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The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre; Yamamoto, Yohei - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
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Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine; Wolters, Maik H. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 152-168
Persistent link: https://www.econbiz.de/10012804095
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The trend and cycle components of China's housing prices : a new decomposition method
Tan, Zhengxun; Liu, Juan; Chen, Peng - In: Applied economics 53 (2021) 28, pp. 3288-3305
Persistent link: https://www.econbiz.de/10012517088
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When are trend-cycle decompositions of GDP reliable?
González-Astudillo, Manuel; Roberts, John M. - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2417-2460
Persistent link: https://www.econbiz.de/10013197313
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A new macro-financial condition index for the euro area
Morana, Claudio - 2021
Persistent link: https://www.econbiz.de/10012878515
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What do foreign flows tell us about stock market movements in the presence of permanent and transitory shocks?
Marfatia, Hardik - In: Studies in economics and finance 39 (2022) 2, pp. 219-238
Persistent link: https://www.econbiz.de/10013173209
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ALICE: composite leading indicators for euro area inflation cycles
Bondt, Gabe J. de; Hahn, Elke; Zekaite, Zivile - In: International journal of forecasting 37 (2021) 2, pp. 687-707
Persistent link: https://www.econbiz.de/10012792864
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Optimizing credit gaps for predicting financial crises : modelling choices and tradeoffs
Beltran, Daniel O.; Jahan-Parvar, Mohammad R.; Paine, … - 2021
Persistent link: https://www.econbiz.de/10012439165
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A new macro-financial condition index for the Euro area
Morana, Claudio - 2021
Persistent link: https://www.econbiz.de/10012497330
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Weighing up the credit-to-GDP gap : a cautionary note
Karagedikli, Özer; Rummel, Ole - 2020
Persistent link: https://www.econbiz.de/10012252462