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POTENTIAL OUTPUT AND THE OUTPUT GAP IN LUXEMBOURG : SOME ALTERNATIVE METHODS
16 references·0 citing·36 second hop
POTENTIAL OUTPUT AND THE OUTPUT GAP IN LUXEMBOURG : SOME ALTERNATIVE METHODS (2002)POTENTIAL OUTPUT AND THE OUTPUT GAP IN LU…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…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Detrending and business cycle facts (1998)Detrending and business cycle…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research (1995)Effects of the Hodrick-Presco…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyDetrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Unemployment: macroeconomic performance and the labour market (1992)Unemployment: macroeconomic p…A Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Testing for Common Trends (1988)Testing for Common TrendsA 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…Macroeconomics and Reality (1980)Macroeconomics and RealityMeasuring Business Cycles (1947)Measuring Business CyclesAggregate Dynamics and Staggered Contracts (1980)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Trends and random walks in macroeconmic time series (1982)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Generalized impulse response analysis in linear multivariate models (1998)A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The Band Pass Filter (1999)Measuring Uncertainty (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)Looking into the Black Box: A Survey of the Matching FunctionSocial Foundations of Postindustrial Economies (1999)An Introduction to Varieties of Capitalism (2001)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1992Unemployment: macroeconomic performance and the labour market3,291 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1988Trends and random walks in macroeconomic time series2,433 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
  • 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations1,986 cited
  • 1988Testing for Common Trends1,894 cited
  • 1947Measuring Business Cycles1,481 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 1998Detrending and business cycle facts922 cited
  • 1992A Simple Nonparametric Test of Predictive Performance897 cited

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1995
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research
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