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The Asymmetric Business Cycle
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Cited by:
- Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2013.
"Post-Recession US Employment through the Lens of a Non-Linear Okun's Law,"
Working Papers
2013-13, CEPII research center.
- Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2013. "Post-recession US employment through the lens of a non-linear Okun’s law," EconomiX Working Papers 2013-12, University of Paris Nanterre, EconomiX.
- Menzie D. Chinn & Laurent Ferrara & Valérie Mignon, 2013. "Post-recession US Employment through the Lens of a Non-linear Okun's law," NBER Working Papers 19047, National Bureau of Economic Research, Inc.
- Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2013. "Post-recession US employment through the lens of a non-linear Okun’s law," Working Papers hal-04141207, HAL.
- Zeng, Songlin & Bec, Frédérique, 2015.
"Do stock returns rebound after bear markets? An empirical analysis from five OECD countries,"
Journal of Empirical Finance, Elsevier, vol. 30(C), pages 50-61.
- Frédérique BEC & Songlin ZENG, 2013. "Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries," THEMA Working Papers 2013-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Harvey, A. & Simons, J., 2024. "Hidden Threshold Models with applications to asymmetric cycles," Cambridge Working Papers in Economics 2448, Faculty of Economics, University of Cambridge.
- Angus Moore, 2017.
"Measuring Economic Uncertainty and Its Effects,"
The Economic Record, The Economic Society of Australia, vol. 93(303), pages 550-575, December.
- Angus Moore, 2016. "Measuring Economic Uncertainty and Its Effects," RBA Research Discussion Papers rdp2016-01, Reserve Bank of Australia.
- Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020.
"Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model,"
International Journal of Forecasting, Elsevier, vol. 36(3), pages 829-850.
- Heinrich, Markus & Carstensen, Kai & Reif, Magnus & Wolters, Maik, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168206, Verein für Socialpolitik / German Economic Association.
- Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," CESifo Working Paper Series 6457, CESifo.
- Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2019. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model," Jena Economics Research Papers 2019-006, Friedrich-Schiller-University Jena.
- Fève, Patrick & Sanchez, Pablo Garcia & Moura, Alban & Pierrard, Olivier, 2021.
"Costly default and skewed business cycles,"
European Economic Review, Elsevier, vol. 132(C).
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly default and asymmetric real business cycles," BCL working papers 134, Central Bank of Luxembourg.
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly Default And Asymmetric Real Business Cycles," LIDAM Discussion Papers IRES 2019018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Fève, Patrick & Garcia Sanchez, Pablo & Moura, Alban & Pierrard, Olivier, 2019. "Costly default and asymetric real business cycles," TSE Working Papers 19-1048, Toulouse School of Economics (TSE).
- repec:dau:papers:123456789/11777 is not listed on IDEAS
- 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.
- Jens J. Krüger, 2021. "A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(3), pages 293-319, December.
- 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.
- Caggiano, Giovanni & Castelnuovo, Efrem & Groshenny, Nicolas, 2014.
"Uncertainty shocks and unemployment dynamics in U.S. recessions,"
Journal of Monetary Economics, Elsevier, vol. 67(C), pages 78-92.
- Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny, 2014. "Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions," Melbourne Institute Working Paper Series wp2014n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny, 2014. "Uncertainty shocks and unemployment dynamics in U.S. recessions," Post-Print hal-04204716, HAL.
- Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny, 2015. "Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions," Department of Economics - Working Papers Series 1195, The University of Melbourne.
- Frederique Bec & Marie Bessec, 2013.
"Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors,"
Economics Bulletin, AccessEcon, vol. 33(3), pages 2209-2222.
- Bec, F. & Bessec, M., 2012. "Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors," Working papers 400, Banque de France.
- Frédérique Bec & Marie Bessec, 2013. "Inventory Investment Dynamics and Recoveries : A Comparison of Manufacturing and Retail Trade Sectors," Post-Print hal-02979461, HAL.
- Frédérique Bec & Marie Bessec, 2013. "Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors," Post-Print hal-01515613, HAL.
- Chen, Yen-Hsiao & Quan, Lianfeng & Liu, Yang, 2013. "An empirical investigation on the temporal properties of China's GDP," China Economic Review, Elsevier, vol. 27(C), pages 69-81.
- James Morley & Benjamin Wong, 2020.
"Estimating and accounting for the output gap with large Bayesian vector autoregressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 1-18, January.
