[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
The business cycle of European countries Bayesian clustering of country - individual IP growth series. (2003). Kaufmann, Sylvia.
In: Working Papers.
RePEc:onb:oenbwp:83.

Full description at Econpapers || Download paper

Cited: 8

Citations received by this document

Cites: 14

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores ; Bandres, Eduardo.
    In: Occasional Papers.
    RePEc:bde:opaper:1702.

    Full description at Econpapers || Download paper

  2. Los ciclos económicos internacionales: antecedentes y revisión de la literatura. (2011). Cendejas Bueno, José Luis ; Álvarez, Inmaculada ; Ayuso, Inmaculada alvarez ; Sonia de Lucas Santos, ; M. Jesus Delgado Rodriguez, ; Jose Luis Cendejas Bueno, .
    In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
    RePEc:cud:journl:v:34:y:2011:i:95:p:73-84.

    Full description at Econpapers || Download

  3. A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA. (2008). Ferrara, Laurent ; Billio, Monica ; Mazzi, Gianluigi ; Anas, Jacques .
    In: Manchester School.
    RePEc:bla:manchs:v:76:y:2008:i:5:p:549-577.

    Full description at Econpapers || Download paper

  4. Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI. (2007). Caporin, Massimiliano ; Cazzavillan, Guido ; Billio, Monica.
    In: Working Papers.
    RePEc:ven:wpaper:2007_19.

    Full description at Econpapers || Download paper

  5. Business Cycle Synchronization in the Enlarged EU. (2006). Szapáry, György ; Darvas, Zsolt ; Szapary, Gyorgy .
    In: Working Papers.
    RePEc:mkg:wpaper:0604.

    Full description at Econpapers || Download paper

  6. Business Cycle Sychronization in the Enlarged EU. (2005). Szapáry, György ; Darvas, Zsolt ; Szapary, Gyorgy .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5179.

    Full description at Econpapers || Download paper

  7. Business Cycle Synchronisation in the Enlarged EU: Comovements in the New and Old Members. (2004). Szapáry, György ; Darvas, Zsolt ; Szapary, Gyorgy .
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2004/1.

    Full description at Econpapers || Download paper

  8. Konjunktúraciklusok együttmozgása a régi és új EU-tagországokban. (2004). Darvas, Zsolt ; Szapary, Gyorgy .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:682.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Altissimo, F., A. Bassanetti, R. Cristadoro, M. Forni, M. Lippi, L. Reichlin, and G. Veronese (2001). EuroCOIN: A real time coincident indicator of the euro area business cycle. Discussion Paper 3108, CEPR.

  2. Artis, M. J. and W. Zhang (1995). International business cycles and the ERM: Is there a European business cycle? International Journal of Finance and Economics 2, 116.

  3. Artis, M. J., H.-M. Krolzig, and J. Toro (1999). The European business cycle. Discussion Paper 2242, CEPR.

  4. Baxter, M. and R. G. King (1999). Measuring business cycles: Approximate band-pass filters for economic time series. Review of Economics & Statistics 81, 575593.

  5. Carter, C. K. and R. Kohn (1994). On Gibbs sampling for state space models. Biometrika 84, 541553.
    Paper not yet in RePEc: Add citation now

  6. Chib, S. (1996). Calculating posterior distributions and modal estimates in Markov mixture models. Journal of Econometrics 75, 7997.

  7. Forni, M. and L. Reichlin (2001). Federal policies and local economies; Europe and the US. European Economic Review.

  8. Fruhwirth-Schnatter, S. (1994). Data augmentation and dynamic linear models. Journal of Time Series Analysis 15, 183202.
    Paper not yet in RePEc: Add citation now
  9. Fruhwirth-Schnatter, S. and S. Kaufmann (2002). Bayesian clustering of many short time series. mimeo, Vienna University of Economics and Business Administration, and Oesterreichische Nationalbank.
    Paper not yet in RePEc: Add citation now

  10. Hamilton, J. D. (1989). A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica 57, 357384.

  11. Hoogstrate, A. J., F. C. Palm, and G. A. Pfann (2000). Pooling in dynamic panel-data models: An application to forecasting GDP growth rates. Journal of Business & Economic Statistics 18, 274283.

  12. Kaufmann, S. (2002). Is there an asymmetric effect of monetary poliy over time? A Bayesian analysis using Austrian data. Empirical Economics 99, 277298.

  13. Mitchell, J. and K. Mouratidis (2002). Is there a common Euro-zone business cycle? National Institute of Economic and Social Research.
    Paper not yet in RePEc: Add citation now
  14. Shephard, N. (1994). Partial non-Gaussian state space. Biometrika 81, 115131.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. A real-time measure of business conditions in Malta. (2016). Ellul, Reuben.
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0416.

    Full description at Econpapers || Download paper

  2. Metro Business Cycles. (2016). Gascon, Charles ; Arias, Maria A. ; Rapach, David E..
    In: Working Papers.
    RePEc:fip:fedlwp:2014-046.

    Full description at Econpapers || Download paper

  3. Monetary transmission mechanism and time variation in the Euro area. (2014). Bagzibagli, Kemal.
    In: Empirical Economics.
    RePEc:spr:empeco:v:47:y:2014:i:3:p:781-823.

    Full description at Econpapers || Download paper

  4. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: Working Papers.
    RePEc:bny:wpaper:0026.

    Full description at Econpapers || Download paper

  5. Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-195.

    Full description at Econpapers || Download paper

  6. Un Indicatore per la Lombardia e per le Province di Milano e Pavia (Nuova versione). (2012). Bianchi, Carluccio ; Baiardi, Donatella .
    In: Quaderni di Dipartimento.
    RePEc:pav:wpaper:158.

