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Tracking the Business Cycle of the Euro Area

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The Generalized Factor Model: Identification and Estimation

176 cited

Cited by

2016Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area89 cited
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2008A comprehensive German business cycle chronology36 cited
2016Measuring Financial Cycles with a Model-Based Filter: Empirical Evidence for the United States and the Euro Area36 cited
2020Measuring the Financial Cycle in South Africa31 cited
2006New Eurocoin: Tracking Economic Growth in Real Time29 cited
2012The information content of capacity utilization for detrending total factor productivity24 cited
2010A Multivariate Band-Pass Filter for Economic Time Series21 cited
2015Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis17 cited
2019An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity17 cited
2014Signal Extraction for Non‐Stationary Multivariate Time Series with Illustrations for Trend Inflation13 cited