My bibliography
Save this item
Putting the Cycle Back into Business Cycle Analysis
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Spiros Bougheas & Pasquale Commendatore & Laura Gardini & Ingrid Kubin, 2022.
"Financial Development, Cycles and Income Inequality in a Model with Good and Bad Projects,"
CESifo Working Paper Series
10135, CESifo.
- Spiros Bougheas & Pasquale Commendatore & Laura Gardini & Ingrid Kubin, 2022. "Financial development cycles and income inequality in a model with good and bad projects," Discussion Papers 2022/05, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Spiros Bougheas & Pasquale Commendatore & Laura Gardini & Ingrid Kubin, 2022. "Financial Development, Cycles and Income Inequality in a Model with Good and Bad Projects," National Institute of Economic and Social Research (NIESR) Discussion Papers 545, National Institute of Economic and Social Research.
- Iwasa, Kazumichi & Sorger, Gerhard, 2018.
"Periodic solutions of the one-sector growth model: The role of income effects,"
Journal of Mathematical Economics, Elsevier, vol. 78(C), pages 59-63.
- Kazumichi Iwasa & Gerhard Sorger, 2018. "Periodic Solutions of the One-sector Growth Model: The Role of Income Effects," Discussion Paper Series DP2018-10, Research Institute for Economics & Business Administration, Kobe University.
- Gao, Yang & Gong, Gang, 2020. "Stabilizing and destabilizing mechanisms: A new perspective to understand business cycles," Economic Modelling, Elsevier, vol. 93(C), pages 51-68.
- Claudio Borio & Mathias Drehmann & Dora Xia, 2018. "The financial cycle and recession risk," BIS Quarterly Review, Bank for International Settlements, December.
- Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon, 2020.
"Monetary Policy Independence and the Strength of the Global Financial Cycle,"
Staff Working Papers
20-25, Bank of Canada.
- Friedrich, Christian & Guerin, Pierre & Leiva-León, Danilo, 2021. "Monetary Policy Independence and the Strength of the Global Financial Cycle," CEPR Discussion Papers 16203, C.E.P.R. Discussion Papers.
- Nuno Cassola & Claudio Morana & Elisa Ossola, 2023.
"Green risk in Europe,"
Working Papers
526, University of Milano-Bicocca, Department of Economics.
- Nuno Cassola & Claudio Morana & Elisa Ossola, 2023. "Green risk in Europe," Working Paper series 23-14, Rimini Centre for Economic Analysis, revised Jun 2024.
- Martins, Manuel Mota Freitas & Verona, Fabio, 2020.
"Forecasting inflation with the New Keynesian Phillips curve: Frequency matters,"
Bank of Finland Research Discussion Papers
4/2020, Bank of Finland.
- Manuel M. F. Martins & Fabio Verona, 2020. "Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters," CEF.UP Working Papers 2001, Universidade do Porto, Faculdade de Economia do Porto.
- Pelgrin, Florian & Venditti, Alain, 2022.
"On the long-run fluctuations of inheritance in two-sector OLG models,"
Journal of Mathematical Economics, Elsevier, vol. 101(C).
- Florian Pelgrin & Alain Venditti, 2020. "On the long-run fluctuations of inheritance in two-sector OLG models," AMSE Working Papers 2048, Aix-Marseille School of Economics, France.
- Florian Pelgrin & Alain Venditti, 2022. "On the long-run fluctuations of inheritance in two-sector OLG models," Post-Print hal-03869121, HAL.
- Florian Pelgrin & Alain Venditti, 2020. "On the long-run fluctuations of inheritance in two-sector OLG models," Working Papers halshs-03080407, HAL.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2019.
"Characterizing the financial cycle: Evidence from a frequency domain analysis,"
Journal of Banking & Finance, Elsevier, vol. 106(C), pages 568-591.
- Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," SFB 649 Discussion Papers 2015-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113143, Verein für Socialpolitik / German Economic Association.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," Discussion Papers 22/2015, Deutsche Bundesbank.
- Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017. "Characterizing the financial cycle: evidence from a frequency domain analysis," IMK Working Paper 189-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Hartwig, Johannes, 2022. "Semi-endogenous growth dynamics in a macroeconomic model with delays," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 538-551.
- Manuel M. F. Martins & Fabio Verona, 2021.
