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Citations for "Business cycle fluctuations in us macroeconomic time series"

by Stock, James H. & Watson, Mark W.

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  1. Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics.
  2. Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009. "Detrending and the Distributional Properties of U.S. Output Time Series," LEM Papers Series 2009/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  3. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2000. "Reference Cycles: The NBER Methodology Revisited," CEPR Discussion Papers 2400, C.E.P.R. Discussion Papers.
  4. Cravo, Túlio A., 2011. "Are small employers more cyclically sensitive? Evidence from Brazil," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 754-769.
  5. Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2010. "The yield curve and the macro-economy across time and frequencies," CEF.UP Working Papers 1004, Universidade do Porto, Faculdade de Economia do Porto.
  6. Haug, Alfred A. & King, Ian, 2014. "In the long run, US unemployment follows inflation like a faithful dog," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 42-52.
  7. John McDermott & Viv B. Hall, . "A quarterly Post-World War II Real GDP Series for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/12, Reserve Bank of New Zealand.
  8. Luca Benati, 2003. "Evolving Post-World War II U.K. Economic Performance," Computing in Economics and Finance 2003 171, Society for Computational Economics.
  9. King, Robert G. & Rebelo, Sergio T., 1999. "Resuscitating real business cycles," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 14, pages 927-1007 Elsevier.
  10. Martins, Guilherme & Sinigaglia, Daniel, 2009. "Real Business Cycle Dynamics under Rational Inattention," MPRA Paper 14089, University Library of Munich, Germany.
  11. Martin Uribe & Vivian Z. Yue, 2003. "Country Spreads and Emerging Countries: Who Drives Whom?," NBER Working Papers 10018, National Bureau of Economic Research, Inc.
  12. Paulo Soares Esteves & Gabriela Lopes de Castro, 2004. "Quarterly Series for the Portuguese Economy: 1977-2003," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  13. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," LEM Papers Series 2012/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  14. 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.
  15. 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.
  16. Terence Mills, 2001. "Business cycle asymmetry and duration dependence: An international perspective," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(6), pages 713-724.
  17. Afonso, António & Furceri, Davide, 2008. "Government size, composition, volatility and economic growth," Working Paper Series 0849, European Central Bank.
  18. Adrien Verdelhan, 2006. "A Habit-Based Explanation of the Exchange Rate Risk Premium," Computing in Economics and Finance 2006 217, Society for Computational Economics.
  19. Bergman, Michael, 2004. "How Similar Are European Business Cycles?," Working Papers 2004:9, Lund University, Department of Economics.
  20. Andreas Hornstein & Harald Uhlig, 1999. "What is the real story for interest rate volatility?," Working Paper 99-09, Federal Reserve Bank of Richmond.
  21. 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.
  22. Alfred A. Haug & William G. Dewald, 2010. "Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001," Working Papers 1013, University of Otago, Department of Economics, revised Sep 2010.
  23. Ching-Yang Lin & Hiroaki Miyamoto, 2010. "Gross Worker Flows and Unemployment Dynamics in Japan," Working Papers EMS_2010_07, Research Institute, International University of Japan.
  24. Bovi, M., 2005. "Economic Clubs and European Commitment. Evidence from the International Business Cycles," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(2), pages 101-122.
  25. Alejandro Justiniano & Claudio Michelacci, 2011. "The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the United States and Europe," NBER Chapters, in: NBER International Seminar on Macroeconomics 2011, pages 169-235 National Bureau of Economic Research, Inc.
  26. Khurshid Kiani, 2005. "Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models," Computational Economics, Society for Computational Economics, vol. 26(1), pages 65-89, August.
  27. Christophe Kamps, 2004. "The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries," Kiel Working Papers 1224, Kiel Institute for the World Economy.
  28. Carolina Osorio & D. Filiz Unsal & Runchana Pongsaparn, 2011. "A Quantitative Assessment of Financial Conditions in Asia," IMF Working Papers 11/170, International Monetary Fund.
  29. Aubhik Khan & Julia Thomas, 2002. "Nonconvex factor adjustments in equilibrium business cycle models: Do nonlinearities matter?," Staff Report 306, Federal Reserve Bank of Minneapolis.
