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Detrending, Stylized Facts and the Business Cycle
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Cited by:
- J. J. Reeves & C. A. Blyth & C. M. Triggs & J. P. Small, "undated". "The Hodrick-Prescott Filter, a Generalisation, and a New Procedure for Extracting an Empirical Cycle from a Series," Reports 9602, University of Auckland, Department of Economics.
- repec:hal:spmain:info:hdl:2441/2133 is not listed on IDEAS
- Ard den Reijer, 2006. "The Dutch business cycle: which indicators should we monitor?," DNB Working Papers 100, Netherlands Central Bank, Research Department.
- Lars-H. R. Siemers, 2024. "On the Hamilton-HP Filter Controversy: Evidence from German Business Cycles," MAGKS Papers on Economics 202421, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Ben Smit & Le Roux Burrows, 2002. "Estimating potential output and output gaps for the South African economy," Working Papers 05/2002, Stellenbosch University, Department of Economics.
- C. Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2024. "Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity," Papers 2406.14145, arXiv.org.
- Grant, Angelia L. & Chan, Joshua C.C., 2017.
"Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter,"
Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 114-121.
- Joshua C.C. Chan & Angelia L. Grant, 2016. "Reconciling output gaps: unobserved components model and Hodrick-Prescott filter," CAMA Working Papers 2016-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Beatrice Pierluigi & Jan Bruha & Roberta Serafini, 2014.
"Euro area labour markets: Different reaction to shocks?,"
Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 34-60, November.
- Pierluigi, Beatrice & Brůha, Jan & Serafini, Roberta, 2011. "Euro area labour markets: different reaction to shocks?," Working Paper Series 1284, European Central Bank.
- Roberta Serafini & J. Bruha & B. Pierluigi, 2011. "Euro area labour markets: different reaction to shocks?," EcoMod2011 2970, EcoMod.
- Michaelides, Panayotis G. & Papageorgiou, Theofanis & Vouldis, Angelos T., 2013. "Business cycles and economic crisis in Greece (1960–2011): A long run equilibrium analysis in the Eurozone," Economic Modelling, Elsevier, vol. 31(C), pages 804-816.
- 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.
- Güneş Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter," BIS Working Papers 584, Bank for International Settlements.
- Güneş Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Reserve Bank of New Zealand Discussion Paper Series DP2017/01, Reserve Bank of New Zealand.
- Gunes Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09A, School of Economics, The University of New South Wales.
- Gunes Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter," CAMA Working Papers 2017-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gunes Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09, School of Economics, The University of New South Wales.
- Uhlig, H.F.H.V.S. & Ravn, M., 1997.
"On Adjusting the H-P Filter for the Frequency of Observations,"
Other publications TiSEM
1dd22a17-bed0-4e7c-a2c1-d, Tilburg University, School of Economics and Management.
- Ravn, Morten & Uhlig, Harald, 2001. "On Adjusting the HP-Filter for the Frequency of Observations," CEPR Discussion Papers 2858, C.E.P.R. Discussion Papers.
- 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.
- Morten O. Ravn & Harald Uhlig, 2001. "On Adjusting the HP-Filter for the Frequency of Observations," CESifo Working Paper Series 479, CESifo.
- Smith, Ron P. & Pesaran, Mohammad Hashem, 2007. "Monetary Policy Transmission and the Phillips Curve in a Global Context," Kiel Working Papers 1366, Kiel Institute for the World Economy (IfW Kiel).
- Dupasquier, Chantal & Guay, Alain & St-Amant, Pierre, 1999. "A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap," Journal of Macroeconomics, Elsevier, vol. 21(3), pages 577-595, July.
- Joanne S. McGarry & Marcus J. Chambers, 2004. "Party formation and coalitional bargaining in a model of proportional representation," Discussion Papers 04-07, Department of Economics, University of Birmingham.
- De Grauwe, Paul & Gerba, Eddie, 2018.
"The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 206-236.
- de Grauwe, Paul & Gerba, Eddie, 2018. "The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle," LSE Research Online Documents on Economics 87942, London School of Economics and Political Science, LSE Library.
- Richard Kleijn & Herman K. van Dijk, 2006.