"Inflation Dynamics and Forecast: Frequency Matters,"
CEF.UP Working Papers
2101, Universidade do Porto, Faculdade de Economia do Porto.
- Martins, Manuel M. F. & Verona, Fabio, 2021. "Inflation dynamics and forecast : frequency matters," Research Discussion Papers 8/2021, Bank of Finland.
- Hashimoto, Ken-ichi & Im, Ryonghun & Kunieda, Takuma & Shibata, Akihisa, 2022.
"Financial destabilization,"
Journal of Mathematical Economics, Elsevier, vol. 103(C).
- Ken-ichi Hashimoto & Ryonghun Im & Takuma Kunieda & Akihisa Shibata, 2021. "Financial Destabilization," Discussion Papers 2103, Graduate School of Economics, Kobe University.
- Ken-ichi Hashimoto & Ryonghun Im & Takuma Kunieda & Akihisa Shibata, 2021. "Financial Destabilization," KIER Working Papers 1054, Kyoto University, Institute of Economic Research.
- Ken-ichi Hashimoto & Ryonghun Im & Takuma Kunieda & Akihisa Shibata, 2021. "Financial Destabilization," ISER Discussion Paper 1118, Institute of Social and Economic Research, Osaka University.
- Ken-ichi Hashimoto & Ryonghun Im & Takuma Kunieda & Akihisa Shibata, 2021. "Financial Destabilization," Discussion Paper Series 225, School of Economics, Kwansei Gakuin University.
- Maxime Menuet & Alexandru Minea & Patrick Villieu, 2019.
"The Peril of Fiscal Rules,"
Post-Print
hal-02314996, HAL.
- Maxime MENUET & Alexandru MINEA & Patrick VILLIEU, 2019. "The Perils of Fiscal Rules," LEO Working Papers / DR LEO 2702, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Maxime Menuet & Alexandru Minea & Patrick Villieu, 2021. "The Perils of Fiscal Rules," Working Papers hal-02291307, HAL.
- Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat, 2023.
"Global and Domestic Financial Cycles: Variations on a Theme,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 49-98, December.
- Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat, 2020. "Global and domestic financial cycles: variations on a theme," BIS Working Papers 864, Bank for International Settlements.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022.
"How is machine learning useful for macroeconomic forecasting?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
- Menuet, Maxime & Minea, Alexandru & Villieu, Patrick, 2024. "The perils of fiscal feedback rules," Journal of Economic Theory, Elsevier, vol. 220(C).
- repec:zbw:bofrdp:2021_008 is not listed on IDEAS
- Schaal, Edouard & Taschereau-Dumouchel, Mathieu, 2023.
"Herding through booms and busts,"
Journal of Economic Theory, Elsevier, vol. 210(C).
- Edouard Schaal & Mathieu Taschereau-Dumouchel, 2020. "Herding Through Booms and Busts," Working Papers 1166, Barcelona School of Economics.
- Schaal, Edouard & Taschereau-Dumouchel, Mathieu, 2021. "Herding Through Booms and Busts," CEPR Discussion Papers 16368, C.E.P.R. Discussion Papers.
- Claudio Morana, 2022.
"Euro area inflation and a new measure of core inflation,"
Working Paper series
22-14, Rimini Centre for Economic Analysis, revised Nov 2023.
- Claudio Morana, 2022. "Euro area inflation and a new measure of core inflation," Working Papers 505, University of Milano-Bicocca, Department of Economics, revised Oct 2023.
- Josh Davis & Alan M. Taylor, 2022.
"The Leverage Factor: Credit Cycles and Asset Returns,"
Management Science, INFORMS, vol. 68(10), pages 7350-7361, October.
- Josh Davis & Alan M. Taylor, 2019. "The Leverage Factor: Credit Cycles and Asset Returns," NBER Working Papers 26435, National Bureau of Economic Research, Inc.
- Taylor, Alan M. & Davis, Josh, 2019. "The Leverage Factor: Credit Cycles and Asset Returns," CEPR Discussion Papers 14115, C.E.P.R. Discussion Papers.
- Manuel M. F. Martins & Fabio Verona, 2021.
"Inflation Dynamics and Forecast: Frequency Matters,"
CEF.UP Working Papers
2101, Universidade do Porto, Faculdade de Economia do Porto.