  30. Chen, Shiu-Sheng, 2003. "Macroeconomic fluctuations and welfare cost of stabilization policy," Journal of Policy Modeling, Elsevier, vol. 25(2), pages 123-135, February.
  31. 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.).
  32. T√∫lio Cravo, 2011. "Are Small Firms more cyclically Sensitive than Large Ones? National, Regional and Sectoral Evidence from Brazil," ERSA conference papers ersa10p507, European Regional Science Association.
  33. Rand, John & Tarp, Finn, 2001. "Business Cycles in Developing Countries: Are They Different?," MPRA Paper 62445, University Library of Munich, Germany.
  34. repec:kof:anskof:13-01 is not listed on IDEAS
  35. Patrick A. Puhani, 2008. "Transatlantic Differences in Labour Markets: Changes in Wage and Non-Employment Structures in the 1980s and the 1990s," German Economic Review, Verein für Socialpolitik, vol. 9, pages 312-338, 08.
  36. Davide Furceri & Georgios Karras, 2008. "Is the Middle East an Optimum Currency Area? A Comparison of Costs and Benefits," Open Economies Review, Springer, vol. 19(4), pages 479-491, September.
  37. Miyamoto, Hiroaki & Takahashi, Yuya, 2011. "Productivity growth, on-the-job search, and unemployment," Journal of Monetary Economics, Elsevier, vol. 58(6), pages 666-680.
  38. Kienzler, Daniel & Schmid, Kai Daniel, 2013. "Monetary policy and hysteresis in potential output," University of Tuebingen Working Papers in Economics and Finance 55, University of Tuebingen, Faculty of Economics and Social Sciences.
  39. Yu-Fu Chen & Michael Funke, 2004. "Cyclical Uncertainty And Physical Investment Decisions," Money Macro and Finance (MMF) Research Group Conference 2004 89, Money Macro and Finance Research Group.
  40. Aadland, David, 2005. "Detrending time-aggregated data," Economics Letters, Elsevier, vol. 89(3), pages 287-293, December.
  41. Chen, Long & Zhang, Lu, 2011. "Do time-varying risk premiums explain labor market performance?," Journal of Financial Economics, Elsevier, vol. 99(2), pages 385-399, February.
  42. Hakan Berument & M. Eray YŸcel & ZŸbeyir Kilin, 2005. "Business Cycles in Turkey and European Union Countries: A Perspective to the Membership," Working Papers 0506, Department of Economics, Bilkent University.
  43. Jordi Galí, 2005. "Trends in hours, balanced growth, and the role of technology in the business cycle," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 459-486.
  44. Cushman, David O. & Michael, Nils, 2011. "Nonlinear trends in real exchange rates: A panel unit root test approach," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1619-1637.
  45. Alfred A. Haug & Ian P. King, 2011. "Empirical Evidence on Inflation and Unemployment in the Long Run," Department of Economics - Working Papers Series 1128, The University of Melbourne.
  46. Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," Working Papers 36, University of Verona, Department of Economics.
  47. Zhang, Chengsi & Murasawa, Yasutomo, 2012. "Multivariate model-based gap measures and a new Phillips curve for China," China Economic Review, Elsevier, vol. 23(1), pages 60-70.
  48. Marco Terrones & M. Ayhan Kose & Stijn Claessens, 2008. "What Happens During Recessions, Crunches, and Busts?," IMF Working Papers 08/274, International Monetary Fund.
  49. Piyapas Tharavanij, 2007. "Capital Market And Business Cycle Volatility," Monash Economics Working Papers 33-07, Monash University, Department of Economics.
  50. Costas Azariadis & Leo Kaas, 2007. "Is dynamic general equilibrium a theory of everything?," Economic Theory, Springer, vol. 32(1), pages 13-41, July.
  51. Brigitte Granville & Sana Hussain, 2014. "Eurozone cycles: an analysis of phase synchronization," Working Papers 56, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
  52. Susanto Basu & Alan M. Taylor, 1999. "Business Cycles in International Historical Perspective," Journal of Economic Perspectives, American Economic Association, vol. 13(2), pages 45-68, Spring.
