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The Band pass filter

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Potential supply, the output gap and inflation
    by bankunderground in Bank Underground on 2016-01-25 13:30:48
  2. The long and short of the AIG bailout
    by Scott Condie in econosseur on 2009-01-09 05:19:13

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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Cited by:

  1. Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008. "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, vol. 60(3), pages 256-276.
  2. Mashabela, Juliet & Raputsoane, Leroi, 2018. "The behaviour of disaggregated transitory and potential output over the economic cycle," MPRA Paper 84422, University Library of Munich, Germany.
  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. Loujaina Abdelwahed, 2023. "Fiscal Responses to Foreign Aid: Does the Permanence of Aid Matter?," Journal of African Economies, Centre for the Study of African Economies, vol. 32(1), pages 26-51.
  5. Pu Chen & Willi Semmler, 2018. "Short and Long Effects of Productivity on Unemployment," Open Economies Review, Springer, vol. 29(4), pages 853-878, September.
  6. Hans-Eggert Reimers, 2012. "Early Warning Indicator Model of Financial Developments Using an Ordered Logit," Business and Economic Research, Macrothink Institute, vol. 2(2), pages 171-191, December.
  7. Benk, Szilárd & Gillman, Max & Kejak, Michal, 2010. "A banking explanation of the US velocity of money: 1919-2004," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 765-779, April.
  8. Valle e Azevedo, João & Pereira, Ana, 2013. "Approximating and forecasting macroeconomic signals in real-time," International Journal of Forecasting, Elsevier, vol. 29(3), pages 479-492.
  9. Serhan Cevik, 2019. "Anchor me: the benefits and challenges of fiscal responsibility," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 33(1), pages 33-47, May.
  10. Kydland, Finn & Rupert, Peter & Sustek, Roman, 2012. "Housing Dynamics over the Business Cycle," University of California at Santa Barbara, Economics Working Paper Series qt7bn5k73m, Department of Economics, UC Santa Barbara.
  11. Ard den Reijer, 2006. "The Dutch business cycle: which indicators should we monitor?," DNB Working Papers 100, Netherlands Central Bank, Research Department.
  12. Sung Je Byun & Soojin Jo, 2018. "Heterogeneity in the dynamic effects of uncertainty on investment," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(1), pages 127-155, February.
  13. Gabriel J. Felbermayr & Jasmin Katrin Gröschl & Benedikt Heid, 2020. "Quantifying the Supply and Demand Effects of Natural Disasters Using Monthly Trade Data," CESifo Working Paper Series 8798, CESifo.
  14. 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.
  15. Luca Benati, 2008. "The "Great Moderation" in the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 121-147, February.
  16. Buncic, Daniel & Müller, Oliver, 2017. "Measuring the output gap in Switzerland with linear opinion pools," Economic Modelling, Elsevier, vol. 64(C), pages 153-171.
  17. Roberta Fiori & Claudia Pacella, 2019. "Should the CCYB be enhanced with a sectoral dimension? The case of Italy," Questioni di Economia e Finanza (Occasional Papers) 499, Bank of Italy, Economic Research and International Relations Area.
  18. Maarten Dossche & Andrea Gavazzi & Vivien Lewis, 2023. "Labor Adjustment and Productivity in the OECD," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 111-130, January.
  19. Lubos Hanus & Lukas Vacha, 2015. "Business cycle synchronization of the Visegrad Four and the European Union," Working Papers IES 2015/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2015.
  20. Ioannis Bournakis & Dimitris Christopoulos & Sushanta Mallick, 2018. "Knowledge Spillovers And Output Per Worker: An Industry‐Level Analysis For Oecd Countries," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 1028-1046, April.
  21. Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model," Tinbergen Institute Discussion Papers 08-069/4, Tinbergen Institute.
  22. Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2018. "Oil and Macroeconomic (In)stability," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 128-151, October.
  23. Moritz Schularick & Lucas ter Steege & Felix Ward, 2021. "Leaning against the Wind and Crisis Risk," American Economic Review: Insights, American Economic Association, vol. 3(2), pages 199-214, June.
  24. Jin, Xisong & Nadal De Simone, Francisco, 2020. "Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis," Journal of Financial Stability, Elsevier, vol. 49(C).
