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Citations for "The cyclical behavior of prices"

by Cooley, Thomas F. & Ohanian, Lee E.

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  1. 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.
  2. Cover James Peery & Pecorino Paul, 2003. "Optimal Monetary Policy and the Correlation between Prices and Output," The B.E. Journal of Macroeconomics, De Gruyter, vol. 3(1), pages 1-21, February.
  3. Fabio Canova, 2005. "The transmission of US shocks to Latin America," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 229-251.
  4. 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.
  5. Michael Bruno & William Easterly, 1995. "Inflation Crises and Long-Run Growth," NBER Working Papers 5209, National Bureau of Economic Research, Inc.
  6. Vázquez Pérez, Jesús, 2002. "Is there a Phillips Curve in the US and the EU15 Countries? An empirical investigation," DFAEII Working Papers 2002-32, University of the Basque Country - Department of Foundations of Economic Analysis II.
  7. Michael T. Kiley, 1996. "The lead of output over inflation in sticky price models," Finance and Economics Discussion Series 96-33, Board of Governors of the Federal Reserve System (U.S.).
  8. Apostolos Serletis & David Krause, 1996. "Nominal stylized facts of U. S. business cycles," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 49-54.
  9. Gianluca Benigno & Christoph Theonissen, 2006. "Consumption and Real Exchange Rates with Incomplete Markets and Non-Traded Goods," CEP Discussion Papers dp0771, Centre for Economic Performance, LSE.
  10. repec:ebl:ecbull:v:5:y:2002:i:5:p:1-7 is not listed on IDEAS
  11. Charles I. Plosser, 1990. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc.
  12. Paul Cashin & Sam Ouliaris, 2004. "Key Features of Australian Business Cycles," Australian Economic Papers, Wiley Blackwell, vol. 43(1), pages 39-58, 03.
  13. Lee, Jim, 2006. "The comovement between output and prices: Evidence from a dynamic conditional correlation GARCH model," Economics Letters, Elsevier, vol. 91(1), pages 110-116, April.
  14. Louis Phaneuf & Jang-Ok Cho, 1992. "A Business Cycle Model with Nominal Wage Contracts and Government," Cahiers de recherche CREFE / CREFE Working Papers 6, CREFE, Université du Québec à Montréal, revised Jan 1993.
  15. Michael Tomz & Mark L. J. Wright, 2007. "Do countries default in “bad times”?," Working Paper Series 2007-17, Federal Reserve Bank of San Francisco.
  16. 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.
  17. Pedro Silos, 2005. "Housing, portfolio choice, and the macroeconomy," FRB Atlanta Working Paper 2005-21, Federal Reserve Bank of Atlanta.
  18. C. John McDermott & Eswar S Prasad & Pierre-Richard Agénor, 1999. "Macroeconomic Fluctuations in Developing Countries; Some Stylized Facts," IMF Working Papers 99/35, International Monetary Fund.
  19. Uhlig, H.F.H.V.S. & Ravn, M., 1997. "On Adjusting the H-P Filter for the Frequency of Observations," Discussion Paper 1997-50, Tilburg University, Center for Economic Research.
  20. 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.
  21. Robert G. King & Sergio T. Rebelo, 2000. "Resuscitating Real Business Cycles," NBER Working Papers 7534, National Bureau of Economic Research, Inc.
  22. Roy H. Webb, 2003. "The cyclical behavior of prices and employee compensation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 69-83.
  23. 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.
  24. Den Haan, Wouter & Sumner, Steven, 2001. "The Comovements between Real Activity and Prices in the G7," CEPR Discussion Papers 2801, C.E.P.R. Discussion Papers.
  25. Scott Freeman & Finn E. Kydland, 1998. "Monetary aggregates and output," Working Paper 9813, Federal Reserve Bank of Cleveland.
  26. Gregory D. Hess & Kwanho Shin, 1995. "Intranational business cycles in the United States," Research Working Paper 95-07, Federal Reserve Bank of Kansas City.
  27. Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band pass filter," Working Paper 9906, Federal Reserve Bank of Cleveland.
    • 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.
  28. Reiner Franke, 2004. "Stepwise calibration of a higher-order Keynes-Metzler-Goodwin model," Computing in Economics and Finance 2004 118, Society for Computational Economics.
