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Content
November 2024, Volume 20, Issue 3
- 339-366 Predicting Tail-Risks for the Italian Economy
by Maximilian Boeck & Massimiliano Marcellino & Michael Pfarrhofer & Tommaso Tornese - 367-409 On the Hamilton-HP Filter Controversy: Evidence from German Business Cycles
by Lars-H. R. Siemers - 411-422 Testing the Goodwin Model: Can Distribution Battles Trigger Business Cycles? Evidence from a Behavioral Experiment
by Christian A. Conrad - 423-442 An Analysis of UK Households’ Directional Forecasts of Interest Rates
by Kamil Kladívko & Pär Österholm - 443-473 Measuring Swiss Employment Growth: A Measurement-Error Approach
by Yannic Stucki
July 2024, Volume 20, Issue 2
- 151-154 Output Gaps: Editor’s Introduction
by Simon Norden - 155-192 Business-Cycle Analysis and Zero-Crossings of Time Series: A Generalized Forecast Approach
by Marc Wildi - 193-217 Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness
by Viv B. Hall & Peter Thomson - 219-242 Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions
by Kristian Jönsson - 243-296 Estimation of the TFP Gap for the Largest Five EMU Countries
by Kai Carstensen & Felix Kießner & Thies Rossian - 297-338 Assessing the Potential Output for Switzerland: Determinants, Trends and Drivers
by Sarah Fischer & Christian Glocker & Serguei Kaniovski & Philipp Wegmüller
August 2024, Volume 20, Issue 1
- 1-58 Brazilian Business Cycle Analysis in a High-Dimensional and Time-Irregular Span Context
by André Nunes Maranhão - 59-88 Evaluating Qualitative Expectational Data on Investments from Business Surveys
by Lucia Modugno - 89-121 Measuring Business Cycle Stylized Facts in Selected Oil-Producing Economies: A Comparative Study
by Chigozie Chukwu & Aleksandar Vasilev & Shrabani Saha - 123-135 Business Cycle and Early Warning Indicators for the Economy of Hong Kong– Challenges of Forecasting Work amid the COVID-19 Pandemic
by Sharon Pun-wai Ng & Eddie Ming-lok Kwok & Brian Chi-yan Cheng & Alfred Yiu-po Yuen - 137-150 Optimum Level of Currency Reserves: Investigation and Forecasting of Indian Rupee Using ARIMA Model
by J. Peter Leo Deepak & Yavana Rani Subramanian & J. Josephine Lalitha & K. Vidhya
November 2023, Volume 19, Issue 3
- 241-273 Imputing Monthly Values for Quarterly Time Series: An Application Performed with Swiss Business Cycle Data
by Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs - 275-309 Revisiting the Oil and Food Prices Dynamics: A Time Varying Approach
by Opeoluwa Adeniyi Adeosun & Richard Olaolu Olayeni & Mosab I. Tabash & Suhaib Anagreh - 311-371 Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition
by Saulius Jokubaitis & Dmitrij Celov - 373-397 A Moving Linear Model Approach for Extracting Cyclical Variation from Time Series Data
by Koki Kyo & Genshiro Kitagawa - 399-419 Understanding Uncertainty Shocks in Uruguay Through VAR Modeling
by Bibiana Lanzilotta & Gabriel Merlo & Gabriela Mordecki & Viviana Umpierrez
September 2023, Volume 19, Issue 2
- 119-148 ROC and PRC Approaches to Evaluate Recession Forecasts
by Kajal Lahiri & Cheng Yang - 149-169 The Comovement Between Forecast Errors for Real GDP and Its Deflator in Six OECD Countries: Did Supply Shocks Become Less Dominant During the Great Moderation?
by Bryce Kanago - 171-190 Nowcasting Turkish Food Inflation Using Daily Online Prices
by Barış Soybilgen & M. Ege Yazgan & Hüseyin Kaya - 191-211 The Usefulness of High-Frequency Alternative Data to Obtain Nowcasts for Japan’s GDP: Evidence from Credit Card Data
by Satoshi Urasawa - 213-239 Applicability and Accomplishments of DSGE Modeling: A Critical Review
by Adem Feto & M. K. Jayamohan & Arnis Vilks
March 2023, Volume 19, Issue 1
- 1-22 Monetary Policy in Oil Exporting Countries with Fixed Exchange Rate and Open Capital Account: Expectations Matter
by Omar Chafik - 23-42 Are German National Accounts informationally efficient?
