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Citations for "Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series"

by Marianne Baxter & Robert G. King

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  1. Petr Rozmahel & Ladislava Grochová & Marek Litzman, 2014. "The effect of asymmetries in fiscal policy conducts on business cycle correlation in the EU," WWWforEurope Working Papers series 62, WWWforEurope.
  2. Siklos, Pierre L. & Skoczylas, Leslaw F., 2002. "Volatility clustering in real interest rates: international evidence," Journal of Macroeconomics, Elsevier, vol. 24(2), pages 193-209, June.
  3. Ignazio Angeloni & Anil K. Kashyap & Benoit Mojon & Daniele Terlizzese, 2003. "The Output Composition Puzzle: A Difference in the Monetary Transmission Mechanism in the Euro Area and U.S," NBER Working Papers 9985, National Bureau of Economic Research, Inc.
  4. Robert-Paul Berben & Jan Marc Berk, 2002. "Requirements for successful currency regimes: the Dutch and Thai experiences," MEB Series (discontinued) 2002-16, Netherlands Central Bank, Monetary and Economic Policy Department.
  5. Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2003. "Dating the Euro Area Business Cycle," Working Papers 237, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  6. Chiquiar, Daniel & Ramos-Francia, Manuel, 2005. "Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries," The North American Journal of Economics and Finance, Elsevier, vol. 16(2), pages 187-216, August.
  7. David Aadland, 2002. "Cattle Cycles, Heterogeneous Expectations and the Age Distribution of Capital," Others 0211002, EconWPA.
  8. repec:ebl:ecbull:v:5:y:2008:i:33:p:1-14 is not listed on IDEAS
  9. Correa-López, Mónica & de Blas, Beatriz, 2011. "International Transmission of Medium-Term Technology Cycles: Evidence from Spain as a Recipient Country," Working Papers in Economic Theory 2011/09, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
  10. Bergmann, Dennis & O’Connor, Declan & Thümmel, Andreas, 2013. "A decomposition analysis of the EU farm gate milk price," 87th Annual Conference, April 8-10, 2013, Warwick University, Coventry, UK 158702, Agricultural Economics Society.
  11. Feng Zhu, 2016. "Understanding the changing equilibrium real interest rates in Asia-Pacific," BIS Working Papers 567, Bank for International Settlements.
  12. Ivan Mendieta-Muñoz, 2014. "Is there any relationship between the rates of interest and profit in the U.S. economy?," Studies in Economics 1416, School of Economics, University of Kent.
  13. Fatum, Rasmus & Yamamoto, Yohei & Zhu, Guozhong, 2016. "Is the Renminbi a safe haven?," Globalization and Monetary Policy Institute Working Paper 276, Federal Reserve Bank of Dallas.
  14. Cruz Rodriguez, Alexis & Francos Rodriguez, Martin, 2008. "Estimaciones alternativas del PIB potencial en la República Dominicana
    [Alternative methods to estimate the potential GDP of the Dominican Republic]
    ," MPRA Paper 15614, University Library of Munich, Germany.
  15. Lina María Vásquez & Luis Edgar Basto, 2004. "Balance estructural, dinámica y volatilidad de la deuda," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(46-1), pages 26-81, Diciembre.
  16. Hiroaki Miyamoto, 2011. "Ins and Outs of the Long-Run Unemployment Dynamics," Working Papers EMS_2011_07, Research Institute, International University of Japan.
  17. Lores, Francisco Xavier, 2001. "Growth and cyclical fluctuations in Spanish macroeconomic series," UC3M Working papers. Economics we014609, Universidad Carlos III de Madrid. Departamento de Economía.
  18. Hasan Engin Duran, 2015. "Dynamics of Business Cycle Synchronization in Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(5), pages 581-606, December.
  19. Graciela L. Kaminsky & Carmen M. Reinhart & Carlos A. Végh, 2005. "When It Rains, It Pours: Procyclical Capital Flows and Macroeconomic Policies," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 11-82 National Bureau of Economic Research, Inc.
  20. Mahmoud Botshekan & Andre Lucas, 2012. "Long-Term versus Short-Term Contingencies in Asset Allocation," Tinbergen Institute Discussion Papers 12-053/2/DSF34, Tinbergen Institute.
  21. Claudio Borio & Piti Disyatat & Mikael Juselius, 2014. "A parsimonious approach to incorporating economic information in measures of potential output," BIS Working Papers 442, Bank for International Settlements.
  22. Liang, Kuo-Yuan & Yen, Chen-Hui, 2014. "Dissecting the cycles: An intermarket investigation and its implications to portfolio reallocation," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 39-51.
  23. Guntram B. Wolff & Alexander Schulz, 2008. "Sovereign bond market integration: the euro, trading platforms and globalisation," European Economy - Economic Papers 2008 - 2015 332, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  24. Dobrescu, Emilian, 2006. "Double-Conditioned Potential Output," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 32-50, March.
