SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Cycle Extraction: A Comparison of the Phase-Average Trend Method, the Hodrick-Prescott and Christiano-Fitzgerald Filters
8 references·7 citing·38 second hop
Cycle Extraction: A Comparison of the Phase-Average Trend Method, the Hodrick-Prescott and Christiano-Fitzgerald Filters (2011)Cycle Extraction: A Comparison of the Pha…Time series decomposition and measurement of business cycles, trends and growth cycles (2006)Time series decomposition and…A comparison of two business cycle dating methods (2003)A comparison of two business …Time Series Decomposition and Measurement of Business Cycles, Trends and Growth Cycles (2002)Time Series Decomposition and…The Unreliability of Output-Gap Estimates in Real Time (2002)The Unreliability of Output-G…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series (1995)Measuring Business Cycles App…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Beyond financial deepening: Rethinking the finance-growth relationship in an uneven world (2022)Beyond financial deepening: R…Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China (2021)Dynamic connectedness among m…The Italian economic stagnation in a Kaldorian theoretical perspective (2017)The Italian economic stagnati…THE COMPOSITE LEADING INDICATOR FOR GERMAN BUSINESS CYCLE (2017)THE COMPOSITE LEADING INDICAT…Dating business cycles in India (2017)Dating business cycles in Ind…A novel hybrid model based on Hodrick–Prescott filter and support vector regression algorithm for optimizing stock market price prediction (2017)A novel hybrid model based on…Wahania cykliczne w Polsce i strefie euro (2012)Wahania cykliczne w Polsce i …Detrending, stylized facts and the business cycle (1993)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)Measuring Business Cycles (1947)Dissecting the cycle: a methodological investigation (2002)Stock market cycles, financial liberalization and volatility (2003)Financial Cycles: What? How? When? (2011)Recessions, recoveries and regional resilience: evidence on Italy (2014)Trends and random walks in macroeconmic time series (1982)Forecasting, Structural Time Series Models and the Kalman Filter (1990)EU Productivity and Competitiveness: An Industry Perspective Can Europe Resume the Catching-up Process? (2003)Decomposing the Co-Movement of the Business Cycle: A Time-Frequency Analysis of Growth Cycles in the Euro Area (2005)Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)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)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Introduction to Time Series and Forecasting (2002)Indonesian Stock Price Prediction including Covid19 Era Using Decision Tree Regression (2020)POLITICAL ASPECTS OF FULL EMPLOYMENT1 (1943)The Rise and Decline of Nations: Economic Growth, Stagflation, and Social Rigidities (1982)Inference in Linear Time Series Models with some Unit Roots (1990)Autonomous demand and technical change: exploring the Kaldor–Verdoorn law on a global level (2023)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)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Let's take a break: Trends and cycles in US real GDP (2009)International tourism demand and the business cycle (2011)Hysteresis and Business Cycles (2023)
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
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 1995Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series729 cited
  • 2003A comparison of two business cycle dating methods294 cited
  • 2006Time series decomposition and measurement of business cycles, trends and growth cycles210 cited
  • 2002Time Series Decomposition and Measurement of Business Cycles, Trends and Growth Cycles85 cited

Cited by

  • 2017A novel hybrid model based on Hodrick–Prescott filter and support vector regression algorithm for optimizing stock market price prediction40 cited
  • 2017The Italian economic stagnation in a Kaldorian theoretical perspective31 cited
  • 2021Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China24 cited
  • 2017Dating business cycles in India22 cited
  • 2012Wahania cykliczne w Polsce i strefie euro20 cited
  • 2017THE COMPOSITE LEADING INDICATOR FOR GERMAN BUSINESS CYCLE20 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2022Beyond financial deepening: Rethinking the finance-growth relationship in an uneven world16 cited