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Filtering for Current Analysis
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Filtering for Current Analysis (2021)Filtering for Current AnalysisMeasurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada (2021)Measurement of the Output Gap…The comovement between real activity and prices in the G7 (2003)The comovement between real a…The Unreliability of Output-Gap Estimates in Real Time (2002)The Unreliability of Output-G…The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series (2001)The Use of Butterworth Filter…The Hodrick–Prescott filter, the Slutzky effect, and the distortionary effect of filters (2001)The Hodrick–Prescott filter, …Measuring Business Cycles in Economic Time Series (2001)Measuring Business Cycles in …Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? (2000)Why Are Beveridge-Nelson and …The Band Pass Filter (1999)The Band Pass FilterMeasuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…The NAIRU, Unemployment and Monetary Policy (1997)The NAIRU, Unemployment and M…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…Estimating Potential Output as a Latent Variable (1994)Estimating Potential Output a…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Trends and Cycles in Macroeconomic Time Series (1985)Trends and Cycles in Macroeco…Measuring Business Cycles. (1948)Measuring Business Cycles.Estimates of the Output Gap in Real Time: How well have we been doing? (2004)Estimates of the Output Gap i…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Time to Build and Aggregate Fluctuations (1982)Production, growth and business cycles (1988)Detrending and business cycle facts (1998)The Differential Regional Effects of Monetary Policy (1998)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)The Role of Monetary Policy (1995)Chapter 1 Business cycle fluctuations in us macroeconomic time series (1999)Does the “New Economy” Measure up to the Great Inventions of the Past? (2000)Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)American Economic Review (2019)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model (1998)The robustness of Okun's law: Evidence from OECD countries (2000)Whither Monetary and Financial Stability? The Implications of Evolving Policy Regimes (2007)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)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)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Sources of Business Cycle Fluctuations (1988)Variable Trends in Economic Time Series (1988)Common Stochastic Trends in a System of Exchange Rates (1989)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Are Technology Improvements Contractionary? (2006)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)Disagreement about Inflation Expectations (2003)The quest for prosperity without inflation (2003)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)Real Business Cycles (1983)Are Business Cycles All Alike? (1984)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)
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References

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  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
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  • 2001Measuring Business Cycles in Economic Time Series

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112 cited
  • 2003The comovement between real activity and prices in the G779 cited
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    • 2004Estimates of the Output Gap in Real Time: How well have we been doing?15 cited