  25. Tommaso Proietti, 2009. "On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 186-208.
  26. Nunes, Ricardo, 2009. "Learning The Inflation Target," Macroeconomic Dynamics, Cambridge University Press, vol. 13(02), pages 167-188, April.
  27. Felipe Morandé L. & Mauricio Tejada G., 2008. "Sources of Uncertainty in Monetary Policy Conduct in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(3), pages 45-80, December.
  28. Arthur Grimes, 2005. "Regional and Industry Cycles in Australasia: Implications for a Common Currency," Working Papers 05_04, Motu Economic and Public Policy Research.
  29. Tharavanij, Piyapas, 2007. "Capital Market, Severity of Business Cycle, and Probability of Economic Downturn," MPRA Paper 4953, University Library of Munich, Germany.
  30. Harvey, Andrew C. & Delle Monache, Davide, 2009. "Computing the mean square error of unobserved components extracted by misspecified time series models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 283-295, February.
  31. Michael Funke, 2005. "Inflation in Mainland China - Modelling a Roller Coaster Ride," Quantitative Macroeconomics Working Papers 20507, Hamburg University, Department of Economics.
  32. Jetter, Michael, 2014. "Volatility and growth: Governments are key," European Journal of Political Economy, Elsevier, vol. 36(C), pages 71-88.
  33. Luís Aguiar-Conraria & Pedro Brinca & Haukur Viðar Guðjónsson & Maria Joana Soares, 2015. "Optimum Currency Area and Business Cycle Synchronization Across U.S. States," NIPE Working Papers 1/2015, NIPE - Universidade do Minho.
  34. Deleersnyder, B. & Dekimpe, M.G. & Steenkamp, J-B.E.M. & Leeflang, P.S.H., 2007. "The Role of National Culture in Advertising’s Sensitivity to Business Cycles: An Investigation Across All Continents," ERIM Report Series Research in Management ERS-2007-095-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  35. Leu, Shawn Chen-Yu & Sheen, Jeffrey, 2011. "A small New Keynesian state space model of the Australian economy," Economic Modelling, Elsevier, vol. 28(1-2), pages 672-684, January.
  36. Giancarlo Corsetti & Michael P. Devereux & John Hassler & Tim Jenkinson & Gilles Saint-Paul & Hans-Werner Sinn & Jan-Egbert Sturm & Xavier Vives, 2009. "Chapter 1: The European Economy: Macroeconomic Outlook and Policy," EEAG Report on the European Economy, CESifo Group Munich, vol. 0, pages 11-57, 02.
  37. Thierry Aimar & Francis Bismans & Claude Diebolt, 2009. "Le cycle économique : une synthèse," Revue française d'économie, Presses de Sciences-Po, vol. 0(4), pages 3-65.
  38. Vega, Juan-Luis & Wynne, Mark A., 2002. "A first assessment of some measures of core inflation for the euro area," Working Papers 0205, Federal Reserve Bank of Dallas.
  39. Paul Conway & Ben Hunt, 1997. "Estimating potential output: a semi-structural approach," Reserve Bank of New Zealand Discussion Paper Series G97/9, Reserve Bank of New Zealand.
  40. Artis, Michael J & Krolzig, Hans-Martin & Toro, Juan, 1999. "The European Business Cycle," CEPR Discussion Papers 2242, C.E.P.R. Discussion Papers.
  41. Mallick, Debdulal, 2015. "Elusive Relationship between Business-cycle Volatility and Long-run Growth," MPRA Paper 64502, University Library of Munich, Germany.
  42. Kevin J. Stiroh, 2006. "Volatility accounting: a production perspective on increased economic stability," Staff Reports 245, Federal Reserve Bank of New York.
  43. Gonzales-Martínez, Rolando & Hurtado, Enrique & Valdivia, Pedro, 2008. "Un método de Cálculo y Temporización de Previsiones Cíclicas para el Sistema Financiero Boliviano
    [The calculation and timing of cyclical provisions in the Bolivian financial system]
    ," MPRA Paper 14120, University Library of Munich, Germany, revised Feb 2009.
  44. Lee Redding, 2001. "ARCH in the G7 Equity Markets: A Speculative Explanation," Working Papers 2001_3, Business School - Economics, University of Glasgow.
  45. Willem H. Buiter, 2008. "Central banks and financial crises," LSE Research Online Documents on Economics 24438, London School of Economics and Political Science, LSE Library.
  46. Harding, Don & Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany.
  47. Cuddington, John T. & Nülle, Grant, 2014. "Variable long-term trends in mineral prices: The ongoing tug-of-war between exploration, depletion, and technological change," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 224-252.
  48. 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.
  49. Paolo Angelini & Paolo Del Giovane & Stefano Siviero & Daniele Terlizzese, 2008. "Monetary Policy in a Monetary Union: What Role for Regional Information?," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 1-28, September.
  50. Arthur Grimes, 2005. "Intra & Inter-Regional Shocks: A New Metric with an Application to Australasian Currency Union," Working Papers 05_03, Motu Economic and Public Policy Research.
