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The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area
10 references·16 citing·44 second hop
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References

  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 1998Detrending and business cycle facts922 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 2003General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series292 cited
  • 2006Trends and cycles in economic time series: A Bayesian approach132 cited

Cited by

  • 2017Bank Lending in Uncertain Times169 cited
  • 2018Discretion and Supplier Selection in Public Procurement138 cited
  • 2018The Global Component of Inflation Volatility100 cited
  • 2016Macroeconomic Effectiveness of Non-Standard Monetary Policy and Early Exit. A Model-Based Evaluation74 cited
  • 2016Bank Quality, Judicial Efficiency and Borrower Runs: Loan Repayment Delays in Italy

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69 cited
  • 2016A Tale of Fragmentation: Corporate Funding in the Euro-Area Bond Market68 cited
  • 2017Why Did Sponsor Banks Rescue Their SIVs?66 cited
  • 2019Domestic and Global Determinants of Inflation: Evidence from Expectile Regression64 cited
  • 2017SECULAR STAGNATION, R&D, PUBLIC INVESTMENT, AND MONETARY POLICY: A GLOBAL-MODEL PERSPECTIVE60 cited
  • 2019Large time‐varying parameter VARs: A nonparametric approach57 cited
  • 2017Natural Rates Across the Atlantic55 cited
  • 2016Quantifying the Productivity Effects of Global Sourcing51 cited
  • 2016The Labor Market Channel of Macroeconomic Uncertainty50 cited
  • 2017Credit Misallocation During the European Financial Crisis50 cited
  • 2017Macroeconomic Effects of Non-Standard Monetary Policy Measures in the Euro Area: The Role of Corporate Bond Purchases49 cited
  • 2017The Effects of Tax on Bank Liability Structure41 cited