-
1
-
-
49149136203
-
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the 'business cycles'
-
Beveridge, S. and Nelson, C.R. (1981), A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the 'business cycles', Journal of Monetary Economics, 7, 151-174.
-
(1981)
Journal of Monetary Economics
, vol.7
, pp. 151-174
-
-
Beveridge, S.1
Nelson, C.R.2
-
2
-
-
85016078433
-
The dynamic effects of aggregate demand and supply disturbances
-
Blanchard, O.J. and Quah, D. (1989), The dynamic effects of aggregate demand and supply disturbances, American Economic Review, 79, 655-673.
-
(1989)
American Economic Review
, vol.79
, pp. 655-673
-
-
Blanchard, O.J.1
Quah, D.2
-
3
-
-
0002555764
-
Are business cycles all alike?
-
Gordon, R.J. (ed.), University of Chicago Press, Chicago
-
Blanchard, O.J. and Watson, M.W. (1986), Are business cycles all alike?, in Gordon, R.J. (ed.), The American Business Cycle, University of Chicago Press, Chicago.
-
(1986)
The American Business Cycle
-
-
Blanchard, O.J.1
Watson, M.W.2
-
4
-
-
0000726693
-
Are output fluctuations transitory?
-
Campbell, J.Y. and Mankiw, N.G. (1987a), Are output fluctuations transitory?, Quarterly Journal of Economics, 102, 857-880.
-
(1987)
Quarterly Journal of Economics
, vol.102
, pp. 857-880
-
-
Campbell, J.Y.1
Mankiw, N.G.2
-
5
-
-
0000749502
-
Permanent and transitory components in macroeconomic fluctuations
-
Papers and Proceedings
-
Campbell, J.Y. and Mankiw, N.G. (1987b), Permanent and transitory components in macroeconomic fluctuations, American Economic Review, 77 (Papers and Proceedings), 111-117.
-
(1987)
American Economic Review
, vol.77
, pp. 111-117
-
-
Campbell, J.Y.1
Mankiw, N.G.2
-
6
-
-
0023472660
-
The cyclical component of the U.S. economic activity
-
Clark, P.K. (1987), The cyclical component of the U.S. economic activity, Quarterly Journal of Economics, 102, 797-814.
-
(1987)
Quarterly Journal of Economics
, vol.102
, pp. 797-814
-
-
Clark, P.K.1
-
7
-
-
26844453273
-
A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables
-
Clark, T.E. (1994), A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables, Federal Reserve Bank of Kansas City Research Working Paper RWP 94-04.
-
(1994)
Federal Reserve Bank of Kansas City Research Working Paper RWP 94-04
-
-
Clark, T.E.1
-
8
-
-
0001832044
-
Estimating common sectoral cycles
-
Engle, R.F. and Issler, J.V. (1995), Estimating common sectoral cycles, Journal of Monetary Economics, 35, 83-113.
-
(1995)
Journal of Monetary Economics
, vol.35
, pp. 83-113
-
-
Engle, R.F.1
Issler, J.V.2
-
9
-
-
84952227394
-
Testing for common features
-
Engle, R.F. and Kozicki, S. (1993), Testing for common features, Journal of Business and Economic Statistics, 11, 369-395.
-
(1993)
Journal of Business and Economic Statistics
, vol.11
, pp. 369-395
-
-
Engle, R.F.1
Kozicki, S.2
-
13
-
-
0000688290
-
Money, credit, and prices in a real business cycle
-
King, R.G. and Plosser, C.I. (1984), Money, credit, and prices in a real business cycle, American Economic Review, 74, 363-380.
-
(1984)
American Economic Review
, vol.74
, pp. 363-380
-
-
King, R.G.1
Plosser, C.I.2
-
14
-
-
15244363192
-
Production, growth, and business cycles: I. The basic neoclassical model
-
King, R.G., Plosser, C.I. and Rebelo, S.T. (1988), Production, growth, and business cycles: I. the basic neoclassical model, Journal of Monetary Economics, 21, 195-232.
-
(1988)
Journal of Monetary Economics
, vol.21
, pp. 195-232
-
-
King, R.G.1
Plosser, C.I.2
Rebelo, S.T.3
-
15
-
-
0000573656
-
Stochastic trends and economic fluctuations
-
King, R.G., Plosser, C.I., Stock, J.H. and Watson, M.W. (1991), Stochastic trends and economic fluctuations, American Economic Review, 81, 819-840
-
(1991)
American Economic Review
, vol.81
, pp. 819-840
-
-
King, R.G.1
Plosser, C.I.2
Stock, J.H.3
Watson, M.W.4
-
16
-
-
38149146743
-
Common and uncommon trends and cycles
-
Lippi, M. and Reichlin, L. (1994), Common and uncommon trends and cycles, European Economic Review, 38, 624-635.
-
(1994)
European Economic Review
, vol.38
, pp. 624-635
-
-
Lippi, M.1
Reichlin, L.2
-
17
-
-
0039259675
-
Real business cycles
-
Long, J.B. and Plosser, C.I. (1983), Real business cycles, Journal of Political Economy, 91, 39-69.
-
(1983)
Journal of Political Economy
, vol.91
, pp. 39-69
-
-
Long, J.B.1
Plosser, C.I.2
-
18
-
-
0000386487
-
Sectoral vs. aggregate shocks in the business cycle
-
Papers and Proceedings
-
Long, J.B. and Plosser, C.I. (1987), Sectoral vs. aggregate shocks in the business cycle, American Economic Review, 77 (Papers and Proceedings), 333-336.
-
(1987)
American Economic Review
, vol.77
, pp. 333-336
-
-
Long, J.B.1
Plosser, C.I.2
-
19
-
-
49049143455
-
Trends and random walks in macroeconomic time series: Some evidence and implications
-
Nelson, C.R. and Plosser, C.I. (1982), Trends and random walks in macroeconomic time series: some evidence and implications, Journal of Monetary Economics, 10, 139-162.
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 139-162
-
-
Nelson, C.R.1
Plosser, C.I.2
-
20
-
-
38249017291
-
Precise and effecient computation of the Beveridge-Nelson decomposition of economic time series
-
Newbold, P. (1990), Precise and effecient computation of the Beveridge-Nelson decomposition of economic time series, Journal of Monetary Economics, 26, 453-457.
-
(1990)
Journal of Monetary Economics
, vol.26
, pp. 453-457
-
-
Newbold, P.1
-
21
-
-
84948489011
-
Testing for common trends
-
Stock, J.H. and Watson, M. W. (1988), Testing for common trends, Journal of the American Statistical Association, 83, 1097-1107.
-
(1988)
Journal of the American Statistical Association
, vol.83
, pp. 1097-1107
-
-
Stock, J.H.1
Watson, M.W.2
-
22
-
-
0039450749
-
Common trends and common cycles
-
Vahid, F. and Engle, R.F. (1993a), Common trends and common cycles, Journal of Applied Econometrics, 8, 341-360.
-
(1993)
Journal of Applied Econometrics
, vol.8
, pp. 341-360
-
-
Vahid, F.1
Engle, R.F.2
-
24
-
-
0002980380
-
Univariate detrending methods with stochastic trends
-
Watson, M.W. (1986), Univariate detrending methods with stochastic trends, Journal of Monetary Economics, 18, 49-75.
-
(1986)
Journal of Monetary Economics
, vol.18
, pp. 49-75
-
-
Watson, M.W.1
|