  51. Rand, John & Tarp, Finn, 2001. "Business Cycles in Developing Countries: Are They Different?," MPRA Paper 62445, University Library of Munich, Germany.
  52. repec:spo:wpecon:info:hdl:2441/2135 is not listed on IDEAS
  53. Pierre Perron & Tatsuma Wada, 2005. "Let’s Take a Break: Trends and Cycles in US Real GDP," Boston University - Department of Economics - Working Papers Series wp2009-006, Boston University - Department of Economics, revised Feb 2009.
  54. Charles Ka Yui Leung, 2004. "Macroeconomics and Housing: A Review of the Literature," Discussion Papers 00004, Chinese University of Hong Kong, Department of Economics.
  55. Andreas Blöchl & Gebhard Flaig, 2014. "The Hodrick-Prescott Filter with a Time-Varying Penalization Parameter. An Application for the Trend Estimation of Global Temperature," CESifo Working Paper Series 4577, CESifo Group Munich.
  56. Alisdair McKay & Ricardo Reis, 2006. "The Brevity and Violence of Contractions and Expansions," NBER Working Papers 12400, National Bureau of Economic Research, Inc.
  57. Michis Antonis A, 2009. "Regression Analysis of Marketing Time Series: A Wavelet Approach with Some Frequency Domain Insights," Review of Marketing Science, De Gruyter, vol. 7(1), pages 1-43, July.
  58. Jan Gottschalk, 2002. "Keynesian and Monetarist Views on the German Unemployment Problem ; Theory and Evidence," Kiel Working Papers 1096, .
  59. Gustavo A. Marrero, 2007. "Traditional versus unobserved components methods to forecast quarterly national account aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(2), pages 129-153.
  60. Matas-Mir, Antoni & Denise R Osborn, 2002. "Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series," Royal Economic Society Annual Conference 2002 139, Royal Economic Society.
  61. Eduardo Loría & Emmanuel Salas, 2014. "Ciclos, crecimiento económico y crisis en México, 1980.1-2013.4," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 29(2), pages 131-161.
  62. Wagner, Stephan M. & Mizgier, Kamil J. & Papageorgiou, Stylianos, 2017. "Operational disruptions and business cycles," International Journal of Production Economics, Elsevier, vol. 183(PA), pages 66-78.
  63. Wulfrano Gómez & Leovardo Mata & Montserrat Reyna, 2013. "Hodrick-Prescott Filter: An Extreme-Sport Testing," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 7(1), pages 1-13.
  64. Terence C. Mills, 2013. "Trends, cycles and structural breaks," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 3, pages 45-60 Edward Elgar Publishing.
  65. Susanto Basu & Alan M. Taylor, 1999. "Business Cycles in International Historical Perspective," Journal of Economic Perspectives, American Economic Association, vol. 13(2), pages 45-68, Spring.
  66. Kaminsky, Graciela & Schmukler, Sergio, 2001. "Short and long-run integration : do capital controls matter ?," Policy Research Working Paper Series 2660, The World Bank.
  67. Guglielmo Maria Caporale & Roberta De Santis & Alessandro Girardi, 2013. "Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU," Discussion Papers of DIW Berlin 1277, DIW Berlin, German Institute for Economic Research.
  68. Benhabib, Jess & Wen, Yi, 2004. "Indeterminacy, aggregate demand, and the real business cycle," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 503-530, April.
  69. Claudia M. Buch & Alexander Lipponer, 2005. "Business Cycles and FDI: Evidence from German Sectoral Data," Kiel Working Papers 1245, .
  70. Pau Rabanal & Juan F. Rubio-Ramirez, 2015. "Can international macroeconomic models explain low-frequency movements of real exchange rates?," Working Papers 1508, BBVA Bank, Economic Research Department.
  71. Goetz, Martin R. & Laeven, Luc & Levine, Ross, 2016. "Does the geographic expansion of banks reduce risk?," Journal of Financial Economics, Elsevier, vol. 120(2), pages 346-362.
  72. Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2008. "Real-Time Representations of the Output Gap," The Review of Economics and Statistics, MIT Press, vol. 90(4), pages 792-804, November.
  73. Emilian Dobrescu, "undated". "Integration of Macroeconomic Behavioural Relationships and the Input-output Block (Romanian Modelling Experience)," EcoMod2006 272100018, EcoMod.
  74. Harry Flam, 2003. "Turkey and the EU: Politics and Economics of Accession," CESifo Working Paper Series 893, CESifo Group Munich.
  75. Afonso, António & Furceri, Davide, 2007. "Business cycle synchronization and insurance mechanisms in the EU," Working Paper Series 0844, European Central Bank.
  76. Alain Guay & Pierre St-Amant, 1997. "Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?," Cahiers de recherche CREFE / CREFE Working Papers 53, CREFE, Université du Québec à Montréal.
  77. Kevin X. D. Huang & Zheng Liu, 2003. "Inflation Targeting: What Inflation Rate to Target?," Emory Economics 0318, Department of Economics, Emory University (Atlanta).
