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Volumn 8, Issue 3, 1993, Pages 231-247

Detrending, stylized facts and the business cycle

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Indexed keywords


EID: 84986397960     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.3950080302     Document Type: Article
Times cited : (607)

References (22)
  • 1
    • 84986379174 scopus 로고
    • ‘International evidence on the historical properties of business cycles’, Working Paper 402R, Federal Reserve Bank of Minneapolis.
    • (1989)
    • Backus, D.K.1    Kehoe, P.J.2
  • 8
    • 84986379159 scopus 로고
    • ‘Spurious business cycle phenomena in HP filtered time series’, Mimeo, University of Washington.
    • (1990)
    • Cogley, T.1
  • 13
    • 84986400234 scopus 로고
    • ‘Postwar U. S. business cycles: An empirical investigation’, Discussion Paper No. 451, Carnegie‐Mellon University.
    • (1980)
    • Hodrick, R.J.1    Prescott, E.C.2
  • 14
    • 84986403628 scopus 로고
    • ‘Low frequency filtering and real business cycles’, Working Paper No. 205, University of Rochester.
    • (1989)
    • King, R.G.1    Rebelo, S.T.2
  • 15
    • 84986403237 scopus 로고
    • ‘Efficient smoothing algorithms for time series models’, Mimeo, London School of Economics.
    • (1991)
    • Koopman, S.1
  • 20
    • 0000899296 scopus 로고
    • The great crash, the oil shock, and the unit root hypothesis
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.