- Martins, Manuel Mota Freitas & Verona, Fabio, 2021. "Inflation dynamics and forecast: Frequency matters," Bank of Finland Research Discussion Papers 8/2021, Bank of Finland.
- Verbrugge, Randal & Zaman, Saeed, 2023.
"The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model,"
Energy Economics, Elsevier, vol. 123(C).
- Randal J. Verbrugge & Saeed Zaman, 2023. "The Hard Road to a Soft Landing: Evidence from a (Modestly) Nonlinear Structural Model," Working Papers 23-03, Federal Reserve Bank of Cleveland.
- Francesco Bianchi & Giovanni Nicolo & Dongho Song, 2023.
"Inflation and Real Activity over the Business Cycle,"
Finance and Economics Discussion Series
2023-038, Board of Governors of the Federal Reserve System (U.S.).
- Francesco Bianchi & Giovanni Nicolò & Dongho Song, 2023. "Inflation and Real Activity over the Business Cycle," NBER Working Papers 31075, National Bureau of Economic Research, Inc.
- Bruce Fallick & Pawel Krolikowski, 2022.
"Excess Persistence in Employment of Disadvantaged Workers,"
International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
- Bruce Fallick & Pawel Krolikowski, 2019. "Excess Persistence in Employment of Disadvantaged Workers," Working Papers 18-01R, Federal Reserve Bank of Cleveland.
- Akhil Rao & Giacomo Rondina, 2022. "The Economics of Orbit Use: Open Access, External Costs, and Runaway Debris Growth," Papers 2202.07442, arXiv.org, revised Aug 2023.
- Laurent Linnemer & Michael Visser, 2018.
"Jean-Michel Grandmont A forthcoming mind,"
Working Papers
2018-06, Center for Research in Economics and Statistics.
- Laurent Linnemer & Michael Visser, 2018. "Jean-Michel Grandmont - A Forthcoming Mind," CESifo Working Paper Series 7060, CESifo.
- Hall, Viv B & Thomson, Peter, 2022. "A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy," Working Paper Series 9473, Victoria University of Wellington, School of Economics and Finance.
- Edouard Schaal & Mathieu Taschereau-Dumouchel, 2020. "Herding cycles," Economics Working Papers 1714, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2023.
- Alexeeva, Tatyana A. & Kuznetsov, Nikolay V. & Mokaev, Timur N., 2021. "Study of irregular dynamics in an economic model: attractor localization and Lyapunov exponents," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
- Claudio Borio, 2021.
"Back to the Future: Intellectual Challenges for Monetary Policy,"
Economic Papers, The Economic Society of Australia, vol. 40(4), pages 273-287, December.
- Claudio Borio, 2021. "Back to the future: intellectual challenges for monetary policy," BIS Working Papers 981, Bank for International Settlements.
- Barrales-Ruiz, Jose & Arnim, Rudiger von, 2021. "Endogenous fluctuations in demand and distribution: An empirical investigation," Structural Change and Economic Dynamics, Elsevier, vol. 58(C), pages 204-220.
- Lubik, Thomas A. & Matthes, Christian & Verona, Fabio, 2019.
"Assessing U.S. aggregate fluctuations across time and frequencies,"
Bank of Finland Research Discussion Papers
5/2019, Bank of Finland.
- Thomas A. Lubik & Christian Matthes & Fabio Verona, 2019. "Assessing U.S. Aggregate Fluctuations Across Time and Frequencies," Working Paper 19-6, Federal Reserve Bank of Richmond.
- Brianti, Marco & Cormun, Vito, 2024.
"Expectation-driven boom-bust cycles,"
Journal of Monetary Economics, Elsevier, vol. 146(C).
- Brianti, Marco & Cormun, Vito, 2023. "Expectation-Driven Boom-Bust Cycles," Working Papers 2023-4, University of Alberta, Department of Economics.
- Takao Asano & Akihisa Shibata & Masanori Yokoo, 2024.
"Technology choice, externalities in production, and a chaotic middle-income trap,"
Journal of Economics, Springer, vol. 141(1), pages 29-56, January.
- Takao Asano & Akihisa Shibata & Masanori Yokoo, 2022. "Technology Choice, Externalities in Production, and Chaotic Middle-Income Traps," KIER Working Papers 1075, Kyoto University, Institute of Economic Research.
- Takao Asano & Akihisa Shibata & Masanori Yokoo, 2023. "Technology Choice, Externalities in Production, and a Chaotic Middle-Income Trap," KIER Working Papers 1090, Kyoto University, Institute of Economic Research.
