Cycle Extraction: A Comparison of the Phase-Average Trend Method, the Hodrick-Prescott and Christiano-Fitzgerald Filters
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DOI: 10.1787/5kg9srt7f8g0-en
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- Marcelle Chauvet & Insu Kim, 2021.
"Incomplete Price Adjustment and Inflation Persistence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1337-1371, September.
- Marcelle, Chauvet & Insu, Kim, 2019. "Incomplete Price Adjustment and Inflation Persistence," MPRA Paper 97497, University Library of Munich, Germany, revised 04 Dec 2019.
- G. Gopalakrishna, 2017. "Robust test of Long Run Risk and Valuation risk model," Working Papers wp1107, Dipartimento Scienze Economiche, Universita' di Bologna.
- Gerson Javier Pérez-Valbuena & Diana Ricciulli-Marín & Jaime Bonet-Morón & Paula Barrios, 2021.
"Reglas fiscales subnacionales en Colombia: desde su concepción hasta los resultados frente al COVID-19,"
Documentos de Trabajo Sobre Economía Regional y Urbana
19126, Banco de la República, Economía Regional.
- Gerson Javier Pérez-Valbuena & Diana Ricciulli-Marín & Jaime Bonet-Morón & Paula Barrios, 2021. "Reglas fiscales subnacionales en Colombia: desde su concepción hasta los resultados frente al COVID-19," Documentos de trabajo sobre Economía Regional y Urbana 297, Banco de la Republica de Colombia.
- Andrea Tkáčová & Veronika Kišová, 2017. "Zmeny zloženia kompozitného predstihového indikátora Slovenska v čase [Changes of Composite Leading Indicator Composition over Time]," Politická ekonomie, Prague University of Economics and Business, vol. 2017(5), pages 583-600.
- Saša Obradović & Vladimir Mihajlović, 2013. "Synchronization of Business Cycles in the Selected European Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 759-773, December.
- Guglielmo Forges Davanzati & Rosario Patalano & Guido Traficante, 2019. "The Italian economic stagnation in a Kaldorian theoretical perspective," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 36(3), pages 841-861, October.
- Cavallaro, Eleonora & Villani, Ilaria, 2022. "Beyond financial deepening: Rethinking the finance-growth relationship in an uneven world," Economic Modelling, Elsevier, vol. 116(C).
- Agnieszka Gehringer & Jörg König, 2021. "Recent Patterns of Economic Alignment in the European (Monetary) Union," JRFM, MDPI, vol. 14(8), pages 1-23, August.
- Albers, Thilo Nils Hendrik, 2018. "The prelude and global impact of the Great Depression: Evidence from a new macroeconomic dataset," Explorations in Economic History, Elsevier, vol. 70(C), pages 150-163.
- Mustapha Olalekan Ojo & Luís Aguiar‐Conraria & Maria Joana Soares, 2024. "The performance of OECD's composite leading indicator," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2265-2277, April.
- Zafar Hayat & Muhammad Nadim Hanif, 2020.
"Assessing the Role of Money versus Interest Rate in Pakistan,"
The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 59(1), pages 101-114.
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- Antonio José Orozco-Gallo & Pavel Vidal-Alejandro & Johana Sanabria-Domínguez & Jaime Andrés Collazos-Rodríguez, 2021.
"Indicador coincidente de actividad económica en la recesión pandémica: el caso del Caribe colombiano,"
Documentos de Trabajo Sobre Economía Regional y Urbana
19285, Banco de la República, Economía Regional.
- Antonio José Orozco-Gallo & Pavel Vidal-Alejandro & Johana Sanabria-Domínguez & Jaime Andrés Collazos-Rodríguez, 2021. "Indicador coincidente de actividad económica en la recesión pandémica: el caso del Caribe colombiano," Documentos de trabajo sobre Economía Regional y Urbana 298, Banco de la Republica de Colombia.
- Anastasiou, Dimitrios, 2017. "Is ex-post credit risk affected by the cycles? The case of Italian banks," Research in International Business and Finance, Elsevier, vol. 42(C), pages 242-248.
- Anastasiou, Dimitrios, 2017. "The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks," MPRA Paper 79470, University Library of Munich, Germany.
- Kollar, Miroslav & Schmieder, Christian, 2019. "Macro-based asset allocation: An empirical analysis," EIB Working Papers 2019/11, European Investment Bank (EIB).
- Eraslan, Sercan & Nöller, Marvin, 2020. "Recession probabilities falling from the STARs," Discussion Papers 08/2020, Deutsche Bundesbank.
- repec:agr:journl:v:10(587):y:2013:i:10(587):p:97-110 is not listed on IDEAS
- Brunhart, Andreas & Kellermann, Kersten & Schlag, Carsten-Henning, 2012. "Drei Phasen des Potentialwachstums in Liechtenstein," KOFL Working Papers 11, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Li, Xiao-Lin & Yan, Jing & Wei, Xiaohui, 2021. "Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 640-652.
- Inna S. Lola, 2017. "The Statistical Measurement of Business Conditions for Small Entrepreneurs," HSE Working papers WP BRP 71/STI/2017, National Research University Higher School of Economics.
- Dilip Nachane & Aditi Chaubal, 2022. "A Comparative Evaluation of Some DSP Filters vis-à-vis Commonly Used Economic Filters," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 161-190, September.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2011-10-09 (Business Economics)
- NEP-CBA-2011-10-09 (Central Banking)
- NEP-ECM-2011-10-09 (Econometrics)
- NEP-ETS-2011-10-09 (Econometric Time Series)
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