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Detrending, Stylized Facts and the Business Cycle

Citations

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Cited by:

  1. Hashem Pesaran & Ambrogio Cesa-Bianchi & Alessandro Rebucci, 2014. "Uncertainty and Economic Activity: A Global Perspective," Cambridge Working Papers in Economics 1407, Faculty of Economics, University of Cambridge.
  2. Bashar, Omar H.M.N. & Bhattacharya, Prasad Sankar & Wohar, Mark E., 2017. "The cyclicality of fiscal policy: New evidence from unobserved components approach," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 222-234.
  3. J. J. Reeves & C. A. Blyth & C. M. Triggs & J. P. Small, "undated". "The Hodrick-Prescott Filter, a Generalisation, and a New Procedure for Extracting an Empirical Cycle from a Series," Reports 9602, University of Auckland, Department of Economics.
  4. Pu Chen & Willi Semmler, 2018. "Short and Long Effects of Productivity on Unemployment," Open Economies Review, Springer, vol. 29(4), pages 853-878, September.
  5. Fernández-Amador, Octavio, 2016. "Finance-augmented business cycles: A robustness check," Papers 1038, World Trade Institute.
  6. repec:hal:spmain:info:hdl:2441/2133 is not listed on IDEAS
  7. Ard den Reijer, 2006. "The Dutch business cycle: which indicators should we monitor?," DNB Working Papers 100, Netherlands Central Bank, Research Department.
  8. Athanasios Orphanides & Simon van Norden, 2002. "The Unreliability of Output-Gap Estimates in Real Time," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 569-583, November.
  9. Ben Smit & Le Roux Burrows, 2002. "Estimating potential output and output gaps for the South African economy," Working Papers 05/2002, Stellenbosch University, Department of Economics.
  10. André Lucas & Siem Jan Koopman, 2005. "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 311-323.
  11. Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
  12. Tommaso PROIETTI, 2002. "Some Reflections on Trend-Cycle Decompositions with Correlated Components," Economics Working Papers ECO2002/23, European University Institute.
  13. Grant, Angelia L. & Chan, Joshua C.C., 2017. "Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 114-121.
  14. Beatrice Pierluigi & Jan Bruha & Roberta Serafini, 2014. "Euro area labour markets: Different reaction to shocks?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 34-60, November.
  15. Michaelides, Panayotis G. & Papageorgiou, Theofanis & Vouldis, Angelos T., 2013. "Business cycles and economic crisis in Greece (1960–2011): A long run equilibrium analysis in the Eurozone," Economic Modelling, Elsevier, vol. 31(C), pages 804-816.
  16. Georgiana Nicoleta Rosoi, 2012. "Financial integration and international transmission of business cycles: evidence from dynamic correlations," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 735-738, May.
  17. Günes Kamber & James Morley & Benjamin Wong, 2018. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," The Review of Economics and Statistics, MIT Press, vol. 100(3), pages 550-566, July.
  18. 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.
  19. Smith, Ron P. & Pesaran, Mohammad Hashem, 2007. "Monetary Policy Transmission and the Phillips Curve in a Global Context," Kiel Working Papers 1366, Kiel Institute for the World Economy (IfW Kiel).
  20. Dupasquier, Chantal & Guay, Alain & St-Amant, Pierre, 1999. "A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap," Journal of Macroeconomics, Elsevier, vol. 21(3), pages 577-595, July.
  21. Joanne S. McGarry & Marcus J. Chambers, 2004. "Party formation and coalitional bargaining in a model of proportional representation," Discussion Papers 04-07, Department of Economics, University of Birmingham.
  22. De Grauwe, Paul & Gerba, Eddie, 2018. "The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 206-236.
  23. Kamil, Nazrol & Masih, Mansur, 2016. "Shari’ah (islamic)compliant investments in Malaysia: influences of selected stock indices and their trend/cycle decomposition equity," MPRA Paper 100955, University Library of Munich, Germany.
  24. Zsolt Darvas & György Szapáry, 2008. "Business Cycle Synchronization in the Enlarged EU," Open Economies Review, Springer, vol. 19(1), pages 1-19, February.
