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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. Wen, Yi & Zeng, Bing, 1999. "A simple nonlinear filter for economic time series analysis," Economics Letters, Elsevier, vol. 64(2), pages 151-160, August.
  2. Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
  3. Claudia M. Buch & Alexander Lipponer, 2005. "Business Cycles and FDI: Evidence from German Sectoral Data," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(4), pages 732-759, December.
  4. Satyajit Chatterjee & Dean Corbae, 1999. "A welfare comparison of pre- and post-WWII business cycles: some implications for the role of postwar macroeconomic policies," Working Papers 99-2, Federal Reserve Bank of Philadelphia.
  5. Chistiano, Lawrence J & den Haan, Wouter J, 1996. "Small-Sample Properties of GMM for Business-Cycle Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 309-327, July.
  6. Borbély, Dóra & Meier, Carsten-Patrick, 2003. "Macroeconomic interval forecasting: the case of assessing the risk of deflation in Germany," Kiel Working Papers 1153, Kiel Institute for the World Economy (IfW).
  7. Mike Artis & Hans-Martin Krolzig & Juan Toro, 2004. "The European business cycle," Oxford Economic Papers, Oxford University Press, vol. 56(1), pages 1-44, January.
  8. Ard den Reijer, 2006. "The Dutch business cycle: which indicators should we monitor?," DNB Working Papers 100, Netherlands Central Bank, Research Department.
  9. repec:eee:ecmode:v:64:y:2017:i:c:p:153-171 is not listed on IDEAS
  10. 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.
  11. 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.
  12. repec:eee:jimfin:v:79:y:2017:i:c:p:189-202 is not listed on IDEAS
  13. Rhys Bidder & Ian Dew-Becker, 2016. "Long-Run Risk Is the Worst-Case Scenario," American Economic Review, American Economic Association, vol. 106(9), pages 2494-2527, September.
  14. Alexander Herzog-Stein & Patrick Nüß, 2016. "Extensive versus intensive margin over the business cycle: New evidence for Germany and the United States," IMK Working Paper 163-2016, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  15. Alessandro Cianci, 2016. "Disoccupazione strutturale in Italia e regole europee di bilancio," a/ Working Papers Series 1601, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
  16. 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.
  17. Kwami Adanu, 2005. "A cross-province comparison of Okun's coefficient for Canada," Applied Economics, Taylor & Francis Journals, vol. 37(5), pages 561-570.
  18. 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.
  19. 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.
  20. Koopman, Siem Jan & Lucas, André, 2008. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 510-525.
  21. 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.
  22. Martín Gonzalez Rozada & José Fanelli, 2003. "Business Cycle and Macroeconomic Policy Coordination in MERCOSUR," Business School Working Papers uno, Universidad Torcuato Di Tella.
  23. Michael Kiley, 2002. "The lead of output over inflation in sticky price models," Economics Bulletin, AccessEcon, vol. 5(5), pages 1-7.
  24. repec:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1108-2 is not listed on IDEAS
  25. Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013. "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, May.
  26. Rand, John & Tarp, Finn, 2002. "Business Cycles in Developing Countries: Are They Different?," World Development, Elsevier, vol. 30(12), pages 2071-2088, December.
  27. repec:eee:ecmode:v:64:y:2017:i:c:p:312-321 is not listed on IDEAS
  28. 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.
  29. Jorge Iván RODRIGUEZ MUÑOZ & Juan Ricardo PERILLA JIMENEZ & José Daniel REYES PEÑA, 2004. "Cálculo del PIB Potencial en Colombia.:1970-2003," ARCHIVOS DE ECONOMÍA 002078, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
  30. repec:dgr:rugsom:03c35 is not listed on IDEAS
  31. Alvaro Hurtado Rendón & Humberto Franco González & Jesús Alonso Botero Garcia, 2011. "Los modelos dsge: una respuesta de la discusión macroeconómica," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 28(57), pages 59-77, july-dece.
  32. 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.
  33. Clement Anne, 2016. "Are Commodity Price Booms an Opportunity to Diversify? Evidence from Resource-dependent Countries," Working Papers halshs-01381143, HAL.
