Measuring Business Cycles With Business-cycle Models
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- 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.
References listed on IDEAS
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Cited by:
- Pascal Jacquinot, 2001.
"L'inflation sous-jacente en France, en Allemagne et Royaume-Uni,"
Economie & Prévision, La Documentation Française, vol. 147(1), pages 171-185.
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- 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.
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"Real business-cycle realizations,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 243-280, December.
- Gregor W. Smith & Stanley E. Zin, 1997. "Real Business Cycle Realizations," Working Paper 1253, Economics Department, Queen's University.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2016. "Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?," Manchester School, University of Manchester, vol. 84(4), pages 437-481, July.
- 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.
- Gorodnichenko, Yuriy & Ng, Serena, 2010.
"Estimation of DSGE models when the data are persistent,"
Journal of Monetary Economics, Elsevier, vol. 57(3), pages 325-340, April.
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More about this item
Keywords
detrending; business cycles;JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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