"Bayes model averaging of cyclical decompositions in economic time series,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 191-212.
- Richard Kleijn & Herman K. van Dijk, 2006. "Bayes model averaging of cyclical decompositions in economic time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 191-212, March.
- Kleijn, R.H. & van Dijk, H.K., 2003. "Bayes model averaging of cyclical decompositions in economic time series," Econometric Institute Research Papers EI 2003-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Barot, Bharat, 2002.
"Growth and Business Cycles for the Swedish Economy 1963-1999,"
Working Papers
79, National Institute of Economic Research.
- Bharat Barot, 2004. "Growth and Business Cycles for the Swedish Economy 1963-1999," Macroeconomics 0409017, University Library of Munich, Germany.
- José Luis Cendejas & Félix-Fernando Muñoz & Nadia Fernández-de-Pinedo, 2017.
"A contribution to the analysis of historical economic fluctuations (1870–2010): filtering, spurious cycles, and unobserved component modeling,"
Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 11(1), pages 93-125, January.
- Cendejas Bueno, José Luis & Muñoz, Félix & Fernández-de-Pinedo, Nadia, 2015. "A contribution to the analysis of historical economic fluctuations (1870-2010): filtering, spurious cycles and unobserved component modelling," Working Papers in Economic Theory 2015/04, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
- Kum Hwa Oh & Eric Zivot & Drew Creal, 2006. "The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks," Working Papers UWEC-2006-16-FC, University of Washington, Department of Economics.
- Paul De Grauwe & Eddie Gerba, 2017.
"Monetary transmission under competing corporate finance regimes,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(82), pages 78-100, April.
- Paul De Grauwe & Eddie Gerba, 2017. "Monetary transmission under competing corporate finance regimes," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 78-100, April.
- De Grauwe, Paul & Gerba, Eddie, 2016. "Monetary transmission under competing corporate finance regimes," FinMaP-Working Papers 52, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Perron, Pierre & Wada, Tatsuma, 2016.
"Measuring business cycles with structural breaks and outliers: Applications to international data,"
Research in Economics, Elsevier, vol. 70(2), pages 281-303.
- Tatsuma Wada & Pierre Perron, 2014. "Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data," Boston University - Department of Economics - Working Papers Series 2014-004, Boston University - Department of Economics.
- Pierre Perron & Tatsuma Wada, 2015. "Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data," Boston University - Department of Economics - Working Papers Series wp2015-016, Boston University - Department of Economics.
- Pagan, Adrian & Robinson, Tim, 2022. "Excess shocks can limit the economic interpretation," European Economic Review, Elsevier, vol. 145(C).
- Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
- 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.
- Claudio Borio & Frank Piti Disyatat & Mikael Juselius, 2013. "Rethinking potential output: Embedding information about the financial cycle," BIS Working Papers 404, Bank for International Settlements.
- Claudio Borio & Piti Disyatat & Mikael Juselius, 2015. "Rethinking Potential Output: Embedding Information about the Financial Cycle," PIER Discussion Papers 5, Puey Ungphakorn Institute for Economic Research.
- Selin Ozyurt, 2009.
"Total Factor Productivity Growth in Chinese Industry: 1952-2005,"
Oxford Development Studies, Taylor & Francis Journals, vol. 37(1), pages 1-17.
- Selin Ozyurt, 2007. "Total Factor Productivity Growth in Chinese Industry: 1952-2005," Working Papers 07-13, LAMETA, Universtiy of Montpellier, revised Nov 2007.
- 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.
- Stock, James H. & Watson, Mark W., 1999.
"Forecasting inflation,"
Journal of Monetary Economics, Elsevier, vol. 44(2), pages 293-335, October.
- James H. Stock & Mark W. Watson, 1999. "Forecasting Inflation," NBER Working Papers 7023, National Bureau of Economic Research, Inc.
- Blasques, F. & van Brummelen, J. & Gorgi, P. & Koopman, S.J., 2024.
"A robust Beveridge–Nelson decomposition using a score-driven approach with an application,"
Economics Letters, Elsevier, vol. 236(C).
