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Measuring Business Cycles Intra‐Synchronization in US: A Regime‐switching Interdependence Framework
16 references·16 citing·46 second hopsampled
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2012The Network Origins of Aggregate Fluctuations2,310 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2011The Granular Origins of Aggregate Fluctuations1,373 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 1996Stock market volatility and the business cycle779 cited
  • 2004Trade, Finance, Specialization, and Synchronization764 cited
  • 2006NBER Macroeconomics Annual 2005718 cited
  • 2008GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?*587 cited
  • 1997Markov-Switching Vector Autoregressions583 cited
  • 2009The Granular Origins of Aggregate Fluctuations494 cited
  • 2015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests494 cited
  • 2006Synchronization of cycles406 cited
  • 2008Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles275 cited

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Are European business cycles close enough to be just one?
221 cited

Cited by

  • 2017Is fiscal policy more effective in uncertain times or during recessions?85 cited
  • 2016Dynamics of global business cycle interdependence82 cited
  • 2017CHANGING BUSINESS MODELS IN INTERNATIONAL BANK FUNDING76 cited
  • 2018The Rise and Fall of the Natural Interest Rate69 cited
  • 2018Chinese Exports and Non-Tariff Measures: Testing for Heterogeneous Effects at the Product Level66 cited
  • 2017Costly Decisions and Sequential Bargaining65 cited
  • 2018Term structure and real-time learning64 cited
  • 2018Monetary Policy and the Asset Risk-Taking Channel64 cited
  • 2017Is Fiscal Policy More Effective in Uncertain Times or During Recessions?64 cited
  • 2018Monetary Policy When Households Have Debt: New Evidence on the Transmission Mechanism60 cited
  • 2018Private saving : new cross-country evidence based on bayesian techniques59 cited
  • 2018Money in Spain. New Historical Statistics. 1830-199858 cited
  • 2017An Anatomy of the Spanish Current Account Adjustment: The Role of Permanent and Transitory Factors58 cited
  • 2018The Financial Transmission of Housing Bubbles: Evidence from Spain58 cited
  • 2018Households' Balance Sheets and the Effect of Fiscal Policy56 cited
  • 2017Did the Bank Capital Relief Induced by the Supporting Factor Enhance SME Lending?56 cited