- James Morley & Benjamin Wong, 2017. "Estimating and accounting for the output gap with large Bayesian vector autoregressions," CAMA Working Papers 2017-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Morley, James & Wong, Benjamin, 2018. "Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions," Working Papers 2018-04, University of Sydney, School of Economics, revised Feb 2019.
- Marlon Fritz, 2019. "Data-Driven Local Polynomial Trend Estimation for Economic Data - Steady State Adjusting Trends," Working Papers Dissertations 49, Paderborn University, Faculty of Business Administration and Economics.
- Donayre, Luiggi & Panovska, Irina, 2018. "U.S. wage growth and nonlinearities: The roles of inflation and unemployment," Economic Modelling, Elsevier, vol. 68(C), pages 273-292.
- Mariola Piłatowska & Dorota Witkowska, 2022. "Gender Segregation at Work over Business Cycle—Evidence from Selected EU Countries," Sustainability, MDPI, vol. 14(16), pages 1-19, August.
- Andrew C. Chang & Phillip Li, 2018.
"Measurement Error In Macroeconomic Data And Economics Research: Data Revisions, Gross Domestic Product, And Gross Domestic Income,"
Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1846-1869, July.
- Andrew C. Chang & Phillip Li, 2015. "Measurement Error in Macroeconomic Data and Economics Research: Data Revisions, Gross Domestic Product, and Gross Domestic Income," Finance and Economics Discussion Series 2015-102, Board of Governors of the Federal Reserve System (U.S.).
- Engemann, Kristie M. & Kliesen, Kevin L. & Owyang, Michael T., 2011.
"Do Oil Shocks Drive Business Cycles? Some U.S. And International Evidence,"
Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 498-517, November.
- Kristie M. Engemann & Kevin L. Kliesen & Michael T. Owyang, 2010. "Do oil shocks drive business cycles? some U.S. and international evidence," Working Papers 2010-007, Federal Reserve Bank of St. Louis.
- Panovska, Irina & Ramamurthy, Srikanth, 2022. "Decomposing the output gap with inflation learning," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Tobias Hartl & Rolf Tschernig & Enzo Weber, 2020. "Fractional trends and cycles in macroeconomic time series," Papers 2005.05266, arXiv.org, revised May 2020.
- Gehrke, Britta & Weber, Enzo, 2018.
"Identifying asymmetric effects of labor market reforms,"
European Economic Review, Elsevier, vol. 110(C), pages 18-40.
- Gehrke, Britta & Weber, Enzo, 2017. "Identifying asymmetric effects of labor market reforms," IAB-Discussion Paper 201723, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Weber, Enzo & Gehrke, Britta, 2018. "Identifying Asymmetric Effects of Labor Market Reforms," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181513, Verein für Socialpolitik / German Economic Association.
- Klinger, Sabine & Weber, Enzo, 2019. "GDP-Employment decoupling and the slow-down of productivity growth in Germany," IAB-Discussion Paper 201912, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Michael D. Bordo & Joseph G. Haubrich, 2017.
"Deep Recessions, Fast Recoveries, And Financial Crises: Evidence From The American Record,"
Economic Inquiry, Western Economic Association International, vol. 55(1), pages 527-541, January.
- Michael D. Bordo & Joseph G. Haubrich, 2012. "Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record," NBER Working Papers 18194, National Bureau of Economic Research, Inc.
- Michael D. Bordo & Joseph G. Haubrich, 2012. "Deep recessions, fast recoveries, and financial crises: evidence from the American record," Working Papers (Old Series) 1214, Federal Reserve Bank of Cleveland.
- Marlon Fritz & Thomas Gries & Yuanhua Feng, 2019.
"Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 62-78, February.
- Marlon Fritz & Thomas Gries & Yuanhua Feng, 2016. "Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics -," Working Papers CIE 96, Paderborn University, CIE Center for International Economics.
- Bec Frédérique & Salem Melika Ben, 2013.
"Inventory investment and the business cycle: the usual suspect,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 335-343, May.
- Frédérique Bec & Mélika Ben Salem, 2012. "Inventory Investment and the Business Cycle : The usual Suspect," Working Papers 2012-09, Center for Research in Economics and Statistics.
- Frédérique Bec & Mélika Ben Salem, 2013. "Inventory investment and the business cycle: the usual suspect," PSE-Ecole d'économie de Paris (Postprint) halshs-00846501, HAL.
- Frédérique Bec & Mélika Ben Salem, 2013. "Inventory investment and the business cycle: the usual suspect," Post-Print halshs-00846501, HAL.