  29. Maravall, A. & del Rio, A., 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
  30. Mari­a-Dolores, Ramón & Vázquez, Jesús, 2008. "The new Keynesian monetary model: Does it show the comovement between GDP and inflation in the U.S.?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1466-1488, May.
  31. Leif Danziger, 2005. "Output Effects of Inflation with Fixed Price- and Quantity-Adjustment Costs," CESifo Working Paper Series 1538, CESifo Group Munich.
  32. Wouter J. den Haan, 2002. "The Comovement between Real Activity and Prices in the G7," Tinbergen Institute Discussion Papers 02-092/2, Tinbergen Institute.
  33. Zink, Helmut, 1994. "Overhead cost, price randomization, and price stickiness," Discussion Papers, Series I 273, University of Konstanz, Department of Economics.
  34. Pallage, Stephane & Robe, Michel A, 2001. "Foreign Aid and the Business Cycle," Review of International Economics, Wiley Blackwell, vol. 9(4), pages 641-72, November.
  35. James Peery Cover & C. James Hueng, 2006. "Why Did the Sign of the Price-Output Correlation Change? Evidence from a Structural VAR with GARCH Errors," Working Papers 200602, Ball State University, Department of Economics, revised Mar 2006.
  36. Charles W. Calomiris & Christopher Hanes, 1994. "Historical Macroeconomics and American Macroeconomic History," NBER Working Papers 4935, National Bureau of Economic Research, Inc.
  37. P J Pérez, 2001. "Cyclical Properties in the Main Western Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 33, Economics, The Univeristy of Manchester.
  38. 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 - Faculdade de Economia, Universidade de Coimbra.
  39. Kloudová Dana, 2014. "Estimating Output Gap and Potential Output for Russia and Its Uselfulness by Forecasting Inflation," Proceedings of Economics and Finance Conferences 0402134, International Institute of Social and Economic Sciences.
  40. María-Dolores, Ramón & Vázquez Pérez, Jesús, 2008. "Term Structure and the Estimated Monetary Policy Rule in the Eurozone," DFAEII Working Papers 2008-05, University of the Basque Country - Department of Foundations of Economic Analysis II.
  41. Wynne, Mark A. & Koo, Jahyeong, 1997. "Business cycles under monetary union: EU and US business cycles compared," Working Papers 9707, Federal Reserve Bank of Dallas.
  42. 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.
  43. Leif Danziger, 1998. "A Dynamic Economy with Costly Price Adjustment," Cahiers de recherche CREFE / CREFE Working Papers 83, CREFE, Université du Québec à Montréal.
  44. George K Davis & Bryce E. Kanago, 2005. "Mismatching Measures of Output and Prices: Implications for Measuring the Comovement of Prices and Output," Macroeconomics 0501005, EconWPA.
  45. Dufourt, 2005. "Dynamic General Equilibrium Models and the Beveridge-Nelson Facts," Macroeconomics 0501003, EconWPA.
  46. William T. Gavin & Finn E. Kydland, 1997. "Endogenous money supply and the business cycle," Working Papers 1995-010, Federal Reserve Bank of St. Louis.
  47. João Sousa Andrade & António Portugal Duarte, 2012. "The Importance of a Good Indicator for Global Excess Demand," GEMF Working Papers 2012-15, GEMF - Faculdade de Economia, Universidade de Coimbra.
  48. Kennedy, James E., 1998. "An Analysis of Time-Series Estimates of Capacity Utilization," Journal of Macroeconomics, Elsevier, vol. 20(1), pages 169-187, January.
  49. 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.
  50. Sule Akkoyunlu & Konstantin A. Kholodilin, 2006. "What Affects the Remittances of Turkish Workers: Turkish or German Output?," Discussion Papers of DIW Berlin 622, DIW Berlin, German Institute for Economic Research.
  51. Lee E. Ohanian & Andrea Raffo, 2011. "Aggregate Hours Worked in OECD Countries: New Measurement and Implications for Business Cycles," NBER Working Papers 17420, National Bureau of Economic Research, Inc.