- Francisco Blasques & Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2024. "A robust Beveridge-Nelson decomposition using a score-driven approach with an application," Tinbergen Institute Discussion Papers 24-003/III, Tinbergen Institute.
- Mr. Albert Jaeger, 2003. "The ECB'S Money Pillar: An Assessment," IMF Working Papers 2003/082, International Monetary Fund.
- repec:spo:wpecon:info:hdl:2441/2133 is not listed on IDEAS
- Artis, Michael & Okubo, Toshihiro, 2008.
"The Intranational Business Cycle: Evidence from Japan,"
CEPR Discussion Papers
6686, C.E.P.R. Discussion Papers.
- Michael Artis & Toshihiro Okubo, 2008. "The Intranational Business Cycle: Evidence from Japan," Hi-Stat Discussion Paper Series d07-234, Institute of Economic Research, Hitotsubashi University.
- Michael Artis & Toshihiro Okubo, 2008. "The Intranational Business Cycle: Evidence from Japan," Discussion Paper Series 221, Research Institute for Economics & Business Administration, Kobe University.
- Michael Artis & Toshihiro Okubo, 2008. "The Intranational Business Cycle: Evidence from Japan," Centre for Growth and Business Cycle Research Discussion Paper Series 101, Economics, The University of Manchester.
- 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.
- 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.
- Luis J. Álvarez & Ana Gómez-Loscos, 2017. "A menu on output gap estimation methods," Working Papers 1720, Banco de España.
- Guisinger, Amy Y. & Hernandez-Murillo, Ruben & Owyang, Michael T. & Sinclair, Tara M., 2018.
"A state-level analysis of Okun's law,"
Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 239-248.
- Amy Guisinger & Ruben Hernandez-Murillo & Michael Owyang & Tara Sinclair, 2015. "A State-Level Analysis of Okun's Law," Working Papers 2015-17, The George Washington University, Institute for International Economic Policy.
- Amy Y. Guisinger & Ruben Hernandez-Murillo & Michael T. Owyang & Tara M. Sinclair, 2015. "A State-Level Analysis of Okun's Law," Working Papers 2015-29, Federal Reserve Bank of St. Louis.
- Amy Y. Guisinger & Ruben Hernandez-Murillo & Michael T. Owyang & Tara M. Sinclair, 2015. "A State-Level Analysis of Okun’s Law," Working Papers (Old Series) 1523, Federal Reserve Bank of Cleveland.
- Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2014.
"Uncertainty and Economic Activity: A Global Perspective,"
CESifo Working Paper Series
4736, CESifo Group Munich.
- Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2014. "Uncertainty and Economic Activity: A Global Perspective," IDB Publications (Working Papers) 86257, Inter-American Development Bank.
- Hashem Pesaran & Ambrogio Cesa-Bianchi & Alessandro Rebucci, 2014. "Uncertainty and Economic Activity: A Global Perspective," Cambridge Working Papers in Economics 1407, Faculty of Economics, University of Cambridge.
- 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.
- Cendejas Bueno, José Luis & Castañeda, Juan Enrique & Muñoz, Félix, 2015. "Business cycles and monetary regimes in the U.S. (1960 – 2014): A plea for monetary stability," Working Papers in Economic Theory 2015/05, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
- Joseph G. Haubrich, 2020. "How Cyclical Is Bank Capital?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(1), pages 27-38, August.
- Joseph G. Haubrich, 2015. "How Cyclical Is Bank Capital?," Working Papers (Old Series) 1504, Federal Reserve Bank of Cleveland.
- Joseph G. Haubrich, 2015. "How Cyclical Is Bank Capital?," Working Papers 15-04R, Federal Reserve Bank of Cleveland.
- Tatiana Cesaroni & Carmine Pappalardo, 2008. "Long run and short run dynamics in italian manufacturing labour productivity," Economics Bulletin, AccessEcon, vol. 3(15), pages 1-11.
- Pappalardo, Carmine & Cesaroni, Tatiana, 2008. "Long Run and Short Run Dynamics in Italian Manufacturing Labour Productivity," CEPR Discussion Papers 6795, C.E.P.R. Discussion Papers.
- Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004. "Searching for the natural rate of interest: a euro area perspective," Economic Change and Restructuring, Springer, vol. 31(2), pages 185-204, June.
