Measuring business cycles with business-cycle models
From MaRDI portal
Publication:1350461
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
Applications of statistics to economics (62P20) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)
Cites Work
- Unnamed Item
- Unnamed Item
- 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
This page was built for publication: Measuring business cycles with business-cycle models