by Roland Döhrn - 43-94 The Forecasting Power of the ifo Business Survey
by Robert Lehmann - 95-117 Relative Performance of Business and Consumer Economic Expectations Across EU Countries
by Richard T. Curtin
November 2022, Volume 18, Issue 3
- 215-238 The Effect of Communication and Credibility on Fiscal Disagreement: Empirical Evidence from Colombia
by Juan Camilo Galvis-Ciro & Juan Camilo Anzoátegui-Zapata & Cristina Isabel Ramos-Barroso - 239-259 A New Theory of Expectations
by Richard T. Curtin - 261-288 Determination of Quebec's Quarterly Real GDP and Analysis of the Business Cycle, 1948–1980
by Mario Fortin & Marcelin Joanis & Philippe Kabore & Luc Savard - 289-313 The Chemistry of the Macroeconomy
by Robert Gmeiner - 315-341 Adjustment Speed toward Target Leverage Throughout the Vietnamese Corporate Life Cycle: Under-Versus Over-the-Target Firms
by An Thai & Radu Burlacu - 343-367 Political Budget Cycle: A Sub-National Evidence from Pakistan
by Rabia Nazir & Muhammad Nasir & Idrees Khawaja
July 2022, Volume 18, Issue 2
- 129-157 Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks
by Jeronymo Marcondes Pinto & Jennifer L. Castle - 159-169 COVID-19 and Seasonal Adjustment
by Barend Abeln & Jan P. A. M. Jacobs - 171-187 A Wavelet Method for Detecting Turning Points in the Business Cycle
by C. Colther & J. L. Rojo & R. Hornero - 189-214 Bond Yields Movement Similarities and Synchronization in the G7: A Time–Frequency Analysis
by João Martins
March 2022, Volume 18, Issue 1
- 1-35 New Findings Regarding the Out-of-Sample Predictive Impact of the Price of Crude Oil on the United States Industrial Production
by Nima Nonejad - 37-67 Constructing and Characterising the Aggregate South African Financial Cycle: A Markov Regime-Switching Approach
by Milan Christian Wet & Ilse Botha - 69-99 A Customized Machine Learning Algorithm for Discovering the Shapes of Recovery: Was the Global Financial Crisis Different?
by Gonzalo Castañeda & Luis Castro Peñarrieta - 101-127 Co-movement of Cyclical Components Approach to Construct a Coincident Index of Business Cycles
by Koki Kyo & Hideo Noda & Genshiro Kitagawa
December 2021, Volume 17, Issue 3
- 233-261 The Evolution of US and UK Real GDP Components in the Time-Frequency Domain: A Continuous Wavelet Analysis
by Patrick M. Crowley & Andrew Hughes Hallett - 263-291 Predicting Recessions in Germany Using the German and the US Yield Curve
by Martin Pažický - 293-319 A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy
by Jens J. Krüger - 321-337 The Impact of the Global Financial Crisis on Investment in Finland and South Korea
by Gene Ambrocio & Tae-Seok Jang
November 2021, Volume 17, Issue 2
- 109-128 Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output
by Max Soloschenko & Enzo Weber - 129-149 The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate
by Sudipta Das - 151-183 Does Hamilton’s OLS Regression Provide a “better alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective
by Viv B. Hall & Peter Thomson - 185-214 The Industry Life Cycle in an Economic Downturn: Lessons from Firm’s Behavior in Spain, 2007–2012
by Caridad Maylín-Aguilar & Ángeles Montoro-Sánchez - 215-232 Predicting the German Economy: Headline Survey Indices Under Test
by Robert Lehmann & Magnus Reif
April 2021, Volume 17, Issue 1
- 1-26 On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables
by Oscar Claveria - 27-53 Intertemporal Cointegration Model: A New Approach to the Lead–Lag Relationship Between Cointegrated Time Series
by Takashi Oga - 55-69 Growth in US Durables Spending: Assessing the Impact of Consumer Ability and Willingness to Buy
by Hamid Baghestani & Sehar Fatima - 71-89 Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany
by Agnieszka Gehringer & Thomas Mayer - 91-108 Are the European Commission’s Business and Consumer Survey Results Coincident Indicators for Maltese Economic Activity?
by Aaron G. Grech & Reuben Ellul
November 2020, Volume 16, Issue 2
- 75-75 Editorial
by Michael Graff - 77-97 Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set
by Yongchen Zhao - 99-122 Disagreements in Consumer Inflation Expectations: Empirical Evidence for a Latin American Economy
by Juan Camilo Anzoátegui-Zapata & Juan Camilo Galvis-Ciro - 123-134 Machine Learning and Nowcasts of Swedish GDP
by Kristian Jönsson - 135-149 Spanish Economic-Financial Crisis: Social and Academic Interest
by Noelia Araújo-Vila & Jose Antonio Fraiz-Brea & Arthur Filipe Araújo - 151-162 Cyclical Dynamics and Trend/Cycle Definitions: Comparing the HP and Hamilton Filters
by Kristian Jönsson
April 2020, Volume 16, Issue 1
- 1-18 Has the Financial Crisis affected the Real Interest Rate Dynamics in Europe?
by Nektarios Aslanidis & Selva Demiralp - 19-34 Consumers Confidence and Households Consumption in Brazil: Evidence from the FGV Survey
by Aloisio Campelo & Viviane Seda Bittencourt & Marco Malgarini - 35-57 The Challenge of Pairing Big Datasets: Probabilistic Record Linkage Methods and Diagnosis of Their Empirical Viability
by Yaohao Peng & Lucas Ferreira Mation - 59-74 Information Content of Russian Services Surveys
by Liudmila Kitrar & Tamara Lipkind & Georgy Ostapkovich
December 2019, Volume 15, Issue 2
- 97-120 The Determinants of Optimal Exchange Rate Regimes in High and Low Oil-Producing Countries
by Eman Elish - 121-146 What has Changed After the Great Recession on the European Cyclical Patterns?