  78. Degiannakis, Stavros & Duffy, David & Filis, George & Livada, Alexandra, 2016. "Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?," Economic Modelling, Elsevier, vol. 52(PB), pages 551-563.
  79. W A Razzak, 2001. "Money in the era of inflation targeting," Reserve Bank of New Zealand Discussion Paper Series DP2001/02, Reserve Bank of New Zealand.
  80. Bergoeing, Raphael & Loayza, Norman & Repetto, Andrea, 2004. "Slow recoveries," Journal of Development Economics, Elsevier, vol. 75(2), pages 473-506, December.
  81. Fabien Tripier, 2009. "Croissance et chômage à long terme," Economie & Prévision, La Documentation Française, vol. 0(3), pages 57-74.
  82. S. Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008. "Estimating Output Gap for Pakistan Economy: Structural and Statistical Approaches," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 4, pages 31-60.
  83. Fidrmuc, Jarko & Ikeda, Taro & Iwatsubo, Kentaro, 2012. "International transmission of business cycles: Evidence from dynamic correlations," Economics Letters, Elsevier, vol. 114(3), pages 252-255.
  84. Thomas A. Knetsch, 2004. "Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey," CESifo Working Paper Series 1202, CESifo Group Munich.
  85. Fratzscher, Marcel & Imbs, Jean, 2007. "Risk Sharing, Finance and Institutions in International Portfolios," CEPR Discussion Papers 6496, C.E.P.R. Discussion Papers.
  86. Thierry Aimar & Francis Bismans & Claude Diebolt, 2012. "Economic Cycles: A Synthesis," Working Papers 12-11, Association Française de Cliométrie (AFC).
  87. Calcagnini, Giorgio & Travaglini, Giuseppe, 2014. "A time series analysis of labor productivity. Italy versus the European countries and the U.S," Economic Modelling, Elsevier, vol. 36(C), pages 622-628.
  88. 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.
  89. Güneş Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter," BIS Working Papers 584, Bank for International Settlements.
  90. Klaus Abberger & Gebhard Flaig & Wolfgang Nierhaus, 2007. "ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst," ifo Forschungsberichte, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 33, 02.
  91. Nelson H. Barbosa-Filho, 2005. "Trends And Fluctuations In Brazilian And Argentine Trade Flows," International Trade 0503001, EconWPA.
  92. Christopher Otrok, 2000. "On Measuring the Welfare Cost of Business Cycles," Econometric Society World Congress 2000 Contributed Papers 1094, Econometric Society.
  93. Loayza, Norman V. & Oviedo, Ana Maria & Serven, Luis, 2005. "Regulation and macroeconomic performance," Policy Research Working Paper Series 3469, The World Bank.
  94. 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.
  95. Karolina Konopczak & Krzysztof Marczewski, 2011. "Why so different from other CEECs – Poland’s cyclical divergence from the euro area during the recent financial crisis," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 42(2), pages 7-30.
  96. Matteo Ciccarelli & Benoît Mojon, 2005. "Global Inflation," Working Papers Central Bank of Chile 357, Central Bank of Chile.
  97. David Aadland, 2002. "Detrending Time-Aggregated Data," Working Papers 2002-05, Utah State University, Department of Economics.
  98. Tomislav Globan & Vladimir Arčabić & Petar Sorić, 2014. "Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?," EFZG Working Papers Series 1405, Faculty of Economics and Business, University of Zagreb.
  99. Priyanshi Gupta & Anurag Goyal, 2015. "Impact of oil price fluctuations on Indian economy," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 39(2), pages 141-161, 06.
  100. Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Vouldis, Angelos T., 2016. "Non performing loans (NPLs) in a crisis economy: Long-run equilibrium analysis with a real time VEC model for Greece (2001–2015)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 149-161.
  101. Korap, Levent, 2010. "A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series," MPRA Paper 28647, University Library of Munich, Germany.
  102. Benoît Desmarchelier & Faïz Gallouj, 2013. "Endogenous growth and environmental policy: are the processes of growth and tertiarization in developed economies reversible?," Post-Print halshs-01133852, HAL.
  103. Branimir Jovanovic & Egzona Hani & Ljupka Georgievska, 2014. "Post-Crisis Credit Slowdown in South-East Europe – Return to Normality?," Working Papers 2014-01, National Bank of the Republic of Macedonia.
  104. Faia, Ester, 2002. "Monetary policy in a world with different financial systems," Working Paper Series 0183, European Central Bank.
  105. Claudio Borio & Frank Piti Disyatat & Mikael Juselius, 2013. "Rethinking potential output: Embedding information about the financial cycle," BIS Working Papers 404, Bank for International Settlements.
  106. Thomas A. Garrett & Rubén Hernández-Murillo & Michael T. Owyang, 2004. "Does consumer sentiment predict regional consumption?," Working Papers 2003-003, Federal Reserve Bank of St. Louis.