  25. Gavazzoni, Federico & Santacreu, Ana Maria, 2020. "International R&D spillovers and asset prices," Journal of Financial Economics, Elsevier, vol. 136(2), pages 330-354.
  26. Ho-Chuan Huang & Shu-Chin Lin, 2006. "Time-varying discrete monetary policy reaction functions," Applied Economics, Taylor & Francis Journals, vol. 38(4), pages 449-464.
  27. Dieter Gerdesmeier & Andreja Lenarčič & Barbara Roffia, 2015. "An alternative method for identifying booms and busts in the Euro area housing market," Applied Economics, Taylor & Francis Journals, vol. 47(5), pages 499-518, January.
  28. Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020. "Inflation dynamics in Uganda: a quantile regression approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 13(2), pages 161-187, May.
  29. Schüler, Yves Stephan & Hiebert, Paul P. & Peltonen, Tuomas A., 2015. "Characterising the financial cycle: A multivariate and time-varying approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112985, Verein für Socialpolitik / German Economic Association.
  30. Günes Kamber & James Morley & Benjamin Wong, 2018. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," The Review of Economics and Statistics, MIT Press, vol. 100(3), pages 550-566, July.
  31. 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.
  32. Fratianni, Michele & Gallegati, Marco & Giri, Federico, 2022. "The medium-run Phillips curve: A time–frequency investigation for the UK," Journal of Macroeconomics, Elsevier, vol. 73(C).
  33. Martyna Marczak & Víctor Gómez, 2017. "Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter," Empirical Economics, Springer, vol. 52(4), pages 1379-1408, June.
  34. Alfred A. Haug & Ian P. King, 2011. "Empirical Evidence on Inflation and Unemployment in the Long Run," Department of Economics - Working Papers Series 1128, The University of Melbourne.
  35. Zsolt Darvas & György Szapáry, 2008. "Business Cycle Synchronization in the Enlarged EU," Open Economies Review, Springer, vol. 19(1), pages 1-19, February.
  36. I. De Greef & C. Van Nieuwenhuyze, 2009. "The National Bank of Belgium, Research Department’s new business survey indicator," Economic Review, National Bank of Belgium, issue ii, pages 31-51, June.
  37. Mallick, Debdulal, 2019. "Policy regimes and the shape of the Phillips curve in Australia," Journal of Policy Modeling, Elsevier, vol. 41(6), pages 1077-1094.
  38. Milan Christian de Wet, 2021. "Modelling the Australasian Financial Cycle: A Markov-Regime Switching Approach," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 14(1), pages 69-79, June.
  39. Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio, 2001. "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers 3108, C.E.P.R. Discussion Papers.
  40. Michieka, Nyakundi M. & Gearhart, Richard, 2015. "Oil price fluctuations and employment in Kern County: A Vector Error Correction approach," Energy Policy, Elsevier, vol. 87(C), pages 584-590.
  41. Vásquez Cordano, Arturo L. & Zellou, Abdel M., 2020. "Super cycles in natural gas prices and their impact on Latin American energy and environmental policies," Resources Policy, Elsevier, vol. 65(C).
  42. Demertzis, Maria & Hughes Hallett, Andrew, 2007. "Central Bank transparency in theory and practice," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 760-789, December.
  43. Harris, Richard D.F. & Yilmaz, Fatih, 2009. "A momentum trading strategy based on the low frequency component of the exchange rate," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1575-1585, September.
  44. Rua, Antonio & Nunes, Luis C., 2005. "Coincident and leading indicators for the euro area: A frequency band approach," International Journal of Forecasting, Elsevier, vol. 21(3), pages 503-523.
  45. Dieter Gerdesmeier & Hans‐Eggert Reimers & Barbara Roffia, 2010. "Asset Price Misalignments and the Role of Money and Credit," International Finance, Wiley Blackwell, vol. 13(3), pages 377-407, December.
  46. Uebele, Martin & Ritschl, Albrecht, 2009. "Stock markets and business cycle comovement in Germany before World War I: Evidence from spectral analysis," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 35-57, March.
  47. David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2011. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 225-247, April.
  48. Davide Furceri, 2009. "Fiscal Convergence, Business Cycle Volatility, and Growth," Review of International Economics, Wiley Blackwell, vol. 17(3), pages 615-630, August.