  34. 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.
  35. repec:oup:oxecpp:v:69:y:2017:i:3:p:655-677. is not listed on IDEAS
  36. Kenneth M. Emery & Chih-Ping Chang, 1996. "Do wages help predict inflation?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 2-9.
  37. Chiu, Ching-Wai (Jeremy) & Harris, Richard & Stoja, Evarist & Chin, Michael, 2016. "Financial market volatility, macroeconomic fundamentals and investor sentiment," Bank of England working papers 608, Bank of England.
  38. Butler, L, 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.
  39. Feng Zhu, 2016. "Understanding the changing equilibrium real interest rates in Asia-Pacific," BIS Working Papers 567, Bank for International Settlements.
  40. 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.
  41. Michele Caputo & Francesco Forte & Michela Mantovani, 2014. "Long-run and shorter-run criminal cycles in the public economics of public bads," Chapters,in: A Handbook of Alternative Theories of Public Economics, chapter 22, pages 503-542 Edward Elgar Publishing.
  42. Huang, Kevin X.D. & Liu, Zheng, 2005. "Inflation targeting: What inflation rate to target?," Journal of Monetary Economics, Elsevier, vol. 52(8), pages 1435-1462, November.
  43. Michael Reiter & Ulrich Woitek, 1999. "Are There Classical Business Cycles?," Working Papers 1999_05, Business School - Economics, University of Glasgow.
  44. François Gourio, 2013. "Credit Risk and Disaster Risk," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 1-34, July.
  45. Carlos Esteban Posada Posada & Wilman Gómez, 2004. "Un choque del activo externo neto y el ciclo económico Colombiano 1994-2001," BORRADORES DE ECONOMIA 003674, BANCO DE LA REPÚBLICA.
  46. Gust, Christopher & Leduc, Sylvain & Sheets, Nathan, 2009. "The adjustment of global external balances: Does partial exchange-rate pass-through to trade prices matter?," Journal of International Economics, Elsevier, vol. 79(2), pages 173-185, November.
  47. Túlio Cravo, 2011. "Are Small Firms more cyclically Sensitive than Large Ones? National, Regional and Sectoral Evidence from Brazil," ERSA conference papers ersa10p507, European Regional Science Association.
  48. 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.
  49. 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.
  50. Dopke, Jorg & Fritsche, Ulrich, 2006. "When do forecasters disagree? An assessment of German growth and inflation forecast dispersion," International Journal of Forecasting, Elsevier, vol. 22(1), pages 125-135.
  51. Juan-Luis Vega & Mark A. Wynne, 2003. "A First Assessment of Some Measures of Core Inflation for the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 4, pages 269-306, August.
  52. Eugenia Panicara & Massimiliano Rigon & Gian Maria Tomat, 2012. "Cyclically adjusted local government balances," Questioni di Economia e Finanza (Occasional Papers) 142, Bank of Italy, Economic Research and International Relations Area.
  53. A.H.J. den Reijer, 2002. "International Business Cycle Indicators, Measurement and Forecasting," WO Research Memoranda (discontinued) 689, Netherlands Central Bank, Research Department.
  54. 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.
  55. Robert G. King, 1995. "Quantitative theory and econometrics," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-105.
  56. Ding Ding & John Nelmes & Roshan Perera & Volodymyr Tulin, 2014. "Estimating Sri Lanka’s Potential Output," IMF Working Papers 14/40, International Monetary Fund.
  57. Nathan S. Balke & Mark A. Wynne, 1996. "Supply shocks and the distribution of price changes," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 10-18.
  58. 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.
  59. Duncan, Roberto, 2016. "Does the US current account show a symmetric behavior over the business cycle?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 202-219.
  60. 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.
  61. Bergoeing, Raphael & Loayza, Norman & Repetto, Andrea, 2004. "Slow recoveries," Journal of Development Economics, Elsevier, vol. 75(2), pages 473-506, December.
  62. 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.
  63. Paolo Guarda, 2002. "Potential output and the output gap in Luxembourg: some alternative methods," BCL working papers 4, Central Bank of Luxembourg.