- Barnett William A. & Bella Giovanni & Ghosh Taniya & Mattana Paolo & Venturi Beatrice, 2023.
"Controlling chaos in New Keynesian macroeconomics,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(2), pages 219-236, April.
- Barnett, William A. & Bella, Giovanni & Ghosh, Taniya & Mattana, Paolo & Venturi, Beatrice, 2022. "Controlling Chaos in New Keynesian Macroeconomics," MPRA Paper 111568, University Library of Munich, Germany.
- William A. Barnett & Giovanni Bella & Taniya Ghosh & Paolo Mattana & Beatrice Venturi, 2022. "Controlling Chaos in New Keynesian Macroeconomics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202202, University of Kansas, Department of Economics.
- Juhro, Solikin M. & Iyke, Bernard Njindan & Narayan, Paresh Kumar, 2024.
"Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
- Solikin M. Juhro & Bernard Njindan Iyke & Paresh Kumar Narayan, 2021. "Capital Flow Dynamics And The Synchronization Of Financial Cycles And Business Cycles In Emerging Market Economies," Working Papers WP/02/2021, Bank Indonesia.
- Farboodi, Maryam & Kondor, Péter, 2023.
"Cleansing by tight credit: Rational cycles and endogenous lending standards,"
Journal of Financial Economics, Elsevier, vol. 150(1), pages 46-67.
- Farboodi, Maryam & Kondor, Peter, 2021. "Cleansing by tight credit: rational cycles and endogenous lending standards," LSE Research Online Documents on Economics 118900, London School of Economics and Political Science, LSE Library.
- Gardini, Laura & Radi, Davide & Schmitt, Noemi & Sushko, Iryna & Westerhoff, Frank, 2023. "Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits," Journal of Economic Behavior & Organization, Elsevier, vol. 210(C), pages 342-359.
- Parimoo, Suneil, 2024. "Cycles and self-fulfilling crises in open economies with stock collateral constraints under impatience," Journal of Mathematical Economics, Elsevier, vol. 112(C).
- Morana, Claudio, 2024.
"A new macro-financial condition index for the euro area,"
Econometrics and Statistics, Elsevier, vol. 29(C), pages 64-87.
- Claudio Morana, 2021. "A new macro-financial condition index for the euro area," Working Papers 467, University of Milano-Bicocca, Department of Economics, revised Sep 2021.
- Claudio Morana, 2021. "A new macro-financial condition index for the euro area," Working Paper series 21-07, Rimini Centre for Economic Analysis, revised Sep 2021.
- Dana Galizia, 2021.
"Saddle cycles: Solving rational expectations models featuring limit cycles (or chaos) using perturbation methods,"
Quantitative Economics, Econometric Society, vol. 12(3), pages 869-901, July.
- Dana Galizia, 2018. "Saddle Cycles: Solving Rational Expectations Models Featuring Limit Cycles (or Chaos) Using Perturbation Methods," Carleton Economic Papers 18-11, Carleton University, Department of Economics.
- Josef Schroth, 2021.
"On the Distributional Effects of Bank Bailouts,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 252-277, April.
- Josef Schroth, 2020. "Code and data files for "On the Distributional Effects of Bank Bailouts"," Computer Codes 19-34, Review of Economic Dynamics.
- Manuel M. F. Martins & Fabio Verona, 2024. "Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 811-832, August.
- Natasha Kang, Da & Marmer, Vadim, 2024.
"Modeling long cycles,"
Journal of Econometrics, Elsevier, vol. 242(1).
- Natasha Kang & Vadim Marmer, 2020. "Modeling Long Cycles," Papers 2010.13877, arXiv.org, revised Sep 2023.
- Kang, Natasha & Marmer, Vadim, 2020. "Modeling Long Cycles," Economics working papers vadim_marmer-2020-3, Vancouver School of Economics, revised 26 Oct 2020.
- 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.
- Skott, Peter, 2023. "Endogenous business cycles and economic policy," Journal of Economic Behavior & Organization, Elsevier, vol. 210(C), pages 61-82.
- Robert Calvert Jump & Engelbert Stockhammer, 2023.
"Building blocks of a heterodox business cycle theory,"
Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 46(2), pages 334-358, April.
