & Stephen Pollard, 2012. "Unit Roots and Structural Change," Urban Studies, Urban Studies Journal Limited, vol. 49(4), pages 757-776, March.
    1008. Shimotsu, Katsumi, 2006. "Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend," Queen's Economics Department Working Papers 273537, Queen's University - Department of Economics.
    1009. Martin S. Eichenbaum & Kenneth J. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?," NBER Working Papers 1932, National Bureau of Economic Research, Inc.
    1010. Koi Nyen Wong & Tuck Cheong Tang, 2007. "Exchange Rate Variability And The Export Demand For Malaysia'S Semiconductors: An Empirical Study," Monash Economics Working Papers 13-07, Monash University, Department of Economics.
    1011. Antonio Aznar & Mª Teresa Aparicio & Francisco Javier Trivez, 1991. "Modelo LSW versus modelo NRH-GAP, aplicación de una nueva metodología de selección de modelos," Investigaciones Economicas, Fundación SEPI, vol. 15(3), pages 575-599, September.
    1012. Christian Ebeke & Hélène Ehrhart, 2013. "Tax Revenue Instability in sub-Saharan Africa: Consequences and Remedies," Working papers 418, Banque de France.
    1013. Schorderet, Yann, 2001. "Revisiting Okun's Law: An Hysteretic Perspective," University of California at San Diego, Economics Working Paper Series qt2fb7n2wd, Department of Economics, UC San Diego.
    1014. EL BOUHADI, Hamid & OUAHID, Driss, 2014. "Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines [Dating structural changes in time series : the case of the Moroccan macroeconomic series]," MPRA Paper 68168, University Library of Munich, Germany.
    1015. Raimondo Pala, 2025. "Control VAR: a counterfactual based approach to inference in macroeconomics," Papers 2510.23762, arXiv.org.
    1016. Azmat Gani, 1998. "Macroeconomic determinants of growth in the South Pacific island economies," Applied Economics Letters, Taylor & Francis Journals, vol. 5(12), pages 747-749.
    1017. Francis W. Ahking, 2002. "Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?," Working papers 2002-18, University of Connecticut, Department of Economics.
    1018. Perron, Pierre & Rodriguez, Gabriel, 2003. "GLS detrending, efficient unit root tests and structural change," Journal of Econometrics, Elsevier, vol. 115(1), pages 1-27, July.
    1019. Christiana C. Nyarko & Michael Affam & Samuel K. Obeng, 2022. "Comparative Analysis of the Contribution of the Agricultural Sector to the Gross Domestic Product of Ghana: Before and Within COVID-19 Pandemic," International Journal of Research and Scientific Innovation, International Journal of Research and Scientific Innovation (IJRSI), vol. 9(6), pages 07-11, June.
    1020. Pierre Perron & Tomoyoshi Yabu, 2007. "Testing for Shifts in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-025, Boston University - Department of Economics.
    1021. Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Discussion Papers in Economics at the University of Washington 0040, Department of Economics at the University of Washington.
    1022. Bright Akwasi Gyamfi & Divine Q. Agozie & Festus Victor Bekun & Cihat Köksal, 2024. "Beyond the Environmental Kuznets Curve in South Asian economies: accounting for the combined effect of information and communication technology, human development and urbanization," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(5), pages 11263-11288, May.
    1023. Das, Anupam & McFarlane, Adian A. & Chowdhury, Murshed, 2013. "The dynamics of natural gas consumption and GDP in Bangladesh," Renewable and Sustainable Energy Reviews, Elsevier, vol. 22(C), pages 269-274.
    1024. Francisco F. R. Ramos, 1996. "The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market," Econometrics 9604002, University Library of Munich, Germany.
    1025. Malika Hamdad & Tarek M. Harchaoui, 2004. "La persistance des chocs au Canada, 1870-1996," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 421-437.
    1026. Claude Diebolt & Magali Jaoul-Grammare & Faustine Perrin, 2020. "Scolarisation de masse des garçons et des filles. Financement public de l’instruction primaire et croissance économique en France au XIXème siècle," Working Papers of BETA 2020-51, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    1027. Magazzino, Cosimo, 2012. "Wagner versus Keynes: Public spending and national income in Italy," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 890-905.
    1028. Salahuddin, Mohammad & Gow, Jeff, 2014. "Economic growth, energy consumption and CO2 emissions in Gulf Cooperation Council countries," Energy, Elsevier, vol. 73(C), pages 44-58.
    1029. Léonore Raguideau-Hannotin, 2021. "Monetary autonomy of CESEE countries and nominal convergence in EMU: a cointegration analysis with structural breaks," EconomiX Working Papers 2021-20, University of Paris Nanterre, EconomiX.
    1030. Tang, Chor Foon, 2011. "Tourism, real output and real effective exchange rate in Malaysia: a view from rolling sub-samples," MPRA Paper 29379, University Library of Munich, Germany.
    1031. Raghbendra Jha & Anurag Sharma, 2004. "Structural Breaks, Unit Roots, and Cointegration: A Further Test of the Sustainability of the Indian Fiscal Deficit," Public Finance Review, , vol. 32(2), pages 196-219, March.
    1032. Sakiru Adebola SOLARIN, 2017. "The Stationarity of Consumption-Income Ratios: Nonlinear Evidence in ASEAN Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 109-123, June.
    1033. Alimi, R. Santos, 2013. "Keynes' Absolute Income Hypothesis and Kuznets Paradox," MPRA Paper 49310, University Library of Munich, Germany.
    1034. Saligari, Grant R. & Snyder, Ralph D., 1997. "Trends, lead times and forecasting," International Journal of Forecasting, Elsevier, vol. 13(4), pages 477-488, December.
    1035. Michael A. Kouparitsas, 1999. "Is there evidence of the new economy in the data?," Working Paper Series WP-99-22, Federal Reserve Bank of Chicago.
    1036. Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta, 2013. "Testing for persistence with breaks and outliers in South African house prices," NCID Working Papers 01/2013, Navarra Center for International Development, University of Navarra.
    1037. Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Conţinutul analizei seriilor de timp financiare [The Essentials of the Analysis of Financial Time Series]," MPRA Paper 67175, University Library of Munich, Germany.
    1038. Ewing, Bradley T. & Wunnava, Phanindra V., 2001. "Unit roots and structural breaks in North American unemployment rates," The North American Journal of Economics and Finance, Elsevier, vol. 12(3), pages 273-282, November.
    1039. Valerie A. Ramey, 1991. "The Source of Fluctuations in Money: Evidence From Trade Credit," NBER Working Papers 3756, National Bureau of Economic Research, Inc.
    1040. Arize, Augustine C. & Malindretos, John, 2012. "Nonstationarity and nonlinearity in inflation rate: Some further evidence," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 224-234.
    1041. David Peel & Michael Peel & Ioannis Venetis, 2004. "Further empirical analysis of the time series properties of financial ratios based on a panel data approach," Applied Financial Economics, Taylor & Francis Journals, vol. 14(3), pages 155-163.
    1042. Cheng-Feng Lee & Ching-Chuan Tsong, 2013. "Bootstrapping Covariate Unit Root Tests: An Application To Inflation Rates," Bulletin of Economic Research, Wiley Blackwell, vol. 65, pages 165-174, May.
    1043. Mashabela, Juliet & Raputsoane, Leroi, 2018. "Important factors in international competitiveness ranking," MPRA Paper 121913, University Library of Munich, Germany.
    1044. Evans, Olaniyi & Kelikume, Ikechukwu, 2018. "The Effects of Foreign Direct Investment, Trade, Aid, Remittances and Tourism on Welfare under Terrorism and Militancy," MPRA Paper 93684, University Library of Munich, Germany.
    1045. Aydın Atilla, 2025. "Testing The Prebisch-Singer Hypothesis for the Turkish Economy: Evidence from Recent Time Series Techniques," Zagreb International Review of Economics and Business, Sciendo, vol. 28(2), pages 155-176.
    1046. Serletis, Apostolos, 1997. "Is there an East-West split in North-American natural gas markets?," MPRA Paper 1746, University Library of Munich, Germany.
    1047. Md Shajedur Rahaman & Mohammad Chhiddikur Rahman & Md Abdur Rouf Sarkar & Mohammad Ariful Islam, 2023. "Contribution of agriculture subsectors on economic growth in Bangladesh: An application of the ARDL method," Economics Bulletin, AccessEcon, vol. 43(1), pages 245-264.
    1048. Marcel Fratzscher & Federico Foders & Carsten-Patrick Meier & Shyamal Chowdhury, 2000. "Book reviews," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(4), pages 753-763, December.
    1049. Windrum, Paul & Birchenhall, Chris, 2002. "Technological diffusion, welfare and growth: technological succession in the presence of network externalities," Research Memorandum 038, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
    1050. Rodney Fort & Young Hoon Lee, 2006. "Stationarity and Major League Baseball Attendance Analysis," Journal of Sports Economics, , vol. 7(4), pages 408-415, November.
    1051. Yunus, Nafeesa, 2020. "Time-varying linkages among gold, stocks, bonds and real estate," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 165-185.
    1052. Özge Çamalan & Esra Hasdemir & Tolga Omay & Mustafa Can Küçüker, 2025. "Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 65(6), pages 3111-3159, June.
    1053. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers 1266, Cowles Foundation for Research in Economics, Yale University, revised Sep 2003.
    1054. Franchi, Massimo & Ordóñez, Javier, 2008. "Common smooth transition trend-stationarity in European unemployment," Economics Letters, Elsevier, vol. 101(2), pages 106-109, November.
    1055. Oguzhan Ozcelik, 2022. "Does the Foreign Trade-Driven Competitive Power of Transition Economies Converge Toward that of EU14 Countries? Evidence from Fourier Panel Unit Root Test with Sharp and Smooth Breaks," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(36), pages 257-282, June.
    1056. Harris, Thomas R. & Ebai, George E. & Shonkwiler, John Scott, 1998. "A Multidimensional Estimation of Export Base," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 28(01), pages 1-15.
    1057. Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004. "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings 316, Econometric Society.
    1058. Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2025. "Negative rates, demographics and fiscal policy: heterogeneous tilting taxation in the Euro Area," Working Papers 202539, Center for Global Policy Analysis, LeBow College of Business, Drexel University.
    1059. Shimotsu, Katsumi, 2002. "Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend," Economics Discussion Papers 8844, University of Essex, Department of Economics.
    1060. Noriega-Muro, Antonio, 1995. "Asymptotic theory of statistics form unit root test regressions when the alternative is a breaking-trend-stationary model," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 10(1), pages 29-65.
    1061. Mattesini, Fabrizio & Nisticò, Salvatore, 2010. "Trend growth and optimal monetary policy," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 797-815, September.
    1062. Olivier Darné, 2004. "The effects of additive outliers on stationarity tests: a monte carlo study," Economics Bulletin, AccessEcon, vol. 3(16), pages 1-8.
    1063. Martin Ruzima & Micheal Kofi Boachie & Tatjana Põlajeva & Abdul-Aziz Iddrisu, 2023. "Does the Fisher effect hold in Rwanda?," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(3), pages 2657-2672, June.
    1064. Lau, Sau-Him Paul & Sin, Chor-Yiu, 1997. "Observational equivalence and a stochastic cointegration test of the neoclassical and Romer's increasing returns models," Economic Modelling, Elsevier, vol. 14(1), pages 39-60, January.
    1065. Sau‐Him Paul Lau & Chor‐Yiu Sin, 1997. "Public Infrastructure and Economic Growth: Time‐Series Properties and Evidence," The Economic Record, The Economic Society of Australia, vol. 73(221), pages 125-135, June.
    1066. Noriega, Antonio E. & de Alba, Enrique, 2001. "Stationarity and structural breaks -- evidence from classical and Bayesian approaches," Economic Modelling, Elsevier, vol. 18(4), pages 503-524, December.
    1067. Nwaogwugwu, Chii & Evans, Olaniyi, 2019. "What are the Short-run and Long-run Drivers of Human Capital Development in Nigeria?," MPRA Paper 97130, University Library of Munich, Germany.
    1068. Shin, Dong Wan & Sarkar, Sahadeb & Lee, Jong Hyup, 1996. "Unit root tests for time series with outliers," Statistics & Probability Letters, Elsevier, vol. 30(3), pages 189-197, October.
    1069. Tsangyao Chang & Wen-Chi Liu & Shu-Chen Kang & Kuei-Chiu Lee, 2008. "Is Per Capita Real GDP Stationary in Latin American Countries? Evidence from a Panel Stationary Test with Structural Breaks," Economics Bulletin, AccessEcon, vol. 3(31), pages 1-12.
    1070. Meier Carsten-Patrick, 2001. "Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland. Eine Anmerkung / Trends and Cycles in Germany’s Real Gross Domestic Product. A Note," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 221(2), pages 168-178, April.
    1071. Zied Ftiti, 2010. "Stabilité-croissance et performance économique : Quelle relation selon une revue de la littérature ?," Working Papers 1026, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon.
    1072. Miguel D. Ramirez, 2020. "Public and Foreign Investment Spending in the Argentine Case. A Cointegration Analysis with Structural Breaks, 1960-2015," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 49-76.
    1073. Hansen,B.E., 1998. "The grid bootstrap and the autoregressive model," Working papers 26, Wisconsin Madison - Social Systems.
    1074. Paul Gaggl & Serguei Kaniovski & Klaus Prettner & Thomas Url, 2009. "The short and long-run interdependencies between the Eurozone and the USA," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(2), pages 209-227, May.
    1075. Lupi, Claudio, 2009. "Covariate Augmented Dickey-Fuller Tests with R," Economics & Statistics Discussion Papers esdp09051, University of Molise, Department of Economics.
    1076. Dalibor Roháč, 2012. "On economists and garbagemen: Reflections on Šťastný (2010)," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 25(2), pages 173-183, June.
    1077. Esfandiar Maasoumi & Jeffrey Racine, 2009. "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 246-261.
    1078. Giuseppe Nicoletti, 1991. "Consommation privée et endettement public en Italie et en Belgique : existe-t-il une relation stable ?," Revue de l'OFCE, Programme National Persée, vol. 37(1), pages 79-121.
    1079. Cribari-Neto, Francisco, 1996. "On time series econometrics," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(Supplemen), pages 37-60.
    1080. Peat, Maurice & Stevenson, Max, 1996. "Asymmetry in the business cycle: Evidence from the Australian labour market," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 353-368, September.
    1081. Seiler, Volker, 2024. "The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 160-179.
    1082. Michelacci, Claudio, 2004. "Cross-Sectional Heterogeneity and the Persistence of Aggregate Fluctuations," CEPR Discussion Papers 4302, C.E.P.R. Discussion Papers.
    1083. Serletis, Apostolos & Shahmoradi, Asghar, 2007. "Chaos, self-organized criticality, and SETAR nonlinearity: An analysis of purchasing power parity between Canada and the United States," Chaos, Solitons & Fractals, Elsevier, vol. 33(5), pages 1437-1444.
    1084. Tsangyao Chang, 2001. "Are there any long-run benefits from international equity diversification for Taiwan investors diversifying in the equity markets of its major trading partners, Hong Kong, Japan, South Korea, Thailand and the USA," Applied Economics Letters, Taylor & Francis Journals, vol. 8(7), pages 441-446.
    1085. Schenk-Hoppé Klaus Reiner, 2001. "Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(1), pages 1-13, April.
    1086. Matthew D. Shapiro, 1988. "The Stabilization of the U.S. Economy: Evidence from the Stock Market," Cowles Foundation Discussion Papers 876, Cowles Foundation for Research in Economics, Yale University.
    1087. Prabirjit Sarkar, 2005. "Rising manufacture exports and terms of trade: the case study of Korea," Progress in Development Studies, , vol. 5(2), pages 83-88, April.
    1088. Bai, Jushan & Ng, Serena, 2008. "Forecasting economic time series using targeted predictors," Journal of Econometrics, Elsevier, vol. 146(2), pages 304-317, October.
    1089. Kim, Chang-Jin & Kim, Jaeho, 2013. "The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives," MPRA Paper 51118, University Library of Munich, Germany.
    1090. A. Arize & J. Malindretos, 1998. "The long-run and short-run effects of exchange-rate volatility on exports: The case of Australia and New Zealand," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 43-56, June.
    1091. Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.
    1092. Moolman, Elna, 2004. "A Markov switching regime model of the South African business cycle," Economic Modelling, Elsevier, vol. 21(4), pages 631-646, July.
    1093. Sharafat, Ali & Hamid, Waqas & Muhammad, Asghar & Raheel Abbas, Kalroo & Muhammad, Ayaz & Mukhtyar, Khan, 2013. "Foreign Capital and Investment in Pakistan: A Cointegration and Causality Analysis," MPRA Paper 55640, University Library of Munich, Germany, revised 28 Apr 2013.
    1094. Latifa Ghalayini, 2018. "Monetary policy and business cycle fluctuations of the Lebanese economy," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 7(1), pages 1-15, December.
    1095. Oxley, Les, 1994. "Cointegration, Causality and Wagner's Law: A Test for Britain 1870-1913," Scottish Journal of Political Economy, Scottish Economic Society, vol. 41(3), pages 286-298, August.
    1096. Shahzad, Farrukh, 2019. "Does weather influence investor behavior, stock returns, and volatility? Evidence from the Greater China region," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 525-543.
    1097. Ali, Amjad & Audi, Marc, 2018. "Macroeconomic Environment and Taxes Revenues in Pakistan: An Application of ARDL Approach," MPRA Paper 88916, University Library of Munich, Germany.
    1098. Krzysztof Beck, 2016. "Business Cycle Synchronization In European Union: Regional Perspective," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(4), pages 785-815, December.
    1099. Christian Balcells, 2022. "Determinants of firm boundaries and organizational performance: an empirical investigation of the Chilean truck market," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 423-461, April.
    1100. Nicolae Anca-Iuliana, 2018. "Autoregressive Evolutions For Macroeconomic Indicators Do Confirm Chaos Theories In United States," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 29-45, August.
    1101. Hosseinkouchack, Mehdi & Wolters, Maik H., 2012. "Do large recessions reduce output permanently?," Economics Working Papers 2012-16, Christian-Albrechts-University of Kiel, Department of Economics.
    1102. Joseph P. Byrne & Roger Perman, 2006. "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers 2006_10, Business School - Economics, University of Glasgow.
    1103. Wilson, Patrick James & Okunev, John & Webb, James J, 1998. "Step Interventions and Market Integration: Tests in the U.S., U.K., and Australian Property Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 16(1), pages 91-123, January.
    1104. Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1987. "Stochastic Trends and Economic Fluctuations," NBER Working Papers 2229, National Bureau of Economic Research, Inc.
    1105. Zahra Naoar Masih, 2017. "Causality between Defence Spending and Economic Growth in Sub-Saharan Africa: Evidence on a Controversial Empirical Issue," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 169-177.
    1106. Marco A. Espinosa-Vega & Steven Russell, 1997. "History and theory of the NAIRU: a critical review," Economic Review, Federal Reserve Bank of Atlanta, vol. 82(Q 2), pages 4-25.
    1107. Markus Eberhardt & Francis Teal, 2010. "Productivity Analysis in Global Manufacturing Production," DEGIT Conference Papers c015_019, DEGIT, Dynamics, Economic Growth, and International Trade.
    1108. Asier Minondo & Francisco Requena-Silvente, 2011. "Exporters' characteristics and the margins of trade," Working Papers 1117, Department of Applied Economics II, Universidad de Valencia.
    1109. Aaron Smallwood, 2004. "Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity," Computing in Economics and Finance 2004 23, Society for Computational Economics.
    1110. Magda Kandil, 2009. "Public Spending and the Macroeconomy: Evidence from Developing and Developed Countries," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 8(2), pages 133-158, August.
    1111. Daniel Penido de Lima Amorim & Marcelo Resende, 2024. "Exchange Rate Pass-Through to Brazilian E-Commerce Prices," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 16(1), pages 25-43, January.
    1112. Peter Englund & Anders Vredin, 1990. "The current account, supply shocks and accommodative fiscal policy : interpretations of Swedish post-war data," Finnish Economic Papers, Finnish Economic Association, vol. 3(2), pages 89-107, Autumn.
    1113. Mohan, Ramesh & Kemegue, Francis & Sjuib, Fahlino, 2007. "Hysteresis in Unemployment: Panel Unit Roots Tests Using State Level Data," MPRA Paper 5580, University Library of Munich, Germany.
    1114. Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach," Working Papers 2017-14, Economic Research Institute, Bank of Korea.
    1115. Véronique Reiffers, 1995. "Une mise en perspective des déterminants de l'investissement : rôle du Q de Tobin sur la période 1972 -1991 en France," Revue Économique, Programme National Persée, vol. 46(4), pages 1167-1187.
    1116. Reinhart, Carmen & Ogaki, Masao, 1995. "Measuring intertemporal substitution: The role of durable goods," MPRA Paper 13690, University Library of Munich, Germany.
    1117. Antonio Fatás & Sanjay R. Singh, 2022. "Supply or Demand? Policy Makers' Confusion in the Presence of Hysteresis," Working Papers 347, University of California, Davis, Department of Economics.
    1118. Dimitris Christopoulos, 2004. "Does Stationarity Characterize Real GDP Movements? Results from Non-Linear Unit Root Tests," Macroeconomics 0406002, University Library of Munich, Germany.
    1119. Nedialko Nestorov, 2015. "Cointegration Approach – Application Opportunities," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 110-140.
    1120. Dieu Nsenga & Mirada Nach & Hlalefang Khobai & Clement Moyo & Andrew Phiri, 2018. "Is it the natural rate or hysteresis hypothesis for unemployment in Newly Industrialized Economies?," Working Papers 1817, Department of Economics, Nelson Mandela University, revised Apr 2018.
    1121. Marie, O., 2010. "Police and thieves in the stadium: measuring the (multiple) effects of football matches on crime," Research Memorandum 039, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    1122. Akdi, Yilmaz & Varlik, Serdar & Berument, M. Hakan, 2020. "Duration of Global Financial Cycles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
    1123. Campbell, John & Mankiw, Gregory, 1987. "Are Output Fluctuations Transitory?," Scholarly Articles 3122545, Harvard University Department of Economics.
    1124. Arevilca Vasquez, Bismarck Javier & Risso Charquero, Adrian Winston, 2007. "Balance of payments constrained growth model: evidence for Bolivia 1953-2002," MPRA Paper 5645, University Library of Munich, Germany.
    1125. Mukesh K. Chaudhry & Rohan A. Christie-David & William H. Sackley, 1999. "Long-Term Structural Price Relationships in Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 335-354.
    1126. Gil-Alana, Luis A., 2001. "A fractionally integrated model with a mean shift for the US and the UK real oil prices," Economic Modelling, Elsevier, vol. 18(4), pages 643-658, December.
    1127. Neuhoff, Daniel, 2015. "Dynamics of real per capita GDP," SFB 649 Discussion Papers 2015-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    1128. Nunes, Luis C. & Newbold, Paul & Chung-Ming Kuan, 1996. "Spurious number of breaks," Economics Letters, Elsevier, vol. 50(2), pages 175-178, February.
    1129. Evans Olaniyi, 2017. "Back to the Land: The Impact of Financial Inclusion on Agriculture in Nigeria," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 21(4), pages 885-903, Autumn.
    1130. Olaoye, Olumide Olusegun & Olomola, P.A., 2022. "Empirical analysis of asymmetry phenomenon in the public debt structure of Sub-Saharan Africa's five biggest economies: A Markov-Switching model," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
    1131. Narayan, Paresh Kumar & Thuraisamy, Kannan S. & Wagner, Niklas F., 2017. "How do bond, equity and commodity cycles interact?," Finance Research Letters, Elsevier, vol. 21(C), pages 151-156.
    1132. Francis, Brian M. & Moseley, Leo & Iyare, Sunday Osaretin, 2007. "Energy consumption and projected growth in selected Caribbean countries," Energy Economics, Elsevier, vol. 29(6), pages 1224-1232, November.
    1133. Kneip, Alois & Sickles, Robin Christopher & Song, Wonho, 2006. "A New Panel Data Treatment for Heterogeneity in Time Trends," Bonn Econ Discussion Papers 1/2006, University of Bonn, Bonn Graduate School of Economics (BGSE).
    1134. Hermann Garbers, "undated". "Agents' Rationality and the CHF/USD Exchange Rate, Part I," IEW - Working Papers 163, Institute for Empirical Research in Economics - University of Zurich.
    1135. Abdelkader Hossam Eldin Mohammed, 2017. "Political Instability and Economic Growth in Egypt," Review of Middle East Economics and Finance, De Gruyter, vol. 13(2), pages 1-11, August.
    1136. Cayen, Jean-Philippe & van Norden, Simon, 2004. "The reliability of Canadian output gap estimates," Discussion Paper Series 1: Economic Studies 2004,29, Deutsche Bundesbank.
    1137. Tsangyao Chang & Yang-Cheng Lu, 2006. "Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle," Economics Bulletin, AccessEcon, vol. 7(4), pages 1-7.
    1138. Josep Lluís Carrion‐i‐Silvestre & María Dolores Gadea & Antonio Montañés, 2021. "Nearly Unbiased Estimation of Autoregressive Models for Bounded Near‐Integrated Stochastic Processes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 273-297, February.
    1139. P. A. Geroski, 2005. "Understanding the implications of empirical work on corporate growth rates," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 129-138.
    1140. Nanda Nanthakumaran & Craig Watkins & Allison Orr, 2000. "Understanding Property Market Dynamics: Insights from Modelling the Supply-Side Adjustment Mechanism," Environment and Planning A, , vol. 32(4), pages 655-671, April.
    1141. Chor Foon Tang & Nai-Peng Tey, 2017. "Low fertility in Malaysia: Can it be explained?," Journal of Population Research, Springer, vol. 34(2), pages 101-118, June.
    1142. Abdullah Emre ÇAĞLAR & Çiğdem DEMİR, 2018. "Yenilenebilir Kaynaklı Enerji Tüketimi ve Ekonomik Büyüme İlişkisi: Avrupa Birliğine Ait Yeni Bulgular," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 14(28), pages 9-30, December.
    1143. John J. Seater & John W. Dawson, 2008. "The Macroeconomic Effects of Federal Regulation," 2008 Meeting Papers 1035, Society for Economic Dynamics.
    1144. Yoontae Hwang & Stefan Zohren & Yongjae Lee, 2024. "Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management," Papers 2407.13751, arXiv.org.
    1145. Pierre Perron, 1992. "Racines unitaires en macroéconomie : le cas d’une variable," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 325-356.
    1146. Natalia Bailey & Liudas Giraitis, 2015. "Spectral Approach to Parameter-Free Unit Root Testing," Working Papers 746, Queen Mary University of London, School of Economics and Finance.
    1147. Jan Gottschalk & Willem Van Zandweghe, 2003. "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? An Investigation into the Case of Germany," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 55-81, March.
    1148. BATTISTI,Michele, 2006. "Assessing persistence in the Italian rate of unemployment in presence of structural breaks and regional asymmetries, 1977 to 2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
    1149. Santiago José Gahn & Alejandro González, 2022. "On the empirical content of the convergence debate: Cross‐country evidence on growth and capacity utilisation," Metroeconomica, Wiley Blackwell, vol. 73(3), pages 825-855, July.
    1150. Ravazzolo, Francesco & Vespignani, Joaquin, 2015. "A new monthly indicator of global real economic activity," Working Papers 2015-07, University of Tasmania, Tasmanian School of Business and Economics.
    1151. L. Gil-Alana, 2007. "Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(2), pages 139-154, April.
    1152. Sheng Zhang & Yifu Yang & Chengdi Ding & Zhongquan Miao, 2023. "The Impact of International Relations Patterns on China’s Energy Security Supply, Demand, and Sustainable Development: An Exploration of Oil Demand and Sustainability Goals," Sustainability, MDPI, vol. 15(17), pages 1-12, August.
    1153. Nobuhisa Kashiwagi, 1996. "A state-space approach to polygonal line regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(2), pages 215-228, June.
    1154. Robin L. Lumsdaine & Eswar S. Prasad, 2003. "Identifying the Common Component of International Economic Fluctuations: A New Approach," Economic Journal, Royal Economic Society, vol. 113(484), pages 101-127, January.
    1155. Lown, Cara S. & Wood, John H., 2003. "The determination of commercial bank reserve requirements," Review of Financial Economics, Elsevier, vol. 12(1), pages 83-98.
    1156. Margherita Gerolimetto & Stefano Magrini, 2024. "Further development on the power of the double frequency Dickey Fuller test on unit roots," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 78(1), pages 34-41, January-M.
    1157. Trofimov, Ivan D., 2020. "Real Exchange Rate and the Dynamics of Services Trade Balance in the UK: A Linear and Non-linear ARDL Analysis," MPRA Paper 106703, University Library of Munich, Germany.
    1158. Josep Lluís Carrion-i-Silvestre & María Dolores Gadea & Antonio Montañés, 2017. "“Unbiased estimation of autoregressive models for bounded stochastic processes”," IREA Working Papers 201719, University of Barcelona, Research Institute of Applied Economics, revised Nov 2017.
    1159. Wagner, Martin, 2010. "Cointegration Analysis with State Space Models," Economics Series 248, Institute for Advanced Studies.
    1160. Kun Huang & Qiuge Yao, 2018. "China’s Bank Balance Sheet and Financing of Heterogeneous Enterprises," Economies, MDPI, vol. 6(4), pages 1-24, December.
    1161. Pollock, Andrew C. & Macaulay, Alex & Onkal-Atay, Dilek & Wilkie-Thomson, Mary E., 1999. "Evaluating predictive performance of judgemental extrapolations from simulated currency series," European Journal of Operational Research, Elsevier, vol. 114(2), pages 281-293, April.
    1162. Azariadis, Costas & Bullard, James & Ohanian, Lee, 2004. "Trend-reverting fluctuations in the life-cycle model," Journal of Economic Theory, Elsevier, vol. 119(2), pages 334-356, December.
    1163. Gabriel Rodríguez, 2015. "Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model," Documentos de Trabajo / Working Papers 2015-403, Departamento de Economía - Pontificia Universidad Católica del Perú.
    1164. Paresh Kumar Narayan & Seema Narayan, 2010. "Are business cycles stationary fluctuations around a deterministic trend? Empirical evidence from 79 developing countries," International Review of Applied Economics, Taylor & Francis Journals, vol. 24(6), pages 649-664.
