Using consumption to track movements in trend GDP
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- John H. Cochrane, 1994. "Permanent and Transitory Components of GNP and Stock Prices," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 109(1), pages 241-265.
- Timothy Cogley, 1997. "Evaluating non-structural measures of the business cycle," Economic Review, Federal Reserve Bank of San Francisco, pages 3-21.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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.
- Döpke, Jörg & Chagny, Odile, 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 (IfW Kiel).
- Dueker Michael & Fischer Andreas & Dittmar Robert, 2007.
"Stochastic Capital Depreciation and the Co-movement of Hours and Productivity,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(3), pages 1-24, January.
- Fischer, Andreas & Dueker, Michael & Dittmar, Robert, 2002. "Stochastic Capital Depreciation and the Comovement of Hours and Productivity," CEPR Discussion Papers 3192, C.E.P.R. Discussion Papers.
- Robert Dittmar & Michael J. Dueker & Andreas M. Fischer, 2004. "Stochastic capital depreciation and the comovement of hours and productivity," Working Papers 2002-003, Federal Reserve Bank of St. Louis.
- Michael Dueker & Andreas Fischer & Robert D. Dittmar, 2002. "Stochastic Capital Depreciation and the Comovement of Hours and Productivity," Working Papers 02.01, Swiss National Bank, Study Center Gerzensee.
- Fischer, Andreas & Michael J Dueker & Robert D Dittmar, 2003. "Stochastic Capital Depreciation and the Comovement of Hours and Productivity," Royal Economic Society Annual Conference 2003 80, Royal Economic Society.
- Alain Guay & Pierre Saint-Amant, 2005.
"Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?,"
Annals of Economics and Statistics, GENES, issue 77, pages 133-155.
- 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.
- Alain Guay & Pierre St-Amant, 1996.
"Do Mechanical Filters Provide a Good Approximation of Business Cycles?,"
Technical Reports
78, Bank of Canada.
- Guay, A & St-Amant, P, 1996. "Do Mechanical Filters Provide a Good Approximation of Business Cycles?," Working Papers-Department of Finance Canada 1996-2, Department of Finance Canada.
- Pierre St-Amant & Simon van Norden, 1997. "Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada," Technical Reports 79, Bank of Canada.
- Luca Benati, 2001. "Band-pass filtering, cointegration, and business cycle analysis," Bank of England working papers 142, Bank of England.
- Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997. "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Staff Working Papers 97-5, Bank of Canada.
- repec:hum:wpaper:sfb649dp2005-039 is not listed on IDEAS
- M.S.Rafiq, 2006. "Business Cycle Moderation - Good Policies or Good Luck: Evidence and Explanations for the Euro Area," Discussion Paper Series 2006_21, Department of Economics, Loughborough University.
- Jun Ma & Mark E. Wohar, 2013.
"An Unobserved Components Model that Yields Business and Medium-Run Cycles,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1351-1373, October.
- Jun Ma & Mark E. Wohar, 2013. "An Unobserved Components Model that Yields Business and Medium‐Run Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1351-1373, October.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008.
"Are output growth-rate distributions fat-tailed? some evidence from OECD countries,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 639-669.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," LEM Papers Series 2006/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008. "Are output growth-rate distributions fat-tailed? some evidence from OECD countries," SciencePo Working papers Main hal-03417062, HAL.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008. "Are output growth-rate distributions fat-tailed? some evidence from OECD countries," Post-Print hal-03417062, HAL.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are output growth-rate distributions fat-tailed? Some evidence from OECD countries," SciencePo Working papers Main hal-01065643, HAL.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are output growth-rate distributions fat-tailed? Some evidence from OECD countries," Working Papers hal-01065643, HAL.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," Working Papers 36/2006, University of Verona, Department of Economics.
- Ang, Andrew & Piazzesi, Monika & Wei, Min, 2006.
"What does the yield curve tell us about GDP growth?,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 359-403.