- Francesco Bianchi & Cosmin L. Ilut & Hikaru Saijo, 2024.
"Smooth Diagnostic Expectations,"
NBER Working Papers
32152, National Bureau of Economic Research, Inc.
- Francesco Bianchi & Cosmin Ilut & Hikaru Saijo, 2024. "Smooth Diagnostic Expectations," ISER Discussion Paper 1249, Institute of Social and Economic Research, Osaka University.
- Duong, Huu Nhan & Nguyen, Justin Hung & Nguyen, My & Rhee, S. Ghon, 2020. "Navigating through economic policy uncertainty: The role of corporate cash holdings," Journal of Corporate Finance, Elsevier, vol. 62(C).
- Fernandes, Mário Correia & Dutra, Tiago Mota & Dias, José Carlos & Teixeira, João C.A., 2023. "Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1046-1058.
- Yu-Fan Huang & Sui Luo, 2018. "Potential output and inflation dynamics after the Great Recession," Empirical Economics, Springer, vol. 55(2), pages 495-517, September.
- Frédérique Bec & Annabelle de Gaye, 2019. "Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains ," Working Papers hal-02014663, HAL.
- C. Colther & J. L. Rojo & R. Hornero, 2022. "A Wavelet Method for Detecting Turning Points in the Business Cycle," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 171-187, July.
- Jisheng Yang & Nan Yang, 2023. "Macroeconomic shocks, investment volatility and centrality in global manufacturing network," Empirical Economics, Springer, vol. 65(3), pages 1433-1451, September.
- Klinger, Sabine & Weber, Enzo, 2016.
"Detecting unemployment hysteresis: A simultaneous unobserved components model with Markov switching,"
Economics Letters, Elsevier, vol. 144(C), pages 115-118.
- Klinger, Sabine & Weber, Enzo, 2015. "Detecting unemployment hysteresis : a simultaneous unobserved components model with Markov switching," IAB-Discussion Paper 201528, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Chevallier, Julien, 2011. "A model of carbon price interactions with macroeconomic and energy dynamics," Energy Economics, Elsevier, vol. 33(6), pages 1295-1312.
- Xu Zhang & Xiaoxing Liu & Jianqin Hang & Dengbao Yao, 2018. "The dynamic causality between commodity prices, inflation and output in China: a bootstrap rolling window approach," Applied Economics, Taylor & Francis Journals, vol. 50(4), pages 407-425, January.
- Morley James & Piger Jeremy & Tien Pao-Lin, 2013.
"Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 483-498, December.
- James Morley & Jeremy Piger & Pao-Lin Tien, 2012. "Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?," Discussion Papers 2012-23, School of Economics, The University of New South Wales.
- Hwang, Inwook & Kim, Jaebeom, 2021. "Oil price shocks and the US stock market: A nonlinear approach," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 23-36.
- Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013.
"Measuring and predicting heterogeneous recessions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2011. "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers 11-154/4, Tinbergen Institute, revised 15 Nov 2011.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2012. "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 1206, Koc University-TUSIAD Economic Research Forum.
- Shen, Wenyi, 2015. "News, disaster risk, and time-varying uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 459-479.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009.
"Measuring Output Gap Uncertainty,"
Birkbeck Working Papers in Economics and Finance
0909, Birkbeck, Department of Economics, Mathematics & Statistics.
- Dr. James Mitchell, 2009. "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers 342, National Institute of Economic and Social Research.
- Garratt, Anthony & Vahey, Shaun & Mitchell, James, 2010. "Measuring Output Gap Uncertainty," CEPR Discussion Papers 7742, C.E.P.R. Discussion Papers.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2009/15, Reserve Bank of New Zealand.
- Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2021.
"Aggregate Skewness and the Business Cycle,"
Cardiff Economics Working Papers
E2021/30, Cardiff University, Cardiff Business School, Economics Section.
- Martin Iseringhausen & Ivan Petrella & Konstantinos Theodoridis, 2022. "Aggregate skewness and the business cycle," Working Papers 53, European Stability Mechanism.
- Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2022. "Aggregate Skewness and the Business Cycle," CEPR Discussion Papers 17162, C.E.P.R. Discussion Papers.
- David Berger & Ian Dew-Becker & Stefano Giglio, 2020.
"Uncertainty Shocks as Second-Moment News Shocks,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(1), pages 40-76.