  25. Richard Kleijn & Herman K. van Dijk, 2006. "Bayes model averaging of cyclical decompositions in economic time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 191-212.
  26. Barot, Bharat, 2002. "Growth and Business Cycles for the Swedish Economy 1963-1999," Working Papers 79, National Institute of Economic Research.
  27. Troy D. Matheson, 2006. "Factor Model Forecasts for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 2(2), May.
  28. José Luis Cendejas & Félix-Fernando Muñoz & Nadia Fernández-de-Pinedo, 2017. "A contribution to the analysis of historical economic fluctuations (1870–2010): filtering, spurious cycles, and unobserved component modeling," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 11(1), pages 93-125, January.
  29. Kum Hwa Oh & Eric Zivot & Drew Creal, 2006. "The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks," Working Papers UWEC-2006-16-FC, University of Washington, Department of Economics.
  30. Paul De Grauwe & Eddie Gerba, 2017. "Monetary transmission under competing corporate finance regimes," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(82), pages 78-100, April.
  31. Kai Liu, 2014. "Public Finances, Business Cycles and Structural Fiscal Balances," Cambridge Working Papers in Economics 1411, Faculty of Economics, University of Cambridge.
  32. Perron, Pierre & Wada, Tatsuma, 2016. "Measuring business cycles with structural breaks and outliers: Applications to international data," Research in Economics, Elsevier, vol. 70(2), pages 281-303.
  33. Guilhem Bentoglio & Jacky Fayolle & Matthieu Lemoine, 2002. "Unity and Plurality of the European Cycle," SciencePo Working papers Main hal-03458584, HAL.
  34. Igan, Deniz & Kabundi, Alain & De Simone, Francisco Nadal & Tamirisa, Natalia, 2017. "Monetary policy and balance sheets," Journal of Policy Modeling, Elsevier, vol. 39(1), pages 169-184.
  35. Schenk-Hoppé Klaus Reiner, 2001. "Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(1), pages 1-13, April.
  36. Pagan, Adrian & Robinson, Tim, 2022. "Excess shocks can limit the economic interpretation," European Economic Review, Elsevier, vol. 145(C).
  37. Alessandra Luati & Tommaso Proietti, 2010. "Hyper‐spherical and elliptical stochastic cycles," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(3), pages 169-181, May.
  38. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
  39. Bernd Süssmuth, 2002. "National and Supranational Business Cycles (1960-2000): A multivariate description of central G7 and EURO15 NIPA aggregates," CESifo Working Paper Series 658, CESifo.
  40. McDonald, Christopher & Thamotheram, Craig & Vahey, Shaun P. & Wakerly, Elizabeth C., 2015. "Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation Target," EMF Research Papers 09, Economic Modelling and Forecasting Group.
  41. Andrew Evans, 2018. "Okun coefficients and participation coefficients by age and gender," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 7(1), pages 1-22, December.
  42. Thomas M. Trimbur, 2006. "Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(4), pages 247-273.
  43. Claudio BorioBy & Piti Disyatat & Mikael Juselius, 2017. "Rethinking potential output: embedding information about the financial cycle," Oxford Economic Papers, Oxford University Press, vol. 69(3), pages 655-677.
  44. Selin Ozyurt, 2009. "Total Factor Productivity Growth in Chinese Industry: 1952-2005," Oxford Development Studies, Taylor & Francis Journals, vol. 37(1), pages 1-17.
  45. Leo Butler, 1996. "The Bank of Canada's New Quarterly Porjection Model Part 4 : A Semi- Structural Method to Estimate Potential Output : Combining Economic Theory with a Time-Series Filter," Technical Reports 77, Bank of Canada.
  46. Stock, James H. & Watson, Mark W., 1999. "Forecasting inflation," Journal of Monetary Economics, Elsevier, vol. 44(2), pages 293-335, October.
  47. Sbrana, Giacomo, 2013. "The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions," Economic Modelling, Elsevier, vol. 30(C), pages 311-316.
  48. James Morley, 2014. "Measuring economic slack in Asia and the Pacific," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 35-50, Bank for International Settlements.
