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Volumn 41, Issue 3, 1998, Pages 533-540

Detrending and business cycle facts: A user's guide

Author keywords

B41; Business cycles; Detrending; E32; Model evaluation

Indexed keywords


EID: 0039835827     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-3932(98)00008-7     Document Type: Article
Times cited : (61)

References (11)
  • 1
    • 49149136203 scopus 로고
    • A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle
    • Beveridge S., Nelson C. A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle. Journal of Monetary Economics. 7:1981;151-174.
    • (1981) Journal of Monetary Economics , vol.7 , pp. 151-174
    • Beveridge, S.1    Nelson, C.2
  • 3
    • 0040976620 scopus 로고
    • Does detrending matter for the determination of the reference cycle and for the selection of turning points?
    • forthcoming
    • Canova, F., 1994. Does detrending matter for the determination of the reference cycle and for the selection of turning points? Economic Journal, forthcoming.
    • (1994) Economic Journal
    • Canova, F.1
  • 4
    • 0010821246 scopus 로고
    • Sensitivity analysis and model evaluation in dynamic general equilibrium economies
    • Canova F. Sensitivity analysis and model evaluation in dynamic general equilibrium economies. International Economic Review. 36:1995;477-501.
    • (1995) International Economic Review , vol.36 , pp. 477-501
    • Canova, F.1
  • 5
    • 0041872532 scopus 로고
    • Information, forecast and the measurement of the business cycle
    • Evans, Reichlin, L., 1994. Information, forecast and the measurement of the business cycle. Journal of Monetary Economics 33, 233-254.
    • (1994) Journal of Monetary Economics , vol.33 , pp. 233-254
    • Evans1    Reichlin, L.2
  • 6
    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and the business cycle
    • Hamilton J. A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica. 57:1989;357-384.
    • (1989) Econometrica , vol.57 , pp. 357-384
    • Hamilton, J.1
  • 8
    • 0030527910 scopus 로고    scopus 로고
    • Money, prices, interest rates and the business cycle
    • King, R., Watson, M., 1996. Money, prices, interest rates and the business cycle. Review of Economics and Statistics LXXVIII, 35-54.
    • (1996) Review of Economics and Statistics , vol.78 , pp. 35-54
    • King, R.1    Watson, M.2
  • 10
    • 0039197761 scopus 로고    scopus 로고
    • On adjusting the HP filter for the frequency of the observations
    • Ravn, M., Ulhig, H., 1997. On adjusting the HP filter for the frequency of the observations. Tilburg University Working Paper.
    • (1997) Tilburg University Working Paper
    • Ravn, M.1    Ulhig, H.2
  • 11
    • 0002980380 scopus 로고
    • Univariate detrending methods with stochastic trends
    • Watson M. Univariate detrending methods with stochastic trends. Journal of Monetary Economics. 18:1986;49-75.
    • (1986) Journal of Monetary Economics , vol.18 , pp. 49-75
    • Watson, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.