  53. Wall, Howard J., 2011. "The Employment Cycles of Neighboring Cities," MPRA Paper 29410, University Library of Munich, Germany.
  54. Vladimir Yankov & Egon Zakrajsek & Simon Gilchrist, 2009. "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets," 2009 Meeting Papers 514, Society for Economic Dynamics.
  55. Mauro Napoletano & Andrea Roventini & Sandro Sapio, 2004. "Are Business Cycles All Alike? A Bandpass Filter Analysis of Italian and US Cycles," LEM Papers Series 2004/25, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  56. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2011. "Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices," Econometric Reviews, Taylor & Francis Journals, vol. 30(5), pages 514-547, October.
  57. Manuel Ramos Francia & Daniel Chiquiar, 2004. "Bilateral Trade and Business Cycle Synchronization: Evidence from Mexico and United States Manufacturing Industries," Working Papers 2004-05, Banco de México.
  58. 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.
  59. Celsa Machado, 2001. "Measuring Business Cycles: The Real Business Cycle Approach and Related Controversies," FEP Working Papers 107, Universidade do Porto, Faculdade de Economia do Porto.
  60. Gallegati, Marco & Ramsey, James B., 2014. "The forward looking information content of equity and bond markets for aggregate investments," Journal of Economics and Business, Elsevier, vol. 75(C), pages 1-24.
  61. Noah Williams, 2003. "Small Noise Asymptotics for a Stochastic Growth Model," Computing in Economics and Finance 2003 262, Society for Computational Economics.
  62. Miao, Jianjun & Wang, Pengfei, 2009. "Does Lumy Investment Matter for Business Cycles?," MPRA Paper 14977, University Library of Munich, Germany.
  63. Christophe Chamley, 2006. "Complementarities in information acquisition with short-term trades," Boston University - Department of Economics - Working Papers Series WP2006-042, Boston University - Department of Economics.
  64. Valle e Azevedo, João, 2008. "A Multivariate Band-Pass Filter," MPRA Paper 6555, University Library of Munich, Germany.
  65. Frédérique BEC, Charbel BASSIL, 2008. "Federal Funds Rate Stationarity: New Evidence," THEMA Working Papers 2008-35, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  66. Buch, Claudia M. & Doepke, Joerg & Pierdzioch, Christian, 2005. "Financial openness and business cycle volatility," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 744-765, September.
  67. Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, EconWPA.
  68. Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band Pass Filter," NBER Working Papers 7257, National Bureau of Economic Research, Inc.
    • Lawrence J. Christiano & Terry J. Fitzgerald, 2003. "The Band Pass Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 435-465, 05.
  69. Don Harding & Adrian Pagan, 2000. "Disecting the Cycle: A Methodological Investigation," Econometric Society World Congress 2000 Contributed Papers 1164, Econometric Society.
  70. Alessandra Iacobucci & Alain Noullez, 2004. "A Frequency Selective Filter for Short-Length Time Series," Documents de Travail de l'OFCE 2004-05, Observatoire Francais des Conjonctures Economiques (OFCE).
  71. Michael Funke, 2005. "Inflation in Mainland China - Modelling a Roller Coaster Ride," Working Papers 152005, Hong Kong Institute for Monetary Research.
  72. Karras, Georgios, 2003. "How homogenizing are monetary unions?: Evidence from the U.S. states," The North American Journal of Economics and Finance, Elsevier, vol. 14(3), pages 381-397, December.
  73. Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese, 2001. "A core inflation index for the euro area," Temi di discussione (Economic working papers) 435, Bank of Italy, Economic Research and International Relations Area.
  74. Rabanal, Cristian & Baronio, Alfredo Mario, 2010. "Alternativas para la modelización de tendencias y ciclos en la economía argentina, 1880-2009/Alternatives for Modeling Trends and Cycles in Argentina's Economy, 1880 - 2009," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 28, pages 651-670, Diciembre.
  75. Igan, Deniz & Kabundi, Alain & Nadal De Simone, Francisco & Pinheiro, Marcelo & Tamirisa, Natalia, 2011. "Housing, credit, and real activity cycles: Characteristics and comovement," Journal of Housing Economics, Elsevier, vol. 20(3), pages 210-231, September.
