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Citations for "Business cycle durations and postwar stabilization of the U.S. economy"

by Mark W. Watson

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  1. Marcelle, Chauvet & Jeremy, Piger, 2010. "Employment and the business cycle," MPRA Paper 34103, University Library of Munich, Germany.
  2. Albuquerque, Rui & Eichenbaum, Martin & Papanikolaou, Dimitris & Rebelo, Sergio, 2015. "Long-run bulls and bears," Journal of Monetary Economics, Elsevier, vol. 76(S), pages S21-S36.
  3. Gordon, S.F. & Filardo, A.J., 1993. "Business Cycle Durations," Papers 9328, Laval - Recherche en Politique Economique.
  4. Cashin, Paul & McDermott, C. John & Scott, Alasdair, 2002. "Booms and slumps in world commodity prices," Journal of Development Economics, Elsevier, vol. 69(1), pages 277-296, October.
  5. Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009. "Désinflation et chômage dans la zone euro: une analyse à l'aide d'un modèle VAR structurel," TSE Working Papers 09-014, Toulouse School of Economics (TSE).
  6. Eric Ghysels, 1992. "On the Periodic Structure of the Business Cycle," Cowles Foundation Discussion Papers 1028, Cowles Foundation for Research in Economics, Yale University.
  7. Javier Gómez Biscarri, 2002. "Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US," Faculty Working Papers 05/02, School of Economics and Business Administration, University of Navarra.
  8. Robert Buckle & David Haugh & Peter Thomson, 2003. "Calm after the storm? Supply-side contributions to New Zealand's GDP volatility decline," New Zealand Economic Papers, Taylor & Francis Journals, vol. 37(2), pages 217-243.
  9. Ahmed, Jameel & Straetmans, Stefan, 2015. "Predicting exchange rate cycles utilizing risk factors," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 112-130.
  10. Hans-Martin Krolzig & Michael P. Clements, 2001. "Modelling Business Cycle Features Using Switching Regime Models," Economics Series Working Papers 58, University of Oxford, Department of Economics.
  11. 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.
  12. Issler, João Victor & Vahid, Farshid, 2003. "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," Economics Working Papers (Ensaios Economicos da EPGE) 492, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  13. Hong, Kiseok & Lee, Jong-Wha & Tang, Hsiao Chink, 2010. "Crises in Asia: Historical perspectives and implications," Journal of Asian Economics, Elsevier, vol. 21(3), pages 265-279, June.
  14. 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.
  15. Christina D. Romer, 1999. "Changes in Business Cycles: Evidence and Explanations," NBER Working Papers 6948, National Bureau of Economic Research, Inc.
  16. Kiseok Hong, 2010. "Fiscal Policy Issues in Korea after the Current Crisis," Working Papers id:2982, eSocialSciences.
  17. Aßmann, Christian & Boysen-Hogrefe, Jens & Jannsen, Nils, 2011. "Costs of housing crises: International evidence," Kiel Working Papers 1524 [rev.], Kiel Institute for the World Economy (IfW).
  18. Ghysels, Eric, 1997. "On seasonality and business cycle durations: A nonparametric investigation," Journal of Econometrics, Elsevier, vol. 79(2), pages 269-290, August.
  19. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
  20. Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara, 2011. "A new monthly chronology of the US industrial cycles in the prewar economy," EconomiX Working Papers 2011-27, University of Paris West - Nanterre la Défense, EconomiX.
  21. Paul Cashin & Sam Ouliaris, 2004. "Key Features of Australian Business Cycles," Australian Economic Papers, Wiley Blackwell, vol. 43(1), pages 39-58, 03.
  22. Asea, Patrick K. & Blomberg, Brock, 1998. "Lending cycles," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 89-128.
  23. Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano & Paolo Piselli, 2015. "Business Cycles, Credit Cycles and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013," CESifo Working Paper Series 5318, CESifo Group Munich.
  24. Gadea Rivas, Maria Dolores & Pérez-Quirós, Gabriel, 2012. "The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit," CEPR Discussion Papers 9269, C.E.P.R. Discussion Papers.
  25. Breuer, Janice Boucher & Clements, Leianne A., 2003. "The commodity composition of US-Japanese trade and the yen/dollar real exchange rate," Japan and the World Economy, Elsevier, vol. 15(3), pages 307-330, August.
  26. Robert G. King & Sergio T. Rebelo, 2000. "Resuscitating Real Business Cycles," RCER Working Papers 467, University of Rochester - Center for Economic Research (RCER).
  27. Sunoong Hwang & Yongsung Chang, 2011. "Asymmetric Phase Shifts in U.S. Industrial Production Cycles," 2011 Meeting Papers 31, Society for Economic Dynamics.
  28. Hong, Kiseok & Tang, Hsiao Chink, 2012. "Crises in Asia: Recovery and policy responses," Journal of Asian Economics, Elsevier, vol. 23(6), pages 654-668.
  29. Pami Dua & Anirvan Banerji, 2001. "A Leading Index for India's Exports," Occasional papers 1, Centre for Development Economics, Delhi School of Economics.
  30. Ghysels, E., 1992. "Charistmas, Spring and the Dawning of Economic Recovery," Cahiers de recherche 9215, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  31. knani, ramzi & fredj, ali, 2010. "Mondialisation et fluctuations des cycles économiques
    [globalisation and business cycle fluctuation]
    ," MPRA Paper 22755, University Library of Munich, Germany.