  107. Blonigen, Bruce A. & Piger, Jeremy & Sly, Nicholas, 2014. "Comovement in GDP trends and cycles among trading partners," Journal of International Economics, Elsevier, vol. 94(2), pages 239-247.
  108. António Rua, 2015. "Revisiting the monthly coincident indicators of Banco de Portugal," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  109. Del Negro, Marco, 2002. "Asymmetric shocks among U.S. states," Journal of International Economics, Elsevier, vol. 56(2), pages 273-297, March.
  110. T. Berger, 2008. "Estimating Europe’s Natural Rates from a forward-looking Phillips curve," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 08/498, Ghent University, Faculty of Economics and Business Administration.
  111. Böwer, Uwe & Guillemineau, Catherine, 2006. "Determinants of business cycle synchronisation across euro area countries," Working Paper Series 0587, European Central Bank.
  112. Gonzalo Llosa/Shirley Miller, 2004. "Using additional information in estimating output gap in Peru: a multivariate unobserved component approach," Econometric Society 2004 Latin American Meetings 243, Econometric Society.
  113. Ryan Chahrour & Sanjay K. Chugh & Tristan Potter, 2014. "Searching for Wages in an Estimated Labor Matching Model," Boston College Working Papers in Economics 867, Boston College Department of Economics, revised 20 Dec 2016.
  114. Rhys Bidder & Ian Dew-Becker, 2016. "Long-Run Risk is the Worst-Case Scenario," NBER Working Papers 22416, National Bureau of Economic Research, Inc.
  115. Harm Bandholz & Michael Funke, 2001. "In Search of Leading Indicators of Economic Activity in Germany," CESifo Working Paper Series 571, CESifo Group Munich.
  116. 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.
  117. James M. Nason & Gregor W. Smith, 2008. "The New Keynesian Phillips curve : lessons from single-equation econometric estimation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 361-395.
  118. Harris, Richard D.F. & Stoja, Evarist & Yilmaz, Fatih, 2011. "A cyclical model of exchange rate volatility," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3055-3064, November.
  119. Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008. "Interpreting euro area inflation at high and low frequencies," European Economic Review, Elsevier, vol. 52(6), pages 964-986, August.
  120. Alfred A. Haug & William G. Dewald, 2012. "Money, Output, And Inflation In The Longer Term: Major Industrial Countries, 1880–2001," Economic Inquiry, Western Economic Association International, vol. 50(3), pages 773-787, 07.
  121. Pallage, Stephane & Robe, Michel A, 2001. "Foreign Aid and the Business Cycle," Review of International Economics, Wiley Blackwell, vol. 9(4), pages 641-672, November.
  122. Michael T. Belongia & Peter N. Ireland, 2016. "Money and Output: Friedman and Schwartz Revisited," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1223-1266, 09.
  123. Norman Loayza & Raimundo Soto, 2002. "The Sources of Economic Growth: An Overview," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.), Economic Growth: Sources, Trends, and Cycles, edition 1, volume 6, chapter 1, pages 001-040 Central Bank of Chile.
  124. Lin, Ching-Yang & Miyamoto, Hiroaki, 2012. "Gross worker flows and unemployment dynamics in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 26(1), pages 44-61.
  125. Terence C. Mills, 2013. "Constructing U.K. Core Inflation," Econometrics, MDPI, Open Access Journal, vol. 1(1), pages 32-32, April.
  126. World Bank, 2006. "Fostering Higher Growth and Employment in the Kingdom of Morocco," World Bank Publications, The World Bank, number 7114.
  127. Diego Valderrama, 2002. "The impact of financial frictions on a small open economy: when current account borrowing hits a limit," Working Paper Series 2002-15, Federal Reserve Bank of San Francisco.
  128. 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.
  129. repec:prg:jnlpep:v:preprint:id:512:p:1-18 is not listed on IDEAS
  130. Daniel Esteban Osorio Rodríguez & Mauricio Avella Gómez, 2005. "The Ciclical Behavior Of External Indebtedness: The Case Of Foreign And Domestic Banks In Colombia," BORRADORES DE ECONOMIA 003571, BANCO DE LA REPÚBLICA.
  131. Darvas, Zsolt & Rose, Andrew K & Szapáry, György, 2005. "Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic," CEPR Discussion Papers 5188, C.E.P.R. Discussion Papers.
  132. César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2003. "The Role of Credibility in the Cyclical Properties of Macroeconomic Policies in Emerging Economies," Working Papers Central Bank of Chile 237, Central Bank of Chile.
  133. Kaloyan Ganev, 2004. "Statistical estimates of the deviations from the macroeconomic potential. An application to the economy of Bulgaria," Macroeconomics 0409010, EconWPA.
  134. de Sá, Rodrigo & Portugal, Marcelo S., 2015. "Central bank and asymmetric preferences: An application of sieve estimators to the U.S. and Brazil," Economic Modelling, Elsevier, vol. 51(C), pages 72-83.
