Detrending and business cycle facts

Keywords

Stylized fact, Business cycle, Economics, Variety (cybernetics), Econometrics

References

• Improper Priors, Spline Smoothing and the Problem of Guarding Against Model Errors in RegressionGrace Wahba — 1978
• What do we know about consumptionDavid Wilcox — 1990
• Real Wages over the Business CycleEdward N. Gamber, Frederick L. Joutz — 1997
• Current Account and Macroeconomic FluctuationsAnders Vredin, Anders Warne — 1991
• Business cycles and the exchange rate systemMarianne Baxter, Alan C. Stockman — 1988
• Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988James H. Stock, Mark A. Watson — 1990
• Interpreting procyclical productivity: evidence from a cross-nation cross-industry panelRobert Waldmann, J. Bradford De Long — 1997
• Labor Hoarding, Inflexible Prices, and Procyclical ProductivityJulio J. Rotemberg, Lawrence H. Summers — 1988
• A Dynamic Index Model for Large Cross SectionsDanny Quah, Thomas J. Sargent — 1993
• Stochastic linear trends: Models and estimatorsAgustı́n Maravall — 1993
• Real Wages Over the Business CycleRobert Barsky, Gary Solon — 1989
• The Beveridge-Nelson decomposition of economic time series: A quick computational methodJohn T. Cuddington, L. Alan Winters — 1987
• Real Business Cycle ModelsBennett T. McCallum — 1988
• Business cycles: real facts and a monetary mythEdward C. Prescott, Finn E. Kydland — 1990
• Employment and business cycle asymmetries: a data based studyGerard A. Pfann — 1991
• Business cycles in Switzerland: A comparative studyJean‐Pierre Danthine, Michel Girardin — 1989
• Trends and random walks in macroeconomic time series : Further evidence from a new approachPierre Perrón — 1988
• Money, Prices, Interest Rates and the Business CycleRobert G. King, Mark W. Watson — 1996
• The Employment-Real Wage Relationship: An International StudyPatrick T. Geary, John Kennan — 1982
• Testing for Common TrendsJames H. Stock, Mark W. Watson — 1988

Cited by

• Regla monetaria óptima para una economía pequeña, abierta y dolarizadaDiego Aboal, Fernando Lorenzo — 2005
• Using Long-, Medium-, and Short-Term Trends to Forecast Turning Points in the Business Cycle: Some International EvidenceAntonio García‐Ferrer, Ricardo A. Queralt — 1998
• Comparación de la evolución cíclica a escala internacionalBeatriz García-Carro Peña — 2003
• The Cyclical Structure of the British Stock Market Returns. An Approach Based on Long Memory CyclesLuis A. Gil-Alaña — 2017
• An Information Theoretic Criterion for Empirical Validation of Time Series ModelsFrancesco Lamperti — 2015
• Okun's Law in Poland: Empirical Relationship and Policy ImplicationsViktor Shevchuk — 2010
• Fractional Cyclical Structures & Business Cycles in the Specification of the US Real OutputLuis A. Gil-Alaña — 2005
• Estimating Intertemporal Elasticity of Substitution in a Sticky Price ModelJuha Kilponen, Jouko Vilmunen, Oskari Vähämaa — 2013
• BUSINESS CYCLE SYNCHRONISATION AT THE REGIONAL LEVEL: EVIDENCE FOR THE PORTUGUESE REGIONSLeonida Correia, Sofia Gouveia — 2013
• Macroeconomic fluctuations in BotswanaObonye Galebotswe — 2013
• Business Cycle Correlation of the New Meber States with Eurozone - The Case of RomaniaIonuţ Dumitru — 2010
• Econometría de Series TemporalesWalter Sosa Escudero, Diego Ubfal — 2005
• An analysis of the Euro area business cycleA. Musso — 2005
• Household Behaviour, Electronic Transactions, and the Business CycleCorey Allan — 2013
• Spillovers to emerging markets during global financial crisisṢebnem Kalemli‐Özcan — 2014
• Identifying and predicting turning points in Australianinbound tourism demand growthEmmanuel Damian Fernando — 2010
• A DECOMPOSITION ANALYSIS OF BASE METAL PRICES: COMPARING THE EFFECT OF DETRENDING METHODS ON TREND IDENTIFICATION AND CYCLICAL COMPONENTSMahmoodreza Modirroosta — 2013
• Business Cycle Dynamics in the Euro Area: A Factor-SVAR ApproachAtılım Seymen — 2009
• Detrending Time Series and Business Cycles. The Romanian CaseViorica Chirilă — 2012
• Band-pass filters and business cycle analysis: Highfrequency and medium-term deviation cycles in South Africa and what they measureWillem H. Boshoff — 2010

Related papers

• Countercyclical Profitability Spread: A New Class of Stylized Business Cycle Fact?Frank Schohl — 1998
• On the Cyclical Allocation of RiskPaul Gomme, Jeremy Greenwood — 1995
• Output and Inflation Co-Movement: An Update on Business-Cycle Stylized FactsMichal Andrle, Jan Brůha, Serhat Solmaz — 2016
• Classical and modern business cycle measurement: The European caseHans‐Martin Krolzig, Juan Toro — 2005
• Hultgren's Cyclical Microdiversity Patterns: A Neglected Class of Microfoundation-Stylized-Facts of the Business CycleFrank Schohl — 1998
• The Italian Business Cycle; Coincident and Leading Indicators and Some Stylized FactsFilippo Altissimo, Domenico J. Marchetti, Gian Paolo Oneto — 2000
• Stylized Facts for Business Cycles in TurkeyHarun Alp, Yusuf Soner Başkaya, Mustafa Kılınç — 2012