  49. Luis J. Álvarez & M.ª Dolores Gadea & Ana Gómez Loscos, 2021. "La evolución cíclica de la economía española en el contexto europeo," Occasional Papers 2103, Banco de España.
  50. Martin Bruns & Tigran Poghosyan, 2018. "Leading indicators of fiscal distress: evidence from extreme bounds analysis," Applied Economics, Taylor & Francis Journals, vol. 50(13), pages 1454-1478, March.
  51. Ritschl, Albrecht & Sarferaz, Samad & Uebele, Martin, 2008. "The U.S. business cycle, 1867-1995: dynamic factor analysis vs. reconstructed national accounts," Economic History Working Papers 22305, London School of Economics and Political Science, Department of Economic History.
  52. Clément Anne, 2016. "Are Commodity Price Booms an Opportunity to Diversify? Evidence from Resource-dependent Countries," Working Papers halshs-01381143, HAL.
  53. Claudio BorioBy & Piti Disyatat & Mikael Juselius, 2017. "Rethinking potential output: embedding information about the financial cycle," Oxford Economic Papers, Oxford University Press, vol. 69(3), pages 655-677.
  54. (Jeremy) Chiu, Ching-wai & Harris, Richard D.F. & Stoja, Evarist & Chin, Michael, 2018. "Financial market Volatility, macroeconomic fundamentals and investor Sentiment," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 130-145.
  55. Hodula, Martin & Janků, Jan & Pfeifer, Lukáš, 2023. "Macro-prudential policies to contain the effect of structural risks on financial downturns," Journal of Policy Modeling, Elsevier, vol. 45(6), pages 1204-1222.
  56. U. Michael Bergman & Lars Jonung, 2011. "Business Cycle Synchronization In Europe: Evidence From The Scandinavian Currency Union," Manchester School, University of Manchester, vol. 79(2), pages 268-292, March.
  57. Yang, Guanyi, 2017. "General Equilibrium Evaluation of Temporary Employment," MPRA Paper 80047, University Library of Munich, Germany.
  58. 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, Taylor & Francis Journals, vol. 49(2), pages 64-83, March.
  59. Lisa Sella & Gianna Vivaldo & Andreas Groth & Michael Ghil, 2016. "Economic Cycles and Their Synchronization: A Comparison of Cyclic Modes in Three European Countries," Post-Print hal-01701122, HAL.
  60. Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2023. "Synchronization patterns in the European Union," Applied Economics, Taylor & Francis Journals, vol. 55(18), pages 2038-2059, April.
  61. Athanasios Orphanides, 2000. "Activist stabilization policy and inflation: the Taylor rule in the 1970s," Finance and Economics Discussion Series 2000-13, Board of Governors of the Federal Reserve System (U.S.).
  62. Lucey, Brian M. & Sharma, Susan Sunila & Vigne, Samuel A., 2017. "Gold and inflation(s) – A time-varying relationship," Economic Modelling, Elsevier, vol. 67(C), pages 88-101.
  63. Jan Bruha & Jaromir Tonner, 2018. "Independent Monetary Policy Versus a Common Currency: A Macroeconomic Analysis for the Czech Republic Through the Lens of an Applied DSGE Model," Working Papers 2018/19, Czech National Bank.
  64. Waldo Mendoza Bellido & Erika Collantes Goicochea, 2018. "The Determinants of Private Investment in a Mining Export Economy. Peru: 1997-2017," Documentos de Trabajo / Working Papers 2018-463, Departamento de Economía - Pontificia Universidad Católica del Perú.
  65. Johannes W. Fedderke & Daniel K. Mengisteab, 2017. "Estimating South Africa's Output Gap and Potential Growth Rate," South African Journal of Economics, Economic Society of South Africa, vol. 85(2), pages 161-177, June.
  66. Gil-Alana, Luis Alberiko & Poza, Carlos, 2024. "Volatility persistence in metal prices," Resources Policy, Elsevier, vol. 88(C).
  67. Zivile Zekaite & Gabe de Bondt & Elke Hahn, 2017. "Alice: A New Inflation Monitoring Tool," EcoMod2017 10414, EcoMod.
  68. Marco Gallegati, 2019. "A system for dating long wave phases in economic development," Journal of Evolutionary Economics, Springer, vol. 29(3), pages 803-822, July.
