SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A survey of alternative methodologies for estimating potential output and the output gap
16 references·9 citing·37 second hop
A survey of alternative methodologies for estimating potential output and the output gap (1999)A survey of alternative methodologies for…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…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…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Sources of Business Cycle Fluctuations (1988)Sources of Business Cycle Flu…Production, growth and business cycles (1988)Production, growth and busine…Production, growth and business cycles (1988)Production, growth and busine…COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…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…The Typical Spectral Shape of an Economic Variable (1966)The Typical Spectral Shape of…Measuring Business Cycles (1947)Measuring Business CyclesMeasuring Potential Output within a State-Space Framework (2021)Measuring Potential Output wi…Estimating the Output Gap for Saudi Arabia (2017)Estimating the Output Gap for…Central Bank Credibility (2016)Central Bank CredibilityBusiness Cycle Synchronization in the Proposed East African Monetary Union: An Unobserved Component Approach (2011)Business Cycle Synchronizatio…IDENTIFYING THE SHOCKS DRIVING INFLATION IN CHINA (2010)IDENTIFYING THE SHOCKS DRIVIN…Identifying Aggregate Supply and Demand Shocks in South Africa (2008)Identifying Aggregate Supply …Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area (2005)Should we be surprised by the…Revisiting the case for flexible exchange rates in North America (2003)Revisiting the case for flexi…Forecasting trend output in the Euro area (2002)Forecasting trend output in t…Aggregate Dynamics and Staggered Contracts (1980)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)A Contribution to the Theory of Economic Growth (1956)On the mechanics of economic development (1988)Long-Run Policy Analysis and Long-Run Growth (1991)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Race between Man and Machine: Implications of Technology for Growth, Factor Shares, and Employment (2018)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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 Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Tests For Unit Roots: A Monte Carlo Investigation (1988)5 Stochastic volatility (1996)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Forecasting inflation (1999)Forecasting Output and Inflation: The Role of Asset Prices (2003)Tourism as a long-run economic growth factor: the Spanish case (2002)Testing for Error Correction in Panel Data* (2007)Do Natural Resources Fuel Authoritarianism? A Reappraisal of the Resource Curse (2011)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)The Band Pass Filter (1999)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Understanding business cycles (1977)Dissecting the cycle: a methodological investigation (2002)Can News About the Future Drive the Business Cycle? (2006)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1988Trends and random walks in macroeconomic time series2,433 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
  • 1988Production, growth and business cycles2,193 cited
  • 1947Measuring Business Cycles1,481 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1995Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series729 cited
  • 1966The Typical Spectral Shape of an Economic Variable663 cited
  • 1988

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

Sources of Business Cycle Fluctuations
653 cited
  • 1988Production, growth and business cycles564 cited
  • Cited by

    • 2021Measuring Potential Output within a State-Space Framework40 cited
    • 2003Revisiting the case for flexible exchange rates in North America34 cited
    • 2008Identifying Aggregate Supply and Demand Shocks in South Africa33 cited
    • 2011Business Cycle Synchronization in the Proposed East African Monetary Union: An Unobserved Component Approach27 cited
    • 2002Forecasting trend output in the Euro area25 cited
    • 2010IDENTIFYING THE SHOCKS DRIVING INFLATION IN CHINA20 cited
    • 2005Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area18 cited
    • 2017Estimating the Output Gap for Saudi Arabia17 cited
    • 2016Central Bank Credibility14 cited