Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Extracting Nonlinear Signals from Several Economic Indicators

16 references·13 citing·40 second hop

FromToDepth

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
1947Measuring Business Cycles1,481 cited
2009Real-Time Measurement of Business Conditions916 cited
2012Disentangling the Channels of the 2007–09 Recession838 cited
1991A probability model of the coincident economic indicators558 cited
1998Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching470 cited
1998An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching406 cited
1994Measuring Business Cycles: A Modern Perspective363 cited
2010Introducing the euro‐sting: Short‐term indicator of euro area growth353 cited
2000Moments of Markov switching models336 cited
2007A Comparison of the Real-Time Performance of Business Cycle Dating Methods334 cited
1996Measuring Business Cycles: A Modern Perspective315 cited
1994Inventories and the Three Phases of the Business Cycle290 cited
1999Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components203 cited
1995New index of coincident indicators: A multivariate Markov switching factor model approach

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

169 cited

2010Calling recessions in real time145 cited

Cited by

2015Measuring the dynamics of global business cycle connectedness71 cited
2013Firm Size and Judicial Efficacy: Evidence for the New Civil Procedures in Spain69 cited
2012The Recent Slowdown of Bank Lending in Spain: Are Supply-Side Factors Relevant?54 cited
2017Model averaging in Markov-switching models: Predicting national recessions with regional data52 cited
2015A state-dependent model for inflation forecasting39 cited
2018Markov-switching dynamic factor models in real time39 cited
2018Dynamic specification tests for dynamic factor models32 cited
2015Tests for serial dependence in static, non-Gaussian factor models31 cited
2021Factor extraction using Kalman filter and smoothing: This is not just another survey29 cited
2021Tracking weekly state-level economic conditions26 cited
2014Real-Time Forecasting US GDP from Small-Scale Factor Models17 cited
2019Business Cycle Dating and Forecasting with Real-Time Swiss GDP Data14 cited
2015Monitoring the world business cycle14 cited