  135. Agenor, Pierre-Richard, 2004. "Unemployment - poverty trade-offs," Policy Research Working Paper Series 3297, The World Bank.
  136. Felipe Morandé Lavín & Mauricio Tejada, 2008. "Sources of Uncertainty for Conducting Monetary Policy in Chile," Working Papers wp285, University of Chile, Department of Economics.
  137. Ulrich Fritsche & Vladimir Kuzin, 2005. "Declining output volatility in Germany: impulses, propagation, and the role of monetary policy," Applied Economics, Taylor & Francis Journals, vol. 37(21), pages 2445-2457.
  138. Gerald A. Carlino & Robert H. DeFina & Keith Sill, 2002. "The cyclical behavior of state employment during the postwar period," Working Papers 02-14, Federal Reserve Bank of Philadelphia.
  139. João Valle e Azevedo & Siem Jan Koopman & António Rua, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Working Papers w200316, Banco de Portugal, Economics and Research Department.
  140. González Andrés & Teräsvirta Timo, 2008. "Modelling Autoregressive Processes with a Shifting Mean," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-28, March.
  141. Terence C. Mills & David I. Harvey, 2003. "Modelling trends in central England temperatures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 35-47.
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  880. 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.
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  886. Gogas, Periklis & Pragidis, Ioannis, 2010. "Does the Interest Risk Premium Predict Housing Prices?," DUTH Research Papers in Economics 1-2010, Democritus University of Thrace, Department of Economics.
  887. Borja Larrain, 2004. "Financial development, financial constraints, and the volatility of industrial output," Public Policy Discussion Paper 04-6, Federal Reserve Bank of Boston.
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    ," MPRA Paper 75577, University Library of Munich, Germany, revised Nov 2016.
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  894. Carlos Fernández, 1999. "Inflation and Welfare: An Application to Chile," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(107), pages 519-544.
  895. Iolanda Lo Cascio & Stephen Pollock, 2007. "Comparative Economic Cycles," Working Papers 599, Queen Mary University of London, School of Economics and Finance.
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  903. Sly, Nicholas & Weber, Caroline, 2015. "Global tax policy and the synchronization of business cycles," Research Working Paper RWP 15-7, Federal Reserve Bank of Kansas City.
  904. Sebastian Sosa & Evridiki Tsounta & Marie S Kim, 2013. "Is the Growth Momentum in Latin America Sustainable?," IMF Working Papers 13/109, International Monetary Fund.
  905. João Sousa Andrade & António Portugal Duarte, 2012. "The Importance of a Good Indicator for Global Excess Demand," GEMF Working Papers 2012-15, GEMF, Faculty of Economics, University of Coimbra.
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  909. David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar, 2012. "Trends and Cycles in Real Commodity Prices: 1650-2010," CEH Discussion Papers 010, Centre for Economic History, Research School of Economics, Australian National University.
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  911. Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2004. "Bayes estimates of the cyclical component in twentieth centruy US gross domestic product," Econometric Institute Research Papers EI 2004-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  912. Jeronimo Zettelmeyer & Ivanna Vladkova Hollar, 2008. "Fiscal Positions in Latin America; Have They Really Improved?," IMF Working Papers 08/137, International Monetary Fund.
  913. Gottschalk, Jan, 2002. "Keynesian and monetarist views on the German unemployment problem: theory and evidence," Kiel Working Papers 1096, Kiel Institute for the World Economy (IfW).
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  920. Wang, Miao & Wong, M.C. Sunny & Granato, Jim, 2015. "International Comovement of Economic Fluctuations: A Spatial Analysis," World Development, Elsevier, vol. 67(C), pages 186-201.
  921. Nicholas Sly & Caroline Weber, 2013. "International Fiscal Policy Coordination and GDP Comovement," CESifo Working Paper Series 4358, CESifo Group Munich.
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  926. Knüppel, Malte, 2004. "Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept," Discussion Paper Series 1: Economic Studies 2004,41, Deutsche Bundesbank, Research Centre.
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  928. Fritsche, Ulrich, 2006. "Ergebnisse der ökonometrischen Untersuchung zum Forschungsprojekt Wirtschaftspolitische Regime westlicher Industrienationen," Working Papers 24, Berlin School of Economics and Law, Institute of Management Berlin (IMB).
  929. Lee, Jiho, 2012. "Are structural parameters of DSGE models stable in Korea?," Journal of Asian Economics, Elsevier, vol. 23(1), pages 50-59.
  930. Piyapas Tharavanij, 2007. "Capital Market, Severity Of Business Cycle, And Probability Of An Economic Downturn," Monash Economics Working Papers 32-07, Monash University, Department of Economics.
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  935. Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," Discussion Papers 22/2015, Deutsche Bundesbank, Research Centre.
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  937. Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso, 2011. "A assimetria dos ciclos económicos: Evidência internacional usando o teste triples
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    ," MPRA Paper 35208, University Library of Munich, Germany.