  52. Helmut Zink, 1993. "Monopolistic competition and the cyclicality of pricing and productivity—A typology of industries," Journal of Economics, Springer, vol. 58(2), pages 109-152, June.
  53. 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.
  54. 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.
  55. 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.
  56. Ramón Maria-Dolores & Jesus Vazquez, 2006. "The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules," Computing in Economics and Finance 2006 6, Society for Computational Economics.
  57. Ramsey, James B. & Keenan, Sean, 1996. "Multi-country tests for the oscillator model with slowly varying coefficients," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 383-408, September.
  58. Benassy, Jean-Pascal, 2004. "Optimal indexation and the cyclical behavior of prices," Economics Letters, Elsevier, vol. 83(1), pages 83-88, April.
  59. 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.
  60. Smant, David J. C., 1998. "Modelling trends, expectations and the cyclical behaviour of prices," Economic Modelling, Elsevier, vol. 15(1), pages 151-161, January.
  61. Pakko, Michael R, 2000. "The Cyclical Relationship between Output and Prices: An Analysis in the Frequency Domain," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 382-99, August.
  62. Muhammad Ali Choudhary & Muhammad Nadim Hanif & Javed Iqbal, 2013. "On Smoothing Macroeconomic Time Series using HP and Modified HP Filter," SBP Working Paper Series 60, State Bank of Pakistan, Research Department.
  63. Hartley, Peter R. & Whitt Jr, Joseph A., 2003. "Macroeconomic fluctuations: Demand or supply, permanent or temporary?," European Economic Review, Elsevier, vol. 47(1), pages 61-94, February.
  64. Royuela, Vicente, 2000. "International Real Business Cycles: Can A Two Countries Two Sectors Model Solve The Quantity Anomaly?," ERSA conference papers ersa00p203, European Regional Science Association.
  65. Dean Croushore, 1998. "Low inflation: the surprise of the 1990s," Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 3-12.
  66. Cook, S., 2004. "On the Detection of Business Cycles Asymmetry in 22 Countries, 1870-1994," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(1).
  67. Bénassy, Jean-Pascal, 2002. "Conférence François-Albert Angers (2002)," L'Actualité Economique, Société Canadienne de Science Economique, vol. 78(4), pages 423-457, Décembre.
  68. Roy H. Webb & Tazwell S. Rowe, 1995. "An index of leading indicators for inflation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 75-96.
  69. den Haan, Wouter J., 2000. "The comovement between output and prices," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 3-30, August.
  70. Yang-Woo Kim, 1996. "Are prices countercyclical? Evidence from East Asian countries," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 69-82.
  71. Satyajit Chatterjee & Dean Corbae, 1999. "A welfare comparison of pre- and post-WWII business cycles: some implications for the role of postwar macroeconomic policies," Working Papers 99-2, Federal Reserve Bank of Philadelphia.
  72. Dana Kloudova, 2015. "Estimating Output Gap and Potential Output for Russia and Its Usefulness by Forecasting Inflation," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(1), pages 45-59, March.
  73. Fangxiong Gong, 1995. "Regime-switching monetary policy and real business cycle fluctuations," Research Paper 9528, Federal Reserve Bank of New York.
  74. 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.
  75. Juan J. Dolado & Miguel Sebastián & Javier Vallés, 1993. "Cyclical Patterns of the Spanish Economy," Working Papers 9324, Banco de España;Working Papers Homepage.
  76. Frederic Dufourt, 2000. "Dynamic Properties of the New Neoclassical Synthesis Model of Business Cycle," Econometric Society World Congress 2000 Contributed Papers 0389, Econometric Society.
  77. Cristadoro, Riccardo & Forni, Mario & Reichlin, Lucrezia & Veronese, Giovanni, 2001. "A Core Inflation Index for the Euro Area," CEPR Discussion Papers 3097, C.E.P.R. Discussion Papers.
  78. Soledad Feal Zubimendi & Mara Rojas & Mariana Inés Zilio, 2009. "Stylized Facts for the Argentine Economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(56), pages 157-210, October -.
  79. Sandra Martina Leitner, 2007. "The Austrian Business Cycle - A Characterization," Economics working papers 2007-17, Department of Economics, Johannes Kepler University Linz, Austria.
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