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A comparison of the real-time performance of business cycle dating methods
Chauvet, Marcelle; Piger, Jeremy Max - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 42-49
Persistent link: https://www.econbiz.de/10003625213
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Model-based business cycle and financial cycle decomposition for Europe and the U.S.
Koopman, Siem Jan; Lit, Rutger; Lucas, André - 2016
We develop a multivariate unobserved components model to extract business cycle and financial cycle indicators from a panel of economic and financial time series of four large developed economies. Our model is flexible and allows for the inclusion of cycle components in different selections of...
Persistent link: https://www.econbiz.de/10011520505
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Dating US business cycles with macro factors
Fossati, Sebastian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 529-547
Persistent link: https://www.econbiz.de/10011649152
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Testing for regional cycles : a Markov-switching approach
Guha, Debashis; Banerji, Anirvan - In: Journal of economic and social measurement 25 (1999) 3/4, pp. 163-182
Persistent link: https://www.econbiz.de/10001509311
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A new approach to the analysis of shocks and the cycle in a model of output and employment
Krolzig, Hans-Martin; Toro, Juan - 1999
Persistent link: https://www.econbiz.de/10001437105
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Are the effects of monetary policy asymmetric?
Garcia, René; Schaller, Huntley - 1999
Persistent link: https://www.econbiz.de/10001432288
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A Markov switching model of GNP growth with duration dependence
Lam, Pok-sang - 1997
Persistent link: https://www.econbiz.de/10000982389
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Business cycle durations
Filardo, Andrew J. - In: Journal of econometrics 85 (1998) 1, pp. 99-123
Persistent link: https://www.econbiz.de/10001240380
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Business cycle asymmetries : characterisation and testing based on Markov-switching autoregressions
Clements, Michael P.; Krolzig, Hans-Martin - 1998
Persistent link: https://www.econbiz.de/10001370037
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Are the effects of monetary policy asymmetric?
Garcia, René; Schaller, Huntley - 1995
Persistent link: https://www.econbiz.de/10001372825