- David Berger & Ian Dew-Becker & Stefano Giglio, 2017. "Uncertainty Shocks as Second-Moment News Shocks," NBER Working Papers 23796, National Bureau of Economic Research, Inc.
- Stefano Giglio & Ian Dew-Becker & David Berger, 2017. "Uncertainty Shocks as Second-Moment News Shocks," 2017 Meeting Papers 403, Society for Economic Dynamics.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022. "How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times?," IZA Discussion Papers 15296, Institute of Labor Economics (IZA).
- Fernando Delbianco & Andrés Fioriti & Fernando Tohmé, 2023.
"Markov chains, eigenvalues and the stability of economic growth processes,"
Empirical Economics, Springer, vol. 64(3), pages 1347-1373, March.
- Fernando Delbianco & Andrés Fioriti & Fernando Tohmé, 2021. "Markov Chains, Eigenvalues and the Stabilityof Economic Growth Processes," Working Papers 88, Red Nacional de Investigadores en Economía (RedNIE).
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2020.
"Disasters Everywhere: The Costs of Business Cycles Reconsidered,"
Staff Reports
925, Federal Reserve Bank of New York.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2020. "Disasters Everywhere: The Costs of Business Cycles Reconsidered," NBER Working Papers 26962, National Bureau of Economic Research, Inc.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2020. "Disasters Everywhere: The Costs of Business Cycles Reconsidered," Working Paper Series 2020-11, Federal Reserve Bank of San Francisco.
- Taylor, Alan M. & Jordà , Òscar & Schularick, Moritz, 2020. "Disasters Everywhere: The Costs of Business Cycles Reconsidered," CEPR Discussion Papers 14559, C.E.P.R. Discussion Papers.
- de Carvalho, Miguel & Rua, António, 2017.
"Real-time nowcasting the US output gap: Singular spectrum analysis at work,"
International Journal of Forecasting, Elsevier, vol. 33(1), pages 185-198.
- António Rua & Miguel de Carvalho, 2014. "Real-time nowcasting the US output gap: Singular spectrum analysis at work," Working Papers w201416, Banco de Portugal, Economics and Research Department.
- Kamber, Güneş & Wong, Benjamin, 2020.
"Global factors and trend inflation,"
Journal of International Economics, Elsevier, vol. 122(C).
- Güneş Kamber & Benjamin Wong, 2018. "Global Factors and Trend Inflation," Reserve Bank of New Zealand Discussion Paper Series DP2018/01, Reserve Bank of New Zealand.
- Güneş Kamber & Benjamin Wong, 2018. "Global factors and trend inflation," BIS Working Papers 688, Bank for International Settlements.
- Gunes Kamber & Benjamin Wong, 2019. "Global factors and trend inflation," CAMA Working Papers 2019-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Iseringhausen, Martin, 2024.
"A time-varying skewness model for Growth-at-Risk,"
International Journal of Forecasting, Elsevier, vol. 40(1), pages 229-246.
- Martin Iseringhausen, 2021. "A time-varying skewness model for Growth-at-Risk," Working Papers 49, European Stability Mechanism.
- Klinger, Sabine & Weber, Enzo, 2020.
"GDP-employment decoupling in Germany,"
Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 82-98.
- Klinger, Sabine & Weber, Enzo, 2014. "On GDP-employment decoupling in Germany," IAB-Discussion Paper 201421, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Chang, Andrew C. & Hanson, Tyler J., 2016. "The accuracy of forecasts prepared for the Federal Open Market Committee," Journal of Economics and Business, Elsevier, vol. 83(C), pages 23-43.
- Alogoskoufis, George & Malliaris, A.G. & Stengos, Thanasis, 2023. "The scope and methodology of economic and financial asymmetries," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Angelia L. Grant & Joshua C.C. Chan, 2017.
"A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 525-552, March.
- Joshua C.C. Chan & Angelia L. Grant, 2015. "A Bayesian model comparison for trend-cycle decompositions of output," CAMA Working Papers 2015-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Meller, Barbara & Metiu, Norbert, 2015. "The synchronization of European credit cycles," Discussion Papers 20/2015, Deutsche Bundesbank.
- Robertico Croes & Jorge Ridderstaat, 2017. "The effects of business cycles on tourism demand flows in small island destinations," Tourism Economics, , vol. 23(7), pages 1451-1475, November.
- Nöller, Marvin & Balleer, Almut, 2023. "Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-level Data," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277638, Verein für Socialpolitik / German Economic Association.