  69. Kris James Mitchener & Gonçalo Pina, 2016. "Pegxit Pressure: Evidence from the Classical Gold Standard," NBER Working Papers 22844, National Bureau of Economic Research, Inc.
  70. Fuhrer, Jeffrey C. & Rudebusch, Glenn D., 2004. "Estimating the Euler equation for output," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1133-1153, September.
  71. Martin Gächter & Aleksandra Riedl & Doris Ritzberger-Grünwald, 2012. "Business Cycle Synchronization in the Euro Area and the Impact of the Financial Crisis," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 33-60.
  72. Carstensen, Kai & Gern, Klaus-Jürgen & Kamps, Christophe & Scheide, Joachim, 2003. "Euroland: Stagnation wird allmählich überwunden," Munich Reprints in Economics 19932, University of Munich, Department of Economics.
  73. Connor Bryant & Bernd Süssmuth, 2019. "Is the Relationship of Wealth Inequality with the Real, Financial and Housing Cycle Country-Specific?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 47(3), pages 323-341, September.
  74. José Eduardo Gómez G. & Jair Ojeda Joya & Fernando Tenjo Galarza & Héctor Manuel Zárate Solano, 2013. "The Interdependence between Credit and Real Business Cycles in Latin American Economies," Borradores de Economia 768, Banco de la Republica de Colombia.
  75. Kauermann Goeran & Krivobokova Tatyana & Semmler Willi, 2011. "Filtering Time Series with Penalized Splines," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-28, March.
  76. Álvarez, Luis J. & Gómez-Loscos, Ana, 2018. "A menu on output gap estimation methods," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 827-850.
  77. Gubler, Matthias & Hertweck, Matthias S., 2013. "Commodity price shocks and the business cycle: Structural evidence for the U.S," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 324-352.
  78. Macaro, Christian, 2010. "Bayesian non-parametric signal extraction for Gaussian time series," Journal of Econometrics, Elsevier, vol. 157(2), pages 381-395, August.
  79. Álvaro M. Pina, 2009. "Elusive Counter-Cyclicality and Deliberate Opportunism? Fiscal Policy from Plans to Final Outcomes," Working Papers w200906, Banco de Portugal, Economics and Research Department.
  80. Feng Wei & Yu Kong, 2016. "Financial Development, Financial Structure, and Macroeconomic Volatility: Evidence from China," Sustainability, MDPI, vol. 8(11), pages 1-20, November.
  81. DiCecio, Riccardo, 2009. "Sticky wages and sectoral labor comovement," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 538-553, March.
  82. Correa-López Mónica & de Blas Beatriz, 2012. "International Transmission of Medium-Term Technology Cycles: Evidence from Spain as a Recipient Country," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-52, November.
  83. Athanasios Orphanides & John C. Williams, 2002. "Robust Monetary Policy Rules with Unknown Natural Rates," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 33(2), pages 63-146.
  84. Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2015. "Fiscal Volatility Shocks and Economic Activity," American Economic Review, American Economic Association, vol. 105(11), pages 3352-3384, November.
  85. Patrick Feve & Julien Matheron & Guillaume Sahuc, 2010. "Désinflation et chômage dans la zone euro : une analyse à l'aide d'un modèle var structurel," Annals of Economics and Statistics, GENES, issue 99-100, pages 365-394.
  86. Ignacio Lozano-Espitia & Alexander Guarín-López, 2015. "Fragilidad bancaria en Colombia: un análisis basado en las hojas de balance," Chapters, in: Jose E. Gomez-Gonzalez & Jair N. Ojeda-Joya (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 10, pages 301-338, Banco de la Republica de Colombia.
  87. John G. Fernald, 2005. "Trend breaks, long-run restrictions, and the contractionary effects of technology improvements," Working Paper Series 2005-21, Federal Reserve Bank of San Francisco.
  88. Fabio Milani & Sung Ho Park, 2019. "Expectations and Macro-Housing Interactions in a Small Open Economy: Evidence from Korea," Open Economies Review, Springer, vol. 30(2), pages 375-402, April.
  89. Brockman, Paul & Liebenberg, Ivonne & Schutte, Maria, 2010. "Comovement, information production, and the business cycle," Journal of Financial Economics, Elsevier, vol. 97(1), pages 107-129, July.
