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Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods
12 references·16 citing·48 second hop
Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods (2000)Measuring business cycles with a dynamic …Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching (1998)Business Cycle Turning Points…Asymmetric business cycles: Theory and time-series evidence (1997)Asymmetric business cycles: T…Measuring Business Cycles: A Modern Perspective (1994)Measuring Business Cycles: A …Business-Cycle Analysis With a Markov-Switching Model (1993)Business-Cycle Analysis With …BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)BUSINESS CYCLE ASYMMETRY: A D…A probability model of the coincident economic indicators (1991)A probability model of the co…A Nonparametric Investigation of Duration Dependence in the American Business Cycle (1990)A Nonparametric Investigation…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Coordinating Coordination Failures in Keynesian Models (1988)Coordinating Coordination Fai…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle (1986)Further Evidence on the Asymm…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy (2017)A Markov Switching Factor‐Aug…Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area (2013)Evaluation of Regime Switchin…Estimation of state-space models with endogenous Markov regime-switching parameters (2013)Estimation of state-space mod…A Taxonomy of Inference in Simulation Models (2007)A Taxonomy of Inference in Si…Business cycle analysis with multivariate Markov switching models (2004)Business cycle analysis with …The role of trade credit and bank lending relationships in the transmission mechanism in Austria (2003)The role of trade credit and …The reaction of bank lending to monetary policy measures in Germany (2003)The reaction of bank lending …The bank-lending channel of monetary policy: identification and estimation using Portuguese micro bank data (2003)The bank-lending channel of m…Monetary transmission: empirical evidence from Luxembourg firm-level data (2003)Monetary transmission: empiri…Monetary policy transmission in the euro area: where do we stand? 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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1988Coordinating Coordination Failures in Keynesian Models1,668 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 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
  • 1994Measuring Business Cycles: A Modern Perspective363 cited
  • 1990A Nonparametric Investigation of Duration Dependence in the American Business Cycle227 cited
  • 1986Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle222 cited
  • 1993Business-Cycle Analysis With a Markov-Switching Model213 cited
  • 1997Asymmetric business cycles: Theory and time-series evidence139 cited

Cited by

  • 2002Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data.85 cited
  • 2003Monetary transmission: empirical evidence from Luxembourg firm-level data61 cited

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  • 2003Monetary policy transmission in the euro area: where do we stand?59 cited
  • 2002Bayesian analysis of switching ARCH models58 cited
  • 2007A Taxonomy of Inference in Simulation Models57 cited
  • 2003In search of leading indicators of economic activity in Germany50 cited
  • 2004Business cycle analysis with multivariate Markov switching models38 cited
  • 2003Is there a bank-lending channel of monetary policy in Greece? Evidence from bank-level data30 cited
  • 2013Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area28 cited
  • 2002Measuring Business Cycle Turning Points in Japan with a Dynamic Markov Switching Factor Model26 cited
  • 2003The role of trade credit and bank lending relationships in the transmission mechanism in Austria24 cited
  • 2003The bank-lending channel of monetary policy: identification and estimation using Portuguese micro bank data23 cited
  • 2017A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy20 cited
  • 2003Firm investment and monetary policy transmission in the euro area20 cited
  • 2003The reaction of bank lending to monetary policy measures in Germany20 cited
  • 2013Estimation of state-space models with endogenous Markov regime-switching parameters20 cited