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~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"Federal Reserve System / Board of Governors"
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Time series analysis
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Piger, Jeremy Max
5
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Birkbeck College / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
Federal Reserve Bank of St. Louis
Federal Reserve System / Board of Governors
National Bureau of Economic Research
198
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64
Ekonomiska forskningsinstitutet <Stockholm>
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Australian National University / Faculty of Economics and Commerce
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Københavns Universitet / Økonomisk Institut
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ECONIS (ZBW)
43
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1
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century
Guillén, Osmani Teixeira de Carvalho
;
Issler, João Victor
-
2011
Persistent link: https://www.econbiz.de/10009532943
Saved in:
2
Wavelet : a new tool for business cycle analysis
Raihan, Sharif Md.
(
contributor
);
Wen, Yi
(
contributor
); …
-
2005
"One basic problem in business-cycle studies is how to deal with nonstationary time series. The market economy is an evolutionary system. Economic time series therefore contain stochastic components that are necessarily time dependent. Traditional methods of business cycle analysis, such as the...
Persistent link: https://www.econbiz.de/10002956724
Saved in:
3
A steady-state approach to
trend/cycle
decomposition
Morley, James C.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Trend/Cycle
Decomposition of Regime-Switching Processes James Morley and Jeremy Piger Working Paper … material) should be cleared with the author or authors.
Trend/Cycle
Decomposition of Regime-Switching Processes … ABSTRACT: We present a new approach to
trend/cycle
decomposition of time series that follow regime-switching processes. The …
Persistent link: https://www.econbiz.de/10001987194
Saved in:
4
On the cross of conditionally expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
Saved in:
5
Nonlinearity and the permanent effects of recessions
Kim, Chang-jin
(
contributor
);
Morley, James C.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973965
Saved in:
6
Business cycle detrending of macroeconomic data via a latent business cycle index
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
consistent across series, as in King, Plosser, Stock and Watson (1991) and Ari~no and Newbold (1998). Univariate
trend-cycle
… Zivot, Eric. (2003), \Why Are Unobserved Com- ponent and Beveridge-Nelson
Trend-Cycle
Decompositions of GDP So Difierent …
Persistent link: https://www.econbiz.de/10001974447
Saved in:
7
Business cycle phases in U.S. states
Owyang, Michael T.
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
rates into their components—
trend
,
cycle
, national, and/or regional (Quah, 1996; Clark, 1998; Carlino and Sill, 2001 …
Persistent link: https://www.econbiz.de/10001979872
Saved in:
8
A spectral analysis of the cross-country consumption correlation puzzle
Pakko, Michael Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983018
Saved in:
9
Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964753
Saved in:
10
The dynamic relationship between permanent and transitory components of U.S. business cycles
Kim, Chang-jin
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2003
-
[Elektronische Ressource].
Persistent link: https://www.econbiz.de/10001965211
Saved in:
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