  90. Doda, Baran & Quemin, Simon & Taschini, Luca, 2019. "Linking permit markets multilaterally," Journal of Environmental Economics and Management, Elsevier, vol. 98(C).
  91. Satoshi Urasawa, 2018. "Structural Change and Business Cycles in Japan: Revisiting the Stylized Facts," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(2), pages 243-281, November.
  92. Aizenman, Joshua & Pinto, Brian & Sushko, Vladyslav, 2012. "Financial Sector Ups and Downs and the Real Sector: Up by the Stairs and Down by the Parachute," Santa Cruz Department of Economics, Working Paper Series qt81p0j667, Department of Economics, UC Santa Cruz.
  93. 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.
  94. Joana David Avritzer, 2020. "Estimation of a long run regime for growth and demand through different filtering methods," Working Papers 2004, New School for Social Research, Department of Economics, revised Oct 2020.
  95. Berger, Tino & Richter, Julia & Wong, Benjamin, 2022. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
  96. Manuel S. Santos, 2007. "Consistency Properties of a Simulation-Base Estimator for Dynamic Processes," Working Papers 0613, University of Miami, Department of Economics.
  97. Camila Figueroa & Jorge Fornero & Pablo García, 2019. "Hindsight vs. Real time measurement of the output gap: Implications for the Phillips curve in the Chilean Case," Working Papers Central Bank of Chile 854, Central Bank of Chile.
  98. Simon van Norden, 2002. "Filtering for Current Analysis," Staff Working Papers 02-28, Bank of Canada.
  99. Luati, Alessandra & Proietti, Tommaso, 2010. "On The Spectral Properties Of Matrices Associated With Trend Filters," Econometric Theory, Cambridge University Press, vol. 26(4), pages 1247-1261, August.
  100. 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, vol. 0, pages 11-57, February.
  101. Bussière Matthieu & Sahuc Jean-Guillaume & Pfister Christian, 2020. "The link between money and inflation since 2008 [Le lien entre monnaie et inflation depuis 2008]," Bulletin de la Banque de France, Banque de France, issue 232.
  102. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2009. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 375-398, June.
  103. Luis J. Álvarez & Maria Dolores Gadea & Ana Gómez‐Loscos, 2021. "Inflation comovements in advanced economies: Facts and drivers," The World Economy, Wiley Blackwell, vol. 44(2), pages 485-509, February.
  104. Jaromir Benes & David Vavra, 2004. "Eigenvalue Decomposition of Time Series with Application to the Czech Business Cycle," Working Papers 2004/08, Czech National Bank.
  105. Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches (Mariarosaria Comunale, Markus Eller, Mathias Lahnsteiner)," Working Papers 229, Oesterreichische Nationalbank (Austrian Central Bank).
  106. Kabundi, Alain & De Simone, Francisco Nadal, 2022. "Euro area banking and monetary policy shocks in the QE era," Journal of Financial Stability, Elsevier, vol. 63(C).
  107. International Monetary Fund, 2010. "Peru: Selected Issues," IMF Staff Country Reports 2010/099, International Monetary Fund.
  108. El-Shagi, Makram, 2011. "Inflation expectations: Does the market beat econometric forecasts?," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 298-319.
  109. Funke, Michael, 2005. "Inflation in mainland China: modelling a roller coaster ride," BOFIT Discussion Papers 6/2005, Bank of Finland Institute for Emerging Economies (BOFIT).
  110. Samuel Bates & Cheikh Tidiane Ndiaye, 2014. "Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal," Economics Bulletin, AccessEcon, vol. 34(2), pages 951-965.
  111. Luca Benati, 2003. "Evolving Post-World War II U.K. Economic Performance," Computing in Economics and Finance 2003 171, Society for Computational Economics.
  112. Albuquerque, Rui & Eichenbaum, Martin & Papanikolaou, Dimitris & Rebelo, Sergio, 2015. "Long-run bulls and bears," Journal of Monetary Economics, Elsevier, vol. 76(S), pages 21-36.
  113. 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.
  114. Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre, 2015. "What does financial volatility tell us about macroeconomic fluctuations?," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 340-360.
