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Two Probabilistic Cyclical Turning Point Indicators for the French Economy (Deux Indicateurs Probabilistes de Retournement Cyclique Pour L’Économie Française) (French)
16 references·6 citing·42 second hop
Two Probabilistic Cyclical Turning Point Indicators for the French Economy (Deux Indicateurs Probabilistes de Retournement Cyclique Pour L’Économie Française) (French) (2010)Two Probabilistic Cyclical Turning Point …The Impact of Financial Constraints on Innovation: What Can Be Learned from a Direct Measure? (2010)The Impact of Financial Const…Price Setting in the Euro Area: Some Stylised Facts from Individual Producer Price Data (2007)Price Setting in the Euro Are…Time series decomposition and measurement of business cycles, trends and growth cycles (2006)Time series decomposition and…Synchronization of cycles (2006)Synchronization of cyclesDSGE Models in a Data-Rich Environment (2006)DSGE Models in a Data-Rich En…Business Cycle Asymmetries (2003)Business Cycle AsymmetriesMarkov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (1997)Markov-Switching Vector Autor…A nonlinear approach to US GNP (1995)A nonlinear approach to US GNPPredicting cyclical turning points with leading index in a markov switching model (1994)Predicting cyclical turning p…Inventories and the Three Phases of the Business Cycle (1994)Inventories and the Three Pha…Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth (1994)Duration-Dependent Transition…Business-Cycle Phases and Their Transitional Dynamics (1994)Business-Cycle Phases and The…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Optimal prediction of cyclical downturns (1982)Optimal prediction of cyclica…Measuring Business Cycles (1947)Measuring Business CyclesSwitching Varma Term Structure Models - Extended Version (2010)Switching Varma Term Structur…Sticky Wages - Evidence from Quarterly Microeconomic Data (2010)Sticky Wages - Evidence from …Domestic Savings and Foreign Capital: The Complementarity Channel (2010)Domestic Savings and Foreign …Stress testing and corporate finance (2008)Stress testing and corporate …On Policy Interactions Among Nations: When Do Cooperation and Commitment Matter? (2008)On Policy Interactions Among …Multi-Lag Term Structure Models with Stochastic Risk Premia (2007)Multi-Lag Term Structure Mode…Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Sample Splitting and Threshold Estimation (2000)Spatial Market Integration in the Presence of Threshold Effects (2001)Analysis of Financial Time Series (2006)New Indexes of Coincident and Leading Economic Indicators (1989)The federal funds rate and the channels of monetary transmission (1989)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Stock market volatility and the business cycle (1996)Vulnerable Growth (2019)Trends and random walks in macroeconmic time series (1982)Aggregate Demand and Long-Run Unemployment (1999)Stock Market Risk and Return: An Equilibrium Approach (2000)A simple framework for analysing bull and bear markets (2002)International Real Business Cycles (1992)Automatic Lag Selection in Covariance Matrix Estimation (1994)Dissecting the cycle: a methodological investigation (2002)A Comparison of the Real-Time Performance of Business Cycle Dating Methods (2007)Similarities and convergence in G-7 cycles (2007)Business cycle synchronization and the Euro: A wavelet analysis (2011)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 (1937)Short-run equilibrium dynamics of unemployment vacancies, and real wages (1985)Rational-expectations econometric analysis of changes in regime (1988)Detrending and business cycle facts (1998)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)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)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Identifying Bull and Bear Markets in Stock Returns (2000)Regime Changes and Financial Markets (2012)Understanding business cycles (1977)Can News About the Future Drive the Business Cycle? (2006)The European business cycle (2003)Modelling Nonlinear Economic Time Series (2010)Regime switching models (2010)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1947Measuring Business Cycles1,481 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
  • 1997Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis761 cited
  • 1995A nonlinear approach to US GNP562 cited
  • 2006Synchronization of cycles406 cited
  • 1994Inventories and the Three Phases of the Business Cycle290 cited
  • 1994Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth288 cited
  • 2006Time series decomposition and measurement of business cycles, trends and growth cycles210 cited
  • 1982Optimal prediction of cyclical downturns204 cited
  • 2003Business Cycle Asymmetries148 cited
  • 2010The Impact of Financial Constraints on Innovation: What Can Be Learned from a Direct Measure?132 cited
  • 2006DSGE Models in a Data-Rich Environment113 cited
  • 1994Predicting cyclical turning points with leading index in a markov switching model112 cited

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  • 2007Price Setting in the Euro Area: Some Stylised Facts from Individual Producer Price Data93 cited
  • Cited by

    • 2010Sticky Wages - Evidence from Quarterly Microeconomic Data75 cited
    • 2008Stress testing and corporate finance40 cited
    • 2008On Policy Interactions Among Nations: When Do Cooperation and Commitment Matter?37 cited
    • 2010Switching Varma Term Structure Models - Extended Version25 cited
    • 2010Domestic Savings and Foreign Capital: The Complementarity Channel24 cited
    • 2007Multi-Lag Term Structure Models with Stochastic Risk Premia22 cited