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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. repec:pit:wpaper:294 is not listed on IDEAS
  2. Joseph G. Haubrich & Andrew W. Lo, 2001. "The sources and nature of long-term memory in aggregate output," Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 15-30.
  3. Ansgar Belke & Jens Michael Heine, 2002. "Specialisation Patterns and the Synchronicity of Regional Employment Cycles in Europe," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 210/2002, Department of Economics, University of Hohenheim, Germany.
  4. 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.
  5. Ioanna Konstantakopoulou & Eftymios Tsionas & Tryphon Kollintzas, 2009. "Stylized Facts of Prices and Interest Rates over the Business Cycle," Economics Bulletin, AccessEcon, vol. 29(4), pages 2613-2627.
  6. Phillips, Kerk L. & Wrase, Jeff, 2006. "Is Schumpeterian `creative destruction' a plausible source of endogenous real business cycle shocks?," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1885-1913, November.
  7. Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2006. "Interpreting Euro Area Inflation at High and Low Frequencies," CEPR Discussion Papers 5632, C.E.P.R. Discussion Papers.
  8. 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.
  9. Kaminsky, Graciela & Schmukler, Sergio, 2001. "Short and long-run integration : do capital controls matter ?," Policy Research Working Paper Series 2660, The World Bank.
  10. Ferrara, L. & Koopman, S J., 2010. "Common business and housing market cycles in the Euro area from a multivariate decomposition," Working papers 275, Banque de France.
  11. Carlo Altavilla & Matteo Ciccarelli, 2008. "Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area," Discussion Papers 8_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  12. Agenor, Pierre-Richard & Bayraktar, Nihal, 2003. "Contracting models of the Phillips curve - empirical estimates for Middle-income countries," Policy Research Working Paper Series 3139, The World Bank.
  13. Dana Kloudová, 2016. "Does Using Nairu In The Production Function Influence Estimation Of Potential Output And Output Gap?," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 5(2), pages 1-21, June.
  14. Mark A. Wynne, 1999. "Core inflation: a review of some conceptual issues," Working Papers 9903, Federal Reserve Bank of Dallas.
  15. Fathi Elachhab, 2009. "Décrire le cycle économique en Tunisie," Économie et Prévision, Programme National Persée, vol. 189(3), pages 75-92.
  16. Lee, Jiho, 2012. "Are structural parameters of DSGE models stable in Korea?," Journal of Asian Economics, Elsevier, vol. 23(1), pages 50-59.
  17. Darvas, Zsolt & Szapáry, György & Rose, Andrew K., 2005. "A fiskális divergencia és a konjunktúraciklusok együttmozgása - a felelőtlen fiskális politika az aszimmetrikus sokkok forrása
    [Fiscal divergence and business cycle synchronization: irresponsibilit
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 937-959.
  18. 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.
  19. Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009. "Detrending and the Distributional Properties of U.S. Output Time Series," LEM Papers Series 2009/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  20. Henk C. Kranendonk & Jan Bonenkamp & Johan P. Verbruggen, 2004. "A Leading Indicator for the Dutch Economy – Methodological and Empirical Revision of the CPB System," CESifo Working Paper Series 1200, CESifo Group Munich.
  21. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in US Hours Worked," Discussion Papers of DIW Berlin 1200, DIW Berlin, German Institute for Economic Research.
  22. Luis Fernando Melo & Fabio Nieto & Mario Ramos V., 2003. "A Leading Index For The Colombian Economic Activity," BORRADORES DE ECONOMIA 001920, BANCO DE LA REPÚBLICA.
  23. Hiranya Nath, 2016. "A Note on the Cyclical Behavior of Sectoral Employment in the U.S," Working Papers 1602, Sam Houston State University, Department of Economics and International Business.
  24. Martha López P., . "Efficient Policy Rule for Inflation Targeting in Colombia," Borradores de Economia 240, Banco de la Republica de Colombia.
  25. Stephen Pollock, 2014. "Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles," Discussion Papers in Economics 14/03, Department of Economics, University of Leicester.
  26. Jim Malley & Robert A Hart & Ulrich Woitek, 2003. "Manufacturing Earnings and Cycles: New Evidence," Working Papers 2002_16, Business School - Economics, University of Glasgow.
  27. 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.
  28. Accolley, Delali, 2015. "A Review of Some Postwar Economic Growth Theories and Empirics," MPRA Paper 69860, University Library of Munich, Germany.
