SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Assesing Hp Filter Performance for Argentina and U.S. Macro Aggregates
16 references·1 citing·38 second hop
Assesing Hp Filter Performance for Argentina and U.S. Macro Aggregates (2000)Assesing Hp Filter Performance for Argent…Journal of Economic Dynamics and Control (2013)Journal of Economic Dynamics …Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Serial Correlation as a Conve…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…Dynamic Econometrics (1995)Dynamic EconometricsNonstationary Time Series Analysis and Cointegration (1994)Nonstationary Time Series Ana…Low frequency filtering and real business cycles (1993)Low frequency filtering and r…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Theory ahead of business-cycle measurement (1986)Theory ahead of business-cycl…Journal of Monetary Economics (1986)Journal of Monetary EconomicsTrends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION (2011)CURRENCY UNION, FREE-TRADE AR…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)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Production, growth and business cycles (1988)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)The Unreliability of Output-Gap Estimates in Real Time (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Technical Change and the Aggregate Production Function (1957)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)Measuring Uncertainty (2015)A Contribution to the Theory of Economic Growth (1956)Agency Costs, Net Worth, And Business Fluctuations (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Dissecting the cycle: a methodological investigation (2002)How do business and financial cycles interact? (2011)A General Equilibrium Approach To Monetary Theory (1969)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Technological Innovation, Resource Allocation, and Growth* (2017)Tests For Unit Roots: A Monte Carlo Investigation (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Forecasting inflation (1999)Forecasting Output and Inflation: The Role of Asset Prices (2003)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1982Trends and random walks in macroeconmic time series4,708 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,148 cited
  • 1988Trends and random walks in macroeconomic time series2,454 cited
  • 1986Theory ahead of business-cycle measurement1,663 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 1995Dynamic Econometrics1,199 cited
  • 1998Detrending and business cycle facts922 cited
  • 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
  • 2013Journal of Economic Dynamics and Control864 cited
  • 1993Low frequency filtering and real business cycles757 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England438 cited
  • 1994Nonstationary Time Series Analysis and Cointegration

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

284 cited
  • 1986Journal of Monetary Economics203 cited
  • Cited by

    • 2011CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION20 cited