- Andrew Ang & Monika Piazzesi & Min Wei, 2003. "What does the yield curve tell us about GDP growth?," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Andrew Ang & Monika Piazzesi & Min Wei, 2004. "What Does the Yield Curve Tell us about GDP Growth?," NBER Working Papers 10672, National Bureau of Economic Research, Inc.
- Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008.
"The welfare cost of macroeconomic uncertainty in the post-war period,"
Economics Letters, Elsevier, vol. 98(2), pages 167-175, February.
- Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 605, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2006. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 624, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén, 2006. "The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period," IBMEC RJ Economics Discussion Papers 2006-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
- Benati, Luca, 2015.
"The long-run Phillips curve: A structural VAR investigation,"
Journal of Monetary Economics, Elsevier, vol. 76(C), pages 15-28.
- Luca Benati, 2015. "The Long-Run Phillips Curve: A Structural VAR Investigation," 2015 Meeting Papers 929, Society for Economic Dynamics.
- Fiona Atkins, 2005. "Financial Crises and Money Demand in Jamaica," Birkbeck Working Papers in Economics and Finance 0512, Birkbeck, Department of Economics, Mathematics & Statistics.
- Benati, Luca, 2021.
"Leaning against house prices: A structural VAR investigation,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 399-412.
- Luca Benati, 2020. "Leaning Against House Prices: A Structural VAR Investigation," Diskussionsschriften dp2020, Universitaet Bern, Departement Volkswirtschaft.
- Charlotte Ostergaard & Bent E. Serensen & Oved Yosha, 2002.
"Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces,"
Journal of Political Economy, University of Chicago Press, vol. 110(3), pages 634-645, June.
- Charlotte Ostergaard & Bent E. Sorensen & Oved Yosha, 2000. "Consumption and aggregate constraints : evidence from U.S. states and Canadian provinces," Research Working Paper RWP 00-04, Federal Reserve Bank of Kansas City.
- Yosha, Oved & Sørensen, Bent E & Ostergaard, Charlotte, 2001. "Consumption and Aggregate Constraints: Evidence from US States and Canadian Provinces," CEPR Discussion Papers 2947, C.E.P.R. Discussion Papers.
- Christina D. Romer & David H. Romer, 1994.
"What Ends Recessions?,"
NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 13-80,
National Bureau of Economic Research, Inc.
- Christina D. Romer & David H. Romer, 1994. "What Ends Recessions?," NBER Working Papers 4765, National Bureau of Economic Research, Inc.
- Irina Zviadadze, 2017.
"Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns,"
Journal of Finance, American Finance Association, vol. 72(4), pages 1529-1566, August.
- Irina Zviadadze, 2014. "Term-structure of consumption risk premia in the cross-section of currency returns," 2014 Meeting Papers 1075, Society for Economic Dynamics.
- Martin Lettau & Sydney Ludvigson, 2001.
"Consumption, Aggregate Wealth, and Expected Stock Returns,"
Journal of Finance, American Finance Association, vol. 56(3), pages 815-849, June.
- Martin Lettau & Sydney C. Ludvigson, 1999. "Consumption, aggregate wealth and expected stock returns," Staff Reports 77, Federal Reserve Bank of New York.
- Lettau, Martin & Ludvigson, Sydney, 1999. "Consumption, Aggregate Wealth and Expected Stock Returns," CEPR Discussion Papers 2223, C.E.P.R. Discussion Papers.
- Uhlig, Harald, 2007.
"Monetary policy in Europe vs the US: what explains the difference?,"
MPRA Paper
14119, University Library of Munich, Germany.
- Harald Uhlig, 2009. "Monetary policy in Europe vs the US: what explains the difference?," NBER Working Papers 14996, National Bureau of Economic Research, Inc.
More about this item
Keywords
Gross domestic product; Monetary policy - United States; Consumption (Economics);All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedfel:y:1995:i:sep1:n:95-28. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Federal Reserve Bank of San Francisco Research Library (email available below). General contact details of provider: https://edirc.repec.org/data/frbsfus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.