  29. Funashima, Yoshito, 2015. "Automatic stabilizers in the Japanese tax system," Journal of Asian Economics, Elsevier, vol. 39(C), pages 86-93.
  30. Torben G. Andersen & Tim Bollerslev, 1996. "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," NBER Working Papers 5752, National Bureau of Economic Research, Inc.
  31. Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2009. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," Birkbeck Working Papers in Economics and Finance 0910, Birkbeck, Department of Economics, Mathematics & Statistics.
  32. Christian Ariel Volpe Martincus & Andrea Molinari, 2005. "Regional Business Cycles and National Economic Borders - What are the Effects of Trade in Developing Countries?," ERSA conference papers ersa05p93, European Regional Science Association.
  33. Grace H.Y. Lee & M. Azali, 2009. "THE ENDOGENEITY OF THE OPTIMUM CURRENCY AREA CRITERIA IN EAST ASIa," Monash Economics Working Papers 15-09, Monash University, Department of Economics.
  34. 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.
  35. 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.
  36. Mazhar Y. Mughal & Junaid Ahmed, 2014. "Remittances and Business Cycles: Comparison of South Asian Countries," International Economic Journal, Taylor & Francis Journals, vol. 28(4), pages 513-541, December.
  37. Arthur Grimes, 2005. "Regional and Industry Cycles in Australasia: Implications for a Common Currency," Macroeconomics 0509020, EconWPA.
  38. Chris Otrok, 1999. "On Measuring the Welfare Cost of Business Cycles," Virginia Economics Online Papers 318, University of Virginia, Department of Economics.
  39. Funke, Michael, 2005. "Inflation in mainland China : modelling a roller coaster ride," BOFIT Discussion Papers 6/2005, Bank of Finland, Institute for Economies in Transition.
  40. Andrés, Javier & Doménech, Rafael & Fatás, Antonio, 2004. "The Stabilizing Role of Government Size," CEPR Discussion Papers 4384, C.E.P.R. Discussion Papers.
  41. Piyapas Tharavanij, 2007. "Capital Market And Business Cycle Volatility," Monash Economics Working Papers 33-07, Monash University, Department of Economics.
  42. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Discussion Paper Series 0801, Institute of Economic Research, Korea University.
  43. Fratzscher, Marcel & Imbs, Jean, 2007. "Risk sharing, finance and institutions in international portfolios," Working Paper Series 0826, European Central Bank.
  44. Cristina Fernández & Andrés González G., 2000. "Integración y vulnerabilidad externa en Colombia," COYUNTURA ECONÓMICA, FEDESARROLLO, December.
  45. 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.
  46. 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.
  47. John Maloney & Andrew Pickering, . "Voting and the macroeconomy: separating trend from cycle," Discussion Papers 11/14, Department of Economics, University of York.
  48. Carlos Viana de Carvalho & Niels Arne Dam & Jae Won Lee, 2014. "Real Rigidities and the Cross-Sectional Distribution of Price Stickiness: Evidence from Micro and Macro Data Combined," Textos para discussão 634, Department of Economics PUC-Rio (Brazil).
  49. 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.
  50. Agenor, Pierre-Richard & McDermott, C John & Prasad, Eswar S, 2000. "Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts," World Bank Economic Review, World Bank Group, vol. 14(2), pages 251-85, May.
  51. Jacques Kibambe Ngoie & Arnold Zellner, 2012. "Modeling and policy analysis for the U.S. Science Sector," Working Papers 264, Economic Research Southern Africa.
  52. Tatiana Cesaroni, 2010. "Estimating potential output using business survey data in a svar framework," Economics Bulletin, AccessEcon, vol. 30(3), pages 2249-2258.
  53. Libero Monteforte & Stefano Siviero, 2002. "The economic consequences of euro area modelling shortcuts," Temi di discussione (Economic working papers) 458, Bank of Italy, Economic Research and International Relations Area.
  54. 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.
  55. Pascal Seppecher & Isabelle Salle, 2014. "Deleveraging crises and deep recessions: a behavioural approach," CEPN Working Papers hal-01110642, HAL.
  56. Ricardo Nunes, 2005. "Learning the inflation target," Macroeconomics 0504033, EconWPA, revised 26 Apr 2005.
  57. A'Hearn, Brian & Woitek, Ulrich, 2001. "More international evidence on the historical properties of business cycles," Journal of Monetary Economics, Elsevier, vol. 47(2), pages 321-346, April.