- Kozicki, Sharon, 1999. "Multivariate detrending under common trend restrictions: Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 997-1028, June.
- Sharon Kozicki, 1996. "Multivariate detrending under common trend restrictions: implications for business cycle research," Research Working Paper 96-01, Federal Reserve Bank of Kansas City.
- Sbrana, Giacomo, 2013. "The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions," Economic Modelling, Elsevier, vol. 30(C), pages 311-316.
- Giacomo Sbrana, 2010. "The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions," Working Papers 10-09, Association Française de Cliométrie (AFC).
- Giacomo Sbrana, 2013. "The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions," Post-Print hal-00779344, HAL.
- Yannick L’Horty & Fabrice Gilles, 2003. "Le paradoxe de la productivité en France et aux États-Unis : une réévaluation," Économie et Prévision, Programme National Persée, vol. 159(3), pages 1-15.
- Fabrice Gilles & Yannick L’Horty, 2003. "Le paradoxe de la productivité en France et aux États-Unis : une réévaluation," Economie & Prévision, La Documentation Française, vol. 159(3), pages 1-15.
- Fabrice Gilles & Yannick L’Horty, 2001. "Le paradoxe de la productivité en France et aux Etats-Unis : Une réevaluation," Documents de recherche 01-05, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Fabrice Gilles & Yannick L'Horty, 2003. "Le paradoxe de la productivité en France et aux États-Unis : une réévaluation," Post-Print halshs-01919246, HAL.
- Lafourcade, Pierre & Gerali, Andrea & Brůha, Jan & Bursian, Dirk & Buss, Ginters & Corbo, Vesna & Haavio, Markus & Håkanson, Christina & Hlédik, Tibor & Kátay, Gábor & Kulikov, Dmitry & Lozej, Matija , 2016. "Labour market modelling in the light of the financial crisis," Occasional Paper Series 175, European Central Bank.
- Christopher McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016. "Assessing the economic value of probabilistic forecasts in the presence of an inflation target," CAMA Working Papers 2016-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chris McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016. "Assessing the economic value of probabilistic forecasts in the presence of an inflation target," Reserve Bank of New Zealand Discussion Paper Series DP2016/10, Reserve Bank of New Zealand.
- Hirose, Yasuo & Kamada, Koichiro, 2003. "A New Technique for Simultaneous Estimation of Potential Output and the Phillips Curve," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(2), pages 93-112, August.
- Oxana Babecka Kucharcukova & Jan Bruha, 2019. "Current account modelling - long-term trends and cyclical factors," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - September 2019, pages 12-16, Czech National Bank.
- Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas, 2015. "The role of oscillatory modes in US business cycles," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2015(1), pages 63-81.
- Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas, 2012. "The Role of Oscillatory Modes in U.S. Business Cycles," Working Papers 2012.26, Fondazione Eni Enrico Mattei.
- Andreas Groth & M. Ghil & Stéphane Hallegatte & Patrice Dumas, 2015. "The role of oscillatory modes in US business cycles," Post-Print hal-01239779, HAL.
- Groth, Andreas & Ghil, Michael & Hallegatte, Stephane & Dumas, Patrice, 2012. "The Role of Oscillatory Modes in U.S. Business Cycles," Economy and Society 127421, Fondazione Eni Enrico Mattei (FEEM).
- A. Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas, 2012. "The Role of Oscillatory Modes in U.S. Business Cycles," Post-Print hal-00802052, HAL.
- 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.
- Altug, Sumru & Çakmaklı, Cem, 2016. "Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey," International Journal of Forecasting, Elsevier, vol. 32(1), pages 138-153.
- Altug, Sumru & Çakmaklı, Cem, 2015. "Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey," CEPR Discussion Papers 10419, C.E.P.R. Discussion Papers.
- Brauer, Jurgen & Gomez-Sorzano, Alejandro & Sethuraman, Sankar, 2004. "Decomposing violence: political murder in Colombia, 1946-1999," European Journal of Political Economy, Elsevier, vol. 20(2), pages 447-461, June.
- Karl Taylor & Robert McNabb, 2007. "Business Cycles and the Role of Confidence: Evidence for Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 185-208, April.