  76. Patrick A. Puhani, 2003. "A Test of the ‘Krugman Hypothesis’ for the United States, Britain, and Western Germany," University of St. Gallen Department of Economics working paper series 2003 2003-13, Department of Economics, University of St. Gallen.
  77. John Keating & Logan J. Kelly & Andrew Lee Smith & Victor J. Valcarcel, 2014. "A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201401, University of Kansas, Department of Economics.
  78. House, Christopher L., 2014. "Fixed costs and long-lived investments," Journal of Monetary Economics, Elsevier, vol. 68(C), pages 86-100.
  79. Giovanni Dosi & Giorgio Fagiolo & Andrea Roventini, 2008. "Schumpeter Meeting Keynes: A Policy-Friendly Model of Endogenous Growth and Business Cycles," Working Papers 50/2008, University of Verona, Department of Economics.
  80. Jerome Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin, 2013. "Career Progression, Economic Downturns, and Skills," Cowles Foundation Discussion Papers 1889, Cowles Foundation for Research in Economics, Yale University.
  81. Marco Terrones & M. Ayhan Kose & Stijn Claessens, 2011. "How Do Business and Financial Cycles Interact?," IMF Working Papers 11/88, International Monetary Fund.
  82. Korajczyk, Robert A. & Levy, Amnon, 2003. "Capital structure choice: macroeconomic conditions and financial constraints," Journal of Financial Economics, Elsevier, vol. 68(1), pages 75-109, April.
  83. Bracke, Philippe, 2013. "How long do housing cycles last? A duration analysis for 19 OECD countries," Journal of Housing Economics, Elsevier, vol. 22(3), pages 213-230.
  84. Deleersnyder, B. & Dekimpe, M.G. & Sarvary, M. & Parker, P.M., 2003. "Weathering Tight Economic Times: The Sales Evolution Of Consumer Durables Over The Business Cycle," ERIM Report Series Research in Management ERS-2003-046-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  85. Richard Ashley & Randal Verbrugge, 2009. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 4-20.
  86. Nolan, Charles & Thoenissen, Christoph, 2008. "Labour markets and firm-specific capital in New Keynesian general equilibrium models," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 817-843, September.
  87. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2003. "The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle," Working Papers UWEC-2003-36, University of Washington, Department of Economics.
  88. Ai Deng & Pierre Perron, 2006. "A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 423-447, November.
  89. Athanasios Orphanides & Simon van Norden, 2003. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers 2003s-01, CIRANO.
  90. Miguel de Carvalho & Paulo C. Rodrigues & António Rua, 2010. "Tracking the US Business Cycle With a Singular Spectrum Analysis," Working Papers w201009, Banco de Portugal, Economics and Research Department.
  91. Paolo Mauro, 2000. "Stock Returns and Output Growth in Emerging and Advanced Economies," IMF Working Papers 00/89, International Monetary Fund.
  92. Mark Crosby & Glenn Otto, 2001. "Growth and the Real Exchange Rate - Evidence from Eleven Countries," Working Papers 082001, Hong Kong Institute for Monetary Research.
  93. Ajello, Andrea, 2010. "Financial intermediation, investment dynamics and business cycle fluctuations," MPRA Paper 32447, University Library of Munich, Germany, revised Mar 2011.
  94. de Bondt, Gabe J. & Dieden, Heinz C. & Muzikarova, Sona & Vincze, Istvan, 2014. "Modelling industrial new orders," Economic Modelling, Elsevier, vol. 41(C), pages 46-54.
  95. Tak-Kuen Siu & Wai-Ki Ching & Eric Fung & Michael Ng, 2007. "Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models," Computational Economics, Society for Computational Economics, vol. 29(3), pages 425-425, May.
  96. 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.
  97. Mauro Napoletano & Domenico Delli Gatti & Giorgio Fagiolo & Mauro Gallegati, 2005. "Weird Ties? Growth, Cycles and Firm Dynamics in an Agent-Based Model with Financial-Market Imperfections," LEM Papers Series 2005/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  98. Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Tinbergen Institute Discussion Papers 03-069/4, Tinbergen Institute.
  99. Mendicino, Caterina, 2007. "Credit market and macroeconomic volatility," Working Paper Series 0743, European Central Bank.
