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Business Cycle Phases in U.S. States
16 references·9 citing·41 second hop
Business Cycle Phases in U.S. States (2003)Business Cycle Phases in U.S. StatesMonetary Policy, Housing, and Heterogeneous Regional Markets (2003)Monetary Policy, Housing, and…Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…Regional Income Fluctuations: Common Trends and Common Cycles (2001)Regional Income Fluctuations:…The Differential Regional Effects of Monetary Policy: Evidence from the U.S. States (1999)The Differential Regional Eff…The Differential Regional Effects of Monetary Policy (1998)The Differential Regional Eff…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…An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching (1998)An Econometric Characterizati…Measuring Business Cycles: A Modern Perspective (1996)Measuring Business Cycles: A …New index of coincident indicators: A multivariate Markov switching factor model approach (1995)New index of coincident indic…Inventories and the Three Phases of the Business Cycle (1994)Inventories and the Three Pha…Dating Turning Points in the Business Cycle (1994)Dating Turning Points in the …THE “PLUCKING MODEL” OF BUSINESS FLUCTUATIONS REVISITED (1993)THE “PLUCKING MODEL” OF BUSIN…The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp (1992)The likelihood ratio test und…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…The Optimum Quantity of Money: and Other Essays (1971)The Optimum Quantity of Money…Measuring Business Cycles (1947)Measuring Business CyclesTHE PROPAGATION OF INDUSTRIAL BUSINESS CYCLES (2017)THE PROPAGATION OF INDUSTRIAL…Cycles inside cycles: Spanish regional aggregation (2011)Cycles inside cycles: Spanish…The Propagation of Regional Recessions (2009)The Propagation of Regional R…Identifying Local Differences in Retirement Patterns (2009)Identifying Local Differences…The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations (2008)The Cross‐Sectional Dispersio…CO‐MOVEMENT OF AUSTRALIAN STATE BUSINESS CYCLES* (2007)CO‐MOVEMENT OF AUSTRALIAN STA…The information content of regional employment data for forecasting aggregate conditions (2005)The information content of re…Does Consumer Sentiment Predict Regional Consumption? (2005)Does Consumer Sentiment Predi…Does Consumer Sentiment Predict Regional Consumption? (2003)Does Consumer Sentiment Predi…Macroeconomics and Reality (1980)Time to Build and Aggregate Fluctuations (1982)Capital Flow Bonanzas: An Encompassing View of the Past and Present (2008)Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve (2009)Introducing the euro‐sting: Short‐term indicator of euro area growth (2010)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The monetary transmission mechanism: Evidence from the industries of five OECD countries (2004)A spatio-temporal model of house prices in the USA (2010)Determinants of global spillovers from US monetary policy (2015)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Measuring Business Cycles: A Modern Perspective (1994)A test for independence based on the correlation dimension (1996)Critical market crashes (2003)A Comparison of the Real-Time Performance of Business Cycle Dating Methods (2007)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)New Indexes of Coincident and Leading Economic Indicators (1989)Chapter 10 Forecasting with Many Predictors (2006)Dynamic Factor Models (2012)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Testing for the Constancy of Parameters Over Time (1989)Autoregressive conditional heteroskedasticity and changes in regime (1994)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Modeling the conditional distribution of interest rates as a regime-switching process (1996)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)On the Time Consistency of Optimal Policy in a Monetary Economy (1978)Inflation and Welfare (2000)Learning about monetary policy rules (2002)Monetary Policy and the Housing Bubble (2011)RECESSIONARY SHOCKS AND REGIONAL EMPLOYMENT: EVIDENCE ON THE RESILIENCE OF U.K. REGIONS* (2012)Understanding business cycles (1977)Can News About the Future Drive the Business Cycle? (2006)
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
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 1947Measuring Business Cycles1,481 cited
  • 1971The Optimum Quantity of Money: and Other Essays1,208 cited
  • 1992The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp623 cited
  • 1998The Differential Regional Effects of Monetary Policy504 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
  • 1993THE “PLUCKING MODEL” OF BUSINESS FLUCTUATIONS REVISITED339 cited
  • 1996Measuring Business Cycles: A Modern Perspective315 cited
  • 1994Inventories and the Three Phases of the Business Cycle290 cited
  • 2003Monetary Policy, Housing, and Heterogeneous Regional Markets214 cited
  • 1999The Differential Regional Effects of Monetary Policy: Evidence from the U.S. States209 cited
  • 1995New index of coincident indicators: A multivariate Markov switching factor model approach169 cited

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2001
Regional Income Fluctuations: Common Trends and Common Cycles
159 cited
  • 1994Dating Turning Points in the Business Cycle117 cited
  • Cited by

    • 2008The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations70 cited
    • 2005The information content of regional employment data for forecasting aggregate conditions40 cited
    • 2005Does Consumer Sentiment Predict Regional Consumption?33 cited
    • 2011Cycles inside cycles: Spanish regional aggregation26 cited
    • 2003Does Consumer Sentiment Predict Regional Consumption?26 cited
    • 2007CO‐MOVEMENT OF AUSTRALIAN STATE BUSINESS CYCLES*24 cited
    • 2009The Propagation of Regional Recessions16 cited
    • 2017THE PROPAGATION OF INDUSTRIAL BUSINESS CYCLES15 cited
    • 2009Identifying Local Differences in Retirement Patterns14 cited