  49. David Greasley & Les Oxley, 2010. "Cliometrics And Time Series Econometrics: Some Theory And Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 24(5), pages 970-1042, December.
  50. Mr. Albert Jaeger, 2003. "The ECB'S Money Pillar: An Assessment," IMF Working Papers 2003/082, International Monetary Fund.
  51. repec:spo:wpecon:info:hdl:2441/2133 is not listed on IDEAS
  52. Michael Artis & Toshihiro Okubo, 2008. "The Intranational Business Cycle: Evidence from Japan," Centre for Growth and Business Cycle Research Discussion Paper Series 101, Economics, The University of Manchester.
  53. Joseph Atta-Mensah & Sawuya Nakijoba, 2019. "Estimating the Potential Output and Output Gap of Ghana," Applied Economics and Finance, Redfame publishing, vol. 6(3), pages 58-70, May.
  54. Ramsay, James O. & Ramsey, James B., 2002. "Functional data analysis of the dynamics of the monthly index of nondurable goods production," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 327-344, March.
  55. Kauermann Goeran & Krivobokova Tatyana & Semmler Willi, 2011. "Filtering Time Series with Penalized Splines," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-28, March.
  56. Álvarez, Luis J. & Gómez-Loscos, Ana, 2018. "A menu on output gap estimation methods," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 827-850.
  57. Guisinger, Amy Y. & Hernandez-Murillo, Ruben & Owyang, Michael T. & Sinclair, Tara M., 2018. "A state-level analysis of Okun's law," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 239-248.
  58. Crespo-Cuaresma, Jesus & Gnan, Ernest & Ritzberger-Grunwald, Doris, 2004. "Using pre-EMU money market rates to assess monetary policy in the euro area," Economic Modelling, Elsevier, vol. 21(6), pages 1003-1014, December.
  59. Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2014. "Uncertainty and Economic Activity: A Global Perspective," CESifo Working Paper Series 4736, CESifo Group Munich.
  60. Kieran Mc Morrow & Werner Roeger, 2001. "Potential Output: Measurement Methods, "New" Economy Influences and Scenarios for 2001-2010 - A comparison of the EU-15 and the US," European Economy - Economic Papers 2008 - 2015 150, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  61. Ibrahim Ahamada & Philippe Jolivaldt, 2010. "Classical vs wavelet-based filters Comparative study and application to business cycle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476022, HAL.
  62. Nunziata, Luca, 2003. "Labour market institutions and the cyclical dynamics of employment," Labour Economics, Elsevier, vol. 10(1), pages 31-53, February.
  63. Cendejas Bueno, José Luis & Castañeda, Juan Enrique & Muñoz, Félix, 2015. "Business cycles and monetary regimes in the U.S. (1960 – 2014): A plea for monetary stability," Working Papers in Economic Theory 2015/05, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
  64. Nicholas Sly & Caroline Weber, 2013. "International Fiscal Policy Coordination and GDP Comovement," CESifo Working Paper Series 4358, CESifo.
  65. Steven Clark & T. Coggin, 2009. "Trends, Cycles and Convergence in U.S. Regional House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 264-283, October.
  66. Simon van Norden, 2002. "Filtering for Current Analysis," Staff Working Papers 02-28, Bank of Canada.
  67. João Tovar Jalles, 2020. "The impact of financial crises on the environment in developing countries," Annals of Finance, Springer, vol. 16(2), pages 281-306, June.
  68. Joseph G. Haubrich, 2020. "How Cyclical Is Bank Capital?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(1), pages 27-38, August.
  69. Tatiana Cesaroni & Carmine Pappalardo, 2008. "Long run and short run dynamics in italian manufacturing labour productivity," Economics Bulletin, AccessEcon, vol. 3(15), pages 1-11.
  70. Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004. "Searching for the natural rate of interest: a euro area perspective," Economic Change and Restructuring, Springer, vol. 31(2), pages 185-204, June.
  71. Kozicki, Sharon, 1999. "Multivariate detrending under common trend restrictions: Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 997-1028, June.
