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When are trend–cycle decompositions of GDP reliable?
16 references·0 citing·46 second hop
When are trend–cycle decompositions of GDP reliable? (2021)When are trend–cycle decompositions of GD…Long-term damage from the Great Recession in OECD countries (2014)Long-term damage from the Gre…Aggregate Supply in the United States: Recent Developments and Implications for the Conduct of Monetary Policy (2013)Aggregate Supply in the Unite…The Relationships between Permanent and Transitory Movements in U.S. Output and the Unemployment Rate (2009)The Relationships between Per…Let's take a break: Trends and cycles in US real GDP (2009)Let's take a break: Trends an…Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach (2008)Measuring the NAIRU with Redu…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…New measures of the output gap based on the forward-looking new Keynesian Phillips curve (2006)New measures of the output ga…Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003)Why Are the Beveridge-Nelson …Bayesian Analysis of Stochastic Volatility Models (2002)Bayesian Analysis of Stochast…Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? (2000)Why Are Beveridge-Nelson and …Was an Industrial Revolution Inevitable? Economic Growth Over the Very Long Run (1999)Was an Industrial Revolution …Estimating Potential Output as a Latent Variable (1994)Estimating Potential Output a…Trend reversion in real output and unemployment (1989)Trend reversion in real outpu…The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …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…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model (1998)The robustness of Okun's law: Evidence from OECD countries (2000)Whither Monetary and Financial Stability? The Implications of Evolving Policy Regimes (2007)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)5 Stochastic volatility (1996)Range‐Based Estimation of Stochastic Volatility Models (2002)Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices (2004)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Are Output Fluctuations Transitory? (1987)Common stochastic trends in international stock markets (1992)Low frequency filtering and real business cycles (1993)Measuring Business Cycles (1947)Sources of Business Cycle Fluctuations (1988)Variable Trends in Economic Time Series (1988)Permanent and Transitory Components of GNP and Stock Prices (1994)A Contribution to the Theory of Economic Growth (1956)Endogenous Technological Change (1990)Entrepreneurship: Productive, unproductive, and destructive (1996)Gender Equality and Long-Run Growth (2003)Growth and Ideas (2004)The Facts of Economic Growth (2016)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time (2005)The Asymmetric Business Cycle (2010)Less than 2 °C warming by 2100 unlikely (2017)Some evidence on hysteresis in unemployment rates (1994)A General Framework for Observation Driven Time-Varying Parameter Models (2008)The effects of the global financial crisis on European regions and cities (2015)Should We Reject the Natural Rate Hypothesis? (2018)Economic resiliency and recovery, lessons from the financial crisis for the COVID-19 pandemic: A regional perspective from Central and Eastern Europe (2021)
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References

  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2002Bayesian Analysis of Stochastic Volatility Models1,363 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 2003Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?542 cited
  • 1994Estimating Potential Output as a Latent Variable452 cited
  • 1999Was an Industrial Revolution Inevitable? Economic Growth Over the Very Long Run310 cited
  • 2014Long-term damage from the Great Recession in OECD countries217 cited
  • 1989Trend reversion in real output and unemployment216 cited
  • 2009Let's take a break: Trends and cycles in US real GDP184 cited
  • 2013Aggregate Supply in the United States: Recent Developments and Implications for the Conduct of Monetary Policy159 cited
  • 2006New measures of the output gap based on the forward-looking new Keynesian Phillips curve121 cited
  • 2000Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?116 cited
  • 2009The Relationships between Permanent and Transitory Movements in U.S. Output and the Unemployment Rate

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111 cited
  • 2008Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach81 cited
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