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Estimation of the TFP gap for the largest five EMU countries
Carstensen, Kai; Kießner, Felix; Rossian, Thies - 2023
component of total factor productivity (TFP gap) with a factor structure to include a wide array of business cycle indicators …
Persistent link: https://www.econbiz.de/10013503372
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Remeasuring and decomposing stochastic trends in business cycles
Yang, Mingyi - In: Research in economics : an international review of economics 74 (2020) 4, pp. 354-362
Persistent link: https://www.econbiz.de/10012590390
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Robustness of the trend-cycle decomposition of total factor productivity in EUCAM
D'Auria, Francesca; Planas, Christophe; Raciborski, Rafal; … - 2024
Persistent link: https://www.econbiz.de/10014631596
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The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model
Creal, Drew; Koopman, Siem Jan; Zivot, Eric - 2008
In this paper we investigate whether the dynamic properties of the U.S. business cycle have changed in the last fifty years. For this purpose we develop a flexible business cycle indicator that is constructed from a moderate set of macroeconomic time series. The coincident economic indicator is...
Persistent link: https://www.econbiz.de/10011376640
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The time-varying effects of permanent and transistory shocks to real output
Keating, John William; Valcarcel, Victor J. - In: Macroeconomic dynamics 19 (2015) 3, pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
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Trend dominance in macroeconomic fluctuations
Shibayama, Katsuyuki - 2015
concern about the convention that the non-stationary data is detrended in standard DSGE-type structural estimation, in the …
Persistent link: https://www.econbiz.de/10011342928
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Decomposition of time-series by level and change
Tessier, Thomas H.; Armstrong, Jon Scott - In: Journal of business research : JBR 68 (2015) 8, pp. 1755-1758
Persistent link: https://www.econbiz.de/10011317067
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Online spot volatility-estimation and decomposition with nonlinear market microstructure noise models
Dahlhaus, Rainer; Neddermeyer, Jan Christoph - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 174-212
Persistent link: https://www.econbiz.de/10010233600
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An unobserved components model that yields business and medium-run cycles
Ma, Jun; Wohar, Mark E. - In: Journal of money, credit and banking : JMCB 45 (2013) 7, pp. 1351-1373
Persistent link: https://www.econbiz.de/10010197461
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Measuring business cycles : Empirical Mode Decomposition of economic time series
Kožić, Ivan; Sever, Ivan - In: Economics letters 123 (2014) 3, pp. 287-290
Persistent link: https://www.econbiz.de/10010401367