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Tracking the US business cycle with a singular spectrum analysis
11 references·3 citing·36 second hop
Tracking the US business cycle with a singular spectrum analysis (2011)Tracking the US business cycle with a sin…Measuring business cycles: A wavelet analysis of economic time series (2008)Measuring business cycles: A …Forecasting European industrial production with singular spectrum analysis (2008)Forecasting European industri…Tracking the Business Cycle of the Euro Area (2006)Tracking the Business Cycle o…General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series (2003)General Model-Based Filters f…The Unreliability of Output-Gap Estimates in Real Time (2002)The Unreliability of Output-G…On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)On Adjusting the Hodrick-Pres…The Band Pass Filter (1999)The Band Pass FilterMeasuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Business Cycle Fluctuations in U.S. Macroeconomic Time Series (1998)Business Cycle Fluctuations i…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Measuring Business Cycles (1947)Measuring Business CyclesSingular spectrum analysis for real-time financial cycles measurement (2021)Singular spectrum analysis fo…Real-time nowcasting the US output gap: Singular spectrum analysis at work (2016)Real-time nowcasting the US o…The role of oscillatory modes in US business cycles (2015)The role of oscillatory modes…Detrending, stylized facts and the business cycle (1993)Disagreement about Inflation Expectations (2003)The quest for prosperity without inflation (2003)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Has the Business Cycle Changed and Why? (2002)The US Wage Phillips Curve across Frequencies and over Time* (2011)Wavelet-based evidence of the impact of oil prices on stock returns (2013)Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains (2018)Testing the equality of prediction mean squared errors (1997)Forecasting with artificial neural networks: (1998)Tests for Forecast Encompassing (1998)A review on singular spectrum analysis for economic and financial time series (2010)Forecasting U.S. Tourist arrivals using optimal Singular Spectrum Analysis (2014)A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts (2015)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)Measuring Uncertainty (2015)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Are Technology Improvements Contractionary? (2006)Fiscal Volatility Shocks and Economic Activity (2015)Time to Build and Aggregate Fluctuations (1982)Stories of the Twentieth Century for the Twenty-First (2012)Uncertainty, Financial Frictions, and Investment Dynamics (2014)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)The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time (2005)Trends and cycles in economic time series: A Bayesian approach (2006)Let's take a break: Trends and cycles in US real GDP (2009)Dualism and Macroeconomic Volatility (1999)Government size, composition, volatility and economic growth (2010)New Eurocoin: Tracking Economic Growth in Real Time (2010)Understanding business cycles (1977)Dissecting the cycle: a methodological investigation (2002)Can News About the Future Drive the Business Cycle? (2006)
this work references cited by second hop

References

  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations1,986 cited
  • 1999The Band Pass Filter1,909 cited
  • 1947Measuring Business Cycles1,481 cited
  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 1998Business Cycle Fluctuations in U.S. Macroeconomic Time Series418 cited
  • 2003General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series292 cited
  • 2008Forecasting European industrial production with singular spectrum analysis270 cited
  • 2008Measuring business cycles: A wavelet analysis of economic time series133 cited
  • 2006Tracking the Business Cycle of the Euro Area88 cited

Cited by

  • 2016Real-time nowcasting the US output gap: Singular spectrum analysis at work45 cited
  • 2021Singular spectrum analysis for real-time financial cycles measurement26 cited
  • 2015The role of oscillatory modes in US business cycles23 cited

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