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On the Periodic Structure of the Business Cycle
15 references·16 citing·36 second hop
On the Periodic Structure of the Business Cycle (1994)On the Periodic Structure of the Business…Issues Involved With the Seasonal Adjustment of Economic Time Series (2002)Issues Involved With the Seas…BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)BUSINESS CYCLE ASYMMETRY: A D…Business Cycle Durations and Postwar Stabilization of the U.S. Economy (1992)Business Cycle Durations and …Business Cycle Duration Dependence: A Parametric Approach (1991)Business Cycle Duration Depen…A Nonparametric Investigation of Duration Dependence in the American Business Cycle (1990)A Nonparametric Investigation…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…NBER macroeconomics annual 1987 (1989)NBER macroeconomics annual 19…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Seasonality and habit persistence in a life cycle model of consumption (1988)Seasonality and habit persist…The American Business Cycle: Continuity and Change. (1987)The American Business Cycle: …Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle (1986)Further Evidence on the Asymm…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Measuring Business Cycles. (1948)Measuring Business Cycles.Measuring Business Cycles. (1947)Measuring Business Cycles.Statistical Indicators of Cyclical Revivals (1938)Statistical Indicators of Cyc…Regime switching model of US crude oil and stock market prices: 1859 to 2013 (2015)Regime switching model of US …A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates (2015)A regime-dependent assessment…Mixed-Frequency Vector Autoregressive Models (2013)Mixed-Frequency Vector Autore…Macroeconomics and the Reality of Mixed Frequency Data (2012)Macroeconomics and the Realit…The exchange rate and macroeconomic determinants: Time-varying transitional dynamics (2011)The exchange rate and macroec…Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models (2011)Evaluating the carbon-macroec…A model of carbon price interactions with macroeconomic and energy dynamics (2011)A model of carbon price inter…Periodic Time Series Models (2004)Periodic Time Series ModelsOn detecting and modeling periodic correlation in financial data (2004)On detecting and modeling per…Long Swings in Exchange Rates (2004)Long Swings in Exchange RatesThe business cycle effects of Christmas (2002)The business cycle effects of…Does seasonality influence the dating of business cycle turning points? (1999)Does seasonality influence th…Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths (1999)Bayesian Analysis of an Unobs…A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP (1998)A comparison of the forecast …RECENT ADVANCES IN MODELLING SEASONALITY (1996)RECENT ADVANCES IN MODELLING …Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production SeriesDoes Seasonality Change over …Autoregressive 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)The Determinants of Credit Spread Changes (2001)Analysis of Financial Time Series (2006)Asymmetric relationship between carbon emission trading market and stock market: Evidences from China (2020)The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021)Is Price Commitment a Better Solution to Control Carbon Emissions and Promote Technology Investment? (2022)The General Theory of Employment, Interest and Money. (1936)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach (1999)Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003)How Business Cycles Contribute to Private-Label Success: Evidence from the United States and Europe (2006)The General Theory of Employment (1937)Short-run equilibrium dynamics of unemployment vacancies, and real wages (1985)Rational-expectations econometric analysis of changes in regime (1988)Detrending and business cycle facts (1998)Costly capital reallocation and the effects of government spending (1998)Inferential Theory for Factor Models of Large Dimensions (2003)How do house prices affect consumption? Evidence from micro data (2006)The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Measuring the Output Responses to Fiscal Policy (2012)Real Business Cycles (1983)Are Business Cycles All Alike? (1984)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)Business cycle durations (1998)Booms and Slumps in World Commodity Prices (1999)The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability (2002)Order Flow, Transaction Clock, and Normality of Asset Returns (2000)Bond Risk Premiums with Machine Learning (2020)Public policies, pressure groups, and dead weight costs (1985)Do recessions permanently change output? (1993)A method for taking models to the data (2003)
this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1989NBER macroeconomics annual 1987923 cited
  • 1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
  • 1948Measuring Business Cycles.563 cited
  • 1987The American Business Cycle: Continuity and Change.453 cited
  • 1947Measuring Business Cycles.410 cited
  • 1992Business Cycle Durations and Postwar Stabilization of the U.S. Economy258 cited
  • 2002Issues Involved With the Seasonal Adjustment of Economic Time Series249 cited
  • 1990A Nonparametric Investigation of Duration Dependence in the American Business Cycle227 cited
  • 1986Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle222 cited
  • 1988Seasonality and habit persistence in a life cycle model of consumption205 cited
  • 1938Statistical Indicators of Cyclical Revivals145 cited
  • 1991Business Cycle Duration Dependence: A Parametric Approach137 cited

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Cited by

  • 2011A model of carbon price interactions with macroeconomic and energy dynamics262 cited
  • 1998A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP218 cited
  • 2004Periodic Time Series Models183 cited
  • 2015Regime switching model of US crude oil and stock market prices: 1859 to 2013166 cited
  • 2015A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates92 cited
  • 2004On detecting and modeling periodic correlation in financial data85 cited
  • 2012Macroeconomics and the Reality of Mixed Frequency Data73 cited
  • 2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models72 cited
  • 1996RECENT ADVANCES IN MODELLING SEASONALITY71 cited
  • n.d.Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series58 cited
  • 2013Mixed-Frequency Vector Autoregressive Models48 cited
  • 2002The business cycle effects of Christmas32 cited
  • 2004Long Swings in Exchange Rates32 cited
  • 2011The exchange rate and macroeconomic determinants: Time-varying transitional dynamics31 cited
  • 1999Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths26 cited
  • 1999Does seasonality influence the dating of business cycle turning points?25 cited