by Ana Rodríguez-Santiago - 147-170 A PMI-Based Real GDP Tracker for the Euro Area
by Gabe J. Bondt
April 2019, Volume 15, Issue 1
- 1-24 Inspecting the Relationship Between Business Confidence and Industrial Production: Evidence on Italian Survey Data
by G. Bruno & L. Crosilla & P. Margani - 25-40 Measuring Brazilian Economic Uncertainty
by Pedro Costa Ferreira & Raíra Marotta B. Vieira & Felipi Bruno Silva & Ingrid C. L. Oliveira - 41-71 Consumers’ Perception of Inflation in Inflationary and Deflationary Environment
by Ewa Stanisławska - 73-95 CAMPLET: Seasonal Adjustment Without Revisions
by Barend Abeln & Jan P. A. M. Jacobs & Pim Ouwehand
November 2018, Volume 14, Issue 2
- 179-218 Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model
by Alain Galli - 219-241 Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis
by Niyati Bhanja & Arif Billah Dar & Aviral Kumar Tiwari - 243-281 Structural Change and Business Cycles in Japan: Revisiting the Stylized Facts
by Satoshi Urasawa - 283-310 Price-Setting Behavior in Brazil: Survey Evidence
by Arnildo Correa & Myrian Petrassi & Rafael Santos
April 2018, Volume 14, Issue 1
- 1-46 Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys
by Raïsa Basselier & David Antonio Liedo & Geert Langenus - 47-87 A Comparison Between Direct and Indirect Seasonal Adjustment of the Chilean GDP 1986–2009 with X-12-ARIMA
by Carlos A. Medel - 89-104 The Effects of Uncertainty Shocks on Daily Prices
by Dario Bonciani & Andrea Tafuro - 105-126 Would DSGE Models Have Predicted the Great Recession in Austria?
by Fritz Breuss - 127-141 Implementing an Approximate Dynamic Factor Model to Nowcast GDP Using Sensitivity Analysis
by Pablo Duarte & Bernd Süssmuth - 143-178 Large Shocks and the Business Cycle: The Effect of Outlier Adjustments
by Yoshihiro Ohtsuka
November 2017, Volume 13, Issue 2
- 139-163 How Informative are Aggregated Inflation Expectations? Evidence from the ECB Survey of Professional Forecasters
by Sami Oinonen & Maritta Paloviita - 165-187 Stylized Facts of the Business Cycle: Universal Phenomenon, or Institutionally Determined?
by Vadim Kufenko & Niels Geiger - 189-224 Q-Targeting in New Keynesian Models
by Burkhard Heer & Alfred Maußner & Halvor Ruf - 225-251 Sentiment and Uncertainty Fluctuations and Their Effects on the Euro Area Business Cycle
by Bas Aarle & Cindy Moons
May 2017, Volume 13, Issue 1
- 1-27 Interregional Trade, Specialization, and the Business Cycle: Policy Implications for the EMU
by Carlo Gianelle & Letizia Montinari & Simone Salotti - 29-52 Are Microstates Necessarily Led by Their Bigger Neighbors’ Business Cycle? The Case of Liechtenstein and Switzerland
by Andreas Brunhart - 53-73 Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices
by Sergey V. Smirnov & Nikolay V. Kondrashov & Anna V. Petronevich - 75-104 The Predictive Content of Business Survey Indicators: Evidence from SIGE
by Tatiana Cesaroni & Stefano Iezzi - 105-138 Quasi-Real-Time Data of the Economic Tendency Survey
by Maria Billstam & Kristina Frändén & Johan Samuelsson & Pär Österholm
December 2016, Volume 12, Issue 2
- 141-164 Observations on the Australian Business Cycle
by Nopphawan Photphisutthiphong & Mark Weder - 165-185 Forecasting Czech GDP Using Mixed-Frequency Data Models
by Michal Franta & David Havrlant & Marek Rusnák - 187-215 Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers
by Kajal Lahiri & Yongchen Zhao - 217-251 Exchange Rate Shocks, Monetary Policy and Boom-Bust Cycles in the Housing Market: An Econometric Analysis for Switzerland
by Peter Stalder
September 2016, Volume 12, Issue 1
- 1-2 Editorial to the Relaunch Issue of the Journal of Business Cycle Research
by Jan-Egbert Sturm - 3-23 An Overview of Forecasting Facing Breaks
by Jennifer L. Castle & Michael P. Clements & David F. Hendry - 25-48 Economic Cycles and Their Synchronization: A Comparison of Cyclic Modes in Three European Countries
by Lisa Sella & Gianna Vivaldo & Andreas Groth & Michael Ghil - 49-79 New Zealand Labor Market Dynamics: Pre- and Post-global Financial Crisis
by W. A. Razzak - 81-117 Forecasting Employment in Europe: Are Survey Results Helpful?
by Robert Lehmann & Antje Weyh - 119-139 Does a Survey Based Capacity Utilization Measure Help Predicting Brazilian Output Gap in Real-Time?
by Sarah Lima & Marco Malgarini