- Santoro, Emiliano & Petrella, Ivan & Pfajfar, Damjan & Gaffeo, Edoardo, 2014.
"Loss aversion and the asymmetric transmission of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 68(C), pages 19-36.
- Edoardo Gaffeo & Ivan Petrella & Damjan Pfajfar & Emiliano Santoro, 2012. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," Discussion Papers 12-21, University of Copenhagen. Department of Economics.
- Petrella, Ivan & Pfajfar, Damjan & Santoro, Emiliano & Gaffeo, Edoardo, 2014. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," CEPR Discussion Papers 10105, C.E.P.R. Discussion Papers.
- Ahmed Ali & Granberg Mark & Troster Victor & Uddin Gazi Salah, 2022.
"Asymmetric dynamics between uncertainty and unemployment flows in the United States,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 155-172, February.
- Ahmed, Ali & Granberg, Mark & Troster, Victor & Uddin, Gazi Salah, 2020. "Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States," LiU Working Papers in Economics 7, Linköping University, Division of Economics, Department of Management and Engineering.
- Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024. "Climate Growth at Risk in the Global South," Documentos de trabajo 21166, FLAR.
- Kevin Larcher & Jaebeom Kim & Youngju Kim, 2019.
"Uncertainty shocks and asymmetric dynamics in Korea: a non-linear approach,"
Applied Economics, Taylor & Francis Journals, vol. 51(6), pages 594-610, February.
- Kevin Larcher & Jaebeom Kim & Youngju Kim, 2018. "Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach," Working Papers 2018-12, Economic Research Institute, Bank of Korea.
- Travis J. Berge, 2015.
"Predicting Recessions with Leading Indicators: Model Averaging and Selection over the Business Cycle,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(6), pages 455-471, September.
- Travis J. Berge, 2013. "Predicting recessions with leading indicators: model averaging and selection over the business cycle," Research Working Paper RWP 13-05, Federal Reserve Bank of Kansas City.
- Frédérique Bec & Othman Bouabdallah & Laurent Ferrara, 2011.
"The European Way Out of Recessions,"
THEMA Working Papers
2011-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Frédérique Bec & Othman Bouabdallah & Laurent Ferrara, 2013. "The European Way out of Recession," Post-Print hal-02980626, HAL.
- Bec, F. & Bouabdallah, O. & Ferrara, L., 2012. "The European way out of recession," Working papers 360, Banque de France.
- Chuffart, Thomas & Hooper, Emma, 2019.
"An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela,"
Energy Economics, Elsevier, vol. 80(C), pages 904-916.
- Thomas Chuffart & Emma Hooper, 2019. "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Post-Print hal-03157206, HAL.
- Thomas Chuffart & Emma Hooper, 2019. "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Post-Print hal-02194152, HAL.
- Garratt, Anthony & Mise, Emi, 2014. "Forecasting exchange rates using panel model and model averaging," Economic Modelling, Elsevier, vol. 37(C), pages 32-40.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2014.
"Uncertainty and Monetary Policy in Good and Bad Times,"
"Marco Fanno" Working Papers
0188, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," Melbourne Institute Working Paper Series wp2017n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," CESifo Working Paper Series 6630, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," RBA Research Discussion Papers rdp2017-06, Reserve Bank of Australia.
- Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela, 2017. "Uncertainty and monetary policy in good and bad times," Bank of Finland Research Discussion Papers 8/2017, Bank of Finland.
- Shi, Qi & Li, Bin, 2022. "Further evidence on financial information and economic activity forecasts in the United States," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Chinn, Menzie & Ferrara, Laurent & Mignon, Valérie, 2014.
"Explaining US employment growth after the great recession: The role of output–employment non-linearities,"
Journal of Macroeconomics, Elsevier, vol. 42(C), pages 118-129.
- Menzie Chinn & Laurent Ferrara & Valérie Mignon, 2014. "Explaining US employment growth after the Great Recession: the role of output-employment non-linearities," Post-Print hal-01385949, HAL.
- Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
- Bruno Feunou & Jean-Sébastien Fontaine, 2021. "Debt-Secular Economic Changes and Bond Yields," Staff Working Papers 21-14, Bank of Canada.
- Donayre, Luiggi, 2014. "Estimated Thresholds In The Response Of Output To Monetary Policy: Are Large Policy Changes Less Effective?," Macroeconomic Dynamics, Cambridge University Press, vol. 18(1), pages 41-64, January.
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