- Bob McNabb & Karl Taylor, 2002. "Business Cycles and the Role of Confidence: Evidence from Europe," Discussion Papers in Economics 02/3, Division of Economics, School of Business, University of Leicester.
- Mahmood-ul-Hasan Khan, 2008. "Short Run Effects of an Unanticipated Change in Monetary Policy: Interpreting Macroeconomic Dynamics in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 4, pages 1-30.
- Mahmood ul Hasan Khan, 2008. "Short-Run Effects of an Unanticipated Change in Monetary Policy: Interpreting Macroeconomic Dynamics in Pakistan," SBP Working Paper Series 22, State Bank of Pakistan, Research Department.
- Michael Artis & Toshihiro Okubo, 2008. "The UK Intranational Trade Cycle," Centre for Growth and Business Cycle Research Discussion Paper Series 111, Economics, The University of Manchester.
- Michael Artis & Toshihiro Okubo, 2009. "The UK Intranational Trade Cycle," Discussion Paper Series 234, Research Institute for Economics & Business Administration, Kobe University.
- Artis, Michael & Okubo, Toshihiro, 2009. "The UK Intranational Trade Cycle," CEPR Discussion Papers 7152, C.E.P.R. Discussion Papers.
- Artis, Michael & Okubo, Toshihiro, 2009. "The UK intranational trade cycle," LSE Research Online Documents on Economics 33211, London School of Economics and Political Science, LSE Library.
- Michael Artis & Toshihiro Okubo, 2009. "The UK Intranational Trade Cycle," SERC Discussion Papers 0019, Centre for Economic Performance, LSE.
- Jose Sanchez-fung, 2005. "Estimating a monetary policy reaction function for the dominican republic," International Economic Journal, Taylor & Francis Journals, vol. 19(4), pages 563-577.
- José R. Sánchez-Fung, 2002. "Estimating a Monetary Policy Reaction Function for the Dominican Republic," Studies in Economics 0201, School of Economics, University of Kent.
- Supachoke Thawornkaiwong, 2016. "Simplified Spectral Analysis and Linear Filters for Analysis of Economic Time Series," PIER Discussion Papers 25., Puey Ungphakorn Institute for Economic Research, revised Apr 2016.
- Nadia Tahir, 2013. "Forward-Looking and Backward-Looking Taylor Rules: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(2), pages 121-145, July-Dec.
- De Grauwe, Paul & Macchiarelli, Corrado, 2015. "Animal spirits and credit cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 95-117.
- Paul De Grauwe & Corrado Macchiarelli, 2013. "Animal Spirits and Credit Cycles," CESifo Working Paper Series 4480, CESifo.
- de Grauwe, Paul & Macchiarelli, Corrado, 2015. "Animal spirits and credit cycles," LSE Research Online Documents on Economics 63984, London School of Economics and Political Science, LSE Library.
- Marco Gallegati & Mauro Gallegati, 2005. "Wavelet variance and correlation analyses of output in G7 countries," Macroeconomics 0512017, University Library of Munich, Germany.
- Sumru Altug & Cem Cakmakli, 2014. "Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey," Koç University-TUSIAD Economic Research Forum Working Papers 1413, Koc University-TUSIAD Economic Research Forum.
- Luis Eduardo Arango & Carlos Esteban Posada, 2001. "El Desempleo en Colombia," Borradores de Economia 176, Banco de la Republica de Colombia.
- Luis Eduardo Arango T. & Carlos Esteban Posada P., 2001. "El desempleo en Colombia," Coyuntura Social 12955, Fedesarrollo.
- Luis Eduardo Arango T. & Carlos Esteban Posada, 2001. "El Desempleo En Colombia," Borradores de Economia 2495, Banco de la Republica.
- Andreas Billmeier, 2006. "Measuring a Roller Coaster: Evidence on the Finnish Output Gap," Finnish Economic Papers, Finnish Economic Association, vol. 19(2), pages 69-83, Autumn.
- Mr. Andreas Billmeier, 2004. "Measuring a Roller Coaster: Evidenceon the Finnish Output Gap," IMF Working Papers 2004/057, International Monetary Fund.
