-
1
-
-
79955971454
-
Business cycle synchronization and the Euro: a wavelet analysis
-
Aguiar-Conraria L., Soares M.J. Business cycle synchronization and the Euro: a wavelet analysis. Journal of Macroeconomics 2011, 33(3):477-489.
-
(2011)
Journal of Macroeconomics
, vol.33
, Issue.3
, pp. 477-489
-
-
Aguiar-Conraria, L.1
Soares, M.J.2
-
2
-
-
79953329828
-
Oil and the macroeconomy: using wavelets to analyze old issues
-
Aguiar-Conraria L., Soares M.J. Oil and the macroeconomy: using wavelets to analyze old issues. Empirical Economics 2011, 40(3):645-655.
-
(2011)
Empirical Economics
, vol.40
, Issue.3
, pp. 645-655
-
-
Aguiar-Conraria, L.1
Soares, M.J.2
-
6
-
-
0001559689
-
International evidence on the historical properties of business cycle
-
Backus D.K., Kehoe P.J. International evidence on the historical properties of business cycle. American Economic Review 1992, 82(3):864-888.
-
(1992)
American Economic Review
, vol.82
, Issue.3
, pp. 864-888
-
-
Backus, D.K.1
Kehoe, P.J.2
-
7
-
-
77957039755
-
Economic fluctuations in Central and Eastern Europe: the facts
-
Benczúr P., Rátfai A. Economic fluctuations in Central and Eastern Europe: the facts. Applied Economics 2010, 42(25):3279-3292.
-
(2010)
Applied Economics
, vol.42
, Issue.25
, pp. 3279-3292
-
-
Benczúr, P.1
Rátfai, A.2
-
8
-
-
49149136203
-
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.R. 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 1981, 7:151-174.
-
(1981)
Journal of Monetary Economics
, vol.7
, pp. 151-174
-
-
Beveridge, S.1
Nelson, C.R.2
-
9
-
-
0000857766
-
Are prices countercyclical? Evidence from the G7
-
Chadha B., Prasad E. Are prices countercyclical? Evidence from the G7. Journal of Monetary Economics 1994, 34:239-257.
-
(1994)
Journal of Monetary Economics
, vol.34
, pp. 239-257
-
-
Chadha, B.1
Prasad, E.2
-
10
-
-
67649405220
-
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implictions of business-cycle research
-
Cogley T., Nason J. Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implictions of business-cycle research. Journal of Economic Dynamics and Control 1995, 146:155-178.
-
(1995)
Journal of Economic Dynamics and Control
, vol.146
, pp. 155-178
-
-
Cogley, T.1
Nason, J.2
-
12
-
-
79951492482
-
Business cycle correlation of the New Meber states with Eurozone - the case of Romania
-
Dumitru I., Dumitru I. Business cycle correlation of the New Meber states with Eurozone - the case of Romania. Romanian Journal Of Economic Forecasting 2010, 13(4):16-31.
-
(2010)
Romanian Journal Of Economic Forecasting
, vol.13
, Issue.4
, pp. 16-31
-
-
Dumitru, I.1
Dumitru, I.2
-
13
-
-
0028589692
-
Stylized facts of business cycles in the G7 from a real business cycle perspective
-
Fiorito R., Kollintzas T. Stylized facts of business cycles in the G7 from a real business cycle perspective. European Economic Review 1994, 38:235-269.
-
(1994)
European Economic Review
, vol.38
, pp. 235-269
-
-
Fiorito, R.1
Kollintzas, T.2
-
14
-
-
39049117953
-
Wavelet analysis of stock returns and aggregate economic activity
-
Gallegati M. Wavelet analysis of stock returns and aggregate economic activity. Computational Statistics and Data Analysis 2008, 52:3061-3074.
-
(2008)
Computational Statistics and Data Analysis
, vol.52
, pp. 3061-3074
-
-
Gallegati, M.1
-
16
-
-
36749102038
-
Significance tests for the wavelet power and the wavelet power spectrum
-
Ge Z. Significance tests for the wavelet power and the wavelet power spectrum. Annales Geophysicae 2007, 25:2259-2269.
-
(2007)
Annales Geophysicae
, vol.25
, pp. 2259-2269
-
-
Ge, Z.1
-
17
-
-
0001342006
-
A new approach to the economic analysis of nonstationary time series and the business cycle
-
Hamilton J.D. A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica 1989, 57:357-384.
