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Programmed Selection of Cyclical Turning Points

In: Cyclical Analysis of Time Series: Selected Procedures and Computer Programs

Citations

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Cited by:

  1. Hasse, Jean-Baptiste & Lajaunie, Quentin, 2022. "Does the yield curve signal recessions? New evidence from an international panel data analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 9-22.
  2. Pinto, Jeronymo Marcondes & Marçal, Emerson Fernandes, 2019. "Cross-validation based forecasting method: a machine learning approach," Textos para discussão 498, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  3. Kuvshinov, Dmitry & Richter, Björn & Zimmermann, Kaspar, 2022. "The shifts and the shocks: bank risk, leverage, and the macroeconomy," Working Paper Series 2672, European Central Bank.
  4. German Forero-Laverde, 2016. "Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets," UB School of Economics Working Papers 2016/339, University of Barcelona School of Economics.
  5. Fabio Méndez & Jared D. Reber & Jeremy Schwartz, 2016. "A New Approach to the Study of Jobless Recoveries," Southern Economic Journal, John Wiley & Sons, vol. 83(2), pages 573-589, October.
  6. Martin Feldkircher & Paul Hofmarcher & Pierre L. Siklos, 2021. "What do central banks talk about? A European perspective on central bank communication," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/21, pages 61-81.
  7. López Noria Gabriela & Bush Georgia, 2019. "Uncertainty and Exchange Rate Volatility: the Case of Mexico," Working Papers 2019-12, Banco de México.
  8. Hidalgo-Pérez, Manuel & Rubio-Castaño, Carmen, 2018. "The Democrat-Republican growth gap paradox," UC3M Working papers. Economics 27445, Universidad Carlos III de Madrid. Departamento de Economía.
  9. Miguel A. Mascarúa Lara, 2024. "Heterogeneous recessions and expansions in Mexican regions and sectors," Working Papers 2024-13, Banco de México.
  10. Ricci L. Reber & Sarah J. Pack, 2014. "Methods of Temporal Disaggregation for Estimating Output of the Insurance Industry," BEA Working Papers 0115, Bureau of Economic Analysis.
  11. Mariano Kulish & Adrian Pagan, 2021. "Turning point and oscillatory cycles: Concepts, measurement, and use," Journal of Economic Surveys, Wiley Blackwell, vol. 35(4), pages 977-1006, September.
  12. Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa, 2017. "The financial economics of white precious metals — A survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 292-308.
  13. Jason Brown, 2017. "Identifying State-Level Recessions," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 85-108.
  14. Crawley, Andrew & Welch, Sarah & Yung, Julieta, 2021. "Improving estimates of job matching efficiency with different measures of unemployment," Journal of Macroeconomics, Elsevier, vol. 67(C).
  15. Barberá De La Torre, Rafael Antonio & Doncel Pedrera, Luis Miguel & Sainz González, Jorge, 2006. "On the predictibility of the exchange rate behaviour: An application of Lucas' Model to the Spanish case/¿Es posible predecir el comportamiento del tipo de cambio? Una aplicación del modelo de Lucas a," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 24, pages 427-452, Abril.
  16. Barreiro Hurlé, Jesús & Pérez Y Pérez, Luis, 2006. "Social benefi ts of water quality improvement: an evaluation of the averting cost method in households/Benefi cios sociales de la mejora en la calidad del agua: una aproximación a partir de los costes," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 24, pages 453-476, Abril.
  17. Bush, Georgia & López Noria, Gabriela, 2021. "Uncertainty and exchange rate volatility: Evidence from Mexico," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 704-722.
  18. Thomas Grjebine & Fabien Tripier, 2015. "Excess Finance and Growth: Don't Lose Sight of Expansions !," Working Papers 2015-31, CEPII research center.
  19. Thomas Grjebine & Fabien Tripier, 2016. "Finance and Growth: From the Business Cycle to the Long Run," Working Papers 2016-28, CEPII research center.
  20. Josefine Quast & Maik H. Wolters, 2022. "Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 152-168, January.
  21. Cao, Qingqing & Minetti, Raoul & Olivero, María Pía & Romanini, Giacomo, 2021. "Recessions and recoveries: Multinational banks in the business cycle," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 203-219.
  22. Baumann, Ursel & Gomez-Salvador, Ramon & Seitz, Franz, 2019. "Detecting turning points in global economic activity," Working Paper Series 2310, European Central Bank.
  23. Jacky Fayolle, 1993. "Décrire le cycle économique," Revue de l'OFCE, Programme National Persée, vol. 45(1), pages 161-197.
  24. Grjebine, Thomas & Szczerbowicz, Urszula & Tripier, Fabien, 2018. "Corporate debt structure and economic recoveries," European Economic Review, Elsevier, vol. 101(C), pages 77-100.
  25. Chen, Yao & Ward, Felix, 2019. "When do fixed exchange rates work? Evidence from the Gold Standard," Journal of International Economics, Elsevier, vol. 116(C), pages 158-172.
  26. Lustig, Hanno & Verdelhan, Adrien, 2012. "Business cycle variation in the risk-return trade-off," Journal of Monetary Economics, Elsevier, vol. 59(S), pages 35-49.
  27. Albers, Thilo Nils Hendrik, 2018. "The prelude and global impact of the Great Depression: Evidence from a new macroeconomic dataset," Explorations in Economic History, Elsevier, vol. 70(C), pages 150-163.
  28. Döpke, Jörg & Fritsche, Ulrich & Pierdzioch, Christian, 2017. "Predicting recessions with boosted regression trees," International Journal of Forecasting, Elsevier, vol. 33(4), pages 745-759.
  29. Aleksander Grechuta, 2018. "Porównanie trafności jednorocznych prognoz polskiej koniunktury sporządzanych przez krajowe i międzynarodowe instytucje ekonomiczne," Bank i Kredyt, Narodowy Bank Polski, vol. 49(1), pages 63-92.
  30. Stefan Sauer & Klaus Wohlrabe, 2020. "ifo Handbuch der Konjunkturumfragen," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 88.
  31. Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions in Germany With Boosted Regression Trees," Macroeconomics and Finance Series 201505, University of Hamburg, Department of Socioeconomics.
  32. Prabhdeep Kaur & Jaspal Singh & Sidharath Seth, 2021. "Investigating the Dynamics of Exchange Traded Funds Across the Bear and Bull Markets: Evidence from Indian Equity ETFs," Vision, , vol. 25(3), pages 350-360, September.
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