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Citations for "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations"

by Chang-Jin Kim & Jeremy Piger

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  1. Kahn, James A. & Rich, Robert W., 2007. "Tracking the new economy: Using growth theory to detect changes in trend productivity," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1670-1701, September.
  2. Silvestro Di Sanzo, 2006. "Output fluctuations persistence: Do cyclical shocks matter?," Working Papers 2006_21, Department of Economics, University of Venice "Ca' Foscari".
  3. 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).
  4. Driffill, John & Kenc, Turalay & Sola, Martin & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers 4165, C.E.P.R. Discussion Papers.
  5. Whelan, Karl, 2004. "New Evidence on Balanced Growth, Stochastic Trends, and Economic Fluctations," Research Technical Papers 7/RT/04, Central Bank of Ireland.
  6. Yap, Josef T. & Majuca, Ruperto P. & Park, Cyn-Young, 2010. "The 2008 Financial Crisis and Potential Output in Asia: Impact and Policy Implications," Discussion Papers DP 2010-11, Philippine Institute for Development Studies.
  7. Eric Girardin, 2004. "Regime-Dependent Synchronization of Growth Cycles between Japan and East Asia," Asian Economic Papers, MIT Press, vol. 3(3), pages 147-176.
  8. Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2005. "The dynamic relationship between permanent and transitory components of U.S. business cycles," Working Papers 2001-017, Federal Reserve Bank of St. Louis.
  9. Yi Wen & Huabin Wu, 2008. "Dynamics of externalities: a second-order perspective," Working Papers 2008-044, Federal Reserve Bank of St. Louis.
  10. Aastveit, Knut Are & Jore, Anne Sofie & Ravazzolo, Francesco, 2016. "Identification and real-time forecasting of Norwegian business cycles," International Journal of Forecasting, Elsevier, vol. 32(2), pages 283-292.
  11. 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.
  12. 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.
  13. Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers 0815, University of Brescia, Department of Economics.
  14. Shushanik Papanyan, 2015. "Digitization and Productivity: Measuring Cycles of Technological Progress," Working Papers 15/33, BBVA Bank, Economic Research Department.
  15. Maximo Camacho, 2002. "Nonlinear stochastic trends and economic fluctuations," Computing in Economics and Finance 2002 274, Society for Computational Economics.
  16. Valerie Cerra & Sweta Chaman Saxena, 2005. "Eurosclerosis or Financial Collapse; Why Did Swedish Incomes Fall Behind?," IMF Working Papers 05/29, International Monetary Fund.
  17. repec:ebl:ecbull:v:5:y:2006:i:10:p:1-17 is not listed on IDEAS
  18. 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.).
  19. 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.
  20. Valerie Cerra & Sweta Chaman Saxena, 2003. "Did Output Recover From the Asian Crisis?," IMF Working Papers 03/48, International Monetary Fund.
  21. 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.
  22. Senyuz, Zeynep, 2009. "Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market," MPRA Paper 26855, University Library of Munich, Germany, revised Mar 2010.
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