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A Menu on Output Gap Estimation Methods
16 references·0 citing·38 second hop
A Menu on Output Gap Estimation Methods (2017)A Menu on Output Gap Estimation MethodsU.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound (2014)U.S. Economic Prospects: Secu…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)An Estimated Dynamic Stochast…Measuring the Natural Rate of Interest (2003)Measuring the Natural Rate of…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…The Band Pass Filter (1999)The Band Pass FilterMeasuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Detrending and business cycle facts (1998)Detrending and business cycle…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series (1995)Measuring Business Cycles App…Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research (1995)Effects of the Hodrick-Presco…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…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Trends and Cycles in Macroeconomic Time Series (1985)Trends and Cycles in Macroeco…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)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)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)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)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)A Contribution to the Theory of Economic Growth (1956)Discretion versus policy rules in practice (1993)The Resurgence of Growth in the Late 1990s: Is Information Technology the Story? (2000)Tests For Unit Roots: A Monte Carlo Investigation (1988)5 Stochastic volatility (1996)Forecasting inflation (1999)Forecasting Output and Inflation: The Role of Asset Prices (2003)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Are Technology Improvements Contractionary? (2006)Fiscal Volatility Shocks and Economic Activity (2015)Time to Build and Aggregate Fluctuations (1982)The Science of Monetary Policy: A New Keynesian Perspective (1999)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Understanding the Effects of Government Spending on Consumption (2007)The History of Technological Anxiety and the Future of Economic Growth: Is This Time Different? (2015)Measuring the natural rate of interest: International trends and determinants (2017)The Rate of Return on Everything, 1870-2015 (2018)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)
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
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 1999The Band Pass Filter1,909 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 2014U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound1,032 cited
  • 1998Detrending and business cycle facts922 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
  • 1993Low frequency filtering and real business cycles757 cited

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1995
Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series
729 cited
  • 1985Trends and Cycles in Macroeconomic Time Series688 cited
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