  58. Li Gan & Qinghua Zhang, 2005. "The Thick Market Effect on Local Unemployment Rate Fluctuations," NBER Working Papers 11248, National Bureau of Economic Research, Inc.
  59. 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.
  60. Jared Bullen & Jacinta Greenwell & Michael Kouparitsas & David Muller & John O’Leary & Rhett Wilcox, 2014. "Treasury's medium-term economic projection methodology," Treasury Working Papers 2014-02, The Treasury, Australian Government, revised May 2014.
  61. Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007. "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers) 631, Bank of Italy, Economic Research and International Relations Area.
  62. Stephen J Nickell & Stephen Redding & Joanna Swaffield, 2002. "Educational attainment, labour market institutions, and the structure of production," LSE Research Online Documents on Economics 3706, London School of Economics and Political Science, LSE Library.
  63. Jan Gottschalk & Florian Höppner, 2001. "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Kiel Working Papers 1074, Kiel Institute for the World Economy.
  64. César Calderón & Alberto E. Chong & Ernesto H. Stein, 2003. "Trade Intensity and Business Cycle Synchronization: Are Developing Countries any Different?," IDB Publications (Working Papers) 6501, Inter-American Development Bank.
  65. Faia, Ester, 2002. "Monetary policy in a world with different financial systems," Working Paper Series 0183, European Central Bank.
  66. Proietti, Tommaso & Luati, Alessandra, 2009. "Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences," MPRA Paper 15510, University Library of Munich, Germany.
  67. Dedola, Luca & Neri, Stefano, 2006. "What does a technology shock do? A VAR analysis with model-based sign restrictions," Working Paper Series 0705, European Central Bank.
  68. Pritha Mitra & Amr Hosny & Gohar Abajyan & Mark Fischer, 2015. "Estimating Potential Growth in the Middle East and Central Asia," IMF Working Papers 15/62, International Monetary Fund.
  69. Lindsay Tedds, 1998. "What goes up must come down (but not necessarily at the same rate): Testing for asymmetry in New Zealand time series," New Zealand Economic Papers, Taylor & Francis Journals, vol. 32(1), pages 41-55.
  70. Clark, Todd E. & van Wincoop, Eric, 2001. "Borders and business cycles," Journal of International Economics, Elsevier, vol. 55(1), pages 59-85, October.
  71. Eran Yashiv, 2007. "U.S. Labor Market Dynamics Revisited," CEP Discussion Papers dp0831, Centre for Economic Performance, LSE.
  72. 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.
  73. Jacobs, Jan & Tassenaar, Vincent, 2003. "Height, income, and nutrition in the Netherlands: the second half of the 19th century," Research Report 03C35, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  74. Daniel Levy & Hashem Dezhbakhsh, 2002. "International Evidence on Output Fluctuation and Shock Persistence," Working Papers 2002-17, Bar-Ilan University, Department of Economics.
  75. Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2007. "Dating EU15 monthly business cycle jointly using GDP and IPI," Journal of Business Cycle Measurement and Analysis, OECD Publishing,Centre for International Research on Economic Tendency Surveys, vol. 2007(3), pages 333-366.
  76. Richard Ashley & Randal Verbrugge, 2009. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 4-20.
  77. Matthias Mohr, 2005. "A Trend-Cycle(-Season) Filter," Econometrics 0508004, EconWPA.
  78. Stockhammar, Pär & Österholm, Pär, 2014. "Effects of US Policy Uncertainty on Swedish GDP Growth," Working Paper 135, National Institute of Economic Research.
  79. Joël CARIOLLE, 2012. "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers I14, FERDI.
  80. Mike Artis & Hans-Martin Krolzig & Juan Toro, 2002. "The European Business Cycle," Economic Working Papers at Centro de Estudios Andaluces E2002/19, Centro de Estudios Andaluces.
  81. Benz, Ulrich & Hagist, Christian, 2008. "Technischer Anhang zu "Konjunktur und Generationenbilanz: Eine Analyse anhand des HP-Filters"," FZG Discussion Papers 23, University of Freiburg, Research Center for Generational Contracts (FZG).
  82. John C. Williams, 2005. "Robust estimation and monetary policy with unobserved structural change," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 53-81.
  83. 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.
  84. 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.
  85. Daniel Levy & Hashem Dezhbakhsh, 2002. "On the Typical Spectral Shape of an Economic Variable," Working Papers 2002-16, Bar-Ilan University, Department of Economics.
  86. Roger Perman & Christophe Tavera, 2007. "Testing for convergence of the Okun’s Law coefficient in Europe," Empirica, Springer, vol. 34(1), pages 45-61, March.
