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Estimating output gaps in Asia: A cross-country study
14 references·7 citing·37 second hop
Estimating output gaps in Asia: A cross-country study (2003)Estimating output gaps in Asia: A cross-c…Output gaps and monetary policy in the EMU area (1999)Output gaps and monetary poli…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Monetary policy rules in practice (1998)Monetary policy rules in prac…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Estimating Potential Output as a Latent Variable (1994)Estimating Potential Output a…Low frequency filtering and real business cycles (1993)Low frequency filtering and r…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Leading economic indicators: new approaches and forecasting records (1991)Leading economic indicators: …Leading Economic Indicators (1991)Leading Economic IndicatorsA 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 …Trend reversion in real output and unemployment (1989)Trend reversion in real outpu…Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…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…Exchange rate misalignments at world and European levels: A FEER approach (2010)Exchange rate misalignments a…Reserve accumulation and monetary sterilization in Singapore and Taiwan (2009)Reserve accumulation and mone…Managing the Monetary Consequences of Reserve Accumulation in Emerging Asia (2008)Managing the Monetary Consequ…Business cycle fluctuations in Japanese macroeconomic time series: 1980–2000 (2008)Business cycle fluctuations i…Output Gaps and Inflation in Mainland China (2007)Output Gaps and Inflation in …Output gaps and inflation in Mainland China (2005)Output gaps and inflation in …Internal and external shocks in Hong Kong: Empirical evidence and policy options (2005)Internal and external shocks …A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model (1998)The robustness of Okun's law: Evidence from OECD countries (2000)Whither Monetary and Financial Stability? The Implications of Evolving Policy Regimes (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Trends and random walks in macroeconmic time series (1982)Are Output Fluctuations Transitory? (1987)Common stochastic trends in international stock markets (1992)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?Time to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconomic time series (1988)International Financial Adjustment (2007)Stories of the Twentieth Century for the Twenty-First (2012)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)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)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Macro Factors in Bond Risk Premia (2009)A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)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

  • 1993Discretion versus policy rules in practice9,059 cited
  • 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
  • 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
  • 1998Monetary policy rules in practice2,206 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1993Low frequency filtering and real business cycles757 cited
  • 1991A probability model of the coincident economic indicators558 cited
  • 1994Estimating Potential Output as a Latent Variable452 cited
  • 1991Leading Economic Indicators217 cited
  • 1989Trend reversion in real output and unemployment216 cited
  • 1999Output gaps and monetary policy in the EMU area175 cited
  • 1991Leading economic indicators: new approaches and forecasting records153 cited

Cited by

  • 2010Exchange rate misalignments at world and European levels: A FEER approach

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54 cited
  • 2008Managing the Monetary Consequences of Reserve Accumulation in Emerging Asia42 cited
  • 2005Output gaps and inflation in Mainland China34 cited
  • 2009Reserve accumulation and monetary sterilization in Singapore and Taiwan23 cited
  • 2005Internal and external shocks in Hong Kong: Empirical evidence and policy options14 cited
  • 2007Output Gaps and Inflation in Mainland China13 cited
  • 2008Business cycle fluctuations in Japanese macroeconomic time series: 1980–200010 cited