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Citations for "Common stochastic trends, common cycles, and asymmetry in economic fluctuations"

by Chang-Jin Kim & Jeremy M. Piger

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  1. James A. Kahn & Robert W. Rich, 2003. "Tracking the new economy: using growth theory to detect changes in trend productivity," Staff Reports 159, Federal Reserve Bank of New York.
  2. Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers 0815, University of Brescia, Department of Economics.
  3. Shushanik Papanyan, 2015. "Digitization and Productivity: Measuring Cycles of Technological Progress," Working Papers 15/33, BBVA Bank, Economic Research Department.
  4. 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.
  5. Yi Wen & Huabin Wu, 2011. "Dynamics of externalities: a second-order perspective," Review, Federal Reserve Bank of St. Louis, issue May, pages 187-206.
  6. 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.
  7. Whelan, Karl, 2004. "New Evidence on Balanced Growth, Stochastic Trends, and Economic Fluctations," Research Technical Papers 7/RT/04, Central Bank of Ireland.
  8. Eric Girardin, 2004. "Regime-dependent synchronization of growth cycles between Japan and East Asia," Money Macro and Finance (MMF) Research Group Conference 2004 66, Money Macro and Finance Research Group.
  9. John Driffill & Turalay Kenc & Martin Sola & Fabio Spagnolo, 2008. "On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts," Department of Economics Working Papers 2008-04, Universidad Torcuato Di Tella.
  10. 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.
  11. Valerie Cerra & Sweta Chaman Saxena, 2005. "Did Output Recover from the Asian Crisis?," IMF Staff Papers, Palgrave Macmillan, vol. 52(1), pages 1-23, April.
  12. Zeynep Senyuz, 2011. "Factor analysis of permanent and transitory dynamics of the US economy and the stock market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 975-998, 09.
  13. BAUWENS, Luc & ROMBOUTS, Jeroen VK, . "On marginal likelihood computation in change-point models," CORE Discussion Papers RP 2403, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. Bhar, Ramaprasad & Hammoudeh, Shawkat & Thompson, Mark A., 2008. "Component structure for nonstationary time series: Application to benchmark oil prices," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 971-983, December.
  15. Maximo Camacho, 2002. "Nonlinear stochastic trends and economic fluctuations," Computing in Economics and Finance 2002 274, Society for Computational Economics.
  16. Cyn-Young Park & Ruperto P. Majuca & Josef T. Yap, 2010. "The 2008 Financial Crisis and Potential Output in Asia : Impact and Policy Implications," Finance Working Papers 23101, East Asian Bureau of Economic Research.
  17. 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.).
  18. repec:ebl:ecbull:v:5:y:2006:i:10:p:1-17 is not listed on IDEAS
  19. Valerie Cerra & Sweta Chaman Saxena, 2005. "Eurosclerosis or Financial Collapse: Why Did Swedish Incomes Fall Behind?," IMF Working Papers 05/29, International Monetary Fund.
  20. Dong He & Wei Liao & Tommy Wu, 2014. "Hong Kong's Growth Synchronisation with China and the U.S.: A Trend and Cycle Analysis," Working Papers 152014, Hong Kong Institute for Monetary Research.
  21. Silvestro Di Sanzo, 2006. "Output fluctuations persistence: Do cyclical shocks matter?," Working Papers 2006_21, Department of Economics, University of Venice "Ca' Foscari".
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