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.D.1
-
19
-
-
84986397960
-
Detrending, stylized facts and the business cycle
-
Harvey A., Jaeger A. Detrending, stylized facts and the business cycle. Journal of Applied Econometrics 1993, 8:231-247.
-
(1993)
Journal of Applied Econometrics
, vol.8
, pp. 231-247
-
-
Harvey, A.1
Jaeger, A.2
-
21
-
-
2042454989
-
A method of analyzing business cycles in a transition economy
-
Jagric T., Ovin R. A method of analyzing business cycles in a transition economy. The Developing Economies 2004, 42:42-62.
-
(2004)
The Developing Economies
, vol.42
, pp. 42-62
-
-
Jagric, T.1
Ovin, R.2
-
22
-
-
0000688290
-
Money, credit and prices in a real business cycle
-
June
-
King R.G., Plosser Ch.I. Money, credit and prices in a real business cycle. American Economic Review 1984, 74(June):363-380.
-
(1984)
American Economic Review
, vol.74
, pp. 363-380
-
-
King, R.G.1
Plosser, C.2
-
24
-
-
13844253869
-
Classical and modern business cycle measurement: the European case
-
Krolzig H.-M., Toro J. Classical and modern business cycle measurement: the European case. Spanish Economic Review 2004, 7(1):1-21.
-
(2004)
Spanish Economic Review
, vol.7
, Issue.1
, pp. 1-21
-
-
Krolzig, H.-M.1
Toro, J.2
-
26
-
-
84867643625
-
Wavelet analysis: a new significance test for signals dominated by intrinsic red-noise variability
-
Lachowicz P. Wavelet analysis: a new significance test for signals dominated by intrinsic red-noise variability. IEEE Transactions on Signal Processing 2009, http://arXiv:0906.4176v1.
-
(2009)
IEEE Transactions on Signal Processing
-
-
Lachowicz, P.1
-
29
-
-
53649094412
-
Trend/cycle decomposition of regime-switching processes
-
Morley J., Piger J. Trend/cycle decomposition of regime-switching processes. Journal of Econometrics 2008, 146(1):220-226.
-
(2008)
Journal of Econometrics
, vol.146
, Issue.1
, pp. 220-226
-
-
Morley, J.1
Piger, J.2
-
30
-
-
18744391055
-
On adjusting the Hodrick-Prescott filter for the frequency of the observations
-
Ravn M., Uhlig H. On adjusting the Hodrick-Prescott filter for the frequency of the observations. The Review of Economic and Statistics 2002, 84(2):321-380.
-
(2002)
The Review of Economic and Statistics
, vol.84
, Issue.2
, pp. 321-380
-
-
Ravn, M.1
Uhlig, H.2
-
31
-
-
0002400052
-
Markups and the Business Cycle
-
J.O. Blanchard, S. Fischer (Eds.)
-
Rotemberg J.R., Woodford M. Markups and the Business Cycle. NBER Macroeconomics Annual 1991, Volume 6, Cambridge M.A 1991, 63-140. J.O. Blanchard, S. Fischer (Eds.).
-
(1991)
NBER Macroeconomics Annual 1991, Volume 6, Cambridge M.A
, pp. 63-140
-
-
Rotemberg, J.R.1
Woodford, M.2
-
32
-
-
77951880908
-
Measuring comovement in the time-frequency space
-
Rua A. Measuring comovement in the time-frequency space. Journal of Macroeconomics 2010, 32:685-691.
-
(2010)
Journal of Macroeconomics
, vol.32
, pp. 685-691
-
-
Rua, A.1
-
33
-
-
0003598566
-
Business Cycle Fluctuations in U.S. Macroeconomic Time Series
-
National Bureau of Economic Research, Inc
-
Stock J.H., Watson M.W. Business Cycle Fluctuations in U.S. Macroeconomic Time Series. NBER Working Papers 6528 1998, National Bureau of Economic Research, Inc.
-
(1998)
NBER Working Papers 6528
-
-
Stock, J.H.1
Watson, M.W.2
-
34
-
-
78650241999
-
The stylized facts of Australia's business cycle
-
Tawadros G.B. The stylized facts of Australia's business cycle. Economic Modelling 2011, 28(1-2):549-556.
-
(2011)
Economic Modelling
, vol.28
, Issue.1-2
, pp. 549-556
-
-
Tawadros, G.B.1
|