  72. Yannick L’Horty & Fabrice Gilles, 2003. "Le paradoxe de la productivité en France et aux États-Unis : une réévaluation," Économie et Prévision, Programme National Persée, vol. 159(3), pages 1-15.
  73. Cayen, Jean-Philippe & van Norden, Simon, 2005. "The reliability of Canadian output-gap estimates," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 373-393, December.
  74. Lafourcade, Pierre & Gerali, Andrea & Brůha, Jan & Bursian, Dirk & Buss, Ginters & Corbo, Vesna & Haavio, Markus & Håkanson, Christina & Hlédik, Tibor & Kátay, Gábor & Kulikov, Dmitry & Lozej, Matija , 2016. "Labour market modelling in the light of the financial crisis," Occasional Paper Series 175, European Central Bank.
  75. Odile Chagny & Jörg Döpke, 2001. "Measures of the Output Gap in the Euro-Zone: An Empirical Assessment of Selected Methods," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 310-332.
  76. Paolo Guarda, 2002. "Potential output and the output gap in Luxembourg: some alternative methods," BCL working papers 4, Central Bank of Luxembourg.
  77. Hirose, Yasuo & Kamada, Koichiro, 2003. "A New Technique for Simultaneous Estimation of Potential Output and the Phillips Curve," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(2), pages 93-112, August.
  78. Oxana Babecka Kucharcukova & Jan Bruha, 2019. "Current account modelling - long-term trends and cyclical factors," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - September 2019, pages 12-16, Czech National Bank.
  79. Razzu, Giovanni & Singleton, Carl, 2016. "Gender and the business cycle: An analysis of labour markets in the US and UK," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 131-146.
  80. Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas, 2015. "The role of oscillatory modes in US business cycles," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2015(1), pages 63-81.
  81. Steven Cook & Alan Speight, 2006. "International Business Cycle Asymmetry and Time Irreversible Nonlinearities," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(10), pages 1051-1065.
  82. Altug, Sumru & Çakmaklı, Cem, 2016. "Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey," International Journal of Forecasting, Elsevier, vol. 32(1), pages 138-153.
  83. Rodrigo Caputo, 2004. "Exchange Rates, Inflation and Monetary Policy Objectives in Open Economies: The Experience of Chile," Econometric Society 2004 Latin American Meetings 298, Econometric Society.
  84. Brauer, Jurgen & Gomez-Sorzano, Alejandro & Sethuraman, Sankar, 2004. "Decomposing violence: political murder in Colombia, 1946-1999," European Journal of Political Economy, Elsevier, vol. 20(2), pages 447-461, June.
  85. Karl Taylor & Robert McNabb, 2007. "Business Cycles and the Role of Confidence: Evidence for Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 185-208, April.
  86. Mahmood-ul-Hasan Khan, 2008. "Short Run Effects of an Unanticipated Change in Monetary Policy: Interpreting Macroeconomic Dynamics in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 4, pages 1-30.
  87. Julia Darby & Robert A Hart & Michaela Vecchi, 1998. "Labour Force Participation and the Business Cycle: A Comparative Analysis of Europe, Japan and the United States," Working Papers 9802, Business School - Economics, University of Glasgow.
  88. Michael Artis & Toshihiro Okubo, 2008. "The UK Intranational Trade Cycle," Centre for Growth and Business Cycle Research Discussion Paper Series 111, Economics, The University of Manchester.
  89. Bräuning, Falk & Koopman, Siem Jan, 2014. "Forecasting macroeconomic variables using collapsed dynamic factor analysis," International Journal of Forecasting, Elsevier, vol. 30(3), pages 572-584.
  90. Drew Creal & Siem Jan Koopman & André Lucas, 2008. "A General Framework for Observation Driven Time-Varying Parameter Models," Tinbergen Institute Discussion Papers 08-108/4, Tinbergen Institute.
  91. 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.
  92. Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006. "Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty," Birkbeck Working Papers in Economics and Finance 0618, Birkbeck, Department of Economics, Mathematics & Statistics.