    1165. Olivier Darné & Amélie Charles, 2008. "The impact of outliers on transitory and permanent components in macroeconomic time series," Economics Bulletin, AccessEcon, vol. 3(60), pages 1-9.
    1166. Yeonwoo Rho & Xiaofeng Shao, 2015. "Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 444-457, July.
    1167. Behzad T. Diba & Herschel I. Grossman, 1985. "Rational Bubbles in Stock Prices?," NBER Working Papers 1779, National Bureau of Economic Research, Inc.
    1168. Audrey Laporte, 2004. "Do economic cycles have a permanent effect on population health? Revisiting the Brenner hypothesis," Health Economics, John Wiley & Sons, Ltd., vol. 13(8), pages 767-779, August.
    1169. Ralf Barkemeyer & Philippe Givry & Frank Figge, 2018. "Trends and patterns in sustainability-related media coverage: A classification of issue-level attention," Environment and Planning C, , vol. 36(5), pages 937-962, August.
    1170. Yamin Ahmad & Ivan Paya, 2014. "Temporal Aggregation of Random Walk Processes and Implications for Asset Prices," Working Papers 14-01, UW-Whitewater, Department of Economics.
    1171. Claudio Michelacci, 1999. "Cross-Sectional Heterogeneity and the Persistence of Aggregate Fluctuations," Working Papers wp1999_9906, CEMFI.
    1172. Jen-Je Su, 2003. "On the power of the multivariate KPSS test of stationarity against fractionally integrated alternatives," Applied Economics Letters, Taylor & Francis Journals, vol. 10(10), pages 637-641.
    1173. Alberto Alesina & John Londregan & Howard Rosenthal, 1991. "A Model of the Political Economy of the United States," NBER Working Papers 3611, National Bureau of Economic Research, Inc.
    1174. Prof. Neil D. Karunaratne, 1999. "Rival Macroeconomic Models And Australian Stylised Facts," Discussion Papers Series 261, School of Economics, University of Queensland, Australia.
    1175. Ragchaasuren, Galindev, 2005. "The Relationship between Growth and Volatility under Alternative Shocks," Economics Discussion Papers 9980, University of Essex, Department of Economics.
    1176. Gelhausen, Marc C. & Berster, Peter & Wilken, Dieter, 2018. "A new direct demand model of long-term forecasting air passengers and air transport movements at German airports," Journal of Air Transport Management, Elsevier, vol. 71(C), pages 140-152.
    1177. Hall, Viv B. & Thomson, Peter, 2022. "A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy," Working Paper Series 21184, Victoria University of Wellington, School of Economics and Finance.
    1178. Dan Ben-David & David H. Papell, 1994. "The Great Wars, The Great Crash, and the Unit Root Hypothesis: Some New Evidence About an Old Stylized Fact," NBER Working Papers 4752, National Bureau of Economic Research, Inc.
    1179. Daniel L. Thornton, 1988. "The effect of monetary policy on short-term interest rates," Review, Federal Reserve Bank of St. Louis, issue May, pages 53-72.
    1180. Mohammad Salahuddin & Jeff Gow, 2015. "The relationship between economic growth and remittances in the presence of cross-sectional dependence," Journal of Developing Areas, Tennessee State University, College of Business, vol. 49(1), pages 207-221, January-M.
    1181. Issler, Joao Victor & Vahid, Farshid, 2001. "Common cycles and the importance of transitory shocks to macroeconomic aggregates," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 449-475, June.
    1182. Matthias Lutz, 1999. "Unit roots versus segmented trends in developing country output series," Applied Economics Letters, Taylor & Francis Journals, vol. 6(3), pages 181-184.
    1183. Paulo M.M. Rodrigues & Nuno Sobreira, 2013. "Characterizing economic growth paths based on new structural change tests," Working Papers w201313, Banco de Portugal, Economics and Research Department.
    1184. Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor, 2014. "A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(1), pages 40-54, January.
    1185. Steel, M.F.J., 1991. "Bayesian inference in time series," Discussion Paper 1991-53, Tilburg University, Center for Economic Research.
    1186. Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Equilibrium Exchange Rate Determination and Multiple Structural Changes," SIRE Discussion Papers 2010-39, Scottish Institute for Research in Economics (SIRE).
    1187. Candelon, Bertrand & Gil-Alaña, Luis A., 2001. "Fractional integration and business cycle features," SFB 373 Discussion Papers 2001,46, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    1188. Robert A. Margo & John J. Siegfried, 1996. "Long-Run Trends in Economics Bachelor's Degrees," The Journal of Economic Education, Taylor & Francis Journals, vol. 27(4), pages 326-336, October.
    1189. Kushal Banik Chowdhury & Nityananda Sarkar, 2017. "Is the Hybrid New Keynesian Phillips Curve Stable? Evidence from Some Emerging Economies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(3), pages 427-449, September.
    1190. Ulrich Woitek, 1998. "Height Cycles in the 18th and 19th Centuries," Working Papers 9811, Business School - Economics, University of Glasgow.
    1191. Quaicoe, Alexander & Aboagye, Anthony Q.Q. & Bokpin, Godfred A., 2017. "Assessing the impact of export processing zones on economic growth in Ghana," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1150-1163.
    1192. Jihyun Park & Juhyun Lee & Suneung Ahn, 2018. "Bayesian Approach for Estimating the Probability of Cartel Penalization under the Leniency Program," Sustainability, MDPI, vol. 10(6), pages 1-15, June.
    1193. Beechey, Meredith & Österholm, Pär, 2008. "Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion," Economics Letters, Elsevier, vol. 100(2), pages 221-223, August.
    1194. Yongsung Chang & Noh-Sun Kwark, 2000. "Decomposition of Hours Based on Extensive and Intensive Margins of Labor," Econometric Society World Congress 2000 Contributed Papers 1416, Econometric Society.
    1195. Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2024. "Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 239(1).
    1196. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2014. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers 1403, University of Nevada, Las Vegas , Department of Economics.
    1197. Johan Lyhagen, 2006. "The seasonal KPSS statistic," Economics Bulletin, AccessEcon, vol. 3(13), pages 1-9.
    1198. Bikourne, Mariem & Akdim, Khadija & Ez-Zetouni, Adil, 2025. "Stochastic analysis of an economic growth model incorporating Itô–Lévy driven investment, optimal control and numerical simulation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 674(C).
    1199. 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.
    1200. Houssa, Romain, 2013. "Uncertainty about welfare effects of consumption fluctuations," European Economic Review, Elsevier, vol. 59(C), pages 35-62.
    1201. Andrew Phiri, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers 1822, Department of Economics, Nelson Mandela University.
    1202. Robert Pater, 2014. "Are there two types of business cycles? a note on crisis detection," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 10(3), pages 1-28, December.
    1203. Corinne Le Gallic, 1995. "Déréglementation financière, cycle et croissance," Revue Économique, Programme National Persée, vol. 46(2), pages 255-281.
    1204. Christina D. Romer & David H. Romer, 1994. "What Ends Recessions?," NBER Working Papers 4765, National Bureau of Economic Research, Inc.
    1205. Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2001. "Permanent and transitory components of business cycles: their relative importance and dynamic relationship," International Finance Discussion Papers 703, Board of Governors of the Federal Reserve System (U.S.).
    1206. Clark, J. Stephen & Spriggs, John, "undated". "Policy Implications Of Unit Root Nonstationarity In Multiproduct Acreage Response Systems," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271207, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    1207. Wu, Jyh-Lin & Chen, Show-Lin, 1997. "Can nominal exchange rates be differenced to stationarity?," Economics Letters, Elsevier, vol. 55(3), pages 397-402, September.
    1208. Desalegn, Gashaw, 2017. "Domestic Resource Mobilization in Ethiopia: How Sustainable is the Current Boom in Domestic Savings?," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 26(01), April.
    1209. Habib Ur Rahman & Adam Arian & John Sands, 2023. "Does Fiscal Consolidation Affect Non-Performing Loans? Global Evidence from Heavily Indebted Countries (HICs)," JRFM, MDPI, vol. 16(9), pages 1-15, September.
    1210. Lizardo Radhames A. & Kelly Mary H., 2014. "What Motivates China to Invest So Heavily in U.S. Treasury Securities?," Global Economy Journal, De Gruyter, vol. 14(2), pages 215-234, April.
    1211. Vicente German-Soto & Chapa Cantú, 2015. "Cointegration with structural changes between per capita product and income inequality in Mexico," Applied Economics, Taylor & Francis Journals, vol. 47(49), pages 5215-5228, October.
    1212. N. Gregory Mankiw & Matthew D. Shapiro, 1985. "Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models," NBER Technical Working Papers 0051, National Bureau of Economic Research, Inc.
    1213. Luis Alberiko Gil-Alana, 2024. "All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(3), pages 631-640, September.
    1214. Pedersen, Torben Mark & Elmer, Anne Marie, 2003. "International evidence on the connection between business cycles and economic growth," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 255-275, June.
    1215. Shea, Gary S, 1992. "Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 347-366, July.
    1216. Upadhyaya, Kamal P., 1999. "Currency devaluation, aggregate output, and the long run: an empirical study," Economics Letters, Elsevier, vol. 64(2), pages 197-202, August.
    1217. María de Lourdes RODRÍGUEZ-ESPINOSA & Ramón A. CASTILLO-PONCE, 2017. "Synchronization of Economic Activity between Dollarized Economies and the United States. The cases of Ecuador and El Salvador," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 17(1), pages 89-100.
    1218. Jacinto F. Fabiosa, 1999. "Institutional Impact of GATT: An Examination of Market Integration and Efficiency in the World Beef and Wheat Market under the GATT Regime," Center for Agricultural and Rural Development (CARD) Publications 99-wp218, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    1219. Lee, Kuei-Chiu, 2014. "Is per capita real GDP stationary in China? Sequential panel selection method," Economic Modelling, Elsevier, vol. 37(C), pages 507-517.
    1220. Debashis Chakraborty & Jaydeep Mukherjee, 2012. "Is There Any Relationship Between Foreign Direct Investment, Domestic Investment and Economic Growth in India? A Time Series Analysis," Review of Market Integration, India Development Foundation, vol. 4(3), pages 309-337, December.
    1221. Goldberg, Lawrence G. & Gosnell, Thomas F. & Okunev, John, 1997. "Purchasing power parity: Modeling and testing mean reversion," Journal of Banking & Finance, Elsevier, vol. 21(7), pages 949-966, July.
    1222. Frank Kleibergen & Henk Hoek, 1997. "Bayesian Analysis of ARMA Models using Noninformative Priors," Tinbergen Institute Discussion Papers 97-006/4, Tinbergen Institute.
    1223. Chin-Hong, Puah & Lee-Chea, Hiew, 2010. "Financial Liberalization, Weighted Monetary Aggregates and Money Demand in Indonesia," MPRA Paper 31731, University Library of Munich, Germany.
    1224. Everaert Gerdie, 2011. "Estimation and Inference in Time Series with Omitted I(1) Variables," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-28, January.
    1225. Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore, 2016. "Long-run changes in radiative forcing and surface temperature: The effect of human activity over the last five centuries," Journal of Environmental Economics and Management, Elsevier, vol. 76(C), pages 67-85.
    1226. Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021. "The Relationship between Prices and Output in the UK and the US," CESifo Working Paper Series 8970, CESifo.
    1227. Peter C.B. Phillips, 1990. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Cowles Foundation Discussion Papers 950, Cowles Foundation for Research in Economics, Yale University.
    1228. Lee, Oesook & Shin, Dong Wan, 2000. "On geometric ergodicity of the MTAR process," Statistics & Probability Letters, Elsevier, vol. 48(3), pages 229-237, July.
    1229. Mostafa Ali & Gang Sun, 2017. "Dynamic Relations between Stock Price and Exchange Rate: Evidence from South Asia," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 331-341.
    1230. Huseyin Kalyoncu, 2005. "Fiscal policy sustainability: test of intertemporal borrowing constraints," Applied Economics Letters, Taylor & Francis Journals, vol. 12(15), pages 957-962.
    1231. Kandil, Magda, 2017. "Crowding out or crowding in? Correlations of spending components within and across countries," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1254-1273.
    1232. Tang, Chor Foon, 2010. "The determinants of health expenditure in Malaysia: A time series analysis," MPRA Paper 24356, University Library of Munich, Germany.
    1233. Krämer Walter, 2002. "Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 222(2), pages 210-229, April.
    1234. Kosei Fukuda, 2009. "Related-variables selection in temporal disaggregation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(4), pages 343-357.
    1235. Trotta Vianna, Matheus, 2023. "Business cycle theories after Keynes: A brief review considering the notions of equilibrium and instability," Structural Change and Economic Dynamics, Elsevier, vol. 64(C), pages 134-143.
    1236. Teti̇k, Metin, 2020. "Testing of leader-follower interaction between fed and emerging countries’ central banks," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    1237. Enders, Walter & Sandler, Todd, 1998. "Transnational Terrorism in the Post-Cold War Era," ISU General Staff Papers 199804010800001308, Iowa State University, Department of Economics.
    1238. Morley, James & Piger, Jeremy, 2008. "Trend/cycle decomposition of regime-switching processes," Journal of Econometrics, Elsevier, vol. 146(2), pages 220-226, October.
    1239. Tolga Omay & Muhammad Shahbaz & Chris Stewart, 2021. "Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(4), pages 875-901, November.
    1240. Aslan, Alper & Kaplan, Muhittin, 2008. "Gumruk Birligi’Nin Firma Verimlilik Yakinsamasina Etkisi [The impact of customs union on firm productivity convergence]," MPRA Paper 10597, University Library of Munich, Germany.
    1241. Jamel Jouini, 2016. "Economic growth and savings in Saudi Arabia: empirical evidence from cointegration and causality analysis," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 23(4), pages 478-495, October.
    1242. Steve Ambler, 1989. "La stationnarité en économétrie et en macroéconomique : un guide pour les non initiés," L'Actualité Economique, Société Canadienne de Science Economique, vol. 65(4), pages 590-609.
    1243. Ali, Amjad & Zulfiqar, Kalsoom, 2018. "An Assessment of Association between Natural Resources Agglomeration and Unemployment in Pakistan," MPRA Paper 89022, University Library of Munich, Germany, revised 2018.
    1244. Barabas, György & Gebhardt, Heinz & Münch, Heinz Josef & Schmidt, Christoph M. & Schmidt, Torsten & Breitung, Jörg, 2005. "Methoden mittelfristiger gesamtwirtschaftlicher Projektionen: Dienstleistungsvorhaben im Auftrag des Bundesministeriums für Wirtschaft und Arbeit, Projektnummer 02/05. Vorläufiger Endbericht," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 69948.
    1245. Timotej Jagric, 2003. "Forecasting with leading economic indicators - a non-linear approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2003(1), pages 68-83.
    1246. Eberhardt, Markus & Teal, Francis, 2008. "Modeling technology and technological change in manufacturing: how do countries differ?," MPRA Paper 10690, University Library of Munich, Germany.
    1247. Rui M. Pereira, 2013. "Okun's Law across the Business Cycle and during the Great Recession: A Markov Switching Analysis," Working Papers 139, Economics Department, William & Mary.
    1248. Olaf Posch & Klaus Wälde, 2006. "Natural volatility, welfare and taxation," Computing in Economics and Finance 2006 95, Society for Computational Economics.
    1249. Bowen Sun & Haomin Li & Qiuyun Zhao, 2018. "Logistics agglomeration and logistics productivity in the USA," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 61(2), pages 273-293, September.
    1250. Richard Anton Braun & Huiyu Li & John Stachurski, 2009. "Computing Densities and Expectations in Stochastic Recursive Economies: Generalized Look-Ahead Techniques," CIRJE F-Series CIRJE-F-620, CIRJE, Faculty of Economics, University of Tokyo.
    1251. Joseph Phiri & Karel Malec & Socrates Kraido Majune & Seth Nana Kwame Appiah-Kubi & Zdeňka Gebeltová & Mansoor Maitah & Kamil Maitah & Kamal Tasiu Abdullahi, 2020. "Agriculture as a Determinant of Zambian Economic Sustainability," Sustainability, MDPI, vol. 12(11), pages 1-14, June.
    1252. Lin, Boqiang & Omoju, Oluwasola E. & Okonkwo, Jennifer U., 2015. "Impact of industrialisation on CO2 emissions in Nigeria," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 1228-1239.
    1253. Verma, R. & Wilson, E.J., 2005. "Savings, Investment, Foreign Inflows and Economic Growth of the Indian Economy 1950-2001," Economics Working Papers wp05-23, School of Economics, University of Wollongong, NSW, Australia.
    1254. Bulent Guloglu & Mehmet Ivrendi, 2010. "Output fluctuations: transitory or permanent? the case of Latin America," Applied Economics Letters, Taylor & Francis Journals, vol. 17(4), pages 381-386.
    1255. Jonathan Treussard, 2005. "On the Validity of Risk Measures over Time: Value-at-Risk, Conditional Tail Expectations and the Bodie-Merton-Perold Put," Boston University - Department of Economics - Working Papers Series WP2005-029, Boston University - Department of Economics.
    1256. Sang-Kuck Chung, 2000. "Asymptotics of trend stationary fractionally integrated ARMA models," Applied Economics, Taylor & Francis Journals, vol. 32(12), pages 1509-1514.
    1257. Mehmet Balcilar, 2007. "Point Optimal Invariant Tests of a Unit Root in Models with Structural Change," Working Papers 15-50, Eastern Mediterranean University, Department of Economics.
    1258. Pablo Mejía-Reyes, 1999. "Classical business cycles in Latin America: Turning points, asimmetries and international synchronisation," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 14(2), pages 265-297.
    1259. Amélie Charles & Olivier Darné & Fabien Tripier, 2015. "Are unit root tests useful in the debate over the (non)stationarity of hours worked?," Post-Print hal-01101618, HAL.
    1260. Ahmed, Qazi Masood, 2001. "A test of relative efficacy of tax expenditures and direct expenditures: A neo-classical approach," Journal of Development Economics, Elsevier, vol. 65(2), pages 477-489, August.
    1261. G. P. Zanias, 1993. "Testing For Integration In European Community Agricultural Product Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(3), pages 418-427, September.
    1262. Joël CARIOLLE, 2012. "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers I14, FERDI.
    1263. Omay, Tolga & Shahbaz, Muhammad & Stewart, Chris, 2021. "Is There Really Hysteresis in OECD Countries’ Unemployment Rates? New Evidence Using a Fourier Panel Unit Root Test," MPRA Paper 107691, University Library of Munich, Germany, revised 10 May 2021.
    1264. Andrea Borsato, 2021. "An Agent-based Model for Secular Stagnation in the USA: Theory and Empirical Evidence," LEM Papers Series 2021/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    1265. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    1266. Oh, Keun-Yeob, 1996. "Purchasing power parity and unit root tests using panel data," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 405-418, June.
    1267. Silverberg, Gerald, 2003. "Long Waves: Conceptual, Empirical and Modelling Issues," Research Memorandum 015, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
    1268. Insukindro, 1990. "The Monetary Sector in Indonesia : Time Series Properties of the Data and Some Issues of Model Specification," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 38, pages 161-172, Juni.
    1269. von Peter, Goetz & von Dahlen, Sebastian & Saxena, Sweta, 2024. "Unmitigated disasters? Risk sharing and macroeconomic recovery in a large international panel," Journal of International Economics, Elsevier, vol. 149(C).
    1270. Chien-Chiang Lee & Chun-Ping Chang & Pei-Fen Chen, 2008. "Do CO2 emission levels converge among 21 OECD countries? New evidence from unit root structural break tests," Applied Economics Letters, Taylor & Francis Journals, vol. 15(7), pages 551-556.
    1271. Pedro A. Lima & Carlos M. Carvalho & Hedibert F. Lopes & Andrew Herren, 2025. "Minnesota BART," Papers 2503.13759, arXiv.org.
    1272. Falk, Barry, 1995. "Estimating Trend Stationary Models of Homogeneously Generated Samples," ISU General Staff Papers 199507010700001269, Iowa State University, Department of Economics.
    1273. Renuka Mahadevan & John Asafu‐Adjaye, 2006. "Is There A Case For Low Inflation‐Induced Productivity Growth In Selected Asian Economies?," Contemporary Economic Policy, Western Economic Association International, vol. 24(2), pages 249-261, April.
    1274. Magda Kandil, 2001. "Variation in the Effects of Aggregate Demand Shocks: Evidence and Implications across Industrial Countries," Southern Economic Journal, John Wiley & Sons, vol. 67(3), pages 552-577, January.
    1275. James H. Stock & Mark W. Watson, 1988. "A Probability Model of The Coincident Economic Indicators," NBER Working Papers 2772, National Bureau of Economic Research, Inc.
    1276. Sbrana, Giacomo & Silvestrini, Andrea, 2023. "The RWDAR model: A novel state-space approach to forecasting," International Journal of Forecasting, Elsevier, vol. 39(2), pages 922-937.
    1277. Apergis, Nicholas & Lamprinidis, Lampros, 2007. "More Evidence on the Relationship between the Stock and the Real Estate Market," MPRA Paper 124596, University Library of Munich, Germany, revised 2011.
    1278. Sevan Gulesserian & Mohitosh Kejriwal, 2014. "On the power of bootstrap tests for stationarity: a Monte Carlo comparison," Empirical Economics, Springer, vol. 46(3), pages 973-998, May.
    1279. Serletis, Apostolos & Gogas, Periklis, 2004. "Long-horizon regression tests of the theory of purchasing power parity," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1961-1985, August.
    1280. Oomes, Nienke, 2003. "Local trade networks and spatially persistent unemployment," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11), pages 2115-2149.
    1281. Emi Nakamura & Dmitriy Sergeyev & Jón Steinsson, 2012. "Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence," NBER Working Papers 18128, National Bureau of Economic Research, Inc.
    1282. Bomhoff, E.J., 1992. "Stability of velocity in the major industrial countries : A Kalman filter approach," Other publications TiSEM 2336f310-9ba8-4fef-a42b-6, Tilburg University, School of Economics and Management.
    1283. de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    1284. Canova, Fabio, 1998. "Detrending and business cycle facts," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 475-512, May.
    1285. Thomas R. Harris & J. Scott Shonkwiler & George E. Ebai, 1999. "Dynamic Nonmetropolitan Export-Base Modeling," The Review of Regional Studies, Southern Regional Science Association, vol. 29(2), pages 115-138, Fall.
    1286. Alfred A. Haug & William G. Dewald, 2012. "Money, Output, And Inflation In The Longer Term: Major Industrial Countries, 1880–2001," Economic Inquiry, Western Economic Association International, vol. 50(3), pages 773-787, July.
    1287. Serletis, Apostolos, 1996. "International evidence on the cyclical behavior of inflation," Economics Letters, Elsevier, vol. 51(2), pages 205-212, May.
    1288. Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong, 2020. "Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis," Papers 2002.09968, arXiv.org, revised Nov 2021.
    1289. Bejan, Vladimir, "undated". "Examining the Sustainability of the US Shale Oil Boom," 2018 Annual Meeting, August 5-7, Washington, D.C. 274314, Agricultural and Applied Economics Association.
    1290. Jorge Sepúlveda-Velásquez & Pablo Tapia-Griñen & Boris Pastén-Henríquez, 2023. "Financial effects of natural disasters: a bibliometric analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 118(3), pages 2691-2710, September.
    1291. Atteberry, William L. & Swanson, Peggy E., 1997. "Equity market integration: The case of North America," The North American Journal of Economics and Finance, Elsevier, vol. 8(1), pages 23-37.
    1292. Chor Foon Tang, 2011. "An exploration of dynamic relationship between tourist arrivals, inflation, unemployment and crime rates in Malaysia," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 38(1), pages 50-69, January.
    1293. Thomson, Mary E. & Pollock, Andrew C. & Gönül, M. Sinan & Önkal, Dilek, 2013. "Effects of trend strength and direction on performance and consistency in judgmental exchange rate forecasting," International Journal of Forecasting, Elsevier, vol. 29(2), pages 337-353.
    1294. Ewing, Bradley T. & Payne, James E. & Thornton, Mark & Yanochik, Mark A., 2002. "Price Transmission in the Antebellum Slave Markets: A Time Series Analysis," The Review of Regional Studies, Southern Regional Science Association, vol. 32(2), pages 275-292, Summer/Fa.
    1295. Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
    1296. Fumitaka Furuoka, 2017. "Unemployment Dynamics In The Asia-Pacific Region: A Preliminary Investigation," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(05), pages 983-1016, December.
    1297. Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2003. "Measuring Capital Mobility in the Asia Pacific Rim," MPRA Paper 2208, University Library of Munich, Germany, revised 2004.
    1298. Iuliana Matei, 2008. "Prices and output co-movements : an empirical investigation for the CEECs," Post-Print halshs-00335025, HAL.
    1299. Jesús Clemente & María Dolores Gadea & Antonio Montañés & Marcelo Reyes, 2017. "Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries," Econometrics, MDPI, vol. 5(1), pages 1-17, February.
    1300. Anton Skrobotov, 2020. "Survey on structural breaks and unit root tests," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 58, pages 96-141.
    1301. Aleksandar Vasilev, 2020. "A Real-business-cycle Model with a Stochastic Capital Share: Lessons for Bulgaria (1999–2018)," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 14(1), pages 107-121, February.
    1302. Abhijit Sen Gupta, 2008. "Does capital account openness lower inflation?," International Economic Journal, Taylor & Francis Journals, vol. 22(4), pages 471-487.
    1303. Lorenzo Di Domenico & Santiago José Gahn & Davide Romaniello, 2024. "Testing the Waters of Positive Hysteresis: The Effects of Autonomous Demand Shocks on Inflation, Accumulation, and Labor in the US Economy," Centro Sraffa Working Papers CSWP64, Centro di Ricerche e Documentazione 'Piero Sraffa'.
    1304. Carl E. Walsh, 1987. "Three questions concerning nominal and real interest rates," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 5-19.
    1305. Allegret, Jean-Pierre & Sand-Zantman, Alain, 2009. "Does a Monetary Union protect against external shocks?: An assessment of Latin American integration," Journal of Policy Modeling, Elsevier, vol. 31(1), pages 102-118.
    1306. Waqas Shair & Abdul Waheed & Muhammad Mubasher Kamran & Neelam Kubra, 2022. "Digital Divide in Pakistan: Barriers to ICT Usage among the Individuals of Pakistan," Journal of Economic Impact, Science Impact Publishers, vol. 4(3), pages 196-204.
    1307. Chor Foon Tang & Kean Siang Ch’ng, 2012. "A Multivariate Analysis of the Nexus between Savings and Economic Growth in the ASEAN-5 Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 6(3), pages 385-406, August.
    1308. Ramirez, M.D., 2009. "Public Capital Formation and Labor Productivity Growth in Argentina," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
    1309. Patrik Barisic & Tibor Kovac, 2022. "The effectiveness of the fiscal policy response to COVID-19 through the lens of short and long run labor market effects of COVID-19 measures," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 43-81.
    1310. Anupam Das & Murshed Chowdhury & Syeed Khan, 2012. "The Dynamics of Electricity Consumption and Growth Nexus: Empirical Evidence from Three Developing Regions," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 6(4), pages 445-466, November.
    1311. Jeremy Piger & James Morley & Chang-Jin Kim, 2005. "Nonlinearity and the permanent effects of recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 291-309.
    1312. Harrison, Robert G. & Yu, Dejin & Oxley, Les & Lu, Weiping & George, Donald, 1999. "Non-linear noise reduction and detecting chaos: some evidence from the S&P Composite Price Index," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 497-502.
    1313. Vitali Alexeev & Alex Maynard, 2010. "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers 1001, University of Guelph, Department of Economics and Finance.
    1314. Peter C.B. Phillips & Steven N. Durlauf, 1985. "Multiple Time Series Regression with Integrated Processes," Cowles Foundation Discussion Papers 768, Cowles Foundation for Research in Economics, Yale University.
    1315. Antonio Musolesi & Mario Nosvelli, 2011. "Long-run water demand estimation: habits, adjustment dynamics and structural breaks," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2111-2127.
    1316. Pitruzzello, Salvatore, 2004. "Trade Globalization, Economic Performance, and Social Protection: Nineteenth-Century British Laissez-Faire and Post–World War II U.S.-Embedded Liberalism," International Organization, Cambridge University Press, vol. 58(4), pages 705-744, October.
    1317. Magda Kandil, 2019. "External Cyclicality in the Face of Aggregate Demand Shocks: Pros and Cons Across Developed and Developing Countries," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    1318. Balaji Bathmanaban & Raja Sethu Durai S & Ramachandran M, 2017. "The relationship between Output Uncertainty and Economic Growth-Evidence from India," Economics Bulletin, AccessEcon, vol. 37(4), pages 2680-2691.
    1319. Apanisile Olumuyiwa Tolulope, 2013. "A Bound Test Analysis of Effects of Monetary Policy Shocks on Output and Prices in Nigeria 2000-2010," Journal of Economics and Behavioral Studies, AMH International, vol. 5(3), pages 136-147.
    1320. Escañuela Romana, Ignacio, 2016. "Azar, Determinismo e Indecidibilidad en la Teoría del Ciclo Económico [Randomness, Determinism and Undecidability in the Business Cycle Theory]," MPRA Paper 72978, University Library of Munich, Germany.
    1321. Yuan-Hong Ho & Chiung-Ju Huang, 2009. "Tax-Spend, Spend-Tax, or Fiscal Synchronization: A Panel Analysis of the Chinese Provincial Real Data," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 5(2), pages 257-272, July.
    1322. Yeboah Asuamah, Samuel, 2016. "Are output fluctuations transitory or permanent in Ghana?," MPRA Paper 70270, University Library of Munich, Germany.
    1323. Darne, Olivier & Diebolt, Claude, 2004. "Unit roots and infrequent large shocks: new international evidence on output," Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1449-1465, October.