- Andrew Harvey & Siem Jan Koopman, 2000. "Signal extraction and the formulation of unobserved components models," Econometrics Journal, Royal Economic Society, vol. 3(1), pages 84-107.
- Harvey, A.C. & Koopman, S.J.M., 1999. "Signal Extraction and the Formulation of Unobserved Components Models," Other publications TiSEM 44688527-92c9-4c46-ac53-f, Tilburg University, School of Economics and Management.
- Harvey, A.C. & Koopman, S.J.M., 1999. "Signal Extraction and the Formulation of Unobserved Components Models," Discussion Paper 1999-44, Tilburg University, Center for Economic Research.
- Bräuning, Falk & Koopman, Siem Jan, 2014. "Forecasting macroeconomic variables using collapsed dynamic factor analysis," International Journal of Forecasting, Elsevier, vol. 30(3), pages 572-584.
- Falk Brauning & Siem Jan Koopman, 2012. "Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis," Tinbergen Institute Discussion Papers 12-042/4, Tinbergen Institute.
- Cinzia Alcidi & Mathias Dolls & Clemens Fuest & Carla Krolage & Florian Neumeier, 2017. "The Nature of Shocks in the Eurozone and Their Absorption Channels," EconPol Policy Reports 3, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Andreas Billmeier, 2009. "Ghostbusting: which output gap really matters?," International Economics and Economic Policy, Springer, vol. 6(4), pages 391-419, December.
- Marcellino, Massimiliano & Musso, Alberto, 2011. "The reliability of real-time estimates of the euro area output gap," Economic Modelling, Elsevier, vol. 28(4), pages 1842-1856, July.
- Marcellino, Massimiliano & Musso, Alberto, 2010. "The Reliability of Real Time Estimates of the Euro Area Output Gap," CEPR Discussion Papers 7716, C.E.P.R. Discussion Papers.
- Massimiliano Marcellino & Alberto Musso, 2010. "the Reliability of Real Time Estimates of the EURO Area Output Gap," Economics Working Papers ECO2010/06, European University Institute.
- João T. Jalles, 2022. "Do credit rating agencies reward fiscal prudence?," International Finance, Wiley Blackwell, vol. 25(1), pages 2-22, April.
- Gerlach, Stefan & Smets, Frank, 1999. "Output gaps and monetary policy in the EMU area1," European Economic Review, Elsevier, vol. 43(4-6), pages 801-812, April.
- Hahn, Franz & Ruenstler, Gerhard, 1996. "Potential Output, the Natural Rate of Unemployment, and the Phillips Curve in a Multivariate Structural Time Series Framework," Economics Series 33, Institute for Advanced Studies.
- Guilhem Bentoglio & Jacky Fayolle & Matthieu Lemoine, 2002. "Unity and Plurality of the European Cycle," Working Papers hal-03458584, HAL.
- Guilhem Bentoglio & Jacky Fayolle & Matthieu Lemoine, 2002. "Unity and Plurality of the European Cycle," SciencePo Working papers Main hal-03458584, HAL.
- Guilhem Bentoglio & Jacky Fayolle & Matthieu Lemoine, 2002. "Unity and Plurality of the European Cycle," Documents de Travail de l'OFCE 2002-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Luis A.V. Catão & Adrian Pagan, 2011. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.),Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 5, pages 105-144, Central Bank of Chile.
- Luis Catão & Adrian Pagan, 2010. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach," Working Papers Central Bank of Chile 579, Central Bank of Chile.
- Luis Catão & Adrian Pagan, 2010. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach," NCER Working Paper Series 53, National Centre for Econometric Research.
- Igan, Deniz & Kabundi, Alain & De Simone, Francisco Nadal & Tamirisa, Natalia, 2017. "Monetary policy and balance sheets," Journal of Policy Modeling, Elsevier, vol. 39(1), pages 169-184.
- Ms. Deniz O Igan & Alain N. Kabundi & Mr. Francisco d Nadal De Simone & Ms. Natalia T. Tamirisa, 2013. "Monetary Policy and Balance Sheets," IMF Working Papers 2013/158, International Monetary Fund.
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