  64. Tomislav Globan & Vladimir Arčabić & Petar Sorić, 2016. "Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(1), pages 154-168, January.
  65. Kriedel, Norbert, 2006. "Long waves of economic development and the diffusion of general-purpose technologies: The case of railway networks," HWWI Research Papers 1-1, Hamburg Institute of International Economics (HWWI).
  66. Victor Gaiduch & Benjamin L Hunt, 2000. "Inflation Targeting Under Potential Output Uncertainty," IMF Working Papers 00/158, International Monetary Fund.
  67. Maurizio Bovi, 2005. "The Cyclical Behaviour of Shadow and Regular Employment," Labor and Demography 0507011, EconWPA.
  68. Benan ERES, 2011. "Alternative Measures of Rate of Capacity Utilization for the Turkish Economy: A Comparative Analysis in Means of Adequacy for Empirical Investigation and Growth Models," Sosyoekonomi Journal, Sosyoekonomi Society, issue 16(16).
  69. repec:fip:fedreq:00049 is not listed on IDEAS
  70. Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.
  71. Fratzscher, Marcel & Imbs, Jean, 2009. "Risk sharing, finance, and institutions in international portfolios," Journal of Financial Economics, Elsevier, vol. 94(3), pages 428-447, December.
  72. Andreas Hornstein, 1998. "Inventory investment and the business cycle," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 49-71.
  73. Michael A. Kouparitsas, 1998. "Are international business cycles different under fixed and flexible exchange rate regimes?," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 46-64.
  74. 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.
  75. Mark Mink & Jan P.A.M. Jacobs & Jakob de Haan, 2012. "Measuring coherence of output gaps with an application to the euro area," Oxford Economic Papers, Oxford University Press, vol. 64(2), pages 217-236, April.
  76. Aguiar-Conraria, Luís & Azevedo, Nuno & Soares, Maria Joana, 2008. "Using wavelets to decompose the time–frequency effects of monetary policy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2863-2878.
  77. Pascal Seppecher & Isabelle Salle, 2015. "Deleveraging crises and deep recessions: a behavioural approach," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3771-3790, July.
  78. Drescher, Christian & Erler, Alexander & Krizanac, Damir, 2010. "The Fed's TRAP: A Taylor-type Rule with Asset Prices," MPRA Paper 23293, University Library of Munich, Germany.
  79. Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2013. "Has India emerged? Business cycle stylized facts from a transitioning economy," Structural Change and Economic Dynamics, Elsevier, vol. 24(C), pages 157-172.
  80. Luis Eduardo Arango & Carlos Esteban Posada, 2001. "El Desempleo en Colombia," Borradores de Economia 176, Banco de la Republica de Colombia.
  81. Farid MAKHLOUF, 2014. "Propriétés cycliques des transferts de fonds des migrants marocains," Working Papers 2013-2014_9, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Feb 2014.
  82. Lee Redding, 2001. "ARCH in the G7 Equity Markets: A Speculative Explanation," Working Papers 2001_3, Business School - Economics, University of Glasgow.
  83. Peter M. Summers, 2005. "What caused the Great Moderation? : some cross-country evidence," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 5-32.
  84. Goldrian Georg, 2002. "Differenzen- versus Trendstationarität. Eine filtertechnische Betrachtung," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 222(3), pages 377-381, June.
  85. Kufenko, Vadim, 2016. "Spurious periodicities in cliometric series: Simultaneous testing," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung" 48/2016, University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk.
  86. Alison Butler & Michael R. Pakko, 1998. "R&D spending and cyclical fluctuations: putting the "technology" in technology shocks," Working Papers 1998-020, Federal Reserve Bank of St. Louis.
  87. Jürgen Bierbaumer-Polly, 2012. "Regional Business Cycles in the Austrian Economy," WIFO Monatsberichte (monthly reports), WIFO, vol. 85(11), pages 833-848, November.
  88. Karras, Georgios & Stokes, Houston H., 2001. "Time-varying criteria for monetary integration: evidence from the EMU," International Review of Economics & Finance, Elsevier, vol. 10(2), pages 171-185.