    1324. Patrick Marsh, "undated". "Saddlepoint Approximations for Optimal Unit Root Tests," Discussion Papers 09/31, Department of Economics, University of York.
    1325. David Harvey & Terence Mills, 2002. "Unit roots and double smooth transitions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(5), pages 675-683.
    1326. Gilles Dufrénot & Valérie Mignon, 2002. "La cointégration non linéaire : une note méthodologique," Économie et Prévision, Programme National Persée, vol. 155(4), pages 117-137.
    1327. Wanniarachchi, Sasindu Lakruwan, 2020. "The Nexus among External Debt and Economic Growth: Evidence from South Asia," OSF Preprints ghfdb, Center for Open Science.
    1328. Bradley Ewing, 1996. "Velocity and interest rate variability in Italy: a further test of the Friedman hypothesis," Applied Economics Letters, Taylor & Francis Journals, vol. 3(12), pages 775-778.
    1329. Jibran Hussain & Sallahuddin Hassan, 2019. "Oil Prices Dynamics and the State of Energy Crisis in Pakistan," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 7(2), pages :203-217, June.
    1330. Palaskas, Theodosios B. & Varangis, Panos N., 1991. "Is there excess co-movement of primary commodity prices? A co-integration test," Policy Research Working Paper Series 758, The World Bank.
    1331. Albers, Scott & Albers, Andrew, 2015. "On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev Wave, revised and corrected, with a new appendix, February 12, 2015," MPRA Paper 62118, University Library of Munich, Germany.
    1332. Nam Gang Lee, 2019. "Trend Growth Shocks and Asset Prices," Working Papers 2019-4, Economic Research Institute, Bank of Korea.
    1333. Adefeso, Hammed Adetola & Muraina, Mujeeb Opeyemi, 2024. "Government policy interventions during COVID-19 pandemic and economic performance," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 683-691.
    1334. Wang Tsung-Li & Hung-Pin Lin & Cheng-Lang Yang, 2017. "Causality on Outward Foreign Direct Investment and Domestic Investment in Newly Industrialized Asian Countries," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(2), pages 267-280.
    1335. Leitão, Alexandra, 2010. "Corruption and the environmental Kuznets Curve: Empirical evidence for sulfur," Ecological Economics, Elsevier, vol. 69(11), pages 2191-2201, September.
    1336. Lucas, Andre, 1995. "An outlier robust unit root test with an application to the extended Nelson-Plosser data," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 153-173.
    1337. Patterson, K. D., 2003. "Exploiting information in vintages of time-series data," International Journal of Forecasting, Elsevier, vol. 19(2), pages 177-197.
    1338. Ntebogang Dinah Moroke, 2014. "Household Debts-and Macroeconomic factors Nexus in the United States: A Cointegration and Vector Error Correction Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 6(6), pages 452-465.
    1339. Samad, Abdus, 2018. "Is there any causality between Islamic banks’ return on depositors and conventional banks’ deposit interest: Evidence of causality from Bahrain’s financial market," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(4), pages 894-912, August.
    1340. Sbrana, Giacomo & Silvestrini, Andrea, 2025. "The structural Theta method and its predictive performance in the M4-Competition," International Journal of Forecasting, Elsevier, vol. 41(3), pages 940-952.
    1341. Holtemöller, Oliver & Brautzsch, Hans-Ulrich & Drechsel, Katja & Drygalla, Andrej & Giesen, Sebastian & Hennecke, Peter & Kiesel, Konstantin & Loose, Brigitte & Meier, Carsten-Patrick & Zeddies, Götz, 2015. "Ökonomische Wirksamkeit der Konjunktur stützenden finanzpolitischen Maßnahmen der Jahre 2008 und 2009. Forschungsvorhaben im Auftrag des Bundesministeriums der Finanzen," IWH Online 4/2015, Halle Institute for Economic Research (IWH).
    1342. Habibullah, Muzafar, 1998. "The Relationship between Broad Money and Stock Prices in Malaysia: An Error Correction Model Approach," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 32, pages 51-73.
    1343. Claude Diebolt, 2021. "Trend, Cycles and Chance," Working Papers of BETA 2021-14, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    1344. Kazi Sohag & Rawshan Begum & Sharifah Abdullah, 2015. "Dynamic impact of household consumption on its CO 2 emissions in Malaysia," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 17(5), pages 1031-1043, October.
    1345. Restrepo Ochoa, Sergio I. & Vázquez Pérez, Jesús, 2002. "Cyclical Features of Uzawa-Lucas Endogenous Growth Model," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
    1346. Diego Romero-Avila, 2008. "A confirmatory analysis of the unit root hypothesis for OECD consumption-income ratios," Applied Economics, Taylor & Francis Journals, vol. 40(17), pages 2271-2278.
    1347. Tuck Cheong Tang & Koi Nyen Wong, 2007. "Foreign Direct Investment and Electronics Exports: Exploratory Empirical Evidence from Malaysia's Top Five Electronics Exports," Economics Bulletin, AccessEcon, vol. 6(14), pages 1-8.
    1348. Chaido Dritsaki & Melina Dritsaki, 2010. "Government Expenditure and National Income: Causality Tests for Twelve New Members of E.E," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(38), pages 67-89, December.
    1349. Lee, Junsoo & Amsler, Christine, 1997. "A joint test for a unit root and common factor restrictions in the presence of a structural break," Structural Change and Economic Dynamics, Elsevier, vol. 8(2), pages 221-232, June.
    1350. Ghartey, Edward E., 2001. "Macroeconomic instability and inflationary financing in Ghana," Economic Modelling, Elsevier, vol. 18(3), pages 415-433, August.
    1351. 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.
    1352. Stefanescu, Răzvan & Dumitriu, Ramona, 2017. "Ajustarea seriilor de timp financiare,Partea întâi [Smoothing of financial time series, Part 1]," MPRA Paper 78329, University Library of Munich, Germany, revised 15 Apr 2017.
    1353. James Morley & Tara M. Sinclair, 2005. "Testing for Stationarity and Cointegration in an Unobserved Components Framework," Computing in Economics and Finance 2005 451, Society for Computational Economics.
    1354. Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2016. "Tracking the slowdown in long-run GDP growth," LSE Research Online Documents on Economics 86243, London School of Economics and Political Science, LSE Library.
    1355. Domian, Dale L. & Louton, David A., 1995. "Business cycle asymmetry and the stock market," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(4), pages 451-466.
    1356. Iolanda Lo Cascio & Stephen Pollock, 2007. "Comparative Economic Cycles," Working Papers 599, Queen Mary University of London, School of Economics and Finance.
    1357. Riman, Hodo. B & Akpan, Emmanuel S. & Offiong, Amenawa I. & Ojong, Cornelius M., 2013. "Nexus between Oil Revenue, Non-oil Export and Industrial Output in Nigeria: An Application of the VAR Model," MPRA Paper 53279, University Library of Munich, Germany.
    1358. Lieberman, Offer & Phillips, Peter C.B., 2020. "Hybrid stochastic local unit roots," Journal of Econometrics, Elsevier, vol. 215(1), pages 257-285.
    1359. David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991. "A primer on cointegration with an application to money and income," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 58-78.
    1360. Lawrence J. Christiano & Martin Eichenbaum, 1989. "Unit Roots in Real GNP: Do We Know, and Do We Care?," NBER Working Papers 3130, National Bureau of Economic Research, Inc.
    1361. Raputsoane, Leroi, 2025. "Structural minerals fluctuations and the macroeconomy," MPRA Paper 125154, University Library of Munich, Germany.
    1362. Everts, Martin, 2006. "Duration of Business Cycles," MPRA Paper 1219, University Library of Munich, Germany.
    1363. Matteo Formenti, 2008. "Indicators and Tests of Sustainability: The Italian Case," Rivista di Politica Economica, SIPI Spa, vol. 98(6), pages 123-160, November-.
    1364. John W. Dawson & John J. Seater, 2009. "Federal Regulation and Aggregate Economic Growth," Working Papers 09-02, Department of Economics, Appalachian State University.
    1365. Zheng Ying & Chang-Rui Dong & Hsu-Ling Chang & Chi-Wei Su, 2014. "Are Real GDP Levels Stationary in African Countries?," South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 392-401, September.
    1366. Erol, Umit & Balkan, Erol M., 1996. "How financial markets process money information: A re-examination of evidence using band spectrum regression," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 639-656.
    1367. Tang, Chor Foon, 2011. "Multivariate Granger Causality and the Dynamic Relationship between Health Care Spending, Income and Relative Price of Health Care in Malaysia," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(2), pages 199-214, December.
    1368. Bhabani Sankar Rout & Nupur Moni Das & K. Chandrasekhara Rao, 2021. "Functional Effectiveness of Commodity Futures Market: A Comparative Assessment of Agricultural and Metal Commodities," Paradigm, , vol. 25(1), pages 42-60, June.
    1369. Duo Qin, 2010. "Modelling of the Inflation-Unemployment Tradeoff from the Perspective of the History of Econometrics," Working Papers 661, Queen Mary University of London, School of Economics and Finance.
    1370. Green, Alan G. & Sparks, Gordon R., 1999. "Population Growth and the Dynamics of Canadian Development: A Multivariate Time Series Approach," Explorations in Economic History, Elsevier, vol. 36(1), pages 56-71, January.
    1371. Zarour Bashar Abu & Siriopoulos Costas P, 2008. "Transitory and Permanent Volatility Components: The Case of the Middle East Stock Markets," Review of Middle East Economics and Finance, De Gruyter, vol. 4(2), pages 80-92, April.
    1372. David Greasley & Les Oxley, 2000. "Outside the Club: New Zealand's economic growth, 1870-1993," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(2), pages 173-192.
    1373. Yash P. Mehra, 1987. "Velocity and the variability of money growth: evidence from Granger- causality tests reevaluated," Working Paper 87-02, Federal Reserve Bank of Richmond.
    1374. Polemis, Michael L. & Dagoumas, Athanasios S., 2013. "The electricity consumption and economic growth nexus: Evidence from Greece," Energy Policy, Elsevier, vol. 62(C), pages 798-808.
    1375. Lockwood, B. & Miller, M. & Zhang, L., 1994. "Designing Monetary Policy when Unemployment Persists," Discussion Papers 9408, University of Exeter, Department of Economics.
    1376. Pierre L. Siklos, 1990. "The Transition from Hyperinflation to Price Stability: Further Evidence," Eastern Economic Journal, Eastern Economic Association, vol. 16(1), pages 65-69, Jan-Mar.
    1377. John Stachurski & Huiyu Li & Richard Anton Braun, 2009. "Computing Densities in Stochastic Recursive Economies: Generalized Look-Ahead Techniques," 2009 Meeting Papers 975, Society for Economic Dynamics.
    1378. Mur, Jesus, 2002. "On the specification of spatial econometric models," ERSA conference papers ersa02p012, European Regional Science Association.
    1379. Boetel, Brenda L. & Liu, Donald J., 2008. "Further Evidence of Price Transmission and Asymmetric Adjustment in the U.S. Beef and Pork Sectors," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6169, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    1380. Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2017. "Technology and Business Cycles: A Schumpeterian Investigation for the USA," MPRA Paper 80636, University Library of Munich, Germany.
    1381. Shelley, Gary L. & Wallace, Frederick H., 1995. "A reexamination of Mishkin's neutrality test," Journal of Economics and Business, Elsevier, vol. 47(3), pages 255-265, August.
    1382. Gonzalo Hernández, 2011. "Terms of Trade and Output Fluctuations in Colombia," UMASS Amherst Economics Working Papers 2011-04, University of Massachusetts Amherst, Department of Economics.
    1383. Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008. "Volatility, Growth and Labour Elasticity," Working Paper series 32_08, Rimini Centre for Economic Analysis.
    1384. Dufourt, 2005. "Dynamic General Equilibrium Models and the Beveridge-Nelson Facts," Macroeconomics 0501003, University Library of Munich, Germany.
    1385. van Zandweghe, Willem & Martinez Rico, Felipe & Gottschalk, Jan, 2000. "Money as an Indicator in the Euro Zone," Kiel Working Papers 984, Kiel Institute for the World Economy.
    1386. Zhao, Shan & Wei, G. W., 2003. "Jump process for the trend estimation of time series," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 219-241, February.
    1387. Gerald A. Carlino & Keith Sill, 1998. "The cyclical behavior of regional per capita incomes in the postwar period," Working Papers 98-11, Federal Reserve Bank of Philadelphia.
    1388. Steven Cook, 2000. "Durability and Asymmetry in UK Consumers' Expenditure," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(1), pages 113-121.
    1389. Kurozumi, Eiji, 2002. "Testing for stationarity with a break," Journal of Econometrics, Elsevier, vol. 108(1), pages 63-99, May.
    1390. Peijie Wang, 2008. "A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output," Working Papers 2008-FIN-02, IESEG School of Management.
    1391. Mohamed Boutahar & Jamel Jouini, 2007. "A Methodology For Detecting Breaks In The Mean And Covariance Structure Of Time Series," Working Papers halshs-00354249, HAL.
    1392. 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.
    1393. Man-Suk Oh & Dong Wan Shin, 2002. "Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(5), pages 771-789.
    1394. Ghassen El Montasser & Talel Boufateh & Fakhri Issaoui, 2013. "The Seasonal KPSS Test When Neglecting Seasonal Dummies: A Monte Carlo analysis," EERI Research Paper Series EERI RP 2013/07, Economics and Econometrics Research Institute (EERI), Brussels.
    1395. Cobus Vermeulen, 2023. "The inherent uncertainties in output gap estimation a South African perspective," Working Papers 11051, South African Reserve Bank.
    1396. Collard, Fabrice, 1998. "Spectral and persistence properties of cyclical growth," Journal of Economic Dynamics and Control, Elsevier, vol. 23(3), pages 463-488, November.
    1397. Kandil, Magda, 1996. "Price flexibility and output variability: What do we learn from disaggregate data?," Journal of Economics and Business, Elsevier, vol. 48(2), pages 117-139, May.
    1398. Sohei Kaihatsu & Maiko Koga & Tomoya Sakata & Naoko Hara, 2018. "Interaction between Business Cycles and Economic Growth," Bank of Japan Working Paper Series 18-E-12, Bank of Japan.
    1399. Habib-ur Rahman & Muhammad Waqas Yousaf & Nageena Tabassum, 2020. "Bank-Specific and Macroeconomic Determinants of Profitability: A Revisit of Pakistani Banking Sector under Dynamic Panel Data Approach," IJFS, MDPI, vol. 8(3), pages 1-19, July.
    1400. MD. Ramirez, 2000. "Public capital formation and labor productivity growth in Chile," Contemporary Economic Policy, Western Economic Association International, vol. 18(2), pages 159-169, April.
    1401. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2014. "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," CESifo Working Paper Series 4696, CESifo.
    1402. Barros, Geraldo Sant´Ana de Camargo & Spolador, Humberto Francisco Silva & Bacchi, Mirian Rumenos Piedade, 2009. "Supply and Demand Shocks and the Growth of the Brazilian Agriculture," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 63(1), April.
    1403. Aboubakary Nulambeh Ndzembanteh & Dobdinga Cletus Fonchamnyo & Forbe Hodu Ngangnchi, 2024. "Modeling the role of institutions on poverty and environmental sustainability: a panel analysis for British and French ex-colonies in Africa," SN Business & Economics, Springer, vol. 4(2), pages 1-26, February.
    1404. Eugenio Martínez & Raúl Mejía & Eliseo Pérez Stable, 2008. "Elasticity of cigarette demand in Argentina: An empirical analysis using vector error-correction model," Working Papers 1, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
    1405. Dritsakis, N., 2004. "Defense spending and economic growth: an empirical investigation for Greece and Turkey," Journal of Policy Modeling, Elsevier, vol. 26(2), pages 249-264, February.
    1406. Magda Kandil, 2011. "Financial flows to developing and advanced countries: determinants and implications," International Journal of Development Issues, Emerald Group Publishing Limited, vol. 10(1), pages 60-91, April.
    1407. Gómez, Manuel & Ventosa-Santaulària, Daniel, 2010. "Testing for a Deterministic Trend when there is Evidence of Unit-Root," MPRA Paper 58780, University Library of Munich, Germany.
    1408. Zhong, Ming & Chang,Tsangyao & Tzeng, Han-Wen, 2014. "International Equity Diversification Between the United States and Brics Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 123-138, March.
    1409. Junsoo Lee & John List, 2004. "Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 29(1), pages 21-37, September.
    1410. Raputsoane, Leroi, 2024. "Monetary policy developments and the minerals industry," MPRA Paper 123004, University Library of Munich, Germany.
    1411. Bensalma, Ahmed, 2015. "New Fractional Dickey and Fuller Test," MPRA Paper 65282, University Library of Munich, Germany.
    1412. Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2019. "Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective," Working Papers 201926, University of Pretoria, Department of Economics.
    1413. Tang, Chor Foon & Lai, Yew Wah & Ozturk, Ilhan, 2015. "How stable is the export-led growth hypothesis? Evidence from Asia's Four Little Dragons," Economic Modelling, Elsevier, vol. 44(C), pages 229-235.
    1414. Paul Colque H., 2006. "Fundamentos del Tipo de Cambio Real de Equilibrio," Documentos de trabajo 4/2006, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
    1415. Joseph E. Gagnon & Garry J. Schinasi, 1989. "Savings rates and output variability in industrial countries," International Finance Discussion Papers 363, Board of Governors of the Federal Reserve System (U.S.).
    1416. Chou, Win Lin, 2007. "Performance of LM-type unit root tests with trend break: A bootstrap approach," Economics Letters, Elsevier, vol. 94(1), pages 76-82, January.
    1417. Saffet Akdag & Ömer İskenderoglu & Andrew Adewale Alola, 2020. "The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise," Letters in Spatial and Resource Sciences, Springer, vol. 13(1), pages 49-65, April.
    1418. Rómulo Chumacero, 2001. "Testing for unit roots using economics," Working Papers Central Bank of Chile 102, Central Bank of Chile.
    1419. Razzak, Weshah, 2003. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," MPRA Paper 1970, University Library of Munich, Germany, revised 2007.
    1420. Zimmermann, Monika & Ziel, Florian, 2025. "Efficient mid-term forecasting of hourly electricity load using generalized additive models," Applied Energy, Elsevier, vol. 388(C).
    1421. Manuel González-Astudillo & John M. Roberts, 2022. "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, vol. 62(5), pages 2417-2460, May.
    1422. Steven Ambler & Emanuela Cardia & Louis Phaneuf, 1992. "Contrats de salaire, croissance endogène et fluctuations," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 175-204.
    1423. Boysen-Hogrefe, Jens & Jannsen, Nils & Meier, Carsten-Patrick, 2010. "The ugly and the bad: banking and housing crises strangle output permanently, ordinary recessions do not," Kiel Working Papers 1586, Kiel Institute for the World Economy.
    1424. Patrick K. Asea & S. Brock Blomberg, 1997. "Lending Cycles," NBER Working Papers 5951, National Bureau of Economic Research, Inc.
    1425. Erno Kuiper, W. & Lutz, Clemens & van Tilburg, Aad, 2003. "Vertical price leadership on local maize markets in Benin," Journal of Development Economics, Elsevier, vol. 71(2), pages 417-433, August.
    1426. Mr. Tamim Bayoumi & Ms. Silvia Sgherri, 2004. "Monetary Magic? How the Fed Improved the Flexibility of the U.S. Economy," IMF Working Papers 2004/024, International Monetary Fund.
    1427. Deb, Partha & Sefton, Martin, 1996. "The distribution of a Lagrange multiplier test of normality," Economics Letters, Elsevier, vol. 51(2), pages 123-130, May.
    1428. Chor Foon Tang & Hooi Hooi Lean, 2009. "The Effects Of Disaggregated Savings On Economic Growth In Malaysia - Generalised Variance Decomposition Analysis," Development Research Unit Working Paper Series 04-09, Monash University, Department of Economics.
    1429. Waheed, Muhammad & Alam, Tasneem & Ghauri, Saghir Pervaiz, 2006. "Structural breaks and unit root: evidence from Pakistani macroeconomic time series," MPRA Paper 1797, University Library of Munich, Germany.
    1430. Arkadiusz Kijek, 2017. "Spectral analysis of business cycles in Poland and its major trading partners," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 27(1), pages 57-75.
    1431. Unro Lee, 1997. "Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries," Multinational Finance Journal, Multinational Finance Journal, vol. 1(4), pages 273-289, December.
    1432. Alejandro D. Jacobo, 2002. "Taking the business cycle´s pulse to some Latin American economies: Is there a rhythmical beat?," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 17(2), pages 219-245.
    1433. Aslan, Alper, 2008. "Convergence of per capita health care expenditures in OECD Countries," MPRA Paper 10592, University Library of Munich, Germany.
    1434. Papell, David H. & Prodan, Ruxandra, 2014. "Long run time series tests of constant steady-state growth," Economic Modelling, Elsevier, vol. 42(C), pages 464-474.
    1435. Alain Guay & Pierre St-Amant, 1996. "Do Mechanical Filters Provide a Good Approximation of Business Cycles?," Technical Reports 78, Bank of Canada.
    1436. Leon Shilton, 1998. "Patterns of Office Employment Cycles," Journal of Real Estate Research, American Real Estate Society, vol. 15(3), pages 339-354.
    1437. Fleissig, Adrian R. & Strauss, Jack, 1999. "Is OECD real per capita GDP trend or difference stationary? Evidence from panel unit root tests," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 673-689.
    1438. Yong Hong Yan & Bruce Felmingham, 2006. "First and second order instability of the Shanghai and Shenzhen share price indices," Applied Economics Letters, Taylor & Francis Journals, vol. 13(9), pages 605-608.
    1439. Ahmad R. Jalali‐Naini & Mehdi Asali, 2004. "Cyclical behaviour and shock‐persistence: crude oil prices," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 28(2), pages 107-131, June.
    1440. Rajaraman, Indira & Mukhopadhyaya, Hiranya & Rao, Kavita R., 2001. "Time-series properties of state-level public expenditure," Working Papers 02/4, National Institute of Public Finance and Policy.
    1441. NGUENA, Christian L., 2011. "Heterogeneity of Saving-Investment Causality and Fiscal Coordination Implication: The Case of an African Monetary Union," MPRA Paper 49411, University Library of Munich, Germany, revised 31 Aug 2013.
    1442. Hendrik Kaufmannz & Robinson Kruse, 2013. "Bias-corrected estimation in potentially mildly explosive autoregressive models," CREATES Research Papers 2013-10, Department of Economics and Business Economics, Aarhus University.
    1443. Kadane, Joseph B. & Chan, Ngai Hang & Wolfson, Lara J., 1996. "Priors for unit root models," Journal of Econometrics, Elsevier, vol. 75(1), pages 99-111, November.
    1444. João Sousa Andrade & António Portugal Duarte, 2014. "Output-gaps in the PIIGS Economies: An Ingredient of a Greek Tragedy," GEMF Working Papers 2014-06, GEMF, Faculty of Economics, University of Coimbra.
    1445. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004. "Fractional cointegration and real exchange rates," Review of Financial Economics, John Wiley & Sons, vol. 13(4), pages 327-340.
    1446. Habimana, Olivier, 2018. "Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis," MPRA Paper 87823, University Library of Munich, Germany.
    1447. Hinić, Branko & Bukvić, Rajko, 1993. "Dometi monetarne politike u uslovima izolacije (testiranje međuzavisnosti dinamike novčane mase, cena i privredne aktivnosti) [Scope of Monetary Policy in Conditions of Isolation (Testing the Interdependence of Money Supply, Prices and Economic Ac," MPRA Paper 123106, University Library of Munich, Germany, revised 1993.
    1448. Charles R. Nelson & Heejoon Kang, 1983. "Pitfalls in the use of Time as an Explanatory Variable in Regression," NBER Technical Working Papers 0030, National Bureau of Economic Research, Inc.
    1449. Shami, R.G. & Forbes, C.S., 2000. "A structural Time Series Model with Markov Switching," Monash Econometrics and Business Statistics Working Papers 10/00, Monash University, Department of Econometrics and Business Statistics.
    1450. Shyh-Wei Chen, 2008. "Are 19 Developed Countries' Real Per Capita GDP levels Non-stationary? A Revisit," Economics Bulletin, AccessEcon, vol. 3(2), pages 1-11.
    1451. Marrouch, Walid & Mourad, Jana, 2019. "Effect of gasoline prices on car fuel efficiency: Evidence from Lebanon," Energy Policy, Elsevier, vol. 135(C).
    1452. Massimiliano Croce, Mariano, 2014. "Long-run productivity risk: A new hope for production-based asset pricing?," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 13-31.
    1453. Scarlat, E.I. & Stan, Cristina & Cristescu, C.P., 2007. "Chaotic features in Romanian transition economy as reflected onto the currency exchange rate," Chaos, Solitons & Fractals, Elsevier, vol. 33(2), pages 396-404.
    1454. E Andreou & A Pelloni & M Sensier, 2003. "The effect of nominal shock uncertainty on output growth," Centre for Growth and Business Cycle Research Discussion Paper Series 40, Economics, The University of Manchester.
    1455. Jeffrey A. Miron, 1986. "Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption," NBER Working Papers 1845, National Bureau of Economic Research, Inc.
    1456. Clements, Michael P. & Hendry, David F., 1997. "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, Elsevier, vol. 13(3), pages 341-355, September.
    1457. Hess, Gregory D. & Iwata, Shigeru, 1997. "Asymmetric persistence in GDP? A deeper look at depth," Journal of Monetary Economics, Elsevier, vol. 40(3), pages 535-554, December.
    1458. Clive Granger & Yongil Jeon, 2000. "Model evaluation based on residual analysis of two similar models," Applied Economics, Taylor & Francis Journals, vol. 32(7), pages 861-867.
    1459. Chang, Tsangyao & Chu, Hsiao-Ping & Ranjbar, Omid, 2014. "Are GDP fluctuations transitory or permanent in African countries? Sequential Panel Selection Method," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 380-399.
    1460. Tung Liu & Lee C. Spector, 2003. "Dynamic employment adjustments over business cycles," Working Papers 200302, Ball State University, Department of Economics, revised Jan 2005.
    1461. Yoonsuk Lee & B. Wade Brorsen, 2017. "Permanent Breaks and Temporary Shocks in a Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 49(2), pages 255-270, February.
    1462. Robert J. Hodrick, 2020. "An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data," NBER Working Papers 26750, National Bureau of Economic Research, Inc.
    1463. Sever, Can, 2018. "The myth of economic recovery: The case of crises in neighboring countries," Economics Letters, Elsevier, vol. 164(C), pages 65-69.
    1464. Angela Ifeanyi Ukemenam & Babatunde Opadeji & Tuwe Soro Garbobiya & Augustine Ujunwa, 2018. "Macroeconomic Effects of Exogenous Oil Price Shock in Nigeria: Persistent or Transitory," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(11), pages 1-28, November.
    1465. Candelon, B. & Gil-Alana, L. A., 2004. "Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 301-313, April.
    1466. Baharumshah, Ahmad Zubaidi & Lau, Evan & Fountas, Stilianos, 2003. "On the sustainability of current account deficits: evidence from four ASEAN countries," Journal of Asian Economics, Elsevier, vol. 14(3), pages 465-487, June.
    1467. Jeffrey A. Miron & Stephen P. Zeldes, 1987. "Seasonality, Cost Shocks, and the Production Smoothing Model of Inventories," NBER Working Papers 2360, National Bureau of Economic Research, Inc.
    1468. Pei Kuang & Kaushik Mitra, 2015. "Long-Run Growth Uncertainty," Discussion Papers 15-07, Department of Economics, University of Birmingham.
    1469. Jose Maria Fernandez-Crehuet & Luis Alberiko Gil-Alana & Cristina Martí Barco, 2020. "Unemployment and Fertility: A Long Run Relationship," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 152(3), pages 1177-1196, December.
    1470. Wilson, Matthew S., 2020. "A real business cycle model with money as a sunspot variable," Journal of Economics and Business, Elsevier, vol. 109(C).
    1471. Ya-Hui Huang & Chien-Chiang Lee & Chun-Ping Chang, 2016. "Medical Personnel and Life Expectancy: New Evidence from Taiwan," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 128(3), pages 1425-1447, September.
    1472. Bierens, H.J., 1995. "Nonparametric cointegration analysis," Other publications TiSEM aa45c4fa-ef46-43a6-b14e-b, Tilburg University, School of Economics and Management.
    1473. N. Vijayamohanan Pillai, 2001. "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers 312, Centre for Development Studies, Trivendrum, India.
    1474. Samuel Bonzu, 2022. "Fiscal Policy and Optimal Taxation in Sierra Leone: Testing for Tax Smoothing Hypothesis," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(2), pages 1-61, February.
    1475. Ahmed Khalid, 1999. "Modelling money demand in open economies: the case of selected Asian countries," Applied Economics, Taylor & Francis Journals, vol. 31(9), pages 1129-1135.
    1476. ALTINAY, Galip, 2005. "Structural Breaks in Long-Term Turkish Macroeconomic Data,1923-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 5(4).
    1477. Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-21, University of Connecticut, Department of Economics.
    1478. David H Papell & Ruxandra Prodan, 2007. "Restricted Structural Change And The Unit Root Hypothesis," Economic Inquiry, Western Economic Association International, vol. 45(4), pages 834-853, October.
    1479. Ghatak, Anita & Ghatak, Subrata, 1996. "Budgetary deficits and Ricardian equivalence: The case of India, 1950-1986," Journal of Public Economics, Elsevier, vol. 60(2), pages 267-282, May.
    1480. Steven N. Durlauf & Peter C.B. Phillips, 1986. "Trends Versus Random Walks in Time Series Analysis," Cowles Foundation Discussion Papers 788, Cowles Foundation for Research in Economics, Yale University.
    1481. Emara, Noha & Ma, Jinpeng, 2019. "An Analysis of the Seasonal Cycle and the Business Cycle," MPRA Paper 99310, University Library of Munich, Germany.
    1482. Lau, Sau-Him Paul, 1997. "Using stochastic growth models to understand unit roots and breaking trends," Journal of Economic Dynamics and Control, Elsevier, vol. 21(10), pages 1645-1667, August.
    1483. Perry, L.J. & Wilson, P.J., 2001. "The Accord and Strikes: An International Perspective," Economics Working Papers wp01-03, School of Economics, University of Wollongong, NSW, Australia.
    1484. Kuiper, W. Erno & Lutz, Clemens & van Tilburg, Aad, 2002. "Vertical Price Leadership on Local Maize Markets in Benin," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24886, European Association of Agricultural Economists.
    1485. Tsangyao CHANG & Yifei CAI & Wen-Yi CHEN, 2017. "Are Suicide Rate Fluctuations Transitory or Permanent? Panel KSS Unit Root Test with a Fourier Function through the Sequential Panel Selection Method," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-17, September.
    1486. Belloumi, Mounir, 2009. "Energy consumption and GDP in Tunisia: Cointegration and causality analysis," Energy Policy, Elsevier, vol. 37(7), pages 2745-2753, July.
