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Band-Pass Filtering, Cointegration, and Business Cycle Analysis
16 references·6 citing·37 second hop
Band-Pass Filtering, Cointegration, and Business Cycle Analysis (2001)Band-Pass Filtering, Cointegration, and B…Are Technology Improvements Contractionary? (2006)Are Technology Improvements C…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…The Band Pass Filter (1999)The Band Pass FilterMeasuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Detrending and business cycle facts (1998)Detrending and business cycle…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research (1995)Effects of the Hodrick-Presco…Low frequency filtering and real business cycles (1993)Low frequency filtering and r…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Business Cycles: Real Facts and a Monetary Myth (1990)Business Cycles: Real Facts a…Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Measuring Business Cycles (1947)Measuring Business CyclesMeasurement Without Theory (1947)Measurement Without TheoryCommodity and transportation economic market interactions revisited: New evidence from a dynamic factor model (2020)Commodity and transportation …International transmission of business cycles: Evidence from dynamic correlations (2011)International transmission of…Filter-design and model-based analysis of trends and cycles in the presence of outliers and structural breaks (2009)Filter-design and model-based…To Smooth or Not to Smooth—The Impact of Grants and Remittances on the Equilibrium Real Exchange Rate in Jordan (2006)To Smooth or Not to Smooth—Th…Estimating Indexes of Coincident and Leading Indicators (2003)Estimating Indexes of Coincid…Business Cycles and Turning Points: A Survey of Statistical Techniques (2003)Business Cycles and Turning P…A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Time to Build and Aggregate Fluctuations (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003)How do business and financial cycles interact? (2012)Macrofinancial History and the New Business Cycle Facts (2017)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)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)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Fiscal Volatility Shocks and Economic Activity (2015)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Were There Regime Switches in U.S. Monetary Policy? (2006)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Understanding business cycles (1977)Dissecting the cycle: a methodological investigation (2002)Can News About the Future Drive the Business Cycle? (2006)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 1999The Band Pass Filter1,909 cited
  • 1947Measuring Business Cycles1,481 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy1,448 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 1998Detrending and business cycle facts922 cited
  • 2006Are Technology Improvements Contractionary?878 cited
  • 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1990Business Cycles: Real Facts and a Monetary Myth812 cited
  • 1947Measurement Without Theory805 cited

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  • 1993Low frequency filtering and real business cycles757 cited
  • Cited by

    • 2020Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model78 cited
    • 2003Business Cycles and Turning Points: A Survey of Statistical Techniques37 cited
    • 2011International transmission of business cycles: Evidence from dynamic correlations32 cited
    • 2003Estimating Indexes of Coincident and Leading Indicators28 cited
    • 2006To Smooth or Not to Smooth—The Impact of Grants and Remittances on the Equilibrium Real Exchange Rate in Jordan28 cited
    • 2009Filter-design and model-based analysis of trends and cycles in the presence of outliers and structural breaks15 cited