  115. Mr. Adrian Alter & Jane Dokko & Dulani Seneviratne, 2018. "House Price Synchronicity, Banking Integration, and Global Financial Conditions," IMF Working Papers 2018/250, International Monetary Fund.
  116. Geoffrey R. Dunbar, 2013. "Seasonal adjustment, demography, and GDP growth," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 46(3), pages 811-835, August.
  117. Cayen, Jean-Philippe & van Norden, Simon, 2005. "The reliability of Canadian output-gap estimates," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 373-393, December.
  118. Herskovic, Bernard & Kind, Thilo & Kung, Howard, 2023. "Micro uncertainty and asset prices," Journal of Financial Economics, Elsevier, vol. 149(1), pages 27-51.
  119. Maciej Ryczkowski, 2021. "Money and inflation in inflation-targeting regimes – new evidence from time–frequency analysis," Journal of Applied Economics, Taylor & Francis Journals, vol. 24(1), pages 17-44, January.
  120. Fernandez, Viviana, 2022. "Innovative intensity in the mining industry: Evidence from patent families," Resources Policy, Elsevier, vol. 78(C).
  121. repec:ocp:ppaper:pb1824 is not listed on IDEAS
  122. Dr. Burhan Othman Hussein, 2018. "The Time Change of the Consumer Price Index Response to the Changes That Occur in the Supply of Money in the Iraqi Economy," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 7-10:4.
  123. Cavallari, Lilia, 2022. "The international real business cycle when demand matters," Journal of Macroeconomics, Elsevier, vol. 73(C).
  124. Steven Cook & Alan Speight, 2006. "International Business Cycle Asymmetry and Time Irreversible Nonlinearities," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(10), pages 1051-1065.
  125. Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 2002. "Habit formation: a resolution of the equity premium puzzle?," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1261-1288, September.
  126. Hanabuchi, Tatsuya, 2013. "Investing in Agribusiness Stocks: What Lies Ahead!," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143041, Southern Agricultural Economics Association.
  127. repec:got:cegedp:84 is not listed on IDEAS
  128. Lubos Hanus & Lukas Vacha, 2015. "Business cycle synchronization within the European Union: A wavelet cohesion approach," Papers 1506.03106, arXiv.org, revised Feb 2016.
  129. repec:grm:wpaper:201609 is not listed on IDEAS
  130. Faria, Gonçalo & Verona, Fabio, 2020. "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, vol. 50(C).
  131. Petre Caraiani, 2013. "Using Complex Networks to Characterize International Business Cycles," PLOS ONE, Public Library of Science, vol. 8(3), pages 1-13, March.
  132. Pamphile MEZUI-MBENG, 2012. "Cycle Du Credit Et Cycle Des Affaires Dans Les Pays De La Cemac," Cahiers du CEREFIGE 1202, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine, revised 2012.
  133. Petrosky-Nadeau, Nicolas & Valletta, Robert G., 2020. "Unemployment Paths in a Pandemic Economy," IZA Discussion Papers 13294, Institute of Labor Economics (IZA).
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  866. Dmitry Chervyakov & Philipp König, 2017. "The Natural Rate of Interest II: Empirical Overview," DIW Roundup: Politik im Fokus 109, DIW Berlin, German Institute for Economic Research.
  867. Beneš, Jaromí­r & Vávra, David, 2005. "Eigenvalue filtering in VAR models with application to the Czech business cycle," Working Paper Series 549, European Central Bank.
  868. Antonis A Michis, 2019. "The systematic risk of gold at different time-scales," Economics Bulletin, AccessEcon, vol. 39(2), pages 1215-1227.
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  871. Mark W. French, 2001. "Estimating changes in trend growth of total factor productivity: Kalman and H-P filters versus a Markov-switching framework," Finance and Economics Discussion Series 2001-44, Board of Governors of the Federal Reserve System (U.S.).
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  874. Gian Domenico Sarolli, 2016. "Pump up the Volume: Income Risk and Counter-cyclical Asset Trading," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 42(4), pages 594-610, September.
  875. Yves Jégourel, 2018. "Tendances et cyclicité du prix des matières premières (partie 2) : le super-cycle des matières premières en question," Research papers & Policy papers on Commodities & Energy 1801, Policy Center for the New South.
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  881. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
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