    1487. Christoph Hanck & Robert Czudaj, 2015. "Nonstationary-volatility robust panel unit root tests and the great moderation," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(2), pages 161-187, April.
    1488. Shyh-Wei Chen & Chi-Sheng Hsu & Cyun-Jhen Pen, 2016. "Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 12(1), pages 119-155, February.
    1489. Theodore J. Joyce, 1989. "A Time-Series Analysis of Unemployment and Health: The Case of Birth Outcomes in New York City," NBER Working Papers 2834, National Bureau of Economic Research, Inc.
    1490. Jürgen Wolters & Uwe Hassler, 2006. "Unit root testing," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 43-58, March.
    1491. Jess Benhabib & Boyan Jovanovic, 1989. "Externalities and Growth Accounting," NBER Working Papers 3190, National Bureau of Economic Research, Inc.
    1492. Nagayasu, Jun, 2016. "Inflation and Bubbles in the Japanese Condominium Market," MPRA Paper 71192, University Library of Munich, Germany.
    1493. Andhyka Tyaz Nugraha & Nor Hasni Osman, 2019. "CO2 Emissions, Economic Growth, Energy Consumption, and Household Expenditure for Indonesia: Evidence from Cointegration and Vector Error Correction Model," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 291-298.
    1494. Dridi, Jemma & Nguyen, Anh D. M., 2017. "Inflation Convergence In East African Countries," MPRA Paper 80393, University Library of Munich, Germany.
    1495. Pierre Malgrange, 1992. "Bulletin de santé des modèles macro-économétriques," Revue Économique, Programme National Persée, vol. 43(4), pages 565-576.
    1496. Begum, Rawshan Ara & Sohag, Kazi & Abdullah, Sharifah Mastura Syed & Jaafar, Mokhtar, 2015. "CO2 emissions, energy consumption, economic and population growth in Malaysia," Renewable and Sustainable Energy Reviews, Elsevier, vol. 41(C), pages 594-601.
    1497. Chatrath, Arjun & Adrangi, Bahram & Dhanda, Kanwalroop Kathy, 2002. "Are commodity prices chaotic?," Agricultural Economics, Blackwell, vol. 27(2), pages 123-137, August.
    1498. Pedro Garcia Duarte, 2016. "From Real Business Cycle And New Keynesian To Dsge Macroeconomics: Facts And Models In The Emergence Of A Consensus," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 009, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    1499. Nuno Ferreira & Rui Menezes & Sónia Bentes, 2014. "Cointegration and Structural Breaks in the EU Sovereign Debt Crisis," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 4(1), pages 680-680.
    1500. David Hendry & Michael P. Clements, 2010. "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers 484, University of Oxford, Department of Economics.
    1501. A.C. Arize, 1997. "Foreign trade and exchange‐rate risk in the G‐7 countries: Cointegration and error‐correction models," Review of Financial Economics, John Wiley & Sons, vol. 6(1), pages 95-112.
    1502. Magda Kandil, 1997. "What differentiates industrial business cycles? A cross-country investigation," Applied Economics, Taylor & Francis Journals, vol. 29(2), pages 197-212.
    1503. Malik, Farooq & Nasereddin, Mahdi, 2006. "Forecasting output using oil prices: A cascaded artificial neural network approach," Journal of Economics and Business, Elsevier, vol. 58(2), pages 168-180.
    1504. Caravaggio, Nicola, 2020. "A global empirical re-assessment of the Environmental Kuznets curve for deforestation," Forest Policy and Economics, Elsevier, vol. 119(C).
    1505. Monge, Manuel & Poza, Carlos & Borgia, Sofía, 2022. "A proposal of a suspicion of tax fraud indicator based on Google trends to foresee Spanish tax revenues," International Economics, Elsevier, vol. 169(C), pages 1-12.
    1506. Thierry Aimar & Francis Bismans & Claude Diebolt, 2010. "Le cycle économique : une synthèse," Working Papers 10-04, Association Française de Cliométrie (AFC).
    1507. Laura Mayoral, 2005. "Further evidence on the statistical properties of real GNP," Economics Working Papers 955, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2006.
    1508. Charley Xia and William Griffiths, 2012. "Bayesian Unit Root Testing: The Effect Of Choice Of Prior On Test Outcomes," Department of Economics - Working Papers Series 1152, The University of Melbourne.
    1509. Jean-François Goux, 2010. "Une approche déterministe du taux de change euro-dollar," Économie et Prévision, Programme National Persée, vol. 195(4), pages 35-51.
    1510. Ajluni, Jarir, 2005. "Monetary Policy Shocks in a Small Open Economy: Assessing the 'Puzzles' of Monetary Policy by SVAR," MPRA Paper 22880, University Library of Munich, Germany.
    1511. Tsangyao Chang & WentRong Liu & Michael Thompson, 2002. "The Viability of Fiscal Policy in South Korea, Taiwan, and Thailand," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0209, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
    1512. Salah Abosedra & Chor Foon Tang, 2019. "Are exports a reliable source of economic growth in MENA countries? New evidence from the rolling Granger causality method," Empirical Economics, Springer, vol. 56(3), pages 831-841, March.
    1513. William Gavin & Benjamin Keen & Finn Kydland, 2015. "Monetary Policy, the Tax Code, and the Real Effects of Energy Shocks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 694-707, July.
    1514. Wulfrano Gómez & Leovardo Mata & Montserrat Reyna, 2013. "Hodrick-Prescott Filter: An Extreme-Sport Testing," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 7(1), pages 1-13.
    1515. Bennett T. McCallum, 1988. "Real Business Cycle Models," NBER Working Papers 2480, National Bureau of Economic Research, Inc.
    1516. Nurgun Topalli & İbrahim Dogan, 2016. "The structure and sustainability of current account deficit: Turkish evidence from regime switching," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(4), pages 570-589, June.
    1517. Suwareh Darbo & Amandine Nakumuryango, 2018. "Working Paper 305 - Inflation Dynamics In Post-Secession Sudan," Working Paper Series 2432, African Development Bank.
    1518. HARA, Naoko & YAMAMOTO, Yohei, 2024. "Testing and Quantifying Economic Resilience," Discussion paper series HIAS-E-142, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    1519. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2008. "Are oil shocks permanent or temporary? Panel data evidence from crude oil and NGL production in 60 countries," Energy Economics, Elsevier, vol. 30(3), pages 919-936, May.
    1520. Bennett T. McCallum, 1986. "On "Real" and "Sticky-Price" Theories of the Business Cycle," NBER Working Papers 1933, National Bureau of Economic Research, Inc.
    1521. Bee Wah Tan & Chor Foon Tang, 2016. "Examining the Causal Linkages among Domestic Investment, FDI, Trade, Interest Rate and Economic Growth in ASEAN-5 Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 214-220.
    1522. Patricia Aranda-Cuéllar & José María López-Morales & María Jesús Such-Devesa, 2021. "Winter tourism dependence: A cyclical and cointegration analysis. Case study for the Alps," Tourism Economics, , vol. 27(7), pages 1540-1560, November.
    1523. van Giersbergen, Noud P. A. & Kiviet, Jan F., 2002. "How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach," Journal of Econometrics, Elsevier, vol. 108(1), pages 133-156, May.
    1524. Antonio Núñez, 2008. "Estimating the Functional Form of Road Traffic Maturity," Networks and Spatial Economics, Springer, vol. 8(2), pages 257-271, September.
    1525. Mark A. Wynne & Ren Zhang, 2018. "Measuring The World Natural Rate Of Interest," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 530-544, January.
    1526. Rzigui, Lotfi, 2005. "External shocks and economic fluctuations: evidence from Tunisia," MPRA Paper 630, University Library of Munich, Germany, revised Dec 2005.
    1527. James Payne & Bradley Ewing & Erik George, 1999. "Time series dynamics of US State unemployment rates," Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1503-1510.
    1528. Nasir, Muhammad Ali & Morgan, Jamie, 2023. "Paradox of stationarity? A policy target dilemma for policymakers," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 142-145.
    1529. Diakosavvas, Dimitris, 1995. "How integrated are world beef markets? The case of Australian and U.S. beef markets," Agricultural Economics, Blackwell, vol. 12(1), pages 37-53, April.
    1530. António Afonso & Peter Claeys, 2006. "The dynamic behaviour of budget components and output – the cases of France, Germany, Portugal, and Spain," Working Papers Department of Economics 2006/26, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    1531. Hildegart Ahumada & María Lorena Garegnani, 2000. "Assesing HP Filter Performance for Argentina and U.S. Macro Aggregates," Journal of Applied Economics, Universidad del CEMA, vol. 3, pages 257-284, November.
    1532. Luis Gil-Alana & Trilochan Tripathy, 2014. "Mean Reversion in Agricultural Commodity Prices in India," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(4), pages 385-398, November.
    1533. Xu, Ke-Li, 2016. "Multivariate trend function testing with mixed stationary and integrated disturbances," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 38-57.
    1534. Giovanni Bonaccolto & Massimiliano Caporin, 2016. "The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective," JRFM, MDPI, vol. 9(3), pages 1-25, July.
    1535. W.D. Chen, 2016. "Detecting multiple factors in panel data: an application on the growth of local regions in China," Applied Economics, Taylor & Francis Journals, vol. 48(37), pages 3558-3568, August.
    1536. Raymond Batina, 1998. "On the Long Run Effects of Public Capital and Disaggregated Public Capital on Aggregate Output," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 5(3), pages 263-281, July.
    1537. Juan-Carlos Candeal & Antonio Montañés & Irene Olloqui, 2003. "Spurious Zipf's Law," ERSA conference papers ersa03p67, European Regional Science Association.
    1538. E.A. Selvanathan, 1989. "An Assessment of the ERC Gold Price Forecasts," Economics Discussion / Working Papers 89-30, The University of Western Australia, Department of Economics.
    1539. Nela Vlahinic & Pavle Jakovac, 2014. "Revisiting the Energy Consumption-Growth Nexus for Croatia: New Evidence from a Multivariate Framework Analysis," Contemporary Economics, Vizja University, vol. 8(4), December.
    1540. Saffet AKDAĞ & Ali DERAN & Ömer İSKENDEROĞLU, 2020. "Is PMI a Leading Indicator: Case of TurkeyAbstract: In this study, the causal relationships of the Purchasing Managers Index (PMI) with various financial factors are examined. As a result of the analysis, it is determined that the change in the Istan," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
    1541. Diego Romero‐Ávila, 2007. "Unit roots and persistence in the nominal interest rate: a confirmatory analysis applied to the OECD," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(3), pages 980-1007, August.
    1542. Fatás, Antonio & Summers, Lawrence H., 2018. "The permanent effects of fiscal consolidations," Journal of International Economics, Elsevier, vol. 112(C), pages 238-250.
    1543. Koi Nyen Wong & Tuck Cheong & Dietrich K. Fausten, 2007. "Foreign Direct Investment And Services Trade: Evidence From Malaysia And Singapore," Monash Economics Working Papers 30-07, Monash University, Department of Economics.
    1544. Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
    1545. Strauß Hubert, 2003. "Globalisierung und die Prognose des deutschen Außenhandels / Forecasting Germany’s Exports and Imports in the Era of Globalization," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 223(2), pages 176-203, April.
    1546. Bhar, Ramaprasad & Hamori, Shigeyuki, 2004. "Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework," Economics Letters, Elsevier, vol. 82(2), pages 157-165, February.
    1547. Howard, Joshua C. & Cakan, Esin & Upadhyaya, Kamal P., 2016. "Climate Change And Its Impact On Wheat Production In Kansas," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 4(2), pages 1-10, April.
    1548. Movshuk, Oleksandr, 2003. "Does the choice of detrending method matter in demand analysis?," Japan and the World Economy, Elsevier, vol. 15(3), pages 341-359, August.
    1549. Joonhyuk Song, 2009. "An Empirical Evaluation of Fiscal Sustainability Near and Far," Korean Economic Review, Korean Economic Association, vol. 25, pages 133-164.
    1550. Haider Hassan Itoo & Mohammad Asif & Nazim Ali & Md Abusaad, 2024. "Wagner’s law revisited: investigating the asymmetric relationship between national income and public expenditure in India," SN Business & Economics, Springer, vol. 4(10), pages 1-20, October.
    1551. Gary S. Shea, 1985. "Long memory models of interest rates, the term structure, and variance bounds tests," International Finance Discussion Papers 258, Board of Governors of the Federal Reserve System (U.S.).
    1552. Luo, Dong & Zhang, Wenting, 2014. "A comparison of Markov model-based methods for predicting the ecosystem service value of land use in Wuhan, central China," Ecosystem Services, Elsevier, vol. 7(C), pages 57-65.
    1553. H.D. Vinod, 2016. "New bootstrap inference for spurious regression problems," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(2), pages 317-335, February.
    1554. Vicente German-Soto & Luis Gutiérrez Flores, 2010. "Time Series Tests of Structural Change among Innovation and Trade Liberalization in Mexico," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 1(3), pages 219-237, September.
    1555. Culver, Sarah E. & Papell, David H., 1995. "Real exchange rates under the gold standard: can they be explained by the trend break model?," Journal of International Money and Finance, Elsevier, vol. 14(4), pages 539-548, August.
    1556. Hari S. Luitel & Gerry J. Mahar, 2016. "Algebra of Integrated Time Series: Evidence from Unit Root Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(2), pages 199-209, May.
    1557. Eleftherios J. Thalassinos & Evagelos D. Politis, 2011. "International Stock Markets: A Co-integration Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 113-130.
    1558. Nsenga, Dieu & Nach, Mirada & Khobai, Hlalefang & Moyo, Clement & Phiri, Andrew, 2018. "Is it the natural rate or hysteresis hypothesis for unemployment rates in Newly Industrialized Economies?," MPRA Paper 86274, University Library of Munich, Germany.
    1559. Oleg Obrezkov, 2007. "Long range dependence and the purchasing power parity (in Russian)," Quantile, Quantile, issue 2, pages 131-140, March.
    1560. VAN BELLEGEM, Sébastien, 2011. "Locally stationary volatility modelling," LIDAM Discussion Papers CORE 2011041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    1561. Rajiv Mallick & Oskar Ragnar Harmon, 1994. "Portfolio Analysis and Vertical Equity: a New York Application," Public Finance Review, , vol. 22(4), pages 418-438, October.
    1562. Monge, Manuel, 2024. "A Time Trend and Persistence Analysis of Sunflower Oil and Olive Oil Prices in the Context of the Russia-Ukraine War," Research on World Agricultural Economy, Nan Yang Academy of Sciences Pte Ltd (NASS), vol. 5(3), September.
    1563. Guido Ascari & Louis Phaneuf & Eric Sims, 2015. "On the Welfare and Cyclical Implications of Moderate Trend Inflation," Economics Series Working Papers 763, University of Oxford, Department of Economics.
    1564. Philip A. Shively, 2001. "Trend-stationary GNP: evidence from a new exact pointwise most powerful invariant unit root test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 537-551.
    1565. Haiqi Li Author-Name-First: Haiqi & Jing Zhang & Chaowen Zheng, 2023. "Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression," Economics Discussion Papers em-dp2023-07, Department of Economics, University of Reading.
    1566. Manuel Monge, 2024. "Trends and persistence in global olive oil prices after COVID-19," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 23(5), pages 481-488, October.
    1567. Lekha S. Chakraborty, 2012. "Interest Rate Determination in India: Empirical Evidence on Fiscal Deficit--Interest Rate Linkages and Financial Crowding Out," Economics Working Paper Archive wp_744, Levy Economics Institute.
    1568. Jesús Fernández-Villaverde, 2008. "Horizons of Understanding: A Review of Ray Fair's Estimating How the Macroeconomy Works," Journal of Economic Literature, American Economic Association, vol. 46(3), pages 685-703, September.
    1569. Ansari, S. A. & Khan, W., 2018. "Relevance of Declining Agriculture in Economic Development of South Asian Countries: An Empirical Analysis," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 10(2).
    1570. Phillips, Robert F., 1996. "Forecasting in the presence of large shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1581-1608.
    1571. Carlos Borondo, 1994. "La rigidez nominal de los precios de la Nueva Economía Keynesiana: una panorámica," Investigaciones Economicas, Fundación SEPI, vol. 18(2), pages 245-288, May.
    1572. Miguel Ramirez & Aalok Pandey, 2012. "Why does the Cost of Credit Intermediation Increase for Small Firms Relative to Large Firms during Recessions? A Conceptual and Empirical Analysis," Working Papers 1205, Trinity College, Department of Economics.
    1573. Carl E. Walsh, 1987. "The Impact of Monetary Targeting in the United States: 1976-1984," NBER Working Papers 2384, National Bureau of Economic Research, Inc.
    1574. Ambrose, Brent W. & Coulson, N. Edward & Yoshida, Jiro, 2017. "Inflation Rates Are Very Different When Housing Rents Are Accurately Measured," HIT-REFINED Working Paper Series 71, Institute of Economic Research, Hitotsubashi University.
    1575. Holanda Oliveira, Lucio Hellery & Carrasco Gutierrez, Carlos Enrique, 2015. "The Dynamics of the Brazilian Current Account with Rule of Thumb Consumers," MPRA Paper 66079, University Library of Munich, Germany.
    1576. Daichi Shirai, 2014. "A note on hump-shaped output in the RBC model," CIGS Working Paper Series 14-009E, The Canon Institute for Global Studies.
    1577. Ramazan Sari & Ugur Soytas, 2006. "Income and Education in Turkey: A Multivariate Analysis," Education Economics, Taylor & Francis Journals, vol. 14(2), pages 181-196.
    1578. Chowdhury, Khorshed, 2007. "Are The Real Exchange Rate Indices of Australia Non-Stationary in the Presence of Structural Break?," Economics Working Papers wp07-05, School of Economics, University of Wollongong, NSW, Australia.
    1579. Victor Ukpolo, 1997. "Wage Growth and Inflation in the United States: Further Evidence from Johansen's Cointegration Approach," The American Economist, Sage Publications, vol. 41(1), pages 53-58, March.
    1580. Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2023. "When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 236(2).
    1581. Godfrey Madigu & Luis A. Gil‐Alana, 2021. "What do productivity indices tell us? A case study of U.S. industries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 4946-4978, October.
    1582. Ajayi, Richard A. & Friedman, Joseph & Mehdian, Seyed M., 1998. "On the relationship between stock returns and exchange rates: Tests of granger causality," Global Finance Journal, Elsevier, vol. 9(2), pages 241-251.
    1583. René Lalonde & Jennifer Page & Pierre St-Amant, 1998. "Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne," Staff Working Papers 98-21, Bank of Canada.
    1584. Charles A. Fleischman & Joshua H. Gallin, 2001. "Employment persistence," Finance and Economics Discussion Series 2001-25, Board of Governors of the Federal Reserve System (U.S.).
    1585. Manfred Esquivel Monge & Mario Alfredo Rojas Sánchez, 2008. "Estimación del producto potencial para Costa Rica: período 1991-2006," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 2, pages 13-68, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    1586. Zaffaroni, Paolo, 2004. "Contemporaneous aggregation of linear dynamic models in large economies," Journal of Econometrics, Elsevier, vol. 120(1), pages 75-102, May.
    1587. Hong Rim & Robert Setaputra, 2020. "Equity Market Integration And Diversification: Evidence From Emerging And Developed Countries," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 14(2), pages 51-59.
    1588. Bennett T. McCallum, 1993. "Macroeconomics After Two Decades of Rational Expectations," NBER Working Papers 4367, National Bureau of Economic Research, Inc.
    1589. Phong B. Dao, 2021. "A CUSUM-Based Approach for Condition Monitoring and Fault Diagnosis of Wind Turbines," Energies, MDPI, vol. 14(11), pages 1-19, June.
    1590. Andrew T. Levin & Jeremy M. Piger, 2003. "Is inflation persistence intrinsic in industrial economies?," Working Papers 2002-023, Federal Reserve Bank of St. Louis.
    1591. Tsangyao Chang, 2011. "Is Per Capita Real GDP Stationary? An Empirical Note for 16 Transition Countries," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 10(1), pages 81-86, April.
    1592. Guerrero, Carlos, 2010. "Ciclos económicos y multiplicadores del gasto en Estados Unidos y México 1950-2003," EGAP Working Papers 2010-03, Tecnológico de Monterrey, Campus Ciudad de México.
    1593. Yu-Lieh Huang & Chao-Hsi Huang, 2007. "The persistence of Taiwan's output fluctuations: an empirical study using innovation regime-switching model," Applied Economics, Taylor & Francis Journals, vol. 39(20), pages 2673-2679.
    1594. Osborn, Denise R. & Heravi, Saeed & Birchenhall, C. R., 1999. "Seasonal unit roots and forecasts of two-digit European industrial production," International Journal of Forecasting, Elsevier, vol. 15(1), pages 27-47, February.
    1595. Tahir Mukhtar, 2010. "Does Trade Openness Reduce Inflation? Empirical Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 15(2), pages 35-50, Jul-Dec.
    1596. Jean-François Goux & Thomas Rusuhuzwa Kigabo, 2007. "Rupture structurelle et demande de monnaie au Rwanda," Working Papers 0727, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon.
    1597. Agnieszka Leszczynska & Katarzyna Hertel, 2013. "Inflation persistence – a disaggregated approach," EcoMod2013 5692, EcoMod.
    1598. Aluwani Tagwi, 2022. "The Impacts of Climate Change, Carbon Dioxide Emissions (CO 2 ) and Renewable Energy Consumption on Agricultural Economic Growth in South Africa: ARDL Approach," Sustainability, MDPI, vol. 14(24), pages 1-25, December.
    1599. Galip Altinay, 2004. "On measuring average growth rate," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 637-644.
    1600. George Kapetanios, 2005. "Unit‐root testing against the alternative hypothesis of up to m structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 123-133, January.
    1601. Kimbugwe, David Brian & Banerjee, Swagata (Ban) & Gyawali, Buddhi Raj, 2010. "Testing the Export-Base Theory in Alabama: An Ongoing Case Study," 2010 Annual Meeting, February 6-9, 2010, Orlando, Florida 56599, Southern Agricultural Economics Association.
    1602. Michael Beenstock, 1997. "Business Sector Production in the Short and Long Run in Israel," Journal of Productivity Analysis, Springer, vol. 8(1), pages 53-69, March.
    1603. Grégory Donnat, 2025. "Real Exchange Rate and External Public Debt in Emerging and Developing Countries," GREDEG Working Papers 2025-15, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    1604. David Vera, 2009. "How robust is the Fed reaction function to changes in the output-gap specification?," Applied Economics, Taylor & Francis Journals, vol. 43(9), pages 1059-1065.
    1605. Carl S Bonham & Richard H Cohen, 2000. "To Aggregate, Pool, or Neither: Testing the Rational Expectations Hypothesis Using Survey Data," Working Papers 200003, University of Hawaii at Manoa, Department of Economics.
    1606. Tiago Sequeira & Marcelo Santos, 2018. "Education and Energy Intensity: Simple Economic Modelling and Preliminary Empirical Results," Sustainability, MDPI, vol. 10(8), pages 1-17, July.
    1607. Joachim Scheide, 1989. "On Real and Monetary Causes for Business Cycles in West Germany," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 125(IV), pages 583-595, December.
    1608. Tsong Ching-Chuan & Lee Cheng-Feng & Tsai Li Ju, 2019. "A parametric stationarity test with smooth breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(2), pages 1-14, April.
    1609. Francisco F. R. Ramos, 1996. "VAR Priors: Success or lack of a decent macroeconomic theory?," Econometrics 9601002, University Library of Munich, Germany.
    1610. Matthew Gibbons & Les Oxley, 2017. "The Relationship of Patenting Applications and Expenditure with Output and Real GDP in Nineteenth Century Colonial New Zealand," Working Papers in Economics 17/05, University of Waikato.
    1611. Sinha, Dipendra, 2002. "Saving-investment relationships for Japan and other Asian countries," Japan and the World Economy, Elsevier, vol. 14(1), pages 1-23, January.
    1612. Russo, Emanuele & Foster-McGregor, Neil & Verspagen, Bart, 2019. "Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series," MERIT Working Papers 2019-026, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    1613. Vougas, Dimitrios V., 2008. "Unit root testing based on BLUS residuals," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1943-1947, September.
    1614. Filip Abraham & Hilde Leliaert, 1991. "Foreign dependence of individual stock prices: The role of aggregate product market developments," Open Economies Review, Springer, vol. 2(1), pages 1-26, February.
    1615. Franco Bevilacqua & Adriaan van Zon, 2002. "Random Walks and Non-Linear Paths in Macroeconomic Time Series: Some Evidence and Implications," Working Papers geewp22, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness.
    1616. Banerjee, Anurag N. & Basu, Parantap, 1998. "A Re-Examination Of Excess Sensitivity Puzzle When Consumers Forecast The Income Process," PRG Working Papers 31876, Katholieke Universiteit Leuven, LICOS - Centre for Institutions and Economic Performance.
    1617. Sergei Aivazian & Aleksandr Bereznyatsky & Boris Brodsky, 2017. "Macroeconomic modeling of the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 47, pages 5-27.
    1618. Danish, & Ulucak, Recep, 2021. "Renewable energy, technological innovation and the environment: A novel dynamic auto-regressive distributive lag simulation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 150(C).
    1619. Ali, Amjad & Bibi, Chan, 2016. "Determinants of Social Progress and its Scenarios under the role of Macroeconomic Instability: Empirics from Pakistan," MPRA Paper 72920, University Library of Munich, Germany.
    1620. 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 Business School.
    1621. Steven L. Green & Herschel I. Grossman, 1986. "The Illusion of Stabilization Policy?," NBER Working Papers 1889, National Bureau of Economic Research, Inc.
    1622. Lee, Jim, 1996. "Testing for a unit root in time series with trend breaks," Journal of Macroeconomics, Elsevier, vol. 18(3), pages 503-519.
    1623. Anindya Biswas, 2014. "The output gap and expected security returns," Review of Financial Economics, John Wiley & Sons, vol. 23(3), pages 131-140, September.
    1624. Morana, Claudio, 2024. "A new macro-financial condition index for the euro area," Econometrics and Statistics, Elsevier, vol. 29(C), pages 64-87.
    1625. Lilian Carol Bohórquez Olarte & Jesús María Godoy Bejarano & Diego Fernando Téllez Falla, 2009. "Los ciclos del empleo regional en Colombia: dependencia interregional 2001-2006," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 27(58), pages 16-55, August.
    1626. Arnold, Ivo J. M., 1996. "Stochastic trends in the long-run behavior of velocity: A new test of the institutional hypothesis," Journal of Policy Modeling, Elsevier, vol. 18(6), pages 623-641, December.
    1627. T. Chang & W. Fang & W. Liu & Thompson Henry, 2000. "Exports, Imports and Income in Taiwan: An Examination of the Export Led Growth Hypothesis," International Economic Journal, Taylor & Francis Journals, vol. 14(2), pages 151-160.
    1628. Byung Min Soon & Wonseong Kim, 2023. "The impact of African swine fever news sentiment on the Korean meat market," PLOS ONE, Public Library of Science, vol. 18(6), pages 1-15, June.
    1629. Gudmundsson, S.V. & Cattaneo, M. & Redondi, R., 2021. "Forecasting temporal world recovery in air transport markets in the presence of large economic shocks: The case of COVID-19," Journal of Air Transport Management, Elsevier, vol. 91(C).
    1630. Erotokritos Varelas & Ulrich Woitek, 1995. "Is the Greek Economy Periodic?: a Multivariate Description of the Business Cycle Stylized Facts," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 64(1), pages 114-124.
    1631. Ioan-Radu PETRARIU & Lucian Constantin VÎLCU & Iulian Cornel LOLEA & Liana VLADU, 2020. "Fiscal sustainability in Romania," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(625), W), pages 357-368, Winter.
    1632. Emrah Çevik & Erdal Atukeren & Turhan Korkmaz, 2013. "Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests," Empirical Economics, Springer, vol. 45(2), pages 675-695, October.
    1633. Petar Sorić & Ivana Lolić & Marina Matošec, 2023. "The persistence of economic sentiment: a trip down memory lane," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 371-395, April.
    1634. Michael D. Bordo & Eugene N. White, 1990. "British and French Finance During the Napoleonic Wars," NBER Working Papers 3517, National Bureau of Economic Research, Inc.
    1635. Lex Borghans, 2000. "Wage Elasticities of the Supply of R & D Workers in the Netherlands," Econometric Society World Congress 2000 Contributed Papers 1175, Econometric Society.
    1636. Huang, Yu-Lieh & Huang, Chao-Hsi, 2015. "Uncertain Effects Of Shocks Vs. Uncertain Unit Root: An Alternative View Of U.S. Real Gdp," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 56(1), pages 117-134, June.
    1637. Cao, Guohua & Wu, Lijuan, 2016. "Support vector regression with fruit fly optimization algorithm for seasonal electricity consumption forecasting," Energy, Elsevier, vol. 115(P1), pages 734-745.
    1638. Emanuela Marrocu, 2006. "An Investigation of the Effects of Data Transformation on Nonlinearity," Empirical Economics, Springer, vol. 31(4), pages 801-820, November.
    1639. Naci H. Mocan, 1989. "Business Cycles and Fertility Dynamics in the U.S.: A Vector-Autoregressive Model," NBER Working Papers 3177, National Bureau of Economic Research, Inc.
    1640. Marlon Fritz & Thomas Gries & Yuanhua Feng, 2016. "Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics -," Working Papers CIE 96, Paderborn University, CIE Center for International Economics.
    1641. Tim Willems, 2009. "Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach," Tinbergen Institute Discussion Papers 09-074/2, Tinbergen Institute, revised 26 Mar 2010.
    1642. Stephen Murchison & Pierre Siklos, 1999. "A suggestion for a simple cross-country empirical proxy for trend unemployment," Applied Economics Letters, Taylor & Francis Journals, vol. 6(7), pages 447-451.
    1643. Serletis, Apostolos & Herbert, John, 1999. "The message in North American energy prices," Energy Economics, Elsevier, vol. 21(5), pages 471-483, October.
    1644. Jae H. Kim & In Choi, 2017. "Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels," Econometrics, MDPI, vol. 5(3), pages 1-23, September.
    1645. James Vercammen, 2024. "A random walk for agricultural total factor productivity," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 72(3), pages 213-233, September.
    1646. Lücke Bernd, 2005. "Is Germany's GDP Trend-Stationary? A Measurement-With-Theory Approach / Ist das deutsche BIP trendstationär: Ein Measurement-With-Theory Ansatz," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(1), pages 60-76, February.