  100. Döpke, Jörg, 1998. "Stylized facts of Euroland's business cycle," Kiel Working Papers 887, Kiel Institute for the World Economy.
  101. Nishiyama, Yasuo, 2011. "The term structure of CD rates and monetary policy transmission," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 82-94, January.
  102. Kurz, Mordecai & Jin, Hehui & Motolese, Maurizio, 2003. "The role of expectations in economic fluctuations and the efficacy of monetary policy," CFS Working Paper Series 2003/42, Center for Financial Studies (CFS).
  103. Karras, Georgios, 2005. "Is there a yen optimum currency area? Evidence from 18 Asian and Pacific economies," Japan and the World Economy, Elsevier, vol. 17(4), pages 456-469, December.
  104. Clark, Todd E. & McCracken, Michael W., 2005. "The power of tests of predictive ability in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 124(1), pages 1-31, January.
  105. Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007. "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers) 631, Bank of Italy, Economic Research and International Relations Area.
  106. António Rua & Luís Catela Nunes, 2003. "Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach," Working Papers w200307, Banco de Portugal, Economics and Research Department.
  107. Tharavanij, Piyapas, 2007. "Capital Market, Severity of Business Cycle, and Probability of Economic Downturn," MPRA Paper 4953, University Library of Munich, Germany.
  108. Hilde Bjørnland & Leif Brubakk & Anne Jore, 2008. "Forecasting inflation with an uncertain output gap," Empirical Economics, Springer, vol. 35(3), pages 413-436, November.
  109. Nicholas Apergis & James E. Payne, 2013. "New Evidence on the Information and Predictive Content of the Baltic Dry Index," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 1(3), pages 62-80, July.
  110. Andreasen, Martin M. & Ferman, Marcelo & Zabczyk, Pawel, 2012. "The business cycle implications of banks' maturity transformation," Working Paper Series 1489, European Central Bank.
  111. William T. Gavin & Finn E. Kydland, 2000. "The nominal facts and the October 1979 policy change," Working Papers 2000-013, Federal Reserve Bank of St. Louis.
  112. Yuriy Gorodnichenko, 2008. "Endogenous information, menu costs and inflation persistence," NBER Working Papers 14184, National Bureau of Economic Research, Inc.
  113. Lawrence J. Christiano & Terry J. Fitzgerald, 2003. "Inflation and monetary policy in the twentieth century," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 22-45.
  114. Proaño, Christian R. & Theobald, Thomas, 2014. "Predicting recessions with a composite real-time dynamic probit model," International Journal of Forecasting, Elsevier, vol. 30(4), pages 898-917.
  115. Liang, Kuo-Yuan & Yen, Chen-Hui, 2014. "Dissecting the cycles: An intermarket investigation and its implications to portfolio reallocation," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 39-51.
  116. Abildgren, Kim, 2012. "Business cycles, monetary transmission and shocks to financial stability: empirical evidence from a new set of Danish quarterly national accounts 1948-2010," Working Paper Series 1458, European Central Bank.
  117. Piyapas Tharavanij, 2007. "Capital Market, Severity Of Business Cycle, And Probability Of An Economic Downturn," Monash Economics Working Papers 32-07, Monash University, Department of Economics.
  118. Arnaud Cheron & Francois Langot, 2004. "Labor Market Search and Real Business Cycles: Reconciling Nash Bargaining with the Real Wage Dynamics," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(2), pages 476-493, April.
  119. Valle e Azevedo, João & Pereira, Ana, 2013. "Approximating and forecasting macroeconomic signals in real-time," International Journal of Forecasting, Elsevier, vol. 29(3), pages 479-492.
  120. Bergman, U. Michael & Bordo, Michael D. & Jonung, Lars, 1998. "Historical Evidence on Business Cycles: The International Experience," SSE/EFI Working Paper Series in Economics and Finance 255, Stockholm School of Economics.
  121. Harm Bandholz & Michael Funke, 2001. "In Search of Leading Indicators of Economic Activity in Germany," CESifo Working Paper Series 571, CESifo Group Munich.
  122. 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.
