SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Detecting Cyclical Turning Points
16 references·5 citing·34 second hop
Detecting Cyclical Turning Points (2004)Detecting Cyclical Turning PointsFurther Evidence on Business Cycle Duration Dependence (2020)Further Evidence on Business …Dating the Euro Area Business Cycle (2003)Dating the Euro Area Business…A comparison of two business cycle dating methods (2003)A comparison of two business …7. Regime Switching with Time-Varying Transition Probabilities (1999)7. Regime Switching with Time…Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching (1998)Business Cycle Turning Points…Business cycle durations (1998)Business cycle durationsMarkov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (1997)Markov-Switching Vector Autor…Markov-Switching Vector Autoregressions (1997)Markov-Switching Vector Autor…Measuring Business Cycles: A Modern Perspective (1994)Measuring Business Cycles: A …Inventories and the Three Phases of the Business Cycle (1994)Inventories and the Three Pha…Business-Cycle Phases and Their Transitional Dynamics (1994)Business-Cycle Phases and The…A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience (1992)A Procedure for Predicting Re…Scoring the Leading Indicators (1989)Scoring the Leading IndicatorsA New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Scoring Rules and the Evaluation of Probability Assessors (1969)Scoring Rules and the Evaluat…Measuring Business Cycles (1947)Measuring Business CyclesA World Trade Leading Index (WTLI) (2015)A World Trade Leading Index (…Identification of Slowdowns and Accelerations for the Euro Area Economy* (2011)Identification of Slowdowns a…Identifying business cycle turning points with sequential Monte Carlo methods: an online and real‐time application to the Euro area (2009)Identifying business cycle tu…Cykl koniunkturalny w Polsce. Wnioski z modeli Markowa (2009)Cykl koniunkturalny w Polsce.…Business cycle analysis with multivariate Markov switching models (2004)Business cycle analysis with …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)Measurement Without Theory (1947)A New Vector Partition of the Probability Score (1973)Are Economic Time Series Asymmetric over the Business Cycle? (1984)Forecasting Output with the Composite Leading Index: A Real-Time Analysis (1991)Predicting the bear stock market: Macroeconomic variables as leading indicators (2008)Predicting U.S. Recessions with Dynamic Binary Response Models (2008)New Indexes of Coincident and Leading Economic Indicators (1989)The federal funds rate and the channels of monetary transmission (1989)Stock market volatility and the business cycle (1996)Vulnerable Growth (2019)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)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)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)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Regime Changes and Financial Markets (2012)Chapter 10 Forecasting with Many Predictors (2006)Dynamic Factor Models (2012)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Understanding business cycles (1977)Can News About the Future Drive the Business Cycle? (2006)Modelling Nonlinear Economic Time Series (2010)Regime switching models (2010)Time-varying short-horizon predictability☆ (2010)
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
  • 1947Measuring Business Cycles1,481 cited
  • 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
  • 1997Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis761 cited
  • 1997Markov-Switching Vector Autoregressions583 cited
  • 1998Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching470 cited
  • 19997. Regime Switching with Time-Varying Transition Probabilities450 cited
  • 1994Measuring Business Cycles: A Modern Perspective363 cited
  • 1989Scoring the Leading Indicators351 cited
  • 2003A comparison of two business cycle dating methods294 cited
  • 1994Inventories and the Three Phases of the Business Cycle290 cited
  • 1992A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience276 cited
  • 1969Scoring Rules and the Evaluation of Probability Assessors270 cited
  • 1998Business cycle durations260 cited
  • 2003Dating the Euro Area Business Cycle108 cited

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

  • 2020Further Evidence on Business Cycle Duration Dependence107 cited
  • Cited by

    • 2004Business cycle analysis with multivariate Markov switching models38 cited
    • 2011Identification of Slowdowns and Accelerations for the Euro Area Economy*29 cited
    • 2009Identifying business cycle turning points with sequential Monte Carlo methods: an online and real‐time application to the Euro area23 cited
    • 2015A World Trade Leading Index (WTLI)12 cited
    • 2009Cykl koniunkturalny w Polsce. Wnioski z modeli Markowa12 cited