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Models to date the business cycle: The Italian case
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Models to date the business cycle: The Italian case (2008)Models to date the business cycle: The It…Synchronization of cycles (2006)Synchronization of cyclesState-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (2000)State-Space Models with Regim…State-Space Models with Regime Switching (1999)State-Space Models with Regim…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…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 Cycles for G7 and European Countries (1997)Business Cycles for G7 and Eu…Measuring Business Cycles: A Modern Perspective (1996)Measuring Business Cycles: A …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…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …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…A Methodological Note on the Estimation of Time Series (1981)A Methodological Note on the …Measuring Business Cycles. (1947)Measuring Business Cycles.Measuring Business Cycles (1947)Measuring Business CyclesAutoregressive 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)New Indexes of Coincident and Leading Economic Indicators (1989)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)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)Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Modeling the price dynamics of CO2 emission allowances (2008)Order Flow, Transaction Clock, and Normality of Asset Returns (2000)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)Bond Risk Premiums with Machine Learning (2020)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)Evolving Post-World War II U.S. Inflation Dynamics (2001)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 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
  • 1947Measuring Business Cycles1,481 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 1991A probability model of the coincident economic indicators558 cited
  • 1998Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching470 cited
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  • 1994Measuring Business Cycles: A Modern Perspective363 cited
  • 1981A Methodological Note on the Estimation of Time Series355 cited
  • 1989Scoring the Leading Indicators351 cited
  • 1996Measuring Business Cycles: A Modern Perspective315 cited

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  • 1997Business Cycles for G7 and European Countries270 cited
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