Measuring business cycles with business-cycle models

DOI10.1016/0165-1889(95)00887-XMaRDI QIDQ1350461zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4060924 (Why is no real title available?)
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• A time series analysis of representative agent models of consumption and leisure choice under uncertainty
• Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson.
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Linear smoothers and additive models
• Low frequency filtering and real business cycles
• Nonlinear Econometric Models with Deterministically Trending Variables
• Testing for Common Trends
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Cited in

(10)

• scientific article; zbMATH DE number 5032662 (Why is no real title available?)
• 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
• Measuring financial cycles in a model-based analysis: empirical evidence for the United States and the Euro area
• Testing between Competing Models of Real Business Cycles

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