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Real-time US GDP gap properties using Hamilton’s regression-based filter

Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 307-314

Persistent link: https://www.econbiz.de/10012253213

Great moderation or "will o' the wisp"? : a time-frequency decomposition of GDP for the US and UK

Crowley, Patrick M.; Hughes Hallett, Andrew - In: Journal of macroeconomics 44 (2015), pp. 82-97

Persistent link: https://www.econbiz.de/10011570305

Measuring business cycles with structural breaks and outliers : applications to international data ☆

Perron, Pierre; Wada, Tatsuma - In: Research in economics : an international review of economics 70 (2016) 2, pp. 281-303

Persistent link: https://www.econbiz.de/10011631146

Adaptive state space models with applications to the business cycle and financial stress

Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - 2016

Persistent link: https://www.econbiz.de/10011586667

Real growth co-movements and business cycle synchronization in the GCC countries : evidence from time-frequency analysis

Aloui, Chaker; Hkiri, Besma; Nguyen, Duc Khuong - In: Economic modelling 52 (2016), pp. 322-331

Persistent link: https://www.econbiz.de/10011642762

The Beveridge-Nelson decomposition of mixed-frequency series : an application to simultaneous measurement of classical and deviation cycles

Murasawa, Yasutomo - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1415-1441

Persistent link: https://www.econbiz.de/10011643752

Mind the gap : computing finance-neutral output gaps in Latin-American economies

Amador-Torres, Juan S.; Gómez González, José Eduardo; … - In: Economic systems 40 (2016) 3, pp. 444-452

Persistent link: https://www.econbiz.de/10011668457

Are business and credit cycles synchronised internally or externally?

Kurowski, Łukasz; Rogowicz, Karol - In: Economic modelling 74 (2018), pp. 124-141

Persistent link: https://www.econbiz.de/10012101319

The Phillips Curve at 60 : time for time and frequency

Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - 2019

Persistent link: https://www.econbiz.de/10012104245

The multivariate simultaneous unobserved components model and identification via heteroskedasticity

Li, Mengheng; Mendieta-Muñoz, Ivan - 2019

We propose a multivariate simultaneous unobserved components framework to determine the two-sided interactions between structural trend and cycle innovations. We relax the standard assumption in unobserved components models that trends are only driven by permanent shocks and cycles are only...

Persistent link: https://www.econbiz.de/10012010854