-
1
-
-
0001559689
-
International evidence of the historical properties of business cycles
-
September
-
BACKUS, D. K., AND P. J. KEHOE, "International Evidence of the Historical Properties of Business Cycles," American Economic Review 82 (September 1992), 864-88.
-
(1992)
American Economic Review
, vol.82
, pp. 864-888
-
-
Backus, D.K.1
Kehoe, P.J.2
-
2
-
-
84965645125
-
Output gaps. Some evidence from the UK, France and Germany
-
February
-
BARRELL, R., AND J. SEFTON, "Output Gaps. Some Evidence from the UK, France and Germany," National Institute Economic Review (February 1995), 65-73.
-
(1995)
National Institute Economic Review
, pp. 65-73
-
-
Barrell, R.1
Sefton, J.2
-
3
-
-
0001986528
-
Real exchange rates and real interest differentials: Have we missed the business-cycle relationship?
-
February
-
BAXTER, M., "Real Exchange Rates and Real Interest Differentials: Have We Missed the Business-Cycle Relationship?" Journal of Monetary Economics 33 (February 1994), 5-37.
-
(1994)
Journal of Monetary Economics
, vol.33
, pp. 5-37
-
-
Baxter, M.1
-
4
-
-
0037596892
-
Measuring business cycles: Approximate band-pass filters for economic time series
-
November
-
_, AND R. G. KING, "Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series," Review of Economics and Statistics 81 (November 1999), 575-93.
-
(1999)
Review of Economics and Statistics
, vol.81
, pp. 575-593
-
-
King, R.G.1
-
7
-
-
30244508418
-
The band pass filter
-
National Bureau of Economic Research
-
_, AND _, "The Band Pass Filter," Working paper No. 7257, National Bureau of Economic Research, 1999.
-
(1999)
Working Paper No. 7257
, vol.7257
-
-
-
9
-
-
0002714541
-
Band spectrum regression
-
February
-
ENGLE, R. F., "Band Spectrum Regression," International Economic Review 15 (February 1974), 1-11.
-
(1974)
International Economic Review
, vol.15
, pp. 1-11
-
-
Engle, R.F.1
-
10
-
-
84867036362
-
The revision of seasonally adjusted time series
-
American Statistical Association
-
GEWEKE, J., "The Revision of Seasonally Adjusted Time Series," Proceedings of the Business and Economic Statistics Section, American Statistical Association, 1978, 320-25.
-
(1978)
Proceedings of the Business and Economic Statistics Section
, pp. 320-325
-
-
Geweke, J.1
-
11
-
-
0003410290
-
-
Princeton: Princeton University Press
-
HAMILTON, J. D., Time Series Analysis (Princeton: Princeton University Press, 1994).
-
(1994)
Time Series Analysis
-
-
Hamilton, J.D.1
-
12
-
-
0040360986
-
Postwar business U.S. cycles: An empirical investigation
-
February
-
HODRICK, R. J., AND E. C. PRESCOTT, "Postwar Business U.S. Cycles: An Empirical Investigation," Journal of Money, Credit and Banking 29 (February 1997), 1-16.
-
(1997)
Journal of Money, Credit and Banking
, vol.29
, pp. 1-16
-
-
Hodrick, R.J.1
Prescott, E.C.2
-
14
-
-
0000057116
-
Low frequency filtering and real business cycles
-
January-March
-
KING, R. G., AND S. T. REBELO, "Low Frequency Filtering and Real Business Cycles," Journal of Economic Dynamics and Control 17 (January-March 1993), 201-31.
-
(1993)
Journal of Economic Dynamics and Control
, vol.17
, pp. 201-231
-
-
King, R.G.1
Rebelo, S.T.2
-
16
-
-
0001480496
-
The post-war U.S. Phillips curve: A revisionist econometric history
-
December
-
_, AND M. W. WATSON, "The Post-war U.S. Phillips Curve: A Revisionist Econometric History," Carnegie-Rochester Conference Series on Public Policy 41 (December 1994), 157-219.
-
(1994)
Carnegie-Rochester Conference Series on Public Policy
, vol.41
, pp. 157-219
-
-
Watson, M.W.1
-
17
-
-
0003905765
-
A simple multivariate filter for the measurement of potential output
-
Bank of Canada
-
LAXTON, D., AND R. TETLOW, "A Simple Multivariate Filter for the Measurement of Potential Output," Technical Report No. 59, Bank of Canada, 1992.