- Robert Calvert Jump & Engelbert Stockhammer, 2022. "Building blocks of a heterodox business cycle theory," Working Papers PKWP2201, Post Keynesian Economics Society (PKES).
- Dessertaine, Théo & Moran, José & Benzaquen, Michael & Bouchaud, Jean-Philippe, 2022. "Out-of-equilibrium dynamics and excess volatility in firm networks," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
- Nils M. Gornemann & Pablo Guerrón-Quintana & Felipe Saffie, 2020. "Exchange Rates and Endogenous Productivity," International Finance Discussion Papers 1301, Board of Governors of the Federal Reserve System (U.S.).
- Mikhail Mamonov & Anna Pestova, 2021. "Credit Supply Shocks and Household Defaults," CERGE-EI Working Papers wp691, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Martin M. Andreasen & Anders F. Kronborg, 2022. "The extended perturbation method: With applications to the New Keynesian model and the zero lower bound," Quantitative Economics, Econometric Society, vol. 13(3), pages 1171-1202, July.
- Ignacio Escanuela Romana & Clara Escanuela Nieves, 2023. "A spectral approach to stock market performance," Papers 2305.05762, arXiv.org.
- Schmitt-Grohé, Stephanie & Uribe, Martín, 2021.
"Deterministic debt cycles in open economies with flow collateral constraints,"
Journal of Economic Theory, Elsevier, vol. 192(C).
- Schmitt-Grohé, Stephanie & Uribe, MartÃn, 2019. "Deterministic Debt Cycles in Open Economies with Flow Collateral Constraints," CEPR Discussion Papers 14248, C.E.P.R. Discussion Papers.
- Stephanie Schmitt-Grohé & Martín Uribe, 2020. "Deterministic Debt Cycles in Open Economies with Flow Collateral Constraints," NBER Working Papers 26613, National Bureau of Economic Research, Inc.
- Jose Barrales‐Ruiz & Rudiger von Arnim & Mikidadu Mohammed, 2023. "Income distribution and economic activity: A frequency domain causal exploration," Metroeconomica, Wiley Blackwell, vol. 74(2), pages 306-327, May.
- Ettore Gallo, 2024. "Reduction of CO2 Emissions, Climate Damage and the Persistence of Business Cycles: A Model of (De)coupling," Working Papers 2413, New School for Social Research, Department of Economics.
- Jing Wan & Jie Zhang, 2023. "R&D subsidies, income taxes, and growth through cycles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(3), pages 827-866, October.
- Maryam Farboodi & Péter Kondor, 2020. "Rational Sentiments and Economic Cycles," NBER Working Papers 27472, National Bureau of Economic Research, Inc.
- Hwang, Sun Ho & Kim, Yun Jung, 2021. "International output synchronization at different frequencies," Economic Modelling, Elsevier, vol. 104(C).
- Manuel M. F. Martins & Fabio Verona, 2020.
"Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters,"
CEF.UP Working Papers
2001, Universidade do Porto, Faculdade de Economia do Porto.
- Martins, Manuel M. F. & Verona, Fabio, 2020. "Forecasting inflation with the New Keynesian Phillips curve : Frequency matters," Research Discussion Papers 4/2020, Bank of Finland.
- Dave, Chetan & Sorge, Marco, 2023. "Fat Tailed DSGE Models: A Survey and New Results," Working Papers 2023-3, University of Alberta, Department of Economics.
- Jaccard, Ivan, 2022. "The trade-off between public health and the economy in the early stage of the COVID-19 pandemic," Working Paper Series 2690, European Central Bank.
- Viv B. Hall & Peter Thomson, 2022.
"A boosted HP filter for business cycle analysis:evidence from New Zealand's small open economy,"
CAMA Working Papers
2022-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hall, Viv B & Thomson, Peter, 2022. "A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy," Working Paper Series 21184, Victoria University of Wellington, School of Economics and Finance.
- 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.
- Quast, Josefine & Wolters, Maik H., 2019. "Reliable real-time output gap estimates based on a modified Hamilton filter," IMFS Working Paper Series 133, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Quast, Josefine & Wolters, Maik H., 2019. "Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203535, Verein für Socialpolitik / German Economic Association.
- Quast, Josefine & Wolters, Maik H., 2020. "Reliable real-time output gap estimates based on a modified Hamilton filter," Kiel Working Papers 2158, Kiel Institute for the World Economy (IfW Kiel).
