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Detecting business cycles for Hungarian leading and coincident indicators with a Markov switching dynamic model to improve sustainability in economic growth
16 references·0 citing·38 second hop
Detecting business cycles for Hungarian leading and coincident indicators with a Markov switching dynamic model to improve sustainability in economic growth (2023)Detecting business cycles for Hungarian l…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Investigating Causal Relation…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Investigating Causal Relation…The European business cycle (2003)The European business cycleState-Space Models with Regime Switching (1999)State-Space Models with Regim…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…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 …Predicting U.S. Recessions: Financial Variables as Leading Indicators (1995)Predicting U.S. Recessions: F…Measuring Business Cycles: A Modern Perspective (1994)Measuring Business Cycles: A …Business-Cycle Phases and Their Transitional Dynamics (1994)Business-Cycle Phases and The…A probability model of the coincident economic indicators (1991)A probability model of the co…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 disturbance (1988)The dynamic effects of aggreg…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Measurement Without Theory (1947)Measurement Without TheoryMeasuring Business Cycles. (1946)Measuring Business Cycles.New Indexes of Coincident and Leading Economic Indicators (1989)The federal funds rate and the channels of monetary transmission (1989)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Stock market volatility and the business cycle (1996)Vulnerable Growth (2019)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)Causal Ordering and Identifiability (1977)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Testing for Granger non-causality in heterogeneous panels (2012)The General Theory of Employment (1937)Short-run equilibrium dynamics of unemployment vacancies, and real wages (1985)Rational-expectations econometric analysis of changes in regime (1988)Detrending and business cycle facts (1998)The Term Structure as a Predictor of Real Economic Activity (1991)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)What does the yield curve tell us about GDP growth? (2005)Credit Spreads and Business Cycle Fluctuations (2012)Business Cycles: Real Facts and a Monetary Myth (1990)Chapter 1 Business cycle fluctuations in us macroeconomic time series (1999)Chapter 14 Resuscitating real business cycles (1999)Macro Factors in Bond Risk Premia (2009)A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Evolving Post-World War II U.S. Inflation Dynamics (2001)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Modeling the price dynamics of CO2 emission allowances (2008)Nobel Lecture: Monetary Neutrality (1996)Education and Nonmarket Outcomes (2005)Housing IS the Business Cycle (2007)Are Business Cycles All Alike? (1984)BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)Short-Run Pain, Long-Run Gain: The Effects of Financial Liberalization (2003)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
  • 1947Measurement Without Theory805 cited
  • 2008Investigating Causal Relations by Econometric Models and Cross-Spectral Methods728 cited
  • 1946Measuring Business Cycles.626 cited
  • 1991A probability model of the coincident economic indicators558 cited
  • 1988The dynamic effects of aggregate demand and supply disturbance468 cited
  • 1998An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching406 cited
  • 1995Predicting U.S. Recessions: Financial Variables as Leading Indicators366 cited
  • 1994Measuring Business Cycles: A Modern Perspective363 cited
  • 1996Measuring Business Cycles: A Modern Perspective315 cited

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  • 2003The European business cycle297 cited
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