-
(1992)
Technical Report No. 59
, vol.59
-
-
Laxton, D.1
Tetlow, R.2
-
20
-
-
0005173042
-
The quest for prosperity without inflation
-
European Central Bank, March
-
ORPHANIDES, A., "The Quest for Prosperity Without Inflation," Working Paper No. 15, European Central Bank, March 2000.
-
(2000)
Working Paper No. 15
, vol.15
-
-
Orphanides, A.1
-
21
-
-
0036421580
-
The unreliability of output-gap estimates in real time
-
November
-
_, AND S. VAN NORDEN, "The Unreliability of Output-Gap Estimates in Real Time," Review of Economics and Statistics 84 (November 2002), 569-83.
-
(2002)
Review of Economics and Statistics
, vol.84
, pp. 569-583
-
-
Van Norden, S.1
-
23
-
-
18744391055
-
On adjusting the hodrick-prescott filter for the frequency of observations
-
November
-
RAVN, M. O., AND H. UHLIG, "On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations," Review of Economics and Statistics 84 (November 2002), 371-76.
-
(2002)
Review of Economics and Statistics
, vol.84
, pp. 371-376
-
-
Ravn, M.O.1
Uhlig, H.2
-
24
-
-
0003744182
-
Measurement of the output gap: A discussion of recent research at the Bank of Canada
-
Bank of Canada
-
ST-AMANT, P., AND S. VAN NORDEN, "Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada," Technical Report No. 79, Bank of Canada, 1997.
-
(1997)
Technical Report No. 79
, vol.79
-
-
St-Amant, P.1
Van Norden, S.2
-
26
-
-
0000426011
-
The role of approximate prior restrictions in distributed lag estimation
-
March
-
SIMS, C. A., "The Role of Approximate Prior Restrictions in Distributed Lag Estimation," Journal of the American Statistical Association 67 (March 1972), 169-75.
-
(1972)
Journal of the American Statistical Association
, vol.67
, pp. 169-175
-
-
Sims, C.A.1
-
27
-
-
38249030722
-
Econometric issues in the analysis of equilibrium business cycle models
-
March-May
-
SINGLETON, K. J., "Econometric Issues in the Analysis of Equilibrium Business Cycle Models," Journal of Monetary Economics 21 (March-May 1988), 361-86.
-
(1988)
Journal of Monetary Economics
, vol.21
, pp. 361-386
-
-
Singleton, K.J.1
-
28
-
-
0346507228
-
The NAIRU, unemployment and monetary policy
-
Winter
-
STAIGER, D., J. H. STOCK, AND M. W. WATSON, "The NAIRU, Unemployment and Monetary Policy," Journal of Economic Perspectives 11 (Winter 1997), 33-49.
-
(1997)
Journal of Economic Perspectives
, vol.11
, pp. 33-49
-
-
Staiger, D.1
Stock, J.H.2
Watson, M.W.3
-
29
-
-
77956750491
-
Business cycle fluctuations in US macroeconomic time series
-
M. Woodford and J. B. Taylor, eds., Amsterdam: North-Holland
-
STOCK, J. H., AND M. W. WATSON, "Business Cycle Fluctuations in US Macroeconomic Time Series," in M. Woodford and J. B. Taylor, eds., Handbook of Macroeconomics, Vol. 1a (Amsterdam: North-Holland, 1999).
-
(1999)
Handbook of Macroeconomics
, vol.1 A
-
-
Stock, J.H.1
Watson, M.W.2
-
30
-
-
30244565536
-
Models for X-11 and 'X-11-FORECAST' procedures for preliminary and revised seasonal adjustments
-
A. Zellner, ed., Washington, D.C.: U.S. Department of Commerce
-
WALLIS, K. F., "Models for X-11 and 'X-11-FORECAST' Procedures for Preliminary and Revised Seasonal Adjustments," in A. Zellner, ed., Applied Time Series Analysis of Economic Data (Washington, D.C.: U.S. Department of Commerce, 1983), 3-11.
-
(1983)
Applied Time Series Analysis of Economic Data
, pp. 3-11
-
-
Wallis, K.F.1
|