Measuring business cycles with business-cycle models

DOI10.1016/0165-1889(95)00887-XzbMath0875.90146OpenAlexW1993025244MaRDI QIDQ1350461

Allan W. Gregory, Gregor W. Smith

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& 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) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Cites Work

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• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Linear smoothers and additive models
• Low frequency filtering and real business cycles
• 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.
• Testing for Common Trends
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Nonlinear Econometric Models with Deterministically Trending Variables
• A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty

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