  93. Nicholas Sly & Caroline Weber, 2017. "Bilateral Tax Treaties and GDP Comovement," Review of International Economics, Wiley Blackwell, vol. 25(2), pages 292-319, May.
  94. Jose Sanchez-fung, 2005. "Estimating a monetary policy reaction function for the dominican republic," International Economic Journal, Taylor & Francis Journals, vol. 19(4), pages 563-577.
  95. Nelson, Charles R., 2008. "The Beveridge-Nelson decomposition in retrospect and prospect," Journal of Econometrics, Elsevier, vol. 146(2), pages 202-206, October.
  96. Supachoke Thawornkaiwong, 2016. "Simplified Spectral Analysis and Linear Filters for Analysis of Economic Time Series," PIER Discussion Papers 25., Puey Ungphakorn Institute for Economic Research, revised Apr 2016.
  97. Lindor Esteban Martín Lucero, 2001. "Reseña:Indice de Producción Industrial y sus ciclos," Working Papers 70, FIEL.
  98. David Cobham & Peter Macmillan & David Mcmillan, 2004. "The inflation/output variability trade-off: further evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 11(6), pages 347-350.
  99. Jesús Crespo Cuaresma, 2003. "Okun's Law Revisited," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(4), pages 439-451, September.
  100. Nadia Tahir, 2013. "Forward-Looking and Backward-Looking Taylor Rules: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(2), pages 121-145, July-Dec.
  101. Emmanuel Ziramba & Bernie Zaaruka & Johanna Mumangeni & Charlotte Tjeriko & Jaungura Kaune, 2019. "The Output Gap and Potential Output in Namibia," Journal of Economics and Behavioral Studies, AMH International, vol. 11(5), pages 69-75.
  102. Randal J. Verbrugge, 1998. "A cross-country investigation of macroeconomic asymmetries," Macroeconomics 9809017, University Library of Munich, Germany, revised 30 Sep 1998.
  103. De Grauwe, Paul & Macchiarelli, Corrado, 2015. "Animal spirits and credit cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 95-117.
  104. Olivier Darné & Amélie Charles, 2008. "The impact of outliers on transitory and permanent components in macroeconomic time series," Economics Bulletin, AccessEcon, vol. 3(60), pages 1-9.
  105. 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 382-399, August.
  106. Marco Gallegati & Mauro Gallegati, 2005. "Wavelet variance and correlation analyses of output in G7 countries," Macroeconomics 0512017, University Library of Munich, Germany.
  107. Sumru Altug & Cem Cakmakli, 2014. "Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey," Koç University-TUSIAD Economic Research Forum Working Papers 1413, Koc University-TUSIAD Economic Research Forum.
  108. Luis Eduardo Arango & Carlos Esteban Posada, 2001. "El Desempleo en Colombia," Borradores de Economia 176, Banco de la Republica de Colombia.
  109. Simon, András & Darvas, Zsolt, 2002. "A financiálisan fenntartható kibocsátás becslése a gazdaság nyitottságának felhasználásával [Estimating sustainable output from the openness of the economy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 361-376.
  110. Phuong Nguyen-Hoang, 2015. "Volatile earmarked revenues and state highway expenditures in the United States," Transportation, Springer, vol. 42(2), pages 237-256, March.
  111. Andreas Billmeier, 2006. "Measuring a Roller Coaster: Evidence on the Finnish Output Gap," Finnish Economic Papers, Finnish Economic Association, vol. 19(2), pages 69-83, Autumn.
  112. Andrew Harvey & Siem Jan Koopman, 2000. "Signal extraction and the formulation of unobserved components models," Econometrics Journal, Royal Economic Society, vol. 3(1), pages 84-107.
  113. Viv B. Hall & Peter Thomson, 2022. "A boosted HP filter for business cycle analysis:evidence from New Zealand's small open economy," CAMA Working Papers 2022-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  114. Cinzia Alcidi & Mathias Dolls & Clemens Fuest & Carla Krolage & Florian Neumeier, 2017. "The Nature of Shocks in the Eurozone and Their Absorption Channels," EconPol Policy Reports 3, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  115. Andreas Billmeier, 2009. "Ghostbusting: which output gap really matters?," International Economics and Economic Policy, Springer, vol. 6(4), pages 391-419, December.