  32. Margaret M. McConnell & Gabriel Perez Quiros, 1997. "Output fluctuations in the United States: what has changed since the early 1980s?," Research Paper 9735, Federal Reserve Bank of New York.
  33. Selgin, George & Lastrapes, William D. & White, Lawrence H., 2012. "Has the Fed been a failure?," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 569-596.
  34. 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.
  35. 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.
  36. Joseph Davis & Marc D. Weidenmier, 2016. "America's First Great Moderation," NBER Working Papers 21856, National Bureau of Economic Research, Inc.
  37. Monica Billio & Roberto Casarin, 2010. "Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 145-167.
  38. Maurizio Bovi, 2003. "Nonparametric Analysis Of The International Business Cycles," ISAE Working Papers 37, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  39. 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.
  40. Rachidi Kotchoni & Dalibor Stevanovic, 2013. "Probability and Severity of Recessions," CIRANO Working Papers 2013s-43, CIRANO.
  41. Paul Cashin & C. John McCDermott, 2002. "The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability," IMF Staff Papers, Palgrave Macmillan, vol. 49(2), pages 2.
  42. Billio Monica & Casarin Roberto, 2011. "Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-32, September.
  43. Lin, Boqiang & Wu, Ya & Zhang, Li, 2012. "Electricity saving potential of the power generation industry in China," Energy, Elsevier, vol. 40(1), pages 307-316.
  44. Peter F. Christoffersen, . "Dating the Turning Points of Nordic Business Cycles," EPRU Working Paper Series 00-13, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  45. Edwards, Sebastian & Biscarri, Javier Gomez & Perez de Gracia, Fernando, 2003. "Stock market cycles, financial liberalization and volatility," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 925-955, December.
  46. 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.
  47. McKay, Alisdair & Reis, Ricardo, 2006. "The Brevity and Violence of Contractions and Expansions," CEPR Discussion Papers 5756, C.E.P.R. Discussion Papers.
  48. Paul Cashin, 2004. "Caribbean Business Cycles," IMF Working Papers 04/136, International Monetary Fund.
  49. repec:dau:papers:123456789/6830 is not listed on IDEAS
  50. 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.
  51. Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers 0815, University of Brescia, Department of Economics.
  52. Ana Gomez Loscos & M. Dolores Gadea & Antonio Montañes, 2011. "Cycles inside cycles: Spanish regional aggregation," ERSA conference papers ersa11p99, European Regional Science Association.
  53. Craig, Lee A. & Holt, Matthew T., 2008. "Mechanical refrigeration, seasonality, and the hog-corn cycle in the United States: 1870-1940," Explorations in Economic History, Elsevier, vol. 45(1), pages 30-50, January.
  54. Banerji, Anirvan & Hiris, Lorene, 2001. "A framework for measuring international business cycles," International Journal of Forecasting, Elsevier, vol. 17(3), pages 333-348.
  55. Kiseok Hong, 2010. "Fiscal Policy Issues in Korea after the Current Crisis," Macroeconomics Working Papers 22754, East Asian Bureau of Economic Research.
  56. Abderrezak, Ali, 1997. "Consumer expectations and cyclical durations," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 843-857.
  57. 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.
  58. 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.
  59. 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.
  60. Dimelis, Sophia P., 2001. "Inventory investment over the business cycle in the EU and the US," International Journal of Production Economics, Elsevier, vol. 71(1-3), pages 1-8, May.
  61. Mendicino, Caterina, 2007. "Credit market and macroeconomic volatility," Working Paper Series 0743, European Central Bank.
  62. Frédéric Carsoule & Philip Franses, 2003. "A note on monitoring time-varying parameters in an autoregression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 57(1), pages 51-62, February.
  63. Matthew kofi Ocran & Nicholas Biekpe, 2007. "The Role Of Commodity Prices In Macroeconomic Policy In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 75(2), pages 213-220, 06.
  64. Edvinsson, Rodney & Hegelund, Erik, 2016. "The business cycle in historical perspective: Reconstructing quarterly data on Swedish GDP 1913-2014," Stockholm Papers in Economic History 18, Department of Economic History, Stockholm University.
  65. Charles W. Calomiris & Christopher Hanes, 1994. "Historical Macroeconomics and American Macroeconomic History," NBER Working Papers 4935, National Bureau of Economic Research, Inc.
  66. Barreiro Hurlé, Jesús & Pérez Y Pérez, Luis, 2006. "Social benefi ts of water quality improvement: an evaluation of the averting cost method in households/Benefi cios sociales de la mejora en la calidad del agua: una aproximación a partir de los costes," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 24, pages 453-476, Abril.
  67. Cunado, J. & Gil-Alana, L.A. & Gracia, Fernando Perez de, 2010. "Mean reversion in stock market prices: New evidence based on bull and bear markets," Research in International Business and Finance, Elsevier, vol. 24(2), pages 113-122, June.
  68. Barberá De La Torre, Rafael Antonio & Doncel Pedrera, Luis Miguel & Sainz González, Jorge, 2006. "On the predictibility of the exchange rate behaviour: An application of Lucas' Model to the Spanish case/¿Es posible predecir el comportamiento del tipo de cambio? Una aplicación del modelo de Lucas a," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 24, pages 427-452, Abril.
  69. Nicolau, João, 2016. "Structural change test in duration of bull and bear markets," Economics Letters, Elsevier, vol. 146(C), pages 64-67.
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