Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Trends and cycles in economic time series: A Bayesian approach

12 references·16 citing·39 second hop

FromToDepth

this work references cited by second hop

References

1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
2002Dissecting the cycle: a methodological investigation1,504 cited
1947Measuring Business Cycles1,481 cited
1993Detrending, stylized facts and the business cycle1,202 cited
2002The Unreliability of Output-Gap Estimates in Real Time944 cited
1990Lectures on Macroeconomics.924 cited
1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
1994Estimating Potential Output as a Latent Variable452 cited
2003General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series292 cited
2003Cyclical Properties of Baxter-King Filtered Time Series136 cited

Cited by

2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter123 cited
2015The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area110 cited
2016

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

An Inflation-Predicting Measure of the Output Gap in the Euro Area

102 cited

2018A menu on output gap estimation methods97 cited

2006Chapter 7 Forecasting with Unobserved Components Time Series Models91 cited

2010Modelling the Phillips curve with unobserved components72 cited

2006Why Has U.S. Inflation Become Harder to Forecast65 cited

2020A Model of the Fed's View on Inflation64 cited

2016Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter55 cited

2008The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics55 cited

2010Extracting a robust US business cycle using a time‐varying multivariate model‐based bandpass filter48 cited

2019IS BUSINESS CYCLE ASYMMETRY INTRINSIC IN INDUSTRIALIZED ECONOMIES?41 cited

2011Modelling Italian Potential Output and the Output Gap33 cited

2016Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter33 cited

2011Under/Over-Valuation of the Stock Market and Cyclically Adjusted Earnings29 cited

2008Real time representation of the UK output gap in the presence of model uncertainty27 cited