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Stylized facts of prices and interest rates over the business cycle
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Stylized facts of prices and interest rates over the business cycle (2009)Stylized facts of prices and interest rat…The Band Pass Filter (1999)The Band Pass FilterMeasuring 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:…Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research (1995)Effects of the Hodrick-Presco…Stylized facts of business cycles in the G7 from a real business cycles perspective (1994)Stylized facts of business cy…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Business Cycles: Theory, History, Indicators, and Forecasting. (1993)Business Cycles: Theory, Hist…International Evidence on the Historical Properties of Business Cycles (1991)International Evidence on the…Business Cycles: Real Facts and a Monetary Myth (1990)Business Cycles: Real Facts a…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Theory ahead of business-cycle measurement (1986)Theory ahead of business-cycl…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Understanding business cycles (1977)Understanding business cyclesMeasuring Business Cycles (1947)Measuring Business CyclesA Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)A Theory of the Consumption Function (1960)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Risk, Uncertainty and Profit (1921)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Irreversibility, Uncertainty, and Cyclical Investment (1980)The Network Origins of Aggregate Fluctuations (2012)Technical Change and the Aggregate Production Function (1957)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Business conditions and expected returns on stocks and bonds (1989)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Macroeconomics and Reality (1980)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)A Contribution to the Theory of Economic Growth (1956)Time to Build and Aggregate Fluctuations (1982)Agency Costs, Net Worth, And Business Fluctuations (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)The Unreliability of Output-Gap Estimates in Real Time (2002)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)Co-Integration and Error-Correction: Representation, Estimation, and Testing (2008)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1982Trends and random walks in macroeconmic time series4,708 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 1999The Band Pass Filter1,909 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1986Theory ahead of business-cycle measurement1,663 cited
  • 1947Measuring Business Cycles1,531 cited
  • 1977Understanding business cycles1,460 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
  • 1990Business Cycles: Real Facts and a Monetary Myth841 cited
  • 1991International Evidence on the Historical Properties of Business Cycles823 cited
  • 1993Business Cycles: Theory, History, Indicators, and Forecasting.

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339 cited
  • 1994Stylized facts of business cycles in the G7 from a real business cycles perspective293 cited
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