  938. Lenz, Carlos, 2003. "A different look at the Census X-11 filter," Economics Letters, Elsevier, vol. 79(1), pages 1-6, April.
  939. Guglielmo Caporale & Luis Gil-Alana, 2016. "Persistence and cyclical dependence in the monthly euribor rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 157-171, January.
  940. Hall, Viv & Thomson, Peter & McKelvie, Stuart, 2015. "On trend robustness and end-point issues for New Zealand’s stylised business cycle facts," Working Paper Series 3761, Victoria University of Wellington, School of Economics and Finance.
  941. Rudy Rahmaddi & Masaru Ichihashi, 2011. "How Do Foreign and Domestic Demand Affect Exports Performance? An Econometric Investigation of Indonesia's Exports," IDEC DP2 Series 1-4, Hiroshima University, Graduate School for International Development and Cooperation (IDEC), revised Jan 2012.
  942. 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.
  943. Kwami Adanu, 2005. "A cross-province comparison of Okun's coefficient for Canada," Applied Economics, Taylor & Francis Journals, vol. 37(5), pages 561-570.
  944. Ferdinand Fichtner, 2003. "Germany and the European Business Cycle - An Analysis of Causal Relations in an International Real Business Cycle Model," IWP Discussion Paper Series 01/2003, Institute for Economic Policy, Cologne, Germany.
  945. Hiroaki Miyamoto & Yuya Takahashi, 2009. "Technological Progress, On-the-Job Search, and Unemployment," ISER Discussion Paper 0734, Institute of Social and Economic Research, Osaka University.
  946. A.H.J. den Reijer, 2002. "International Business Cycle Indicators, Measurement and Forecasting," WO Research Memoranda (discontinued) 689, Netherlands Central Bank, Research Department.
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  948. Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, Department of Economics, University of Leicester.
  949. Ghent, Andra, 2006. "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper 180, University Library of Munich, Germany.
  950. Lyubomir Ivanov, 2005. "Is "The ideal filter" really Ideal: The usage of Frequency Filtering and Spurious Cycles," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 3(1), pages 79-96.
  951. Proietti, Tommaso, 2007. "Signal extraction and filtering by linear semiparametric methods," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 935-958, October.
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  953. Mehdi Bhoury & Mohamed Slim Mouha, 2015. "Characteristics of the Tunisian Business Cycle and its International Synchronization," IHEID Working Papers 16-2015, Economics Section, The Graduate Institute of International Studies.
  954. Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics.
  955. Odia Ndongo, Yves Francis, 2006. "Datation du Cycle du PIB Camerounais entre 1960 et 2003," MPRA Paper 552, University Library of Munich, Germany.
  956. Ashoka Mody & Alina Carare, 2010. "Spillovers of Domestic Shocks; Will They Counteract the “Great Moderation†?," IMF Working Papers 10/78, International Monetary Fund.
  957. Harm Zebregs, 2004. "Intraregional Trade in Emerging Asia," IMF Policy Discussion Papers 04/1, International Monetary Fund.
  958. Sachsida, Adolfo & Junior, Roberto de Góes Ellery & Gomes, Victor, 2002. "Business Cycle Fluctuations in Brazil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 56(2), April.
  959. Giovanni Razzu & Carl Singleton, 2013. "Are Business Cycles Gender Neutral?," Economics & Management Discussion Papers em-dp2013-07, Henley Business School, Reading University.
  960. Percic Stanislav & Apostoaie Constantin-Marius & Chirlesan Dan, 2013. "A Tale Of Two Cycles In Developing And Advanced Economies: A Country Case Study Comparison," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 440-450, December.
  961. Siem Jan Koopman & Kai Ming Lee, 2005. "Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series," Tinbergen Institute Discussion Papers 05-081/4, Tinbergen Institute.
  962. Barbara Meller, 2013. "The two-sided effect of financial globalization on output volatility," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 149(3), pages 477-504, September.
  963. Kota Watanabe & Tsutomu Watanabe, 2014. "Estimating Daily Inflation Using Scanner Data: A Progress Report," UTokyo Price Project Working Paper Series 020, University of Tokyo, Graduate School of Economics.
  964. Fernandez Valdovinos, Carlos G., 2003. "Inflation and economic growth in the long run," Economics Letters, Elsevier, vol. 80(2), pages 167-173, August.
  965. Hjelm, Göran & Jönsson, Kristian, 2010. "In Search of a Method for Measuring the Output Gap of the Swedish Economy," Working Papers 115, National Institute of Economic Research.
  966. Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics.
  967. Jordi Gali & Pau Rabanal, 2004. "Technology Shocks and Aggregate Fluctuations: How Well Does the RBS Model Fit Postwar U.S. Data?," NBER Working Papers 10636, National Bureau of Economic Research, Inc.
  968. Goyal, Amit, 2004. "Demographics, Stock Market Flows, and Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(01), pages 115-142, March.
  969. Grech, Aaron George, 2013. "Adapting the Hodrick-Prescott Filter for Very Small Open Economies," MPRA Paper 48803, University Library of Munich, Germany.