    1647. Joseph Phiri & Karel Malec & Alpo Kapuka & Mansoor Maitah & Seth Nana Kwame Appiah-Kubi & Zdeňka Gebeltová & Mwila Bowa & Kamil Maitah, 2021. "Impact of Agriculture and Energy on CO 2 Emissions in Zambia," Energies, MDPI, vol. 14(24), pages 1-13, December.
    1648. Gerald A. Carlino & Keith Sill, 1996. "Common trends and common cycles in regional per capita incomes," Working Papers 96-13, Federal Reserve Bank of Philadelphia.
    1649. SBIA, Rashid & Al Rousan, Sahel, 2015. "Does Financial Development Induce Economic Growth in UAE? The Role of Foreign Direct Investment and Capitalization," MPRA Paper 64599, University Library of Munich, Germany.
    1650. Filippo Altissimo & Giovanni Luca VIolante, 1998. "Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment," Temi di discussione (Economic working papers) 338, Bank of Italy, Economic Research and International Relations Area.
    1651. Ladi R. Bala-Keffi & Donald G. Mbaka & Nuruddeen Usman, 2020. "Alternative Core Inflation Measures in Nigeria: An Examination," Applied Economics and Finance, Redfame publishing, vol. 7(4), pages 112-120, July.
    1652. M. Matilla-Garcia & P. Perez & B. Sanz, 2006. "Testing for parameter stability: the Spanish consumption function," Applied Economics Letters, Taylor & Francis Journals, vol. 13(7), pages 445-448.
    1653. Claude Diebolt & Olivier Darné, 2005. "Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis," Working Papers 05-06, Association Française de Cliométrie (AFC).
    1654. Mustafa R. K{i}l{i}nc{c} & Michael Massmann, 2024. "The modified conditional sum-of-squares estimator for fractionally integrated models," Papers 2404.12882, arXiv.org, revised Mar 2026.
    1655. Antonio García Ferrer & Juan del Hoyo Bernat & Peter C. Young & Alfonso Novales Cinca, 1993. "Further evidence on forecasting international GNP growth rates using unobserved components transfer function models," Documentos de Trabajo del ICAE 9312, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    1656. Hyeongwoo Kim & Jisoo Son, 2023. "Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors," Auburn Economics Working Paper Series auwp2023-02, Department of Economics, Auburn University.
    1657. Kenneth Carlaw & Richard Lipsey, 2012. "Does history matter?: Empirical analysis of evolutionary versus stationary equilibrium views of the economy," Journal of Evolutionary Economics, Springer, vol. 22(4), pages 735-766, September.
    1658. Elena Sinelnikova-Muryleva, 2011. "Innovations in the sphere of payments and the money demand in Russia," Research Paper Series, Gaidar Institute for Economic Policy, issue 157P.
    1659. Thomson, Mary E. & Onkal-Atay, Dilek & Pollock, Andrew C. & Macaulay, Alex, 2003. "The influence of trend strength on directional probabilistic currency predictions," International Journal of Forecasting, Elsevier, vol. 19(2), pages 241-256.
    1660. Courtenay C. Stone & Daniel L. Thornton, 1987. "Solving the 1980s' velocity puzzle: a progress report," Review, Federal Reserve Bank of St. Louis, issue Aug, pages 5-23.
    1661. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale, 2015. "African Growth, Non-Linearities and Strong Dependence: An Empirical Study," NCID Working Papers 12/2015, Navarra Center for International Development, University of Navarra.
    1662. Purba Roy Choudhury & Biswajit Chatterjee, 2017. "Growth in India’s Service Sector: Implications of Structural Breaks," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(1), pages 75-99, March.
    1663. Akdeniz, Levent & Salih, Aslıhan Altay & Ok, Süleyman Tuluğ, 2007. "Are stock prices too volatile to be justified by the dividend discount model?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 433-444.
    1664. Jacky Fayolle & Alexandre Mathis, 1993. "Tendances et cycles stylisés dans les pays du G7 - Une approche stochastique," Revue de l'OFCE, Programme National Persée, vol. 47(1), pages 201-233.
    1665. Gallet, Craig A. & List, John A., 2001. "Market share instability: an application of unit root tests to the cigarette industry," Journal of Economics and Business, Elsevier, vol. 53(5), pages 473-480.
    1666. John S. Irons, "undated". "Assessing the Stability of Aggregate Productivity Growth in the United States: 1889-1989," Home Pages _001, Massachussets Institute of Technology, Economics.
    1667. Sabine Stephan, 2002. "German Exports to the Euro Area," Discussion Papers of DIW Berlin 286, DIW Berlin, German Institute for Economic Research.
    1668. Hayashi, Naotsugu, 2005. "Structural changes and unit roots in Japan's macroeconomic time series: is real business cycle theory supported?," Japan and the World Economy, Elsevier, vol. 17(2), pages 239-259, April.
    1669. Cara S. Lown & John H. Wood, 2003. "The determination of commercial bank reserve requirements," Review of Financial Economics, John Wiley & Sons, vol. 12(1), pages 83-98.
    1670. González-Val, Rafael & Marcén, Miriam, 2012. "Breaks in the breaks: An analysis of divorce rates in Europe," International Review of Law and Economics, Elsevier, vol. 32(2), pages 242-255.
    1671. Kitov, Ivan, 2012. "Why price inflation in developed countries is systematically underestimated," MPRA Paper 39059, University Library of Munich, Germany.
    1672. Olivier Darné & Amélie Charles, 2009. "Large shocks in U.S. macroeconomic time series: 1860–1988," Working Papers hal-00422502, HAL.
    1673. Lu, Yang-Cheng & Chang, Tsangyao & Hung, Ken & Liu, Wen-Chi, 2010. "Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2019-2025.
    1674. Melina Dritsaki & Chaido Dritsaki, 2022. "Comparison of HP Filter and the Hamilton’s Regression," Mathematics, MDPI, vol. 10(8), pages 1-18, April.
    1675. Kosei Fukuda, 2006. "Age–period–cohort decomposition of aggregate data: an application to US and Japanese household saving rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 981-998, November.
    1676. Bruno Feunou & Jean-Sébastien Fontaine, 2021. "Debt-Secular Economic Changes and Bond Yields," Staff Working Papers 21-14, Bank of Canada.
    1677. Sekhar M. Amba & Binh H. Nguyen, 2019. "Exchange Rate And Equity Price Relationship: Empirical Evidence From Mexican And Canadian Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 13(2), pages 33-43.
    1678. Chen, Shyh-Wei & Hsu, Chi-Sheng, 2016. "Threshold, smooth transition and mean reversion in inflation: New evidence from European countries," Economic Modelling, Elsevier, vol. 53(C), pages 23-36.
    1679. Krahé, Max, 2023. "Understanding Italy's stagnation," Papers 277913, Dezernat Zukunft - Institute for Macrofinance, Berlin.
    1680. Renelt, David, 1991. "Economic growth : a review of the theoretical and empirical literature," Policy Research Working Paper Series 678, The World Bank.
    1681. Robert J. Tetlow, 2009. "Commentary on The challenges of estimating potential output in real time," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 291-296.
    1682. Salih Gurcan Gulen, 1996. "Is OPEC a Cartel? Evidence from Cointegration and Causality Tests," Boston College Working Papers in Economics 318., Boston College Department of Economics.
    1683. Angelov, Nikolay, 2006. "Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis," Working Paper Series 2006:11, Uppsala University, Department of Economics.
    1684. Shashi Kant Chaudhary, PhD, 2022. "Remittances, Economic Growth and Investment Nexus: Evidence from Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 34(1), pages 1-23, April.
    1685. González-Val, Rafael & Marcén, Miriam, 2010. "Unilateral Divorce vs. Child Custody and Child Support in the U.S," MPRA Paper 24695, University Library of Munich, Germany.
    1686. Hiroaki Hayakawa, 2020. "Consumer behavior in a monetary economy and smoothing of composite consumption," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(1), pages 89-122, March.
    1687. Robin L. Lumsdaine & Eswar S. Prasad, 1997. "Identifying the Common Component in International Economic Fluctuations," NBER Working Papers 5984, National Bureau of Economic Research, Inc.
    1688. Valerie Cerra & Sweta Saxena, 2008. "Business cycle dynamics in a small open economy," Applied Economics Letters, Taylor & Francis Journals, vol. 15(15), pages 1153-1157.
    1689. Brad R. Humphreys & Scott Schuh & Corey J.M. Williams, "undated". "Learning by Doing, Productivity, and Growth: New Evidence on the Link between Micro and Macro Data," Working Papers 24-02, Department of Economics, West Virginia University.
    1690. Catherine Bruneau & Nadia Sghaier, 2014. "Cyclicity in the French Property," Working Papers 2014-47, Department of Research, Ipag Business School.
    1691. Krzysztof Bartosik & Jerzy Mycielski, 2016. "Dynamika płac a długotrwałe bezrobocie w polskiej gospodarce," Bank i Kredyt, Narodowy Bank Polski, vol. 47(5), pages 435-462.
    1692. G. MacDonald & D. Allen & S. Cruickshank, 2002. "Purchasing Power Parity-evidence from a new panel test," Applied Economics, Taylor & Francis Journals, vol. 34(11), pages 1319-1324.
    1693. Silk, Julian I. & Joutz, Frederick L., 1997. "Short and long-run elasticities in US residential electricity demand: a co-integration approach," Energy Economics, Elsevier, vol. 19(4), pages 493-513, October.
    1694. Koon Nam Henry Lee, 2017. "Residential property price-stock price nexus in Hong Kong: new evidence from ARDL bounds test," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 10(2), pages 204-220, April.
    1695. Biolsi, Christopher, 2023. "Do the Hamilton and Beveridge–Nelson filters provide the same information about output gaps? An empirical comparison for practitioners," Journal of Macroeconomics, Elsevier, vol. 75(C).
    1696. Verbeke, Tom & De Clercq, Marc, 2006. "The income-environment relationship: Evidence from a binary response model," Ecological Economics, Elsevier, vol. 59(4), pages 419-428, October.
    1697. A. Moutaabbid, 2024. "Les determinants de la dynamique des salaires en France : approches macro et sectorielles par la courbe de Phillips," Documents de Travail de l'Insee - INSEE Working Papers 2024-20, Institut National de la Statistique et des Etudes Economiques.
    1698. Sam Hak Kan Tang & Nicolaas Groenewold & Charles Ka Yui Leung, 2003. "Institutions, Technical Change and Macroeconomic Volatility, Crises and Growth: A Robust Causation," Economics Discussion / Working Papers 03-21, The University of Western Australia, Department of Economics.
    1699. Gil-Alana Luis A. & Singh Prakarsh, 2014. "Economic Growth and Recovery After Civil Wars," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 20(4), pages 565-574, December.
    1700. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    1701. Luca Attolico, 2025. "Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy," Papers 2512.00399, arXiv.org.
    1702. Pereira, Rodrigo Mendes, 2011. "Current Account Dynamics with Rule of Thumb Consumers," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(2), June.
    1703. Cern Ertur & Antonio Musolesi, 2012. "Spatial autoregressive spillovers vs unobserved common factors models. A panel data analysis of international technology diffusion," INRA UMR CESAER Working Papers 2012/9, INRA UMR CESAER, Centre d'’Economie et Sociologie appliquées à l'’Agriculture et aux Espaces Ruraux.
    1704. Kosei Fukuda, 2008. "A Cohort Analysis Of Us Age–Earnings Profiles," Bulletin of Economic Research, Wiley Blackwell, vol. 60(2), pages 191-207, April.
    1705. Marianne Baxter & Alan C. Stockman, 1988. "Business Cycles and the Exchange Rate System: Some International Evidence," NBER Working Papers 2689, National Bureau of Economic Research, Inc.
    1706. Anupam Das & Syeed Khan, 2016. "Financial Development and Output: A Synthesis of Time Series Cointegration and Causality Tests for Bangladesh," South Asian Journal of Macroeconomics and Public Finance, , vol. 5(2), pages 113-132, December.
    1707. Hurn, Stan & Shi, Shuping & Wang, Ben, 2022. "Housing networks and driving forces," Journal of Banking & Finance, Elsevier, vol. 134(C).
    1708. Giakas, Konstantinos, 2023. "Hysteresis, financial frictions and monetary policy," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    1709. Jean-Philippe Cayen & Simon van Norden, 2002. "La fiabilité des estimations de l'écart de production au Canada," Staff Working Papers 02-10, Bank of Canada.
    1710. Hiremath, Gourishankar S & Bandi, Kamaiah, 2010. "Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test," MPRA Paper 46502, University Library of Munich, Germany.
    1711. Haoran Zhao & Sen Guo & Huiru Zhao, 2018. "A Multi-Stage Intelligent Model for Electricity Price Prediction Based on the Beveridge–Nelson Disintegration Approach," Sustainability, MDPI, vol. 10(5), pages 1-18, May.
    1712. Juan Manuel Julio, 1995. "Choques Grandes/Choques Pequeños: Evidencia del Log IPC e Inflación Colombianos," Borradores de Economia 043, Banco de la Republica de Colombia.
    1713. Sundell, Paul & Denbaly, Mark, 1992. "Modeling Long-Term Government Bond Yields: An Efficient Market Approach," Staff Reports 278623, United States Department of Agriculture, Economic Research Service.
    1714. Jacinto F. Fabiosa, 1999. "Institutional Impact of GATT: An Examination of Market Integration and Efficiency in the World Beef and Wheat Market under the GATT Regime," Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only) 99-wp218, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    1715. Aue, Alexander & Horváth, Lajos & Hušková, Marie, 2012. "Segmenting mean-nonstationary time series via trending regressions," Journal of Econometrics, Elsevier, vol. 168(2), pages 367-381.
    1716. Bakucs, Lajos Zoltan & Ferto, Imre, 2005. "The Influence of Macroeconomic Variables on the Hungarian Agriculture," 2005 Annual meeting, July 24-27, Providence, RI 19232, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    1717. Gulseven Osman, 2014. "Multidimensional Analysis of Monthly Stock Market Returns," Scientific Annals of Economics and Business, Sciendo, vol. 61(2), pages 181-196, December.
    1718. Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Targeting: New Evidence from Fractional Integration and Cointegration," Working papers 2016-08, University of Connecticut, Department of Economics.
    1719. Berenguer Rico, Vanessa & Gonzalo, Jesús, 2011. "Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes," UC3M Working papers. Economics we1115, Universidad Carlos III de Madrid. Departamento de Economía.
    1720. Berenguer-Rico, Vanessa & Gonzalo, Jesús, 2014. "Summability of stochastic processes—A generalization of integration for non-linear processes," Journal of Econometrics, Elsevier, vol. 178(P2), pages 331-341.
    1721. Ogunleye, Eric Kehinde, 2008. "Natural resource abundance in Nigeria: From dependence to development," Resources Policy, Elsevier, vol. 33(3), pages 168-174, September.
    1722. John P. Judd & Bharat Trehan, 1989. "Unemployment-rate dynamics: aggregate-demand and -supply interactions," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 20-37.
    1723. Lee TongHung & Hwang Hoyoung, 2001. "Money, Interest Rate and Foreign Exchange Rate As Indicator Variables Of Monetary Policy," International Economic Journal, Taylor & Francis Journals, vol. 15(2), pages 77-98, June.
    1724. José Angel Roldán Casas & Rafaela Dios-Palomares, 2004. "A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment," Economic Working Papers at Centro de Estudios Andaluces E2004/37, Centro de Estudios Andaluces.
    1725. Matteo Aquilina & Douglas Kiarelly Godoy de Araujo & Gaston Gelos & Taejin Park & Fernando Perez-Cruz, 2025. "Harnessing artificial intelligence for monitoring financial markets," BIS Working Papers 1291, Bank for International Settlements.
    1726. Papageorgiou, Theofanis & Michaelides, Panayotis G. & Milios, John, 2009. "Economic Fluctuations, Cyclical Regularities and Technological Change: The U.S. Food Sector (1958–2006)," MPRA Paper 67115, University Library of Munich, Germany.
    1727. Joao Sousa Andrade & Irina Syssoyeva-Masson, 2016. "Investigating the presence of long memory in debt series and its relation with growth," EcoMod2016 9627, EcoMod.
    1728. Albers, Scott, 2014. "On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings," MPRA Paper 55632, University Library of Munich, Germany.
    1729. Ling Tang & Shuai Wang & Kaijian He & Shouyang Wang, 2015. "A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting," Annals of Operations Research, Springer, vol. 234(1), pages 111-132, November.
    1730. Chaturvedi, Anoop & Kumar, Jitendra, 2005. "Bayesian unit root test for model with maintained trend," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 109-115, September.
    1731. Elbadawi, Ibrahim A. & Schmidt-Hebbel, Klaus, 1991. "Macroeconomic structure and policy in Zimbabwe, analysis and empirical model : 1965-1988," Policy Research Working Paper Series 771, The World Bank.
    1732. Martha Misas & Enrique López, 1998. "El Producto Potencial en Colombia: Una Estimación Bajo VAR Estructural," Borradores de Economia 094, Banco de la Republica de Colombia.
    1733. Nessrine Hamzaoui & Boutheina Regaieg, 2016. "The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1608-1615.
    1734. Boetel, Brenda L. & Liu, Donald J., 2008. "Incorporating Structural Changes in Agricultural and Food Price Analysis: An Application to the U.S. Beef and Pork Sectors," Working Papers 44076, University of Minnesota, The Food Industry Center.
    1735. Yoon & Jae Ho, 2004. "Oil and the G7 business cycle : Friedman's Plucking Markov Switching Approach," Econometric Society 2004 Far Eastern Meetings 773, Econometric Society.
    1736. Wu, Yangru & Zhang, Hua, 1996. "Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(4), pages 604-621, November.
    1737. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working papers 2010-04, University of Connecticut, Department of Economics, revised Dec 2010.
    1738. Franses, Philip Hans & Koop, Gary, 1998. "On the sensitivity of unit root inference to nonlinear data transformations," Economics Letters, Elsevier, vol. 59(1), pages 7-15, April.
    1739. Luis Lorente, 1991. "Políticas monetarias e inflación, Colombia 1951-1989," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
    1740. Gerald A. Carlino & Keith Sill, 1997. "Regional economies: separating trends from cycles," Business Review, Federal Reserve Bank of Philadelphia, issue May, pages 19-31.
    1741. Haftu, Girmay Giday, 2019. "Information communications technology and economic growth in Sub-Saharan Africa: A panel data approach," Telecommunications Policy, Elsevier, vol. 43(1), pages 88-99.
    1742. J. Sa-Aadu & James Shilling & George Wang, 2000. "A Test of Integration and Cointegration of Commercial Mortgage Rates," Journal of Financial Services Research, Springer;Western Finance Association, vol. 18(1), pages 45-61, October.
    1743. Nicolas de Roos & Bill Russell, 1996. "Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles," RBA Research Discussion Papers rdp9607, Reserve Bank of Australia.
    1744. Fisher, Douglas & Serletis, Apostolos, "undated". "Monetary Velocity In The United States: Money Growth And Variability Tests On Quarterly And Monthly Data 1970 - 1985," Department of Economics and Business - Archive 259445, North Carolina State University, Department of Economics.
    1745. Santeramo, Fabio Gaetano & Cioffi, Antonio & Vitale, Cosimo Damiano, 2014. "A Threshold-Var Approach To Assess The Efficacy Of The Eu Import Regime," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 2(01), pages 1-12, January.
    1746. Boris Ivanovich Alekhin, 2021. "Human Capital and Regional Economic Growth in Russia," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 2, pages 57-80.
    1747. David Miles & Jing Yang & Gilberto Marcheggiano, 2011. "Optimal Bank Capital," Discussion Papers 31, Monetary Policy Committee Unit, Bank of England.
    1748. Trajkova-Najdovska Nataša & Radukić Snežana, 2017. "Testing Instability in Growth Patterns in the Course of Transition: Evidence for Balkan Countries," Economic Themes, Sciendo, vol. 55(4), pages 451-463, December.
    1749. Sandra Steindl & Gunther Tichy, 2009. "Cycles and growth: an introduction," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(2), pages 159-164, May.
    1750. Mansor H. Ibrahim, 2007. "Sectoral Effects Of Ringgit Depreciation Shocks," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 32(2), pages 135-156, December.
    1751. Henin Pierre-yves & Jobert Thomas, 1991. "An okun's law approach to unemployment persistence," CEPREMAP Working Papers (Couverture Orange) 9108, CEPREMAP.
    1752. Sakiru Solarin & Emmanuel Anoruo, 2015. "Nonlinearity and the Unit Root Hypothesis for African Per Capita Real GDP," International Economic Journal, Taylor & Francis Journals, vol. 29(4), pages 617-630, December.
    1753. Styliani Christodoulopoulou, 2014. "The effect of currency unions on business cycle correlations: the EMU case," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(2), pages 177-222, May.
    1754. Gavosto, Andrea & Pellegrini, Guido, 1999. "Demand and supply shocks in Italy:: An application to industrial output," European Economic Review, Elsevier, vol. 43(9), pages 1679-1703, October.
    1755. Benos, Nikos & Karagiannis, Stelios, 2013. "Do Cross-Section Dependence and Parameter Heterogeneity Matter? Evidence on Human Capital and Productivity in Greece," MPRA Paper 53326, University Library of Munich, Germany.
    1756. de Groot, E.A. & Segers, R. & Prins, D., 2021. "Disentangling the enigma of multi-structured economic cycles - A new appearance of the golden ratio," Technological Forecasting and Social Change, Elsevier, vol. 169(C).
    1757. Gil-Alana, L. A. & Robinson, P. M., 1997. "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 241-268, October.
    1758. Henry, Olan T. & Shields, Kalvinder, 2004. "Is there a unit root in inflation?," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 481-500, September.
    1759. Tommaso, Proietti & Alessandra, Luati, 2012. "Maximum likelihood estimation of time series models: the Kalman filter and beyond," MPRA Paper 39600, University Library of Munich, Germany.
    1760. Yash P. Mehra, 1990. "Real output and unit labor costs as predictors of inflation," Economic Review, Federal Reserve Bank of Richmond, vol. 76(Jul), pages 31-39.
    1761. Ms. Valerie Cerra & Ms. Sweta Chaman Saxena, 2005. "Eurosclerosis or Financial Collapse: Why Did Swedish Incomes Fall Behind?," IMF Working Papers 2005/029, International Monetary Fund.
    1762. Sung No & Donald Andrews & Ashagre Yigletu, 2007. "Dynamic Analysis of Income and Independence Effect of African American Female Labor Force Participation on Divorce," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(2), pages 159-171, June.
    1763. Junttila, Juha, 2001. "Structural breaks, ARIMA model and Finnish inflation forecasts," International Journal of Forecasting, Elsevier, vol. 17(2), pages 203-230.
    1764. Thomas Lindh & Bo Malmberg, 2009. "European Union economic growth and the age structure of the population," Economic Change and Restructuring, Springer, vol. 42(3), pages 159-187, August.
    1765. Ariño, Miguel A. & Mármol, Francesc, 1998. "A beveridge-nelson decomposition for fractionally integrated time series," DES - Working Papers. Statistics and Econometrics. WS 6262, Universidad Carlos III de Madrid. Departamento de Estadística.
    1766. Markus Eberhardt & Francis Teal, 2011. "Aggregation versus Heterogeneity in Cross-Country Growth Empirics," Discussion Papers 11/08, University of Nottingham, CREDIT.
    1767. Tilemahos Efthimiadis, 2009. "Unemployment persistence, wage indexing and central bank independence," Economics Bulletin, AccessEcon, vol. 29(2), pages 523-529.
    1768. Ana Inés Arbiza, 2018. "¿Es estable la demanda de dinero? Análisis del caso Uruguayo," Documentos de trabajo 2018009, Banco Central del Uruguay.
    1769. Subrata ROY, 2020. "Foreign trade policy and economic growth: Indian evidence," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(624), A), pages 107-126, Autumn.
    1770. Lubrano, Michel, 1995. "Testing for unit roots in a Bayesian framework," Journal of Econometrics, Elsevier, vol. 69(1), pages 81-109, September.
    1771. Manuel Landajo & María José Presno, 2010. "Stationarity testing under nonlinear models. Some asymptotic results," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(5), pages 392-405, September.
    1772. Biru Paksha Paul & Anupam Das, 2012. "Export-led Growth in India and the Role of Liberalisation," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 6(1), pages 1-26, February.
    1773. Olusanya, Oluwakorede, 2020. "Asymmetric Effect of Foreign Direct Investment on Manufacturing Sector Performance in Nigeria," MPRA Paper 113029, University Library of Munich, Germany.
    1774. Ventosa-Santaulària, Daniel, 2008. "Spurious Regression," MPRA Paper 59008, University Library of Munich, Germany.
    1775. Uwe Hassler & Marc-Oliver Pohle, 2019. "Forecasting under Long Memory and Nonstationarity," Papers 1910.08202, arXiv.org.
    1776. Dimitris Christopoulos, 2006. "Does a non-linear mean reverting process characterize real GDP movements?," Empirical Economics, Springer, vol. 31(3), pages 601-611, September.
    1777. Neil R. Ericsson, 1991. "Cointegration, exogeneity, and policy analysis: an overview," International Finance Discussion Papers 415, Board of Governors of the Federal Reserve System (U.S.).
    1778. Nguyen Thi Thanh Binh, 2023. "How to Hedge against Inflation Risk in Vietnam," Economies, MDPI, vol. 11(3), pages 1-12, March.
    1779. Lau, Evan & Baharumshah, Ahmad Zubaidi & Haw, Chan Tze, 2006. "Current account: mean-reverting or random walk behavior?," Japan and the World Economy, Elsevier, vol. 18(1), pages 90-107, January.
    1780. Michaelides, Panayotis G. & Papageorgiou, Theofanis, 2012. "On the transmission of economic fluctuations from the USA to EU-15 (1960–2011)," Journal of Economics and Business, Elsevier, vol. 64(6), pages 427-438.
    1781. Hirokuni Tamura, 2007. "Foundational Value of Statistics Education for Management Curriculum," International Statistical Review, International Statistical Institute, vol. 75(3), pages 397-405, December.
    1782. Witold Witkiewicz, 2002. "The Use of the HP-filter in Constructing Real Estate Cycle Indicators," Journal of Real Estate Research, American Real Estate Society, vol. 23(1/2), pages 65-88.
    1783. Vicente Esteve & Simon Sosvilla-Rivero & Cecilio Tamarit, 2000. "Convergence in fiscal pressure across EU countries," Applied Economics Letters, Taylor & Francis Journals, vol. 7(2), pages 117-123.
    1784. Philip Arestis & Ana Rosa Gonzalez, 2013. "Modeling the Housing Market in OECD Countries," Economics Working Paper Archive wp_764, Levy Economics Institute.
    1785. Walter Wasserfallen & Jean-Marie Gassmann & Andreas Gfeller, 1986. "Die Nachfrage nach Telefongesprächen - Erklärung und Prognose Eine empirische Untersuchung für die Schweiz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 122(II), pages 187-197, June.
    1786. Islas-Camargo, Alejandro & Cortez, Willy W., 2011. "Revisiting Okun's law for Mexico: an analysis of the permanent and transitory components of unemployment and output," MPRA Paper 30026, University Library of Munich, Germany.
    1787. Jinhua Zhao, 2022. "Aggregate emission intensity targets: Applications to the Paris Agreement," Economic Inquiry, Western Economic Association International, vol. 60(4), pages 1875-1897, October.
    1788. S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan, 2008. "Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches," MPRA Paper 9736, University Library of Munich, Germany, revised 20 Jun 2008.
    1789. Patrick Minford & Prakriti Sofat, 2004. "An Open Economy Real Business Cycle Model for the UK," Money Macro and Finance (MMF) Research Group Conference 2004 23, Money Macro and Finance Research Group.
    1790. Robert F. Martin & Teyanna Munyan & Beth Anne Wilson, 2015. "Potential Output and Recessions: Are We Fooling Ourselves?," International Finance Discussion Papers 1145, Board of Governors of the Federal Reserve System (U.S.).
    1791. Yakup Kucukkale, 2002. "An examination of hysteresis hypothesis on natural rate of unemployment in the case of Turkey," Labor and Demography 0211003, University Library of Munich, Germany.
    1792. Eric Zivot & Donald W.K. Andrews, 1990. "Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Cowles Foundation Discussion Papers 944, Cowles Foundation for Research in Economics, Yale University.
    1793. Dulal Chandra Pattak & Farian Tahrim & Mahdi Salehi & Liton Chandra Voumik & Salma Akter & Mohammad Ridwan & Beata Sadowska & Grzegorz Zimon, 2023. "The Driving Factors of Italy’s CO 2 Emissions Based on the STIRPAT Model: ARDL, FMOLS, DOLS, and CCR Approaches," Energies, MDPI, vol. 16(15), pages 1-21, August.
    1794. Enders, Walter & Ludlow, Jorge, 1998. "Estimating Time-Varying ARMA Models Using Fourier Coefficients," ISU General Staff Papers 199810010700001307, Iowa State University, Department of Economics.
    1795. 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, vol. 16(30), pages 271-295, January-J.
    1796. Fuentes-Albero, Cristina, 2007. "Technology Shocks, Statistical Models, and The Great Moderation," MPRA Paper 3589, University Library of Munich, Germany.
    1797. Agustín García & Julián Ramajo, "undated". "Los Efectos De La Política Fiscal Sobre El Consumo Privado: Nueva Evidencia Para El Caso Español," Working Papers 13-02 Classification-JEL , Instituto de Estudios Fiscales.
    1798. Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2016. "Asset prices with non-permanent shocks to consumption," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 152-178.
    1799. Aaron D. Smallwood, 2016. "A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 986-1012, June.
    1800. Sebastian Brauer & Frank Westermann, 2010. "A Note on the Time Series Measure of Conservatism," CESifo Working Paper Series 2968, CESifo.
    1801. Sergei Aivazian & Boris Brodsky, 2006. "Macroeconometric modeling: modern trends, problems, an example of the econometric model of the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 2(2), pages 85-111.
    1802. Apostolos Serletis & Periklis Gogas, 1999. "The North American Natural Gas Liquids Markets are Chaotic," The Energy Journal, , vol. 20(1), pages 83-103, January.
    1803. Li, Xiao-Lin & Tang, D.P. & Chang, Tsangyao, 2014. "CO2 emissions converge in the 50 U.S. states — Sequential panel selection method," Economic Modelling, Elsevier, vol. 40(C), pages 320-333.
    1804. Jomana Amara & David Papell, 2006. "Testing for Purchasing Power Parity using stationary covariates," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 29-39.
    1805. Shrestha, M.B. & Chowdhury, K., 2005. "A Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data: An Application to Quarterly Data of Nepal, 1970-2003," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(2), pages 31-46.
    1806. Dimitri Andrianacos & Ali T. Akarca, 1998. "Long-Run Impact of Tax Rate Changes On Government Receipts," Public Finance Review, , vol. 26(1), pages 80-94, January.
    1807. Peter C.B. Phillips, 1991. "Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum," Cowles Foundation Discussion Papers 986, Cowles Foundation for Research in Economics, Yale University.
    1808. Christos Ioannidis & David A. Peel & Michael J. Peel, 2003. "The Time Series Properties of Financial Ratios: Lev Revisited," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(5‐6), pages 699-714, June.
