Business cycles in open economies: A reply
Author
Abstract
Suggested Citation
DOI: 10.1007/BF02707619
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Canova, Fabio, 1998.
"Detrending and business cycle facts,"
Journal of Monetary Economics, Elsevier, vol. 41(3), pages 475-512, May.
- Canova, Fabio, 1993. "Detrending and Business Cycle Facts," CEPR Discussion Papers 782, C.E.P.R. Discussion Papers.
- Quah, Danny, 1992.
"The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds,"
Econometrica, Econometric Society, vol. 60(1), pages 107-118, January.
- Danny Quah, 1988. "The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds," Working papers 498, Massachusetts Institute of Technology (MIT), Department of Economics.
- Danny Quah, 1991. "The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds," FMG Discussion Papers dp126, Financial Markets Group.
- Danny Quah, 1991. "The Relative Importance of Permanent and Transitory Components: Identi- fication and Some Theoretical Bounds," NBER Technical Working Papers 0106, National Bureau of Economic Research, Inc.
- Franz R. Hahn & Ewald Walterskirchen, 1992. "Stylized Facts der Konjunkturschwankungen in Österreich, Deutschland und den USA," WIFO Working Papers 58, WIFO.
- Singleton, Kenneth J., 1988. "Econometric issues in the analysis of equilibrium business cycle models," Journal of Monetary Economics, Elsevier, vol. 21(2-3), pages 361-386.
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.- Chen, Xiaoshan & Mills, Terence C., 2009. "Evaluating growth cycle synchronisation in the EU," Economic Modelling, Elsevier, vol. 26(2), pages 342-351, March.
- MAO TAKONGMO, Charles Olivier, 2019. "Keynesian Models, Detrending, and the Method of Moments," MPRA Paper 91709, University Library of Munich, Germany.
- Funke, Michael, 1997. "How important are demand and supply shocks in explaining German business cycles?: New evidence on an old debate," Economic Modelling, Elsevier, vol. 14(1), pages 11-37, January.
- Gorodnichenko, Yuriy & Ng, Serena, 2010.
"Estimation of DSGE models when the data are persistent,"
Journal of Monetary Economics, Elsevier, vol. 57(3), pages 325-340, April.
- Yuriy Gorodnichenko & Serena Ng, 2009. "Estimation of DSGE Models When the Data are Persistent," NBER Working Papers 15187, National Bureau of Economic Research, Inc.
- repec:onb:oenbwp:y::i:157:b:1 is not listed on IDEAS
- 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.
- Charles Olivier Mao Takongmo, 2021. "DSGE models, detrending, and the method of moments," Bulletin of Economic Research, Wiley Blackwell, vol. 73(1), pages 67-99, January.
- Canova, Fabio, 1998.
"Detrending and business cycle facts,"
Journal of Monetary Economics, Elsevier, vol. 41(3), pages 475-512, May.
- Canova, Fabio, 1993. "Detrending and Business Cycle Facts," CEPR Discussion Papers 782, C.E.P.R. Discussion Papers.
- Mark Meyer & Peter Winker*, 2005.
"Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 89(3), pages 303-320, August.
- Winker, Peter & Meyer, Mark, 2004. "Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations," Discussion Papers 2004,001E, University of Erfurt, Faculty of Economics, Law and Social Sciences.
- 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.
- Katsuyuki Shibayama, 2015. "Trend Dominance in Macroeconomic Fluctuations," Studies in Economics 1518, School of Economics, University of Kent.
- Sun Xiaojin & Tsang Kwok Ping, 2019. "What cycles? Data detrending in DSGE models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(3), pages 1-23, June.
- Hildegart Ahumada & MarÃa Lorena Garegnani, 2000.
"Assesing HP Filter Performance for Argentina and U.S. Macro Aggregates,"
Journal of Applied Economics, Universidad del CEMA, vol. 3, pages 257-284, November.
- Hildegart Ahumada & María Lorena Garegnani, 2000. "Assesing Hp Filter Performance for Argentina and U.S. Macro Aggregates," Journal of Applied Economics, Taylor & Francis Journals, vol. 3(2), pages 257-284, November.
- Tawadros, George B., 2011. "The stylised facts of Australia's business cycle," Economic Modelling, Elsevier, vol. 28(1), pages 549-556.
- 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.
- Jürgen Bierbaumer, 2012. "Regionale Konjunkturzyklen in Österreich," WIFO Monatsberichte (monthly reports), WIFO, vol. 85(11), pages 833-848, November.
- Leo Butler, 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.
- Frederic Dufourt, 2000. "Dynamic Properties of the New Neoclassical Synthesis Model of Business Cycle," Econometric Society World Congress 2000 Contributed Papers 0389, Econometric Society.
- 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.
- Dufourt, 2005. "Dynamic General Equilibrium Models and the Beveridge-Nelson Facts," Macroeconomics 0501003, University Library of Munich, Germany.
Corrections
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:spr:weltar:v:130:y:1994:i:3:p:630-633. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.