  89. 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.
  90. Furceri, Davide & Karras, Georgios, 2006. "Are the new EU members ready for the EURO?: A comparison of costs and benefits," Journal of Policy Modeling, Elsevier, vol. 28(1), pages 25-38, January.
  91. David Shepherd & Robert Dixon, 2008. "The Cyclical Dynamics and Volatility of Australian Output and Employment," The Economic Record, The Economic Society of Australia, vol. 84(264), pages 34-49, 03.
  92. Escribano, Álvaro & Arranz, Miguel A., 1998. "Detrending procedures and cointegration testing: ECM tests under structural breaks," DES - Working Papers. Statistics and Econometrics. WS 4551, Universidad Carlos III de Madrid. Departamento de Estadística.
  93. Christiano, Lawrence J. & Vigfusson, Robert J., 2003. "Maximum likelihood in the frequency domain: the importance of time-to-plan," Journal of Monetary Economics, Elsevier, vol. 50(4), pages 789-815, May.
  94. Nelson H. Barbosa-Filho, 2005. "Trends And Fluctuations In Brazilian And Argentine Trade Flows," International Trade 0503001, EconWPA.
  95. Daniel Levy & Hashem Dezhbakhsh, 2003. "On the typical spectral shape of an economic variable," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 417-423.
  96. Harding, Don & Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany.
  97. Timothy Cogley, 1997. "Evaluating non-structural measures of the business cycle," Economic Review, Federal Reserve Bank of San Francisco, pages 3-21.
  98. Marczak, Martyna & Gómez, Victor, 2013. "Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter," FZID Discussion Papers 64-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
  99. Norman Loayza & Pablo Fajnzylber & César Calderón, 2005. "Economic Growth in Latin America and the Caribbean : Stylized Facts, Explanations, and Forecasts," World Bank Publications, The World Bank, number 7315, December.
  100. 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.
  101. repec:rdg:wpaper:em-dp2013-04 is not listed on IDEAS
  102. Dennis, Wesselbaum, 2012. "Gender-speci�c Differences in Labor Market Adjustment Patterns: Evidence from the United States," MPRA Paper 43040, University Library of Munich, Germany.
  103. Gary Shelley & Frederick Wallace, 2005. "The relation between U.S. money growth and inflation: evidence from a band-pass filter," Economics Bulletin, AccessEcon, vol. 5(8), pages 1-13.
  104. Kangni Kpodar & Patrick Imam, 2016. "Does a Regional Trade Agreement Lessen or Worsen Growth Volatility? An Empirical Investigation," Review of International Economics, Wiley Blackwell, vol. 24(5), pages 949-979, November.
  105. King, Robert G. & Rebelo, Sergio T., 1999. "Resuscitating real business cycles," Handbook of Macroeconomics,in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 14, pages 927-1007 Elsevier.
  106. Cécile Denis & Kieran Mc Morrow & Werner Röger, 2002. "Production function approach to calculating potential growth and output gaps - estimates for the EU Member States and the US," European Economy - Economic Papers 2008 - 2015 176, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  107. Diego Comin & Mark Gertler, 2006. "Medium-Term Business Cycles," American Economic Review, American Economic Association, vol. 96(3), pages 523-551, June.
  108. Dobrescu, Emilian, 2006. "Double-Conditioned Potential Output," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 32-50, March.
  109. Gottschalk, Jan, 2001. "Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector Autoregressions," Kiel Working Papers 1067, Kiel Institute for the World Economy (IfW).
  110. Parigi, Giuseppe & Siviero, Stefano, 2001. "An investment-function-based measure of capacity utilisation.: Potential output and utilised capacity in the Bank of Italy's quarterly model," Economic Modelling, Elsevier, vol. 18(4), pages 525-550, December.
  111. 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.
  112. Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004. "Monetary Policy Rules, Asset Prices, and Exchange Rates," IMF Staff Papers, Palgrave Macmillan, vol. 51(3), pages 529-552, November.
  113. Stavros Degiannakis & David Duffy & George Filis, 2014. "Business Cycle Synchronization in EU: A Time-Varying Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(4), pages 348-370, September.