- Karl Naumann-Woleske & Michael Benzaquen & Maxim Gusev & Dimitri Kroujiline, 2021. "Capital Demand Driven Business Cycles: Mechanism and Effects," Papers 2110.00360, arXiv.org, revised Sep 2022.
- Thore Kockerols & Erling Motzfeldt Kravik & Yasin Mimir, 2021.
"Leaning against persistent financial cycles with occasional crises,"
Working Paper
2021/11, Norges Bank.
- Yasin Mimir, 2023. "Leaning against persistent financial cycles with occasional crises," Working Papers 56, European Stability Mechanism.
- Beaudry, Paul & Portier, Franck, 2019.
"Duration dependence in US expansions: A re-examination of the evidence,"
Economics Letters, Elsevier, vol. 183(C), pages 1-1.
- Portier, Franck & Beaudry, Paul, 2019. "Duration Dependence in US Expansions: A re-examination of the evidence," CEPR Discussion Papers 13626, C.E.P.R. Discussion Papers.
- Vyacheslav Arbuzov & Yu Awaya & Hiroki Fukai & Makoto Watanabe, 2024. "Endogenous Cycles in Collateralized Credit," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 627-646, March.
- Kurt Graden Lunsford, 2023. "Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate," Working Papers 23-19, Federal Reserve Bank of Cleveland.
- Randal Verbrugge & Saeed Zaman, 2024.
"Post‐COVID inflation dynamics: Higher for longer,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 871-893, July.
- Randal J. Verbrugge & Saeed Zaman, 2023. "Post-COVID Inflation Dynamics: Higher for Longer," Working Papers 23-06R, Federal Reserve Bank of Cleveland, revised 20 Jun 2023.
- Karsten Kohler & Robert Calvert Jump, 2022. "Estimating Nonlinear Business Cycle Mechanisms with Linear Vector Autoregressions: A Monte Carlo Study," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1077-1100, October.
- Jing Liang & Shilei Yang, 2024. "The profitability implications of supplier concentration during economic recession and restoration: the moderating role of supply localization," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-13, December.
- Meyer-Gohde, Alexander & Tzaawa-Krenzler, Mary, 2023. "Sticky information and the Taylor principle," IMFS Working Paper Series 189, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Dave, Chetan & Sorge, Marco M., 2021. "Equilibrium indeterminacy and sunspot tales," European Economic Review, Elsevier, vol. 140(C).
- Liu, Taoxiong & Liu, Zhuohao, 2022. "A growth model with endogenous technological revolutions and cycles," Journal of Mathematical Economics, Elsevier, vol. 103(C).
- Giovanni Bella & Paolo Mattana & Beatrice Venturi, 2022. "Existence and implications of a pitchfork-Hopf bifurcation in a continuous-time two-sector growth model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 259-285, January.
- Yves Schueler, 2024.
"Filtering economic time series: On the cyclical properties of Hamilton’s regression filter and the Hodrick-Prescott filter,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
- Yves Schueler, 2024. "Code and data files for "Filtering economic time series: On the cyclical properties of Hamilton’s regression filter and the Hodrick-Prescott filter"," Computer Codes 23-94, Review of Economic Dynamics.
- Ciola, Emanuele & Gaffeo, Edoardo & Gallegati, Mauro, 2022. "Search for profits and business fluctuations: How does banks’ behaviour explain cycles?," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
- repec:zbw:bofrdp:2020_004 is not listed on IDEAS
- Maliar, Lilia & Taylor, John B., 2024. "Odyssean forward guidance in normal times," Journal of Economic Dynamics and Control, Elsevier, vol. 165(C).
- Zhou, Ye & Huang, Difang & Chen, Muzi & Wang, Yunlong & Yang, Xiaoguang, 2024. "How did small business respond to unexpected shocks? Evidence from a natural experiment in China," Journal of Corporate Finance, Elsevier, vol. 84(C).
- Friedrich Lucke, 2022. "The Great Moderation and the Financial Cycle," Working Papers REM 2022/0238, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Claudio Borio, 2021. "Navigating by r*: safe or hazardous?," BIS Working Papers 982, Bank for International Settlements.
- Nicolas Abad, 2019. "Firms' Labor Market Power and Aggregate Instability," Working Papers hal-02329802, HAL.