    1809. Michael A. Thornton & Marcus J. Chambers, 2013. "Temporal aggregation in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 13, pages 289-310, Edward Elgar Publishing.
    1810. Tanganedzani Mudau & Daniel Mokatsanyane, 2025. "Analyzing the impact of macroeconomic variables on agricultural derivatives performance in the SAFEX market," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, vol. 7(1), pages 16-29, June.
    1811. Jang C. Jin & Go En Chang, 2022. "Military technology and the North Korean economy: evidence from time‐series data," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 36(2), pages 106-117, November.
    1812. Lawrence J. Christiano, 1988. "Searching For a Break in GNP," NBER Working Papers 2695, National Bureau of Economic Research, Inc.
    1813. Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Papageorgiou, Theofanis, 2014. "Sector size, technical change and stability in the USA (1957-2006): a Schumpeterian approach," MPRA Paper 90037, University Library of Munich, Germany.
    1814. Chang, Tsangyao & Nieh, Chien-Chung & Yang, Ming Jing & Yang, Tse-Yu, 2006. "Are stock market returns related to the weather effects? Empirical evidence from Taiwan," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 364(C), pages 343-354.
    1815. Juan Manuel Julio R., 1995. "Choques Grandes/Choques Peque�Os: Evidencia Del Log Ipc E Inflaci�N Colombianos," Borradores de Economia 2120, Banco de la Republica.
    1816. Jun‐De Lee & Chien‐Chiang Lee & Chun‐Ping Chang, 2009. "Hysteresis In Unemployment Revisited: Evidence From Panel Lm Unit Root Tests With Heterogeneous Structural Breaks," Bulletin of Economic Research, Wiley Blackwell, vol. 61(4), pages 325-334, October.
    1817. Gilberto A. Libanio, 2004. "Unit roots in macroeconomic time series: a post Keynesian interpretation," Textos para Discussão Cedeplar-UFMG td233, Cedeplar, Universidade Federal de Minas Gerais.
    1818. Luiz Lima & Jaime de Jesus Filho, 2008. "Further investigation of the uncertain trend in US GDP," Applied Economics, Taylor & Francis Journals, vol. 40(9), pages 1207-1216.
    1819. Fatás, Antonio & Mihov, Ilian, 2013. "Recoveries," CEPR Discussion Papers 9551, C.E.P.R. Discussion Papers.
    1820. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2025. "Atmospheric Pollution in 10 US Cities: Trends and Persistence," CESifo Working Paper Series 11957, CESifo.
    1821. Abadir, Karim & Talmain, Gabriel, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 525, European Central Bank.
    1822. Gil-Alana, Luis A. & Gupta, Rangan, 2014. "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, vol. 45(C), pages 511-516.
    1823. Abdullah Algarini, 2020. "The Relationship among GDP, Carbon Dioxide Emissions, Energy Consumption, and Energy Production from Oil and Gas in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 280-285.
    1824. Zhong-guo Zhou, 1997. "Forecasting Sales and Price for Existing Single-Family Homes: A VAR Model with Error Correction," Journal of Real Estate Research, American Real Estate Society, vol. 14(2), pages 155-168.
    1825. Lizardo, Radhamés A. & Mollick, André V., 2009. "Do foreign purchases of U.S. stocks help the U.S. stock market?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 969-986, December.
    1826. Sujit Kapadia, 2005. "Optimal Monetary Policy under Hysteresis," Economics Series Working Papers 250, University of Oxford, Department of Economics.
    1827. Don BREDIN & Cal MUCKLEY, 2010. "Is There a Stochastic Trend in European Union Emission Trading Scheme Prices?," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2010-EN.
    1828. Mehl, Arnaud, 2000. "Unit root tests with double trend breaks and the 1990s recession in Japan," Japan and the World Economy, Elsevier, vol. 12(4), pages 363-379, December.
    1829. Jimyung Kang & Jooseung Lee & Soonwoo Lee, 2023. "Data-Driven Minute-Ahead Forecast of PV Generation with Adjacent PV Sector Information," Energies, MDPI, vol. 16(13), pages 1-16, June.
    1830. Gil-Alana, Luis A. & Mudida, Robert & Carcel, Hector, 2017. "Shocks affecting electricity prices in Kenya, a fractional integration study," Energy, Elsevier, vol. 124(C), pages 521-530.
    1831. Lucas, André, 1997. "Strategic and tactical asset allocation and the effect of long-run equilibrium relations," Serie Research Memoranda 0042, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    1832. Toni Gravelle & James Morley, 2005. "A Kalman filter approach to characterizing the Canadian term structure of interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 15(10), pages 691-705.
    1833. Dean Corbae & Sam Ouliaris, 1991. "A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks," The Economic Record, The Economic Society of Australia, vol. 67(1), pages 26-33, March.
    1834. Pascalau, Razvan, 2008. "Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set," MPRA Paper 7220, University Library of Munich, Germany.
    1835. Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos, 2004. "A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models," Working Papers 514, Queen Mary University of London, School of Economics and Finance.
    1836. Serletis, Apostolos & Krause, David, 1996. "Empirical evidence on the long-run neutrality hypothesis using low-frequency international data," Economics Letters, Elsevier, vol. 50(3), pages 323-327, March.
    1837. Luis Gil-Alana, 2002. "Unit and fractional roots with deterministic trends in the UK output," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 8(4), pages 348-356, November.
    1838. Li, Haiqi & Zheng, Chaowen, 2018. "Unit root quantile autoregression testing with smooth structural changes," Finance Research Letters, Elsevier, vol. 25(C), pages 83-89.
    1839. Sheridan Titman & Ko Wang & Jing Yang, 2014. "The Dynamics of Housing Prices," NBER Working Papers 20418, National Bureau of Economic Research, Inc.
    1840. Bakucs, Lajos Zoltan & Ferto, Imre, 2005. "Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24711, European Association of Agricultural Economists.
    1841. Kyongwook Choi & Brandon Dupont, 2007. "Revisiting structural change and market integration in late 19th century American capital markets," Applied Economics, Taylor & Francis Journals, vol. 39(21), pages 2733-2741.
    1842. Jose L. Tongzon, 2002. "The Economies of Southeast Asia, Second Edition," Books, Edward Elgar Publishing, number 2029.
    1843. Ibragimov, Rustam, 2014. "On the robustness of location estimators in models of firm growth under heavy-tailedness," Journal of Econometrics, Elsevier, vol. 181(1), pages 25-33.
    1844. Mikael Linden, 1992. "Stochastic and deterministic trends in Finnish macroeconomic time series," Finnish Economic Papers, Finnish Economic Association, vol. 5(2), pages 110-116, Autumn.
    1845. John Hatgioannides & Spiros Mesomeris, 2005. "Mean Reversion in Equity Prices: the G-7 Evidence," Money Macro and Finance (MMF) Research Group Conference 2005 64, Money Macro and Finance Research Group.
    1846. Jonathan Lecznar & Pierre-Daniel G. Sarte & Robert Sharp, 2013. "Characterizing the Unusual Path of U.S. Output During and After the Great Recession," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 163-192.
    1847. John D. Levendis, 2018. "Time Series Econometrics," Springer Texts in Business and Economics, Springer, number 978-3-319-98282-3, January.
    1848. Olivier J. Blanchard & Mark W. Watson, 1986. "Are Business Cycles All Alike?," NBER Chapters, in: The American Business Cycle: Continuity and Change, pages 123-180, National Bureau of Economic Research, Inc.
    1849. Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1999. "Persistence in International Inflation Rates," Southern Economic Journal, John Wiley & Sons, vol. 65(4), pages 900-913, April.
    1850. Ahmad Yamin S & Paya Ivan, 2020. "Temporal aggregation of random walk processes and implications for economic analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-20, April.
    1851. Martin Boďa & Mariana Považanová, 2023. "How credible are Okun coefficients? The gap version of Okun’s law for G7 economies," Economic Change and Restructuring, Springer, vol. 56(3), pages 1467-1514, June.
    1852. Dong Shin & Man-Suk Oh, 2003. "Tests for the order of integration against higher order integration," Statistical Papers, Springer, vol. 44(3), pages 383-396, July.
    1853. Zwinkels, Remco C.J. & Beugelsdijk, Sjoerd, 2010. "Gravity equations: Workhorse or Trojan horse in explaining trade and FDI patterns across time and space?," International Business Review, Elsevier, vol. 19(1), pages 102-115, February.
    1854. Mr. Magnus Saxegaard & Mr. Stephane Roudet & Mr. Charalambos G Tsangarides, 2007. "Estimation of Equilibrium Exchange Rates in the WAEMU: A Robustness Analysis," IMF Working Papers 2007/194, International Monetary Fund.
    1855. Albers, Scott, 2014. "Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit," MPRA Paper 55276, University Library of Munich, Germany.
    1856. James Morley, 2014. "Measuring Economic Slack: A Forecast-Based Approach with Applications to Economies in Asia and the Pacific," BIS Working Papers 451, Bank for International Settlements.
    1857. Chi-Wei Su & Yi-Sung Huang & Peirchyi Lii & Ning-Jun Zhang, 2007. "IS Per Capita Real GDP Stationary in China¡H Evidence Based on A Panel SURADF Approach," Economics Bulletin, AccessEcon, vol. 3(31), pages 1-12.
    1858. Adnan Kasman & Saadet Kirbas-Kasman & Evrim Turgutlu, 2005. "Nominal and real convergence between the CEE countries and the EU: a fractional cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 37(21), pages 2487-2500.
    1859. Talberth, John & Bohara, Alok K., 2006. "Economic openness and green GDP," Ecological Economics, Elsevier, vol. 58(4), pages 743-758, July.
    1860. Khan, Zahid & Asghar, Zahid, 2009. "Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan," MPRA Paper 22091, University Library of Munich, Germany, revised 10 Apr 2010.
    1861. Kasimati Evangelia, 2016. "Does tourism contribute significantly to the Greek economy? A multiplier analysis," European Journal of Tourism, Hospitality and Recreation, Sciendo, vol. 7(1), pages 55-62, May.
    1862. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Unemployment and input prices: A fractional cointegration approach," SFB 373 Discussion Papers 2001,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    1863. Mr. Ebrima A Faal, 2005. "GDP Growth, Potential Output, and Output Gaps in Mexico," IMF Working Papers 2005/093, International Monetary Fund.
    1864. Nasiruddin Ahmed, 2003. "Trade liberalization and endogenous growth of manufacturing industries in Bangladesh: an empirical investigation," Applied Economics, Taylor & Francis Journals, vol. 35(3), pages 305-314.
    1865. Pierre Perron & Francisco Estrada & Carlos Gay-García & Benjamín Martínez-López, 2011. "A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4," Boston University - Department of Economics - Working Papers Series WP2011-051, Boston University - Department of Economics.
    1866. Kauko, Karlo, 2010. "The feasibility of through-the-cycle ratings," Bank of Finland Research Discussion Papers 14/2010, Bank of Finland.
    1867. Paulo M.M. Rodrigues & Luís Catela Nunes, 2009. "On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend," Working Papers w200920, Banco de Portugal, Economics and Research Department.
    1868. Peter C.B. Phillips, 1992. "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," Cowles Foundation Discussion Papers 1025, Cowles Foundation for Research in Economics, Yale University.
    1869. William Miles, 2003. "Fixed exchange rates and sticky prices in emerging markets," Journal of International Development, John Wiley & Sons, Ltd., vol. 15(5), pages 575-586.
    1870. Konstantakis, Konstantinos & Michaelides, Panayotis G. & Tsionas, Efthymios, 2015. "The Determinants of Economic Fluctuations in Greece: An Empirical Investigation (1995-2014)," MPRA Paper 74459, University Library of Munich, Germany.
    1871. Grant, Alan P., 2002. "Time-varying estimates of the natural rate of unemployment: a revisitation of Okun's law," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 95-113.
    1872. C John McDermott & Alasdair Scott, 1999. "Concordance in business cycles," Reserve Bank of New Zealand Discussion Paper Series G99/7, Reserve Bank of New Zealand.
    1873. Ioanna Konstantakopoulou & Eftymios Tsionas & Tryphon Kollintzas, 2009. "Stylized Facts of Prices and Interest Rates over the Business Cycle," Economics Bulletin, AccessEcon, vol. 29(4), pages 2613-2627.
    1874. Lee, Kevin, 1997. "Modelling economic growth in the UK: An econometric case for disaggregated sectoral analysis," Economic Modelling, Elsevier, vol. 14(3), pages 369-394, July.
    1875. Abdul Karim, Zulkefly & Abdul Karim, Bakri, 2008. "Stock market integration: Malaysia and its major trading partners," MPRA Paper 26976, University Library of Munich, Germany, revised Jun 2009.
    1876. Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009. "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers 09-35, Bank of Canada.
    1877. Chowdhury, Khorshed & Saleh, Ali Salman, 2007. "Testing the Keynesian Proposition of Twin Deficits in the Presence of Trade Liberalisation: Evidence from Sri Lanka after War: the case of a bridge too far?," Economics Working Papers wp07-09, School of Economics, University of Wollongong, NSW, Australia.
    1878. Luis Alberiko Gil-Alana, 2005. "Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf," Faculty Working Papers 19/05, School of Economics and Business Administration, University of Navarra.
    1879. Jesús Tomás Monge Moreno & Manuel Monge, 2023. "Consumer Sentiment in the United States and the Impact of Mental Disorders on Consumer Behavior—Time Trends and Persistence Analysis," Mathematics, MDPI, vol. 11(13), pages 1-10, July.
    1880. Bulus Gokay Canberk, 2020. "Growth-maximizing public debt in Turkey: An empirical investigation," Economics and Business Review, Sciendo, vol. 6(3), pages 68-87, August.
    1881. Ventosa-Santaulària, Daniel & Noriega, Antonio E., 2015. "Long-run monetary neutrality under stochastic and deterministic trends," Economic Modelling, Elsevier, vol. 47(C), pages 372-382.
    1882. Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 1-34.
    1883. Li, Xiao-Ming, 2000. "The Great Leap Forward, Economic Reforms, and the Unit Root Hypothesis: Testing for Breaking Trend Functions in China's GDP Data," Journal of Comparative Economics, Elsevier, vol. 28(4), pages 814-827, December.
    1884. Robert Kaufmann & Heikki Kauppi & Michael Mann & James Stock, 2013. "Does temperature contain a stochastic trend: linking statistical results to physical mechanisms," Climatic Change, Springer, vol. 118(3), pages 729-743, June.
    1885. Abdullah Ali Al-Masaeed & Evgeny Tsaregorodtsev, 2018. "The Impact of Fiscal Policy on the Economic Growth of Jordan," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(10), pages 145-145, October.
    1886. Tang, Chor Foon, 2008. "Is inflation always a monetary phenomenon in Malaysia?," MPRA Paper 19778, University Library of Munich, Germany.
    1887. Pierse, R. G. & Snell, A. J., 1995. "Temporal aggregation and the power of tests for a unit root," Journal of Econometrics, Elsevier, vol. 65(2), pages 333-345, February.
    1888. Ahn & Byung Chul, 1994. "Testing the null of stationarity in the presence of structural breaks for multiple time series," Econometrics 9411001, University Library of Munich, Germany, revised 08 Nov 1994.
    1889. Paul Lau, Sau-Him, 1999. "I(0) In, integration and cointegration out:: Time series properties of endogenous growth models," Journal of Econometrics, Elsevier, vol. 93(1), pages 1-24, November.
    1890. Patrick Fève & Alban Moura, 2025. "Measuring business cycles using VARs," BCL working papers 201, Central Bank of Luxembourg.
    1891. Chen, Shyh-Wei & Shen, Chung-Hua, 2012. "Examining the stochastic behavior of REIT returns: Evidence from the regime switching approach," Economic Modelling, Elsevier, vol. 29(2), pages 291-298.
    1892. Chor Foon Tang & Ilhan Ozturk, 2017. "Can Inflation be Claimed as a Monetary Phenomenon? The Malaysian Experience," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 453-460.
    1893. Cortez, Willy Walter & Islas C., Alejandro, 2013. "An assessment of the dynamics between the permanent and transitory components of Mexico's output and unemployment," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
    1894. Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.
    1895. David E. A. Giles, 1997. "Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand," The Economic Record, The Economic Society of Australia, vol. 73(222), pages 225-232, September.
    1896. Mushtaq Ahmad Malik & Tariq Masood, 2022. "Dynamics of Output Growth and Convergence in the Middle East and North African Countries: Heterogeneous Panel ARDL Approach," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(2), pages 1444-1469, June.
    1897. Miguel D. Ramirez, 2006. "Does Foreign Direct Investment Enhance Labor Productivity Growth in Chile? A Cointegration Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 32(2), pages 205-220, Spring.
    1898. Giuliodori, David & Rodriguez, Alejandro, 2015. "Analysis of the stainless steel market in the EU, China and US using co-integration and VECM," Resources Policy, Elsevier, vol. 44(C), pages 12-24.
    1899. Wu, Yangru & Zhang, Hua, 1997. "Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields," Review of Quantitative Finance and Accounting, Springer, vol. 8(1), pages 69-81, January.
    1900. Emanuele Russo & Neil Foster-McGregor, 2022. "Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 713-756, April.
    1901. Andrea Borsato & Andre Lorentz, 2023. "Open Science vs. Mission-oriented Policies and the Long-run Dynamics of Integrated Economies: An Agent-based Model with a Kaldorian Flavour," Working Papers of BETA 2023-17, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    1902. Hanifi FIRAT, 2016. "Is Real Gdp Stationary? Evidence From Some Unit Root Tests For The Advanced Economies," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 5(2), pages 60-80, DECEMBER.
    1903. Fabiosa, Jacinto F., 1999. "Institutional Impact of GATT: An Examination of Market Integration and Efficiency in the World Beef and Wheat Market under the GATT Regime," Hebrew University of Jerusalem Archive 18508, Hebrew University of Jerusalem.
    1904. Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima, 2020. "Volatility persistence in cryptocurrency markets under structural breaks," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 680-691.
    1905. Tang, Chor Foon, 2010. "Savings-led growth theories: A time series analysis for Malaysia using the bootstrapping and time-varying causality techniques," MPRA Paper 27299, University Library of Munich, Germany.
    1906. Jayakumar, Manju & Pradhan, Rudra P. & Dash, Saurav & Maradana, Rana P. & Gaurav, Kunal, 2018. "Banking competition, banking stability, and economic growth: Are feedback effects at work?," Journal of Economics and Business, Elsevier, vol. 96(C), pages 15-41.
    1907. Soytas, Ugur & Sari, Ramazan, 2003. "Energy consumption and GDP: causality relationship in G-7 countries and emerging markets," Energy Economics, Elsevier, vol. 25(1), pages 33-37, January.
    1908. W. Erno Kuiper & Matthew T.G. Meulenberg, 2002. "Vertical price leadership: A cointegration analysis," Agribusiness, John Wiley & Sons, Ltd., vol. 18(3), pages 317-331.
    1909. Felix Kimtai Kiminyei, 2019. "Empirical Investigation on the Relationship among Kenyan Public Debt, Tax Revenue and Government Expenditure," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(1), pages 142-159, March.
    1910. Snowdon, Brian & Vane, Howard R., 1996. "The development of modern macroeconomics: Reflections in the light of Johnson's analysis after twenty-five years," Journal of Macroeconomics, Elsevier, vol. 18(3), pages 381-401.
    1911. Monika Zimmermann & Florian Ziel, 2024. "Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting," Papers 2408.00507, arXiv.org, revised Dec 2024.
    1912. Habimana, Olivier, 2016. "Oil price, exchange rate and consumer price co-movement: A continuous-wavelet analysis," MPRA Paper 71886, University Library of Munich, Germany.
    1913. Yang-Woo Kim, 1996. "Are prices countercyclical? Evidence from East Asian countries," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 69-82.
    1914. Apostolos Serletis & Libo Xu, "undated". "Volatility and a Century of Energy Markets Dynamics," Working Papers 2016-29, Department of Economics, University of Calgary, revised 28 Jan 2016.
    1915. Nikolaos Dritsakis, 2004. "Tourism as a Long-Run Economic Growth Factor: An Empirical Investigation for Greece Using Causality Analysis," Tourism Economics, , vol. 10(3), pages 305-316, September.
    1916. Rodriguez, Juan Carlos, 2006. "Consumption, the persistence of shocks, and asset price volatility," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1741-1760, November.
    1917. Florian Eckert & Nina Mühlebach, 2023. "Global and local components of output gaps," Empirical Economics, Springer, vol. 65(5), pages 2301-2331, November.
    1918. Sequeira, Tiago Neves & Santos, Marcelo Serra, 2018. "Does country-risk influence electricity production worldwide?," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 730-746.
    1919. Michieka, Nyakundi M. & Fletcher, Jerald J., 2012. "An investigation of the role of China's urban population on coal consumption," Energy Policy, Elsevier, vol. 48(C), pages 668-676.
    1920. Miguel Ramirez, 2004. "Is public infrastructure spending productive in the Mexican case? A vector error correction analysis," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 13(2), pages 159-178.
    1921. Masih, Abul M. M. & Masih, Rumi, 1997. "On the temporal causal relationship between energy consumption, real income, and prices: Some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correction approach," Journal of Policy Modeling, Elsevier, vol. 19(4), pages 417-440, August.
    1922. Kundu, Soumitra, 2015. "Agricultural Growth in West Bengal (1949-50 to 2009-10): Evidence from Multiple Trend Break Unit Root Test," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 70(01), pages 1-15.
    1923. Atanu Ghoshray & Issam Malki & Javier Ordóñez, 2020. "Trends, Breaks and Persistence in Top Income Shares," Working Papers 2020/12, Economics Department, Universitat Jaume I, Castellón (Spain).
    1924. Tabo Mwiya & Briven Muchanga Simaundu & Maria Nyau & Joseph Phiri, 2024. "Assessing the Effects of Exchange Rate Volatility on Zambia’s Economic Growth: Evidence from ARDL and NARDL Models," Economies, MDPI, vol. 12(9), pages 1-19, August.
    1925. Bélaïd, Fateh & Abderrahmani, Fares, 2013. "Electricity consumption and economic growth in Algeria: A multivariate causality analysis in the presence of structural change," Energy Policy, Elsevier, vol. 55(C), pages 286-295.
    1926. Asmaa Ahmed, 2005. "Random Walks in the Economic Dynamic Series," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 78-100.
    1927. Ivan Darovskii (Даровский, Иван), 2017. "From Stagflation to Sustainable Economic Growth: Imperatives of Russian Macroeconomic Policy [От Стагфляции К Устойчивому Росту: Императивы Российской Макроэкономической Политики]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 38-79, June.
    1928. Adolfo Sachsida & Mário Jorge Cardoso de Mendonça, 2006. "Domestic Saving and Investment Revised: Can the Feldstein-Horioka Equation be Used for Policy Analysis?," Discussion Papers 1158, Instituto de Pesquisa Econômica Aplicada - IPEA.
    1929. Zheng, Shenglin & Yuan, Rong, 2023. "Sectoral convergence analysis of China's emissions intensity and its implications," Energy, Elsevier, vol. 262(PB).
    1930. Holtedahl, Pernille & Joutz, Frederick L., 2004. "Residential electricity demand in Taiwan," Energy Economics, Elsevier, vol. 26(2), pages 201-224, March.
    1931. Marmol, Francesc & Velasco, Carlos, 2002. "Trend stationarity versus long-range dependence in time series analysis," Journal of Econometrics, Elsevier, vol. 108(1), pages 25-42, May.
    1932. Joël CARIOLLE, 2012. "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers I14, FERDI.
    1933. Francesco Sergi, 2020. "The Standard Narrative about DSGE Models in Central Banks’ Technical Reports," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(2), pages 163-193, March.
    1934. Paresh Narayan, 2008. "Is Asian per capita GDP panel stationary?," Empirical Economics, Springer, vol. 34(3), pages 439-449, June.
    1935. Michael D. Bordo & Lars Jonung, 1987. "The Stochastic Properties of Velocity: A New Interpretation," NBER Working Papers 2255, National Bureau of Economic Research, Inc.
    1936. Luo, Sui & Startz, Richard, 2014. "Is it one break or ongoing permanent shocks that explains U.S. real GDP?," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 155-163.
    1937. Magda Kandil, 2006. "Nominal Wage Flexibility and Economic Performance: Evidence and Implications Across Industrial Countries," Bulletin of Economic Research, Wiley Blackwell, vol. 58(1), pages 25-49, January.
    1938. Bakucs, Lajos Zoltán, 2005. "Kereskedelmi árrés és ártranszmisszió a magyar sertéshúspiacon [Commercial margins and price transmission on the Hungarian pigmeat market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 648-663.
    1939. Lima, Luiz Renato & Xiao, Zhijie, 2007. "Do shocks last forever? Local persistency in economic time series," Journal of Macroeconomics, Elsevier, vol. 29(1), pages 103-122, March.
    1940. Kemp-Benedict, Eric, 2014. "A Kaleckian Model with Intermediate Goods," MPRA Paper 57076, University Library of Munich, Germany.
    1941. Wei Weixian, 1999. "An empirical study of the foreign trade balance in China," Applied Economics Letters, Taylor & Francis Journals, vol. 6(8), pages 485-490.
    1942. Sheraz Ali Khan & Nazish Tehseen, 2017. "Macro-Economic Determinants of Fertility Rate: A case study of Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 6(4), pages 166-174, December.
    1943. Ozturk, Ilhan & Kalyoncu, Huseyin, 2007. "Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test," MPRA Paper 9635, University Library of Munich, Germany.
    1944. Anita Daraisami, 2004. "Export growth slowdown and currency crisis: the Malaysian experience," Applied Economics, Taylor & Francis Journals, vol. 36(17), pages 1947-1957.
    1945. Kornelis, Marcel & Dekimpe, Marnik G. & Leeflang, Peter S.H., 2008. "Does competitive entry structurally change key marketing metrics?," International Journal of Research in Marketing, Elsevier, vol. 25(3), pages 173-182.
    1946. Kassem, Mohamad & Ali, Amjad & Audi, Marc, 2019. "Unemployment Rate, Population Density and Crime Rate in Punjab (Pakistan): An Empirical Analysis," MPRA Paper 95964, University Library of Munich, Germany.
    1947. Chin, Lee & Azali, M, 2010. "Currency Linkages among ASEAN," MPRA Paper 121420, University Library of Munich, Germany.
    1948. Anindya Banerjee & Robin L. Lumsdaine & James H. Stock, 1990. "Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence," NBER Working Papers 3510, National Bureau of Economic Research, Inc.
    1949. Lin, Boqiang & Omoju, Oluwasola E. & Okonkwo, Jennifer U., 2015. "Will disruptions in OPEC oil supply have permanent impact on the global oil market?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 1312-1321.
    1950. Romero-Ávila, Diego, 2009. "Multiple Breaks, Terms of Trade Shocks and the Unit-Root Hypothesis for African Per Capita Real GDP," World Development, Elsevier, vol. 37(6), pages 1051-1068, June.
    1951. Tang, Chor Foon, 2009. "Does causality technique matter to savings-growth nexus in Malaysia?," MPRA Paper 38535, University Library of Munich, Germany.
    1952. DeLoach, Stephen B. & Rasche, Robert H., 1998. "Stochastic trends and economic fluctuations in a large open economy," Journal of International Money and Finance, Elsevier, vol. 17(4), pages 565-596, August.
    1953. Philip Arestis & Ana Rosa Gonzalez, 2013. "Endogenous Bank Credit and Its Link to Housing in OECD Countries," Economics Working Paper Archive wp_750, Levy Economics Institute.
    1954. Stefanescu, Răzvan & Dumitriu, Ramona, 2016. "Statistica descriptivă a seriilor de timp financiare [Descriptive statistics of the financial time series]," MPRA Paper 72268, University Library of Munich, Germany.
    1955. Şanlı, Devran, 2021. "Kırılgan Ekonomilerde Döviz Kuru Oynaklığının Dış Ticaret Üzerine Etkisi [The Impact of Exchange Rate Volatility on Foreign Trade in Fragile Economies]," MPRA Paper 122698, University Library of Munich, Germany.
    1956. Ibrahim Abdelrasoul Mohammed Belal & Sumaya Awad Khader Ahmed & Faouzi Hedi Boujedra, 2021. "The Causal Relationship between, Electricity Consumption and Economic Growth in Kingdom of Saudi Arabia: A Dynamic Causality Test," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 333-340.
    1957. Zanetti Chini, Emilio, 2025. "Judgment can spur long memory," Journal of Economic Dynamics and Control, Elsevier, vol. 170(C).
    1958. Vikas Chitre, 2010. "Capacity Output and Cycles in Non-agricultural Output of the Indian Economy," Journal of Quantitative Economics, The Indian Econometric Society, vol. 8(1), pages 1-41, January.
    1959. Gordon, David B. & Leeper, Eric M. & Zha, Tao, 1998. "Trends in velocity and policy expectations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 265-304, December.
    1960. Ebuh U. Godday & Nuruddeen Usman & Afees A. Salisu, 2022. "Testing for unemployment persistence in Nigeria," Economic Change and Restructuring, Springer, vol. 55(4), pages 2605-2630, November.
    1961. Peter C.B. Phillips, 2021. "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Cowles Foundation Discussion Papers 2303, Cowles Foundation for Research in Economics, Yale University.
    1962. Keating, John W., 2000. "Macroeconomic Modeling with Asymmetric Vector Autoregressions," Journal of Macroeconomics, Elsevier, vol. 22(1), pages 1-28, January.
    1963. Ismail Genc & Jon Miller & Anil Rupasingha, 2011. "Stochastic convergence tests for US regional per capita personal income; some further evidence: a research note," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 46(2), pages 369-377, April.
    1964. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Unit roots and long-run causality: investigating the relationship between output, money and interest rates," Economic Modelling, Elsevier, vol. 15(1), pages 91-112, January.
    1965. Andreas Pyka & Paul Windrum, 2003. "The self-organisation of strategic alliances," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 12(3), pages 245-268.
    1966. Özgür Aslan & Levent Korap, 2007. "Testing Quantity Theory of Money for the Turkish Economy," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 1(2), pages 93-109.
    1967. Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997. "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Staff Working Papers 97-5, Bank of Canada.
    1968. Marilza Pereira Valentine & Erik Alencar de Figueiredo & Sinézio Fernades Maia & Adriano Nascimento da Paixão, 2003. "Impactos da Política Monetária Sobre os Níveis de Emprego no Brasil Pós-Plano Real: uma Abordagem Quantitativa," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] f07, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    1969. Kosei Fukuda, 2008. "Differentiating between business cycles and growth cycles: evidence from 15 developed countries," Applied Economics, Taylor & Francis Journals, vol. 40(7), pages 875-883.