  114. 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.
  115. Cho, Jang-Ok & Phaneuf, Louis, 1995. "Monnaie et cycles," L'Actualité Economique, Société Canadienne de Science Economique, vol. 71(2), pages 163-192, juin.
  116. 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.
  117. Martha López P., 2004. "Efficient Policy Rule for Inflation Targeting in Colombia," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-24, January-J.
  118. 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.
  119. Paul Conway & David Frame, 2000. "A spectral analysis of New Zealand output gaps using Fourier and wavelet techniques," Reserve Bank of New Zealand Discussion Paper Series DP2000/06, Reserve Bank of New Zealand.
  120. Odile Chagny & Matthieu Lemoine, 2004. "An estimation of the Euro Area potential output with a semi-structural multivariate Hodrick-Prescott filter," Working Papers hal-00972840, HAL.
  121. Tharavanij, Piyapas, 2007. "Capital Market and Business Cycle Volatility," MPRA Paper 4952, University Library of Munich, Germany.
  122. Woon Gyu Choi, 2007. "Measuring Interest Rates as Determined by Thrift and Productivity," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 167-195, May.
  123. Nir Jaimovich & Henry E. Siu, 2009. "The Young, the Old, and the Restless: Demographics and Business Cycle Volatility," American Economic Review, American Economic Association, vol. 99(3), pages 804-826, June.
  124. Celsa Machado, 2001. "Measuring Business Cycles: The Real Business Cycle Approach and Related Controversies," FEP Working Papers 107, Universidade do Porto, Faculdade de Economia do Porto.
  125. repec:eee:jbfina:v:80:y:2017:i:c:p:215-234 is not listed on IDEAS
  126. Michael Funke & Harm Bandholz, 2003. "In search of leading indicators of economic activity in Germany," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 277-297.
  127. Mihaela Bratu (Simionescu), 2013. "Filters or Holt Winters Technique to Improve the Forecasts for USA Inflation Rate?," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 9(1), pages 126-136, February.
  128. Lilia Maliar & Serguei Maliar, 2004. "Preference shocks from aggregation: time series data evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 37(3), pages 768-781, August.
  129. World Bank, 2006. "Fostering Higher Growth and Employment in the Kingdom of Morocco," World Bank Publications, The World Bank, number 7114, December.
  130. 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.
  131. Paquet, Alain, 1999. "Prudence fiscale, indicateurs d’endettement et évolution de l’état des finances des administrations publiques au Canada," L'Actualité Economique, Société Canadienne de Science Economique, vol. 75(1), pages 475-518, mars-juin.
  132. Kaloyan Ganev, 2004. "Statistical estimates of the deviations from the macroeconomic potential. An application to the economy of Bulgaria," Working paper series 12004en, Agency for Economic Analysis and Forecasting.
  133. James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-09 Recession," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 44(1 (Spring), pages 81-156.
  134. Shaghil Ahmed & Andrew Levin & Beth Anne Wilson, 2004. "Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 824-832, August.
  135. Sonia de Lucas Santos & M. Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso & José Luis Cendejas Bueno, 2011. "Los ciclos económicos internacionales: antecedentes y revisión de la literatura," Cuadernos de Economía - Spanish Journal of Economics and Finance, ELSEVIER, vol. 34(95), pages 73-84, Agosto.
  136. Marcello Pericoli & Marco Taboga, 2008. "Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1471-1488, October.
  137. Batu, Michael, 2017. "International worker remittances and economic growth in a Real Business Cycle framework," Structural Change and Economic Dynamics, Elsevier, vol. 40(C), pages 81-91.
  138. Nikola Bokan & Rafael Ravnik, 2012. "Estimating Potential Output in the Republic of Croatia Using a Multivariate Filter," Working Papers 35, The Croatian National Bank, Croatia.
  139. Odile Chagny & Matthieu Lemoine, 2003. "Écart de production dans la zone euro. Une estimation par le filtre de Hodrick-Prescott multivarié," Revue de l'OFCE, Presses de Sciences-Po, vol. 86(3), pages 173-202.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.