  87. 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.
  88. repec:hal:journl:halshs-00476022 is not listed on IDEAS
  89. Maurizio Bovi, 2003. "Nonparametric Analysis Of The International Business Cycles," ISAE Working Papers 37, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  90. Adriana Arreaza & Enid Blanco & Miguel Dorta, 2004. "A Small Scale Macroeconomic Model for Venezuela," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 25-38, January-J.
  91. Cassola, Nuno & Morana, Claudio, 2003. "Volatility of interest rates in the euro area: evidence from high frequency data," Working Paper Series 0235, European Central Bank.
  92. Javier Gardeazabal & María Carmen Iglesias, . "¿Causan los ciclos del G7 el ciclo español?," Studies on the Spanish Economy 22, FEDEA.
  93. Funashima, Yoshito, 2016. "The Fed-induced political business cycle: Empirical evidence from a time–frequency view," Economic Modelling, Elsevier, vol. 54(C), pages 402-411.
  94. 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.
  95. Edwards, Sebastian & Vegh, Carlos A., 1997. "Banks and macroeconomic disturbances under predetermined exchange rates," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 239-278, October.
  96. Andreas Hornstein, 1998. "Inventory investment and the business cycle," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 49-71.
  97. Pierdzioch, Christian & Döpke, Jörg & Buch, Claudia M., 2002. "Financial Openness and Business Cycle Volatility," Kiel Working Papers 1121, Kiel Institute for the World Economy (IfW).
  98. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2015. "Fiscal and monetary policies in complex evolving economies," Post-Print halshs-01241658, HAL.
  99. Altissimo, Filippo & Bassanetti, Antonio & Cristadoro, Riccardo & Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia & Veronese, Giovanni, 2001. "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers 3108, C.E.P.R. Discussion Papers.
  100. Galí, Jordi, 2005. "Trends in Hours, Balanced Growth and the Role of Technology in the Business Cycle," CEPR Discussion Papers 4915, C.E.P.R. Discussion Papers.
  101. Bajo-Rubio, Oscar & Diaz-Roldan, Carmen & Esteve, Vicente, 2007. "Change of regime and Phillips curve stability: The case of Spain, 1964-2002," Journal of Policy Modeling, Elsevier, vol. 29(3), pages 453-462.
  102. Igor Velickovski, 2013. "Assessing independent monetary policy in small, open and euroized countries: evidence from Western Balkan," Empirical Economics, Springer, vol. 45(1), pages 137-156, August.
  103. 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.
  104. Christopher Bajada & Friedrich Schneider, 2009. "Unemployment and the Shadow Economy in the oecd," Revue économique, Presses de Sciences-Po, vol. 60(5), pages 1033-1067.
  105. Raphael Bergoeing & Norman Loayza & Andrea Repetto, 2004. "Slow Recoveries," Documentos de Trabajo 188, Centro de Economía Aplicada, Universidad de Chile.
  106. Hilde C. Bjørnland & Leif Brubakk & Anne Sofie Jore, 2006. "Forecasting inflation with an uncertain output gap," Working Paper 2006/02, Norges Bank.
  107. Michael T. Belongia & Peter N. Ireland, 2016. "Circumventing the Zero Lower Bound with Monetary Policy Rules Based on Money," Boston College Working Papers in Economics 911, Boston College Department of Economics.
  108. Kaiser, Regina & Maravall, Agustín, 1999. "Short-term and long-term trends, seasonal and the business cycle," DES - Working Papers. Statistics and Econometrics. WS 6291, Universidad Carlos III de Madrid. Departamento de Estadística.
  109. Odile Chagny & Jörg Döpke, 2001. "Measures of the Output Gap in the Euro-Zone: An Empirical Assessment of Selected Methods," Kiel Working Papers 1053, Kiel Institute for the World Economy.
  110. Jan Gottschalk & Willem Van Zandweghe, 2001. "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany," Kiel Working Papers 1068, Kiel Institute for the World Economy.
  111. Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2007. "Input and output inventories in general equilibrium," Working Papers 07-16, Federal Reserve Bank of Boston.
  112. 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).
  113. Diallo, Oumar, 2009. "Tortuous road toward countercyclical fiscal policy: Lessons from democratized sub-Saharan Africa," Journal of Policy Modeling, Elsevier, vol. 31(1), pages 36-50.