  31. Plosser, Charles I., 1981. "Comments on Mussa's paper," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 15(1), pages 297-300, January.

    Cited by:

    1. Moore, Michael J. & Roche, Maurice J., 2008. "Volatile and persistent real exchange rates with or without sticky prices," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 423-433, March.

  32. Plosser, Charles I. & Schwert, G. William, 1979. "Potential GNP: Its measurement and significance : A dissenting opinion," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 10(1), pages 179-186, January.

    Cited by:

    1. Amy Y. Guisinger & Ruben Hernandez-Murillo & Michael T. Owyang & Tara M. Sinclair, 2015. "A State-Level Analysis of Okun's Law," Working Papers 2015-29, Federal Reserve Bank of St. Louis.
    2. Christo Mavrov, 2007. "The Dependence between Unemployment and GDP in Bulgaria: Application of Direct and Reverse Regression," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 45-65.
    3. Michael T. Owyang & Tatevik Sekhposyan, 2012. "Okun’s law over the business cycle: was the great recession all that different?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 399-418.
    4. Michael Kiley, 2010. "Output gaps," 2010 Meeting Papers 266, Society for Economic Dynamics.
    5. Muhammad Awaluddin & Fitriadi Fitriadi & Arfiah Busari & Dio Caisar Darma, 2021. "Contemporary Indonesian GDP: Context of Analysis at Unemployment, Labor Force and Poor People," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 7(4), pages 143-154, 12-2021.
    6. Giovanni Razzu & Carl Singleton, 2014. "Gender and the Business Cycle: A Stocks and Flows Analysis of US and UK Labour Market States," Economics Discussion Papers em-dp2014-10, Department of Economics, University of Reading.
    7. Bod’a, Martin & Považanová, Mariana, 2021. "Output-unemployment asymmetry in Okun coefficients for OECD countries," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 307-323.
    8. KARGI, Bilal, 2013. "Okun’s Law and Long Term Co-Integration Analysis for OECD Countries (1987-2012)," MPRA Paper 55700, University Library of Munich, Germany.
    9. Tombolo, Guilherme Alexandre & Hasegawa, Marcos Minoru, 2014. "Okun's law: evidence for the Brazilian economy," MPRA Paper 54766, University Library of Munich, Germany.
    10. Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
    11. Matiur Rahman & Muhammad Mustafa, 2017. "Okun’s law: evidence of 13 selected developed countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(2), pages 297-310, April.
    12. Valadkhani, Abbas & Smyth, Russell, 2015. "Switching and asymmetric behaviour of the Okun coefficient in the US: Evidence for the 1948–2015 period," Economic Modelling, Elsevier, vol. 50(C), pages 281-290.
    13. Grech, Aaron George, 2014. "Investigating potential output using the Hodrick-Prescott filter: an application for Malta," MPRA Paper 57131, University Library of Munich, Germany.
    14. KARGI, Bilal, 2014. "Labor force participation rate and economic growth: observations for Turkey," MPRA Paper 55702, University Library of Munich, Germany.
    15. Nancy J. Wulwick, 1991. "Did the Verdoorn Law Hang on Japan," Eastern Economic Journal, Eastern Economic Association, vol. 17(1), pages 15-20, Jan-Mar.
    16. Bartelsman, Eric J., 1995. "Of empty boxes: Returns to scale revisited," Economics Letters, Elsevier, vol. 49(1), pages 59-67, July.
    17. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013. "Shocks and Adjustments," Working Paper Series 2013-32, Federal Reserve Bank of San Francisco.
    18. João Sousa Andrade, 2007. "Uma Aplicação da Lei de Okun em Portugal," GEMF Working Papers 2007-04, GEMF, Faculty of Economics, University of Coimbra.
    19. Gilles Margirier, 2018. "Recent trends in Okun's law : eleven countries from 1995 to 2017," Working Papers halshs-02482421, HAL.
    20. Robert J. Tetlow, 2009. "Commentary on The challenges of estimating potential output in real time," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 291-296.
    21. João Sousa Andrade, 2009. "The PIGS, does the Group Exist? An empirical macroeconomic analysis based on the Okun Law," GEMF Working Papers 2009-11, GEMF, Faculty of Economics, University of Coimbra.
    22. Martin Boďa & Mariana Považanová, 2023. "How credible are Okun coefficients? The gap version of Okun’s law for G7 economies," Economic Change and Restructuring, Springer, vol. 56(3), pages 1467-1514, June.