  970. Martin Larch & João Nogueira Martins, 2007. "Fiscal indicators - Proceedings of the the Directorate-General for Economic and Financial Affairs Workshop held on 22 September 2006 in Brussels," European Economy - Economic Papers 2008 - 2015 297, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  971. Haug, Alfred A. & King, Ian, 2014. "In the long run, US unemployment follows inflation like a faithful dog," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 42-52.
  972. Philippe Jolivaldt & Ibrahim Ahamada, 2010. "Filtres usuels et filtre fondé sur les ondelettes : étude comparative et application au cycle économique," Économie et Prévision, Programme National Persée, vol. 195(4), pages 149-161.
  973. Cifter, Atilla & Yilmazer, Sait & Cifter, Elif, 2009. "Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey," Economic Modelling, Elsevier, vol. 26(6), pages 1382-1388, November.
  974. -, 2007. "Economic Survey of Latin America and the Caribbean 2006-2007," Estudio Económico de América Latina y el Caribe, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 1065 edited by Eclac.
  975. Hetschko, Clemens & Quint, Dominic & Thye, Marius, 2012. "Nationale Schuldenbremsen für die Länder der Europäischen Union: Taugt das deutsche Modell als Vorbild?," Discussion Papers 2012/12, Free University Berlin, School of Business & Economics.
  976. Dean Scrimgeour, 2001. "Exchange rate volatility and Currency Union: Some theory and New Zealand evidence," Reserve Bank of New Zealand Discussion Paper Series DP2001/04, Reserve Bank of New Zealand.
  977. Roberto G. Quercia & Anthony Pennington-Cross & Chao Yue Tian, 2016. "Differential Impacts of Structural and Cyclical Unemployment on Mortgage Default and Prepayment," The Journal of Real Estate Finance and Economics, Springer, vol. 53(3), pages 346-367, October.
  978. Bogdan Murarasu & Alina Bobasu, 2014. "Output Spillovers from Trade and Financial Linkages in Central and Eastern European Countries: A Panel Analysis," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 6(2), pages 081-096, December.
  979. Mauro Napoletano & Andrea Roventini & Sandro Sapio, 2004. "Are Business Cycles All Alike? A Bandpass Filter Analysis of Italian and US Cycles," LEM Papers Series 2004/25, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  980. Ding Ding & John Nelmes & Roshan Perera & Volodymyr Tulin, 2014. "Estimating Sri Lanka’s Potential Output," IMF Working Papers 14/40, International Monetary Fund.
  981. Tatsuma Wada & Pierre Perron, 2005. "Trend and Cycles: A New Approach and Explanations of Some Old Puzzles," Computing in Economics and Finance 2005 252, Society for Computational Economics.
  982. Charles K. Y. Leung & Garion C. K. Lau & Youngman C. F. Leong, 2002. "Testing Alternative Theories of the Property Price-Trading Volume Correlation," Journal of Real Estate Research, American Real Estate Society, vol. 23(3), pages 253-264.
  983. Proietti, Tommaso, 2008. "Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components," MPRA Paper 6860, University Library of Munich, Germany.
  984. Movshuk, Oleksandr, 2003. "Does the choice of detrending method matter in demand analysis?," Japan and the World Economy, Elsevier, vol. 15(3), pages 341-359, August.
  985. Andrew Figura, 2003. "The effect of restructuring on unemployment," Finance and Economics Discussion Series 2003-56, Board of Governors of the Federal Reserve System (U.S.).
  986. Funashima, Yoshito, 2015. "Governmentally amplified output volatility," MPRA Paper 65330, University Library of Munich, Germany.
  987. Erten, Bilge & Ocampo, José Antonio, 2013. "Super Cycles of Commodity Prices Since the Mid-Nineteenth Century," World Development, Elsevier, vol. 44(C), pages 14-30.
  988. Sharma, Anurag & Jha, Raghbendra, 2012. "Fiscal deficits, banking crises and policy reversal in a semi-open economy," Economic Modelling, Elsevier, vol. 29(2), pages 271-282.
  989. Balogun, Emmanuel Dele, 2007. "Effects of exchange rate policy on bilateral export trade of WAMZ countries," MPRA Paper 6234, University Library of Munich, Germany.
  990. Bauer, Thomas K. & Gebhardt, Heinz & Matz, Florian & Schmidt, Christoph M. & Schmidt, Torsten & Siemers, Lars-H., 2010. "Ermittlung der Konjunkturkomponenten für die Länderhaushalte zur Umsetzung der in der Föderalismuskommission II vereinbarten Verschuldungsbegrenzung: Endbericht - Juni 2010," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 69915.
  991. Allen, Franklin & Carletti, Elena, 2008. "The role of liquidity in financial crises," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 379-412.
  992. Ola Grytten & Arngrim Hunnes, 2009. "The historical connection between short term output and prices in a small open economy," Working Paper 2009/21, Norges Bank.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.