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Decomposing the Co-Movement of the Business Cycle: A Time-Frequency Analysis of Growth Cycles in the Euro Area
16 references·14 citing·34 second hop
Decomposing the Co-Movement of the Business Cycle: A Time-Frequency Analysis of Growth Cycles in the Euro Area (2005)Decomposing the Co-Movement of the Busine…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…An Estimate of the Effect of Common Currencies on Trade and Income (2002)An Estimate of the Effect of …Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH (2001)Theoretical and Empirical pro…Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models (2000)Dynamic Conditional Correlati…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…International Real Business Cycles (1992)International Real Business C…Geography and Trade (1991)Geography and TradeA New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Market Structure and Foreign Trade (1986)Market Structure and Foreign …Market structure and foreign trade (1985)Market structure and foreign …Understanding business cycles (1977)Understanding business cyclesThe General Theory of Employment (1937)The General Theory of Employm…The General Theory of Employment, Interest and Money. 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References

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  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1991Geography and Trade6,102 cited
  • 1937The General Theory of Employment5,168 cited
  • 1986Market Structure and Foreign Trade3,035 cited
  • 1992International Real Business Cycles1,842 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 2002An Estimate of the Effect of Common Currencies on Trade and Income1,480 cited
  • 1977Understanding business cycles1,460 cited
  • 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH1,401 cited
  • 1985Market structure and foreign trade1,376 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
  • 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models

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1,108 cited

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  • 2008One Money, Several Cycles? Evaluation of European Business Cycles using Model-Based Cluster Analysis49 cited
  • 2005Banking Fragility and Distress: An Econometric Study of Macroeconomic Determinants48 cited
  • 2008Analyzing convergence and synchronicity of business and growth cycles in the euro area using cross recurrence plots32 cited
  • 2015Synchronization of business cycles and economic policy linkages in ASEAN27 cited
  • 2014The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand26 cited
  • 2007How Hard is the Euro Area Core? An Evaluation of Growth Cycles Using Wavelet Analysis25 cited
  • 2005Robust Monetary Policy in a Small Open Economy25 cited
  • 2010A New Approach to Analyzing Convergence and Synchronicity in Growth and Business Cycles: Cross Recurrence Plots and Quantification Analysis25 cited
  • 2017Banking Fragility and Distress: An Econometric Study of Macroeconomic Determinants25 cited
  • 2015Great moderation or “Will o’ the Wisp”? A time–frequency decomposition of GDP for the US and UK23 cited
  • 2017Do Islamic Stock Returns Hedge Against Inflation? A Wavelet Approach17 cited
  • 2015Euro Area Monetary and Fiscal Policy Tracking Design in the Time-Frequency Domain13 cited