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DATING THE ITALIAN BUSINESS CYCLE: A COMPARISON OF PROCEDURES
11 references·1 citing·41 second hop
DATING THE ITALIAN BUSINESS CYCLE: A COMPARISON OF PROCEDURES (2003)DATING THE ITALIAN BUSINESS CYCLE: A COMP…Forecasting industrial production and the early detection of turning points (2004)Forecasting industrial produc…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching (1998)An Econometric Characterizati…Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (1997)Markov-Switching Vector Autor…New index of coincident indicators: A multivariate Markov switching factor model approach (1995)New index of coincident indic…Measuring Business Cycles: A Modern Perspective (1994)Measuring Business Cycles: A …Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…A probability model of the coincident economic indicators (1991)A probability model of the co…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Optimal prediction of cyclical downturns (1982)Optimal prediction of cyclica…Measuring Business Cycles (1947)Measuring Business CyclesBusiness Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013 (2017)Business Cycles, Credit Cycle…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)A Contribution to the Theory of the Trade Cycle (1951)Scoring the Leading Indicators (1989)Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures (1993)What Do the Leading Indicators Lead? (1996)The federal funds rate and the channels of monetary transmission (1989)Forecasting, Structural Time Series Models and the Kalman Filter (1990)A Coincident Index, Common Factors, and Monthly Real GDP* (2009)Regime switching model of US crude oil and stock market prices: 1859 to 2013 (2015)Global and country-specific geopolitical risk uncertainty and stock return of fragile emerging economies (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)A test for independence based on the correlation dimension (1996)Critical market crashes (2003)A Comparison of the Real-Time Performance of Business Cycle Dating Methods (2007)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)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Forecasting inflation (1999)Forecasting Output and Inflation: The Role of Asset Prices (2003)Macroeconomics and Reality (1980)The European business cycle (2003)Capital Flow Bonanzas: An Encompassing View of the Past and Present (2008)Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve (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)Understanding business cycles (1977)Dissecting the cycle: a methodological investigation (2002)Can News About the Future Drive the Business Cycle? (2006)Macro Factors in Bond Risk Premia (2009)A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Modelling Nonlinear Economic Time Series (2010)Regime switching models (2010)
this work references cited by second hop

References

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  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
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Cited by

  • 2017Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-201315 cited

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