Measuring business cycles with business-cycle models

DOI10.1016/0165-1889(95)00887-XzbMATH Open0875.90146OpenAlexW1993025244MaRDI QIDQ1350461FDOQ1350461

Authors: Allan W. Gregory, Gregor W. Smith 

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(95)00887-x

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zbMATH Keywords

Business cyclesDetrending

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic growth models (91B62)

Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Title not available (Why is that?)
• Low frequency filtering and real business cycles
• Testing for Common Trends
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Linear smoothers and additive models
• Title not available (Why is that?)
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson.
• A time series analysis of representative agent models of consumption and leisure choice under uncertainty
• Nonlinear Econometric Models with Deterministically Trending Variables

Cited In (10)

• Title not available (Why is that?)
• How interest rate influences a business cycle model
• Exploring US business cycles with bivariate loops using penalized spline regression
• Should business rely on business cycle forecasting?
• Multiple filtering devices for the estimation of cyclical DSGE models
• The most appropriate model to estimate Lithuanian business cycle
• Business cycles. Fact, fallacy and fantasy.
• Economic growth and business cycles: a critical comment on detrending time series
• Testing between Competing Models of Real Business Cycles
• Measuring financial cycles in a model-based analysis: empirical evidence for the United States and the Euro area

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