  116. Martin Fukac & Adrian Pagan, 2009. "Structural Macro-Econometric Modelling in a Policy Environment," NCER Working Paper Series 50, National Centre for Econometric Research.
  117. Cohen, Gail & Jalles, Joao Tovar & Loungani, Prakash & Marto, Ricardo & Wang, Gewei, 2019. "Decoupling of emissions and GDP: Evidence from aggregate and provincial Chinese data," Energy Economics, Elsevier, vol. 77(C), pages 105-118.
  118. Marcellino, Massimiliano & Musso, Alberto, 2011. "The reliability of real-time estimates of the euro area output gap," Economic Modelling, Elsevier, vol. 28(4), pages 1842-1856, July.
  119. Dominik Bernhofer & Octavio Fernández-Amador & Martin Gächter & Friedrich Sindermann, 2014. "Finance, Potential Output and the Business Cycle: Empirical Evidence from Selected Advanced and CESEE Economies," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 52-75.
  120. João T. Jalles, 2022. "Do credit rating agencies reward fiscal prudence?," International Finance, Wiley Blackwell, vol. 25(1), pages 2-22, April.
  121. Gerlach, Stefan & Smets, Frank, 1999. "Output gaps and monetary policy in the EMU area1," European Economic Review, Elsevier, vol. 43(4-6), pages 801-812, April.
  122. Hahn, Franz & Ruenstler, Gerhard, 1996. "Potential Output, the Natural Rate of Unemployment, and the Phillips Curve in a Multivariate Structural Time Series Framework," Economics Series 33, Institute for Advanced Studies.
  123. Aadland, David, 2005. "Detrending time-aggregated data," Economics Letters, Elsevier, vol. 89(3), pages 287-293, December.
  124. Woitek, Ulrich, 2003. "Height cycles in the 18th and 19th centuries," Economics & Human Biology, Elsevier, vol. 1(2), pages 243-257, June.
  125. Kristian Jönsson, 2020. "Cyclical Dynamics and Trend/Cycle Definitions: Comparing the HP and Hamilton Filters," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 151-162, November.
  126. Luis A.V. Catão & Adrian Pagan, 2011. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.),Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 5, pages 105-144, Central Bank of Chile.
  127. Kaiser, Regina & Maravall, Agustin, 2005. "Combining filter design with model-based filtering (with an application to business-cycle estimation)," International Journal of Forecasting, Elsevier, vol. 21(4), pages 691-710.
  128. Kuang, Pei & Mitra, Kaushik, 2016. "Long-run growth uncertainty," Journal of Monetary Economics, Elsevier, vol. 79(C), pages 67-80.
  129. Stefan Leist & Klaus Neusser, 2010. "Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 275-300, March.
  130. Yao, Fang, 2022. "Estimating the Trend of the House Price to Income Ratio in Ireland," Research Technical Papers 8/RT/22, Central Bank of Ireland.
  131. Javier J. Pérez & Jesús Rodríguez López & Carlos Usabiaga, 2002. "Análisis Dinámico de la Relación entre Ciclo Económico y Ciclo del Desempleo en Andalucía en Comparación con el Resto de España," Economic Working Papers at Centro de Estudios Andaluces E2002/07, Centro de Estudios Andaluces.
  132. Bernardina Algieri, 2011. "Modelling export equations using an unobserved component model: the case of the Euro Area and its competitors," Empirical Economics, Springer, vol. 41(3), pages 593-637, December.
  133. M�rcio Poletti Laurini, 2014. "Dynamic functional data analysis with non-parametric state space models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(1), pages 142-163, January.
  134. repec:prg:jnlpep:v:preprint:id:512:p:1-18 is not listed on IDEAS
  135. Grintzalis, Ioannis & Lodge, David & Manu, Ana-Simona, 2017. "The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps," Working Paper Series 2034, European Central Bank.
  136. Arabinda Basistha, 2007. "Trend-cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP," Canadian Journal of Economics, Canadian Economics Association, vol. 40(2), pages 584-606, May.
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