  33. Plosser, Charles I., 1979. "The analysis of seasonal economic models," Journal of Econometrics, Elsevier, vol. 10(2), pages 147-163, June.

    Cited by:

    1. S. Krane & W. Wascher, 1999. "The cyclical sensitivity of seasonality in US employment," BIS Working Papers 67, Bank for International Settlements.
    2. Roberto Gallardo Del Ange, 2019. "An Analysis on Gross Flows of Workers in Mexico," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 50(1), pages 145-172, Enero-Jun.
    3. J. Joseph Beaulieu & Jeffrey A. Miron, 1990. "The Seasonal Cycle in U.S. Manufacturing," NBER Working Papers 3450, National Bureau of Economic Research, Inc.
    4. Lawrence J. Christiano & Richard M. Todd, 2000. "The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?," NBER Technical Working Papers 0266, National Bureau of Economic Research, Inc.
    5. J. Joseph Beaulieu & Jeffrey A. Miron, 1990. "A Cross Country Comparison of Seasonal Cycles and Business Cycles," NBER Working Papers 3459, National Bureau of Economic Research, Inc.
    6. Campos, Julia, 1991. "A Brief Look on the Literature on Deseasonalization," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 11(2), November.

  34. Plosser, Charles I. & Schwert*, G. William, 1978. "Money, income, and sunspots: Measuring economic relationships and the effects of differencing," Journal of Monetary Economics, Elsevier, vol. 4(4), pages 637-660, November.

    Cited by:

    1. R. I. Udegbunam, 2002. "Openness, Stock Market Development, and Industrial Growth in Nigeria," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 41(1), pages 69-92.
    2. Frederic S. Mishkin, 1980. "Does Anticipated Monetary Policy Matter? An Econometric Investigation," NBER Working Papers 0506, National Bureau of Economic Research, Inc.
    3. Lekunze, Joseph Nembo & Luvhengo, Usapfa & Shoko, Rangarirai Roy, 2016. "Structural Analysis Of Minimum Wage Rates, Unemployment And Food Prices Of Farm Workers In South Africa: Co-Integration Approach," Journal of Agribusiness and Rural Development, University of Life Sciences, Poznan, Poland, vol. 42(4).
    4. Rik Hafer, 1985. "Monetary stabilization policy: evidence from money demand forecasts," Review, Federal Reserve Bank of St. Louis, vol. 67(May), pages 21-26.
    5. Roberto ESPOSTI & Pierpaolo PIERANI, 2001. "Building the Knowledge Stock: Lags, Depreciation and Uncertainty in Agricultural R&D," Working Papers 145, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    6. Ghulam Ghouse & Saud Ahmad Khan & Atiq Ur Rehman & Muhammad Ishaq Bhatti, 2021. "ARDL as an Elixir Approach to Cure for Spurious Regression in Nonstationary Time Series," Mathematics, MDPI, vol. 9(22), pages 1-15, November.
    7. Cuddington, John T. & Ludema, Rodney & Jayasuriya, Shamila A, 2002. "Prebisch-Singer Redux," Working Papers 15857, United States International Trade Commission, Office of Economics.
    8. Yash P. Mehra, 1986. "Recent financial deregulation and the interest elasticity of M1 demand," Economic Review, Federal Reserve Bank of Richmond, vol. 72(Jul), pages 13-24.
    9. David E. A. Giles, 2006. "Spurious Regressions With Time-Series data: Further Asymptotic Results," Econometrics Working Papers 0603, Department of Economics, University of Victoria.
    10. V. Vance Roley, 1985. "Money Demand Predictability," NBER Working Papers 1580, National Bureau of Economic Research, Inc.
    11. Perloff, Jeffrey M. & Suslow, Valerie Y. & Seguin, Paul J., 1996. "Higher Prices from Entry: Pricing of Brand-Name Drugs," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt1sh175fc, Department of Agricultural & Resource Economics, UC Berkeley.
    12. N. Gregory Mankiw & Lawrence H. Summers, 1984. "Are Tax Cuts Really Expansionary?," NBER Working Papers 1443, National Bureau of Economic Research, Inc.
    13. Sánchez, Ismael & Peña, Daniel, 1995. "Properties of predictors in overdifferenced nearly nonstationary autoregression," DES - Working Papers. Statistics and Econometrics. WS 10347, Universidad Carlos III de Madrid. Departamento de Estadística.
    14. David E. A. Giles, 2002. "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers 0203, Department of Economics, University of Victoria.
    15. Jorge Eduardo Carrera & Mariano Féliz & Demian Tupac Panigo, 2000. "Raíces unitarias y ciclos en las principales variables macroeconómicas de argentina," IIE, Working Papers 020, IIE, Universidad Nacional de La Plata.
    16. Ghouse, Ghulam & Khan, Saud Ahmed & Rehman, Atiq Ur, 2018. "ARDL model as a remedy for spurious regression: problems, performance and prospectus," MPRA Paper 83973, University Library of Munich, Germany.
    17. 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.
    18. Robert J. Gordon, 1984. "The Short-Run Demand for Money: A Reconsideration," NBER Working Papers 1421, National Bureau of Economic Research, Inc.
    19. Ang, Andrew & Bekaert, Geert & Wei, Min, 2007. "Do macro variables, asset markets, or surveys forecast inflation better?," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1163-1212, May.
    20. Felipe Larraín & Aníbal Larraín, 1988. "El Caso del Dinero Desaparecido Chile 1984-1986," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 25(75), pages 247-282.
    21. Jorge Eduardo Carrera & Mariano Féliz & Demian Tupac Panigo, 2000. "Raíces unitarias y ciclos en las principales variables macroeconómicas de argentina," Department of Economics, Working Papers 020, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
    22. Carrera, Jorge Eduardo & Feliz, Mariano & Panigo, Demian, 2003. "Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables," Journal of Applied Economics, Universidad del CEMA, vol. 6(2), pages 1-26, November.
    23. Robert Novy-Marx, 2012. "Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars," NBER Working Papers 18063, National Bureau of Economic Research, Inc.
    24. Kenyon Bolton & Sébastien Breau, 2012. "Growing Unequal? Changes in the Distribution of Earnings across Canadian Cities," Urban Studies, Urban Studies Journal Limited, vol. 49(6), pages 1377-1396, May.
    25. N. Vijayamohanan Pillai, 2010. "Electricity Demand Analysis and Forecasting- The Tradition is Questioned," Working Papers id:2966, eSocialSciences.
    26. Esposti, Roberto & Pierani, Pierpaolo, 2000. "Modelling technical change in Italian agriculture: a latent variable approach," Agricultural Economics, Blackwell, vol. 22(3), pages 261-270, April.
    27. Russell, Bill, 2011. "Non-stationary inflation and panel estimates of United States short and long-run Phillips curves," Journal of Macroeconomics, Elsevier, vol. 33(3), pages 406-419, September.
    28. Michael T. Belongia, 1991. "Monetary policy and the farm/nonfarm price ratio: a comparison of effects," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 30-46.
    29. Maskus, Keith E. & McDaniel, Christine, 1999. "Impacts of the Japanese patent system on productivity growth," Japan and the World Economy, Elsevier, vol. 11(4), pages 557-574, December.
    30. Peter C.B. Phillips, 1985. "Understanding Spurious Regressions in Econometrics," Cowles Foundation Discussion Papers 757, Cowles Foundation for Research in Economics, Yale University.
    31. Esposti, Roberto & Pierani, Pierpaolo, 1997. "The Source of Technical Change in Italian Agriculture: A Latent Variable Approach," Staff Papers 200593, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    32. John Hagelin & Maxwell Rainforth & Kenneth Cavanaugh & Charles Alexander & Susan Shatkin & John Davies & Anne Hughes & Emanuel Ross & David Orme-Johnson, 1999. "Effects of Group Practice of the Transcendental Meditation Program on Preventing Violent Crime in Washington, D.C.: Results of the National Demonstration Project, June--July 1993," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 47(2), pages 153-201, June.
    33. Stephen M. Miller & Frank S. Russek, 1989. "Are The Twin Deficits Really Related?," Contemporary Economic Policy, Western Economic Association International, vol. 7(4), pages 91-115, October.
    34. G. William Schwert, 1989. "Business Cycles, Financial Crises, and Stock Volatility," NBER Working Papers 2957, National Bureau of Economic Research, Inc.
    35. Sundell, Paul A., 1990. "An Examination of Federal Reserve Behavior: An Applied Reaction Function Approach," Staff Reports 278322, United States Department of Agriculture, Economic Research Service.
    36. Robert J. Barro & Mark Rush, 1979. "Unanticipated Money and Economic Activity," NBER Working Papers 0339, National Bureau of Economic Research, Inc.
    37. Yuval Arbel & Chaim Fialkoff & Amichai Kerner, 2020. "The Chicken and Egg Problem: Obesity and the Urban Monocentric Model," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 576-606, November.
    38. Peter Foldvari & Bas Leeuwen & Jan Zanden, 2013. "The Contribution of Migration to Economic Development in Holland 1570–1800," De Economist, Springer, vol. 161(1), pages 1-18, March.
    39. Roberto Esposti, 2000. "Stochastic Technical Change and Procyclical TFP The Case of Italian Agriculture," Journal of Productivity Analysis, Springer, vol. 14(2), pages 119-141, September.
    40. N. Vijayamohanan Pillai, 2001. "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers 312, Centre for Development Studies, Trivendrum, India.
    41. David Mayers & Clifford W. Smith, 2010. "Compensation and Board Structure: Evidence From the Insurance Industry," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 297-327, June.
    42. Theodore J. Joyce, 1989. "A Time-Series Analysis of Unemployment and Health: The Case of Birth Outcomes in New York City," NBER Working Papers 2834, National Bureau of Economic Research, Inc.
    43. D. Ventosa-Santaulària, 2009. "Spurious Regression," Journal of Probability and Statistics, Hindawi, vol. 2009, pages 1-27, August.
    44. Ardeni, Pier Giorgio & Wright, Brian, 1990. "The long term behavior of commodity prices," Policy Research Working Paper Series 358, The World Bank.
    45. Bennett T. McCallum, 1993. "Macroeconomics After Two Decades of Rational Expectations," NBER Working Papers 4367, National Bureau of Economic Research, Inc.
    46. I. U. Mangla, 1979. "An Annual Money Demand Function for Pakistan. Some Further Results," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 18(1), pages 21-33.
    47. H. Sonmez Atesoglu & John Smithin, 2006. "Real wages, productivity and economic growth in the G7, 1960-2002," Review of Political Economy, Taylor & Francis Journals, vol. 18(2), pages 223-233.
    48. Dias, Maria Helena Ambrosio & Dias, Joilson, 2010. "Measuring the Cyclical Component of a Time Series: a New Proposed Methodology," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 30(1), October.
    49. Sundell, Paul & Denbaly, Mark, 1992. "Modeling Long-Term Government Bond Yields: An Efficient Market Approach," Staff Reports 278623, United States Department of Agriculture, Economic Research Service.
    50. Ikonen, Pasi, 2017. "Financial depth, debt, and growth," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number e51, December.
    51. Walter Wasserfallen & Jean-Marie Gassmann & Andreas Gfeller, 1986. "Die Nachfrage nach Telefongesprächen - Erklärung und Prognose Eine empirische Untersuchung für die Schweiz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 122(II), pages 187-197, June.
    52. Anne Mikkola, 1989. "Transactions demand for money, deregulation and stock exchanges," Finnish Economic Papers, Finnish Economic Association, vol. 2(1), pages 31-38, Spring.
    53. Wang Cindy Shin-Huei & Hafner Christian M., 2018. "A simple solution of the spurious regression problem," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(3), pages 1-14, June.
    54. Joseph G. Haubrich, 1991. "Financial efficiency and aggregate fluctuations: an exploration," Economic Review, Federal Reserve Bank of Cleveland, vol. 27(Q IV), pages 25-36.
    55. N. Gregory Mankiw, 1987. "The Optimal Collection of Seigniorage: Theory and Evidence," NBER Working Papers 2270, National Bureau of Economic Research, Inc.
    56. John T. Cuddington, 1992. "An empirical analysis of real commodity price trends: Aggregation, model selection and implications," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 7(2), pages 159-179.
    57. Bennett T. McCallum, 1993. "Unit roots in macroeconomic time series: some critical issues," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 13-44.

  35. Plosser, Charles I. & Schwert, G. William, 1977. "Estimation of a non-invertible moving average process : The case of overdifferencing," Journal of Econometrics, Elsevier, vol. 6(2), pages 199-224, September.

    Cited by:

    1. Kannapiran, Chinna A., 2000. "Commodity price stabilisation: macroeconomic impacts and policy options," Agricultural Economics, Blackwell, vol. 23(1), pages 17-30, June.
    2. Dietrich, Andreas & Krüger, Jens J., 2010. "Long-run sectoral development: Time-series evidence for the German economy," Structural Change and Economic Dynamics, Elsevier, vol. 21(2), pages 111-122, May.
    3. Ronald MacDonald, 1985. "Are deviations from purchasing power parity efficient? Some further answers," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 121(4), pages 638-645, December.
    4. Michael R. Darby, 1983. "Movements in Purchasing Power Parity: The Short and Long Runs," NBER Chapters, in: The International Transmission of Inflation, pages 462-477, National Bureau of Economic Research, Inc.
    5. Vougas, Dimitrios V., 2008. "New exact ML estimation and inference for a Gaussian MA(1) process," Economics Letters, Elsevier, vol. 99(1), pages 172-176, April.
    6. Sánchez, Ismael & Peña, Daniel, 1995. "Properties of predictors in overdifferenced nearly nonstationary autoregression," DES - Working Papers. Statistics and Econometrics. WS 10347, Universidad Carlos III de Madrid. Departamento de Estadística.
    7. Fragoso Januário, João & Costa, Álvaro & Oliveira Cruz, Carlos & Miranda Sarmento, Joaquim & Faria e Sousa, Vítor, 2021. "Transport infrastructure, accessibility, and spillover effects: An empirical analysis of the Portuguese real estate market from 2000 to 2018," Research in Transportation Economics, Elsevier, vol. 90(C).
    8. Hotta, Luiz K. & Morettin, Pedro A. & Pereira, Pedro L. Valls, 1992. "The Effect of Overlapping Aggregation on Time Series Models: An Application to the Unemployment Rate in Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 12(2), November.
    9. Michael R. Darby, 1980. "Does Purchasing Power Parity Work?," NBER Working Papers 0607, National Bureau of Economic Research, Inc.
    10. Morimune, Kimio & Miyazaki, Kenji, 1997. "ARIMA approach to the unit root analysis of macro economic time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 395-403.
    11. Lawrence E. Raffalovich, 1994. "Detrending Time Series," Sociological Methods & Research, , vol. 22(4), pages 492-519, May.
    12. Jorge Belaire-Franch & Amado Peiró, 2015. "Asymmetry in the relationship between unemployment and the business cycle," Empirical Economics, Springer, vol. 48(2), pages 683-697, March.
    13. Muhammad Ali Nasir & Jamie Morgan, 2025. "The methodological problem of unit roots: stationarity and its consequences in the context of the Tinbergen debate," Annals of Operations Research, Springer, vol. 347(1), pages 113-130, April.
    14. Julio J. Rotemberg, 1999. "A Heuristic Method for Extracting Smooth Trends from Economic Time Series," NBER Working Papers 7439, National Bureau of Economic Research, Inc.
    15. Stephen R. Blough, 1994. "Near common factors and confidence regions for present value models," Working Papers 94-3, Federal Reserve Bank of Boston.
    16. Yoonsuk Lee & B. Wade Brorsen, 2017. "Permanent shocks and forecasting with moving averages," Applied Economics, Taylor & Francis Journals, vol. 49(12), pages 1213-1225, March.
    17. Robert Paige & A. Trindade & R. Wickramasinghe, 2014. "Extensions of saddlepoint-based bootstrap inference," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(5), pages 961-981, October.
    18. Kim, Chang-Jin & Kim, Jaeho, 2013. "The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives," MPRA Paper 51118, University Library of Munich, Germany.
    19. Campbell, John & Mankiw, Gregory, 1987. "Are Output Fluctuations Transitory?," Scholarly Articles 3122545, Harvard University Department of Economics.
    20. Kannapiran, Chinna A., 2001. "Macroeconomic impacts of export commodity price subsidy in Papua New Guinea," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 45(3), pages 1-22.
    21. Sismeiro, Catarina & Mizik, Natalie & Bucklin, Randolph E., 2012. "Modeling coexisting business scenarios with time-series panel data: A dynamics-based segmentation approach," International Journal of Research in Marketing, Elsevier, vol. 29(2), pages 134-147.
    22. Dąbrowski, Marek A. & Janus, Jakub & Mucha, Krystian, 2025. "Shades of inflation targeting: insights from fractional integration," MPRA Paper 123455, University Library of Munich, Germany.
    23. Razzak, Weshah, 2003. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," MPRA Paper 1970, University Library of Munich, Germany, revised 2007.
    24. Consuelo Arellano & Sastry G. Pantula, 1995. "Testing For Trend Stationarity Versus Difference Stationarity," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(2), pages 147-164, March.
    25. Charles R. Nelson & Heejoon Kang, 1983. "Pitfalls in the use of Time as an Explanatory Variable in Regression," NBER Technical Working Papers 0030, National Bureau of Economic Research, Inc.
    26. Yoonsuk Lee & B. Wade Brorsen, 2017. "Permanent Breaks and Temporary Shocks in a Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 49(2), pages 255-270, February.
    27. Pokta, Suriani & Hart, Jeffrey D., 2008. "Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors," Journal of Multivariate Analysis, Elsevier, vol. 99(1), pages 25-49, January.
    28. Lord, Montague J., 1986. "Market Price Models for Latin America's Major Commodity Exports," Working Papers 244235, Inter-American Development Bank.
    29. Krishnan, R. & Sen, Kunal, 1995. "Measuring persistence in industrial output: The Indian case," Journal of Development Economics, Elsevier, vol. 48(1), pages 25-41, October.
    30. Ikonen, Pasi, 2017. "Financial depth, debt, and growth," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number e51, December.
    31. Peiró, Amado & Belaire-Franch, Jorge & Gonzalo, Maria Teresa, 2012. "Unemployment, cycle and gender," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1167-1175.
    32. John D. Levendis, 2018. "Time Series Econometrics," Springer Texts in Business and Economics, Springer, number 978-3-319-98282-3, January.
    33. Eickmeier, Sandra, 2005. "Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model," Discussion Paper Series 1: Economic Studies 2005,02, Deutsche Bundesbank.
    34. Bennett T. McCallum, 1993. "Unit roots in macroeconomic time series: some critical issues," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 13-44.
    35. Lawrence J. Christiano & Martin S. Eichenbaum, 1989. "Unit roots in real GNP: do we know, and do we care?," Discussion Paper / Institute for Empirical Macroeconomics 18, Federal Reserve Bank of Minneapolis.
    36. Joseph, Joy, 2005. "Competitive Pricing Analysis in Mature & Evolving Markets A Time Series Approach," MPRA Paper 7685, University Library of Munich, Germany.

Chapters

  1. Charles I. Plosser & John B. Taylor & Arvind Krishnamurthy, 2018. "The Balance Sheet," Book Chapters, in: Michael D. Bordo & John H. Cochrane (ed.), The Structural Foundations of Monetary Policy, chapter 1, Hoover Institution, Stanford University.

    Cited by:

    1. Bofinger, Peter & Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Wieland, Volker, 2018. "Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19 [Setting the Right Course for Economic Policy. Annual Report 2018/19]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201819.
    2. Feld, Lars P. & Wieland, Volker, 2020. "The German Federal Constitutional Court ruling and the European Central Bank's strategy," Freiburg Discussion Papers on Constitutional Economics 20/5, Walter Eucken Institut e.V..
    3. Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance Since the Financial Crisis," Globalization Institute Working Papers 399, Federal Reserve Bank of Dallas.

  2. Charles I. Plosser, 1978. "A Time Series Analysis of Seasonality in Econometric Models," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 365-408, National Bureau of Economic Research, Inc.

    Cited by:

    1. E. Philip Howrey, 1980. "The Role of Time Series Analysis in Econometric Model Evaluation," NBER Chapters, in: Evaluation of Econometric Models, pages 275-307, National Bureau of Economic Research, Inc.
    2. Pierre A. Cholette, 1983. "La désaisonnalisation pour le non-spécialiste," L'Actualité Economique, Société Canadienne de Science Economique, vol. 59(1), pages 144-152.
    3. Hotta, Luiz K. & Morettin, Pedro A. & Pereira, Pedro L. Valls, 1992. "The Effect of Overlapping Aggregation on Time Series Models: An Application to the Unemployment Rate in Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 12(2), November.
    4. Massimiliano Giacalone & Raffaele Mattera & Eugenia Nissi, 2020. "Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy," Quality & Quantity: International Journal of Methodology, Springer, vol. 54(1), pages 67-84, February.
    5. Krane, Spencer & Wascher, William, 1999. "The cyclical sensitivity of seasonality in U.S. employment," Journal of Monetary Economics, Elsevier, vol. 44(3), pages 523-553, December.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.