  114. Haniff, Norazza Mohd & Masih, Mansur, 2016. "Shariah stocks as an inflation hedge in Malaysia," MPRA Paper 71681, University Library of Munich, Germany.
  115. Sean J. Gossel & Nicholas Biekpe, 2013. "The Cyclical Relationships Between South Africa's Net Capital Inflows and Fiscal and Monetary Policies," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 49(2), pages 64-83, March.
  116. Grech, Aaron George, 2014. "Investigating potential output using the Hodrick-Prescott filter: an application for Malta," MPRA Paper 57131, University Library of Munich, Germany.
  117. Pagan, Adrian & Robinson, Tim, 2014. "Methods for assessing the impact of financial effects on business cycles in macroeconometric models," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 94-106.
  118. Roberto Iannaccone & Edoardo Otranto, 2003. "Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter," Econometrics 0311002, EconWPA.
  119. Kanda Naknoi, 2005. "Real exchange rate fluctuations, endogenous tradability and exchange rate regime," International Finance 0509004, EconWPA, revised 07 Nov 2005.
  120. Luigi Bocola, 2006. "Trade and Business-Cycle Comovement: Evidence from the EU," Rivista di Politica Economica, SIPI Spa, vol. 96(6), pages 25-62, November-.
  121. Mallick, Debdulal, 2016. "Policy Regimes and the Shape of the Phillips Curve in Australia," MPRA Paper 71082, University Library of Munich, Germany, revised 2016.
  122. Eran Yashiv, 2007. "U.S. labor market dynamics revisited," LSE Research Online Documents on Economics 19665, London School of Economics and Political Science, LSE Library.
  123. 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.
  124. Nir Jaimovich & Henry E. Siu, 2007. "The Young, the Old, and the Restless: Demographics and Business Cycle Volatility," Discussion Papers 07-010, Stanford Institute for Economic Policy Research.
  125. Robert Inklaar & Richard Jong-A-Pin & Jakob de Haan, 2005. "Trade and Business Cycle Synchronization in OECD Countries - a Re-examination," CESifo Working Paper Series 1546, CESifo Group Munich.
  126. Kevin J. Stiroh, 2009. "Volatility Accounting: A Production Perspective on Increased Economic Stability," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 671-696, 06.
  127. Francisco, Ramirez, 2011. "Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana
    [Models for Estimating the Output Gap: Application to the GDP of Dominican Republic]
    ," MPRA Paper 38886, University Library of Munich, Germany.
  128. Thierry Aimar & Francis Bismans & Claude Diebolt, 2010. "Le cycle économique : une synthèse," Working Papers 10-04, Association Française de Cliométrie (AFC).
  129. Gabriel P. Mathy & Nicholas L. Ziebarth, 2014. "How Much Does Political Uncertainty Matter? The Case of Louisiana Under Huey Long," Working Papers 2014-06, American University, Department of Economics.
  130. Peijie Wang, 2008. "A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output," Working Papers 2008-FIN-02, IESEG School of Management.
  131. 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.
  132. 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.
  133. Höppner, Florian & Gottschalk, Jan, 2001. "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Kiel Working Papers 1074, Kiel Institute for the World Economy (IfW).
  134. Marczak, Martyna & Gómez, Víctor, 2012. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," FZID Discussion Papers 50-2012, University of Hohenheim, Center for Research on Innovation and Services (FZID).
  135. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Persistence and Cyclical Dependence in the Monthly Euribor Rate," Discussion Papers of DIW Berlin 1165, DIW Berlin, German Institute for Economic Research.
  136. 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.
  137. Magrini Stefano & Gerolimetto Margherita & Duran Hasan Engin, 2013. "Business cycle dynamics across the US states," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 28, April.
  138. Evridiki Tsounta, 2014. "Slowdown in Emerging Markets; Sign of a Bumpy Road Ahead?," IMF Working Papers 14/205, International Monetary Fund.
  139. Magda E. Kandil, 2014. "Does Demand Volatility Lower Growth and Raise Inflation? Evidence from the Caribbean," IMF Working Papers 14/67, International Monetary Fund.
  140. Stosic, Darko & Stosic, Dusan & Ludermir, Teresa & Stosic, Tatijana, 2016. "Correlations of multiscale entropy in the FX market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 52-61.
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  142. Ashley, Richard & Li, Guo, 2014. "Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter?," Journal of Housing Economics, Elsevier, vol. 26(C), pages 109-118.
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  890. repec:ebl:ecbull:v:5:y:2008:i:33:p:1-14 is not listed on IDEAS
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