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Real-Time Data and Business Cycle Analysis in Germany
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Real-Time Data and Business Cycle Analysis in Germany (2016)Real-Time Data and Business Cycle Analysi…European Inflation Dynamics (2001)European Inflation DynamicsA Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter? (2000)A Real-Time Data Set for Macr…The Band Pass Filter (1999)The Band Pass FilterElements of Forecasting (1997)Elements of Forecasting8 Forecast evaluation and combination (1996)8 Forecast evaluation and com…Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series (1995)Measuring Business Cycles App…News or Noise? An Analysis of GNP Revisions (1986)News or Noise? An Analysis of…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Tests of Equal Predictive Ability With Real-Time Data (2009)The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity (2011)The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Comparing Predictive Accuracy (1994)Predicting currency crises: (1999)Comparing Density Forecasts via Weighted Likelihood Ratio Tests (2007)Forecasting with panel data (2008)Aggregate Dynamics and Staggered Contracts (1980)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)A Search for a Structural Phillips Curve (2005)Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models (2005)Price-Setting Behaviour in Belgium: What Can Be Learned from an Ad Hoc Survey ? (2010)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Are Technology Improvements Contractionary? (2006)Fiscal Volatility Shocks and Economic Activity (2015)Testing the Rationality of Price Forecasts: New Evidence from Panel Data (1990)Introducing the euro‐sting: Short‐term indicator of euro area growth (2010)Declining public concern about climate change: Can we blame the great recession? (2012)Forecasting the path of China's CO2 emissions using province-level information (2008)Which panel data estimator should I use? (2009)Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns (1997)Chapter 14 Resuscitating real business cycles (1999)When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)
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References

  • 1999The Band Pass Filter1,909 cited
  • 1995Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series729 cited
  • 19968 Forecast evaluation and combination536 cited
  • 1997Elements of Forecasting413 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 cited
  • 2001European Inflation Dynamics140 cited
  • 2000A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?60 cited

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