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Duration of Business Cycles
16 references·8 citing·36 second hop
Duration of Business Cycles (2006)Duration of Business CyclesDissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…The Band Pass Filter (1999)The Band Pass FilterMeasuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series (1995)Measuring Business Cycles App…Low frequency filtering and real business cycles (1993)Low frequency filtering and r…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Are Output Fluctuations Transitory? (1987)Are Output Fluctuations Trans…Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…Theory ahead of business-cycle measurement (1986)Theory ahead of business-cycl…Trends and Cycles in Macroeconomic Time Series (1985)Trends and Cycles in Macroeco…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…A 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…Measuring Business Cycles (1947)Measuring Business CyclesEconomic sentiment indicators and their prediction capabilities in business cycles of EU countries (2023)Economic sentiment indicators…Tourism and Economic Globalization: An Emerging Research Agenda (2017)Tourism and Economic Globaliz…Research on the Credit Cycle and Business Cycle with a Focus on Ten States from Central, Eastern, and Southeastern Europe (2014)Research on the Credit Cycle …The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro‐Cyclicality (2013)The Nature of Financial and R…The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality (2012)The Nature of Financial and R…Stylized Facts for Business Cycles in Turkey (2012)Stylized Facts for Business C…Fiscal Policy Reaction to the Cycle in the OECD: Pro- or Counter-Cyclical? (2012)Fiscal Policy Reaction to the…Cronología de los ciclos de negocios recientes en Colombia (2008)Cronología de los ciclos de n…Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)King Charles I (1981)Growth Dynamics: The Myth of Economic Recovery (2008)When Credit Bites Back (2013)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)A Contribution to the Theory of Economic Growth (1956)Understanding business cycles (1977)Time to Build and Aggregate Fluctuations (1982)Agency Costs, Net Worth, And Business Fluctuations (1988)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Postwar U.S. Business Cycles: An Empirical Investigation (1997)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Are Technology Improvements Contractionary? (2006)Fiscal Volatility Shocks and Economic Activity (2015)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Can News About the Future Drive the Business Cycle? (2006)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 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
  • 1999The Band Pass Filter1,909 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 1986Theory ahead of business-cycle measurement1,663 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 1947Measuring Business Cycles1,481 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1987Are Output Fluctuations Transitory?811 cited
  • 1993Low frequency filtering and real business cycles757 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 1995Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series

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729 cited
  • 1985Trends and Cycles in Macroeconomic Time Series688 cited
  • Cited by

    • 2017Tourism and Economic Globalization: An Emerging Research Agenda130 cited
    • 2012Fiscal Policy Reaction to the Cycle in the OECD: Pro- or Counter-Cyclical?77 cited
    • 2008Cronología de los ciclos de negocios recientes en Colombia22 cited
    • 2013The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro‐Cyclicality20 cited
    • 2012Stylized Facts for Business Cycles in Turkey17 cited
    • 2012The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality16 cited
    • 2014Research on the Credit Cycle and Business Cycle with a Focus on Ten States from Central, Eastern, and Southeastern Europe14 cited
    • 2023Economic sentiment indicators and their prediction capabilities in business cycles of EU countries13 cited