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Detecting and forecasting business cycle turning points
11 references·1 citing·42 second hop
Detecting and forecasting business cycle turning points (2008)Detecting and forecasting business cycle …A comparison of two business cycle dating methods (2003)A comparison of two business …Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…Predicting UK Business Cycle Regimes (2001)Predicting UK Business Cycle …Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson (2001)Alternative definitions of th…Knowing the cycle (2000)Knowing the cycleMeasuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Detrending and business cycle facts: A comment (1998)Detrending and business cycle…Business Cycles for G7 and European Countries (1997)Business Cycles for G7 and Eu…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Asymmetric business cycle turning points (1993)Asymmetric business cycle tur…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…The Baltic Dry Index: cyclicalities, forecasting and hedging strategies (2016)The Baltic Dry Index: cyclica…Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Forecasting Using Principal Components From a Large Number of Predictors (2002)A novel forecasting model for the Baltic dry index utilizing optimal squeezing (2019)Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach (2023)Measuring Business Cycles (1947)Stock market cycles, financial liberalization and volatility (2003)Financial Cycles: What? How? When? (2011)Recessions, recoveries and regional resilience: evidence on Italy (2014)King Charles I (1981)Growth Dynamics: The Myth of Economic Recovery (2008)When Credit Bites Back (2013)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)Survey of current business (1921)International Real Business Cycles (1992)Understanding Changes in International Business Cycle Dynamics (2003)Are European business cycles close enough to be just one? (2006)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Technological Diversification (2013)The predictive power of Google searches in forecasting US unemployment (2017)Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)More international evidence on the historical properties of business cycles (2001)Testing Alternative Theories of the Property Price-Trading Volume Correlation (2002)Evidence on business cycles and CO2 emissions (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Tests For Unit Roots: A Monte Carlo Investigation (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)5 Stochastic volatility (1996)Forecasting inflation (1999)Forecasting Output and Inflation: The Role of Asset Prices (2003)Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence (2001)Does the Yield Spread Predict Recessions in the Euro Area?* (2005)Forecasting US output growth using leading indicators: an appraisal using MIDAS models (2009)The Band Pass Filter (1999)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)
this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 2003A comparison of two business cycle dating methods294 cited
  • 1997Business Cycles for G7 and European Countries270 cited
  • 1993Asymmetric business cycle turning points152 cited
  • 1998Detrending and business cycle facts: A comment148 cited
  • 2001Predicting UK Business Cycle Regimes130 cited
  • 2000Knowing the cycle55 cited
  • 2001Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson43 cited

Cited by

  • 2016The Baltic Dry Index: cyclicalities, forecasting and hedging strategies62 cited

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