  123. Sarno, Lucio & Thornton, Daniel L, 2002. "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers 3225, C.E.P.R. Discussion Papers.
  124. Julia K. Thomas, 2002. "Is lumpy investment relevant for the business cycle?," Staff Report 302, Federal Reserve Bank of Minneapolis.
  125. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008. "Investment shocks and business cycles," Working Paper Series WP-08-12, Federal Reserve Bank of Chicago.
  126. Gatti, Domenico Delli & Gallegati, Marco & Gallegati, Mauro, 2005. "On the nature and causes of business fluctuations in Italy, 1861-2000," Explorations in Economic History, Elsevier, vol. 42(1), pages 81-100, January.
  127. Woitek, Ulrich, 2003. "Height cycles in the 18th and 19th centuries," Economics & Human Biology, Elsevier, vol. 1(2), pages 243-257, June.
  128. Zsolt Darvas & György Szapáry, 2006. "Business Cycle Synchronization in the Enlarged EU," Working Papers 0604, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
  129. Benati, Luca, 2010. "Evolving Phillips trade-off," Working Paper Series 1176, European Central Bank.
  130. Levent, Korap, 2009. "Türkiye ekonomisinde enflasyon ve reel milli gelir arasındaki çevrimsellik ilişkisi üzerine bir inceleme
    [An investigation upon the cyclical relationship between inflation and real income in the Tu
    ," MPRA Paper 20266, University Library of Munich, Germany.
  131. Karras, Georgios & Stokes, Houston H., 2001. "Time-varying criteria for monetary integration: evidence from the EMU," International Review of Economics & Finance, Elsevier, vol. 10(2), pages 171-185.
  132. Gregory deWalque & Olivier Pierrard & Abdelaziz Rouabah, 2010. "Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach," Economic Journal, Royal Economic Society, vol. 120(549), pages 1234-1261, December.
  133. Beaubrun-Diant, Kevin E. & Tripier, Fabien, 2005. "Asset returns and business cycles in models with investment adjustment costs," Economics Letters, Elsevier, vol. 86(1), pages 141-146, January.
  134. Floden, Martin, 2000. "Endogenous monetary policy and the business cycle," European Economic Review, Elsevier, vol. 44(8), pages 1409-1429, August.
  135. Ulrich K. Müller, 2002. "Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series," University of St. Gallen Department of Economics working paper series 2002 2002-26, Department of Economics, University of St. Gallen.
  136. Kevin X. D. Huang & Zheng Liu & Louis Phaneuf, 2003. "Why Does the Cyclical Behavior of Real Wages Change Over Time?," Emory Economics 0309, Department of Economics, Emory University (Atlanta).
  137. Burda, Michael C & Severgnini, Battista, 2010. "Solow Residuals without Capital Stocks," CEPR Discussion Papers 7990, C.E.P.R. Discussion Papers.
  138. Guillermo A. Calvo & Alejandro Izquierdo & Luis Fernando Mejía, 2004. "On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects," IDB Publications (Working Papers) 6516, Inter-American Development Bank.
  139. Donaldson, John B. & Gershun, Natalia & Giannoni, Marc P., 2013. "Some unpleasant general equilibrium implications of executive incentive compensation contracts," Journal of Economic Theory, Elsevier, vol. 148(1), pages 31-63.
  140. Tomislav Globan & Vladimir Arčabić & Petar Sorić, 2014. "Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?," EFZG Working Papers Series 1405, Faculty of Economics and Business, University of Zagreb.
  141. Sunder, Marco & Woitek, Ulrich, 2005. "Boom, bust, and the human body: Further evidence on the relationship between height and business cycles," Economics & Human Biology, Elsevier, vol. 3(3), pages 450-466, December.
  142. 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.
  143. 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.
  144. Marcelo Savino Portugal & Igor Alexandre Clemente de Morais, 2004. "Business Cycle In The Industrial Production Of Brazilian States," Econometric Society 2004 Latin American Meetings 23, Econometric Society.
  145. Millet, Kobe & Lamey, Lien & Van den Bergh, Bram, 2012. "Avoiding negative vs. achieving positive outcomes in hard and prosperous economic times," Organizational Behavior and Human Decision Processes, Elsevier, vol. 117(2), pages 275-284.
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