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Tracking the US business cycle with a singular spectrum analysis · Study

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ArticleTracking the US business cycle with a singular spectrum analysis

Miguel de Carvalho2011

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Articlebronze2011

Tracking the US business cycle with a singular spectrum analysis

Miguel de Carvalho · Paulo Canas Rodrigues · António Rua

55 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Complex Systems and Time Series Analysis Statistical and numerical algorithms

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References

1997Postwar U.S. Business Cycles: An Empirical Investigation 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations 1999The Band Pass Filter 1947Measuring Business Cycles 2002The Unreliability of Output-Gap Estimates in Real Time 1998Business Cycle Fluctuations in U.S. Macroeconomic Time Series 2003General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series

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2016Real-time nowcasting the US output gap: Singular spectrum analysis at work 2021Singular spectrum analysis for real-time financial cycles measurement 2015The role of oscillatory modes in US business cycles

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Year2011

Typearticle

Published2011-09-16

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations55

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.econlet.2011.09.007

openalex_workW2040701422

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