    Full description at Econpapers || Download paper

  7. Short-term forecasts of French GDP: a dynamic factor model with targeted predictors.. (2012). Bessec, Marie.
    In: Working papers.
    RePEc:bfr:banfra:409.

    Full description at Econpapers || Download paper

  8. Dynamic factors in the presence of blocks. (2011). Liska, Roman ; Hallin, Marc.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:1:p:29-41.

    Full description at Econpapers || Download paper

  9. The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis. (2011). Aprigliano, Valentina .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_820_11.

    Full description at Econpapers || Download paper

  10. Un Indicatore di Attività Economica per la Lombardia e per le Province di Milano e Pavia. (2010). Bianchi, Carluccio ; Baiardi, Donatella .
    In: Quaderni di Dipartimento.
    RePEc:pav:wpaper:130.

    Full description at Econpapers || Download paper

  11. Monthly pass-through ratios. (2010). Fischer, Andreas ; Amstad, Marlene.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:7:p:1202-1213.

    Full description at Econpapers || Download paper

  12. Nowcasting. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7883.

    Full description at Econpapers || Download paper

  13. Forecasting industrial production: the role of information and methods. (2010). Parigi, Giuseppe ; Golinelli, Roberto ; Bulligan, Guido.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:33-22.

    Full description at Econpapers || Download paper

  14. A comprehensive German business cycle chronology. (2009). Schirwitz, Beate.
    In: Empirical Economics.
    RePEc:spr:empeco:v:37:y:2009:i:2:p:287-301.

    Full description at Econpapers || Download paper

  15. Monthly pass-through ratios. (2009). Fischer, Andreas ; Amstad, Marlene.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:26.

    Full description at Econpapers || Download paper

  16. Regionale Konjunkturzyklen in Deutschland – Teil II: Die Zyklendatierung. (2009). Wohlrabe, Klaus ; Seiler, Christian ; Schirwitz, Beate.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:62:y:2009:i:14:p:24-31.

    Full description at Econpapers || Download paper

  17. Business Cycles in the Euro Area. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14529.

    Full description at Econpapers || Download paper

  18. New Eurocoin: Tracking Economic Growth in Real Time. (2008). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:020.

    Full description at Econpapers || Download paper

  19. Building composite leading indexes in a dynamic factor model framework: a new proposal. (2008). Serati, Massimiliano ; amisano, gianni.
    In: LIUC Papers in Economics.
    RePEc:liu:liucec:212.

    Full description at Econpapers || Download paper

  20. Multivariate Markov switching with weighted regime determination: giving France more weight than Finland. (2008). Sola, Martin ; Dueker, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-001.

    Full description at Econpapers || Download paper

  21. Dynamic Factors in the Presence of Block Structure. (2008). Liska, Roman ; Hallin, Marc.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/22.

    Full description at Econpapers || Download paper

  22. Business Cycles in the euro Area. (2008). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2008_040.

    Full description at Econpapers || Download paper

  23. Dynamic Factors in the Presence of Block Structure. (2008). Liska, Roman ; Hallin, Marc.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2008_012.

    Full description at Econpapers || Download paper

  24. Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise.. (2008). Rua, António ; Rünstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C..
    In: Working papers.
    RePEc:bfr:banfra:215.

    Full description at Econpapers || Download paper

  25. USA, Japan and the Euro Area: Comparing Business-Cycle Features. (2007). McAdam, Peter.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:21:y:2007:i:1:p:135-156.

    Full description at Econpapers || Download paper

  26. Aggregation bias in macro models: Does it matter for the euro area?. (2007). Monteforte, Libero.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:24:y:2007:i:2:p:236-261.

    Full description at Econpapers || Download paper

  27. New Eurocoin: Tracking Economic Growth in Real Time. (2007). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_631_07.

    Full description at Econpapers || Download paper

  28. Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model. (2006). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4793.

    Full description at Econpapers || Download paper

  29. The Stacked Leading Indicators Dynamic Factor Model: A Sensitivity Analysis of Forecast Accuracy using Bootstrapping. (2006). Grenouilleau, Daniel .
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0249.

    Full description at Econpapers || Download paper

  30. The Dutch business cycle: which indicators should we monitor?. (2006). Reijer, Ard.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:100.

    Full description at Econpapers || Download paper

  31. New EuroCOIN: Tracking Economic Growth in Real Time. (2006). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5633.

    Full description at Econpapers || Download paper

  32. Shock Identification of Macroeconomic Forecasts based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: Working Papers.
    RePEc:szg:worpap:0502.

    Full description at Econpapers || Download paper

  33. Time-varying pass-through from import prices to consumer prices: evidence from an event study with real-time data. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: Staff Reports.
    RePEc:fip:fednsr:228.

    Full description at Econpapers || Download paper

  34. Shock identification of macroeconomic forecasts based on daily panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: Staff Reports.
    RePEc:fip:fednsr:206.

    Full description at Econpapers || Download paper

  35. Forecasting Dutch GDP using Large Scale Factor Models. (2005). Reijer, Ard.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:028.

    Full description at Econpapers || Download paper

  36. Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5395.

    Full description at Econpapers || Download paper

  37. Shock Identification of Macroeconomic Forecasts Based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5008.

    Full description at Econpapers || Download paper

  38. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models. (2004). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
    In: Working Papers.
    RePEc:igi:igierp:258.

    Full description at Econpapers || Download paper

  39. A sorted leading indicators dynamic (SLID) factor model for short-run euro-area GDP forecasting. (2004). Grenouilleau, Daniel .
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0219.

    Full description at Econpapers || Download paper

  40. Aggregation bias in macro models: does it matter foir the euro area?. (2004). Monteforte, Libero.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_534_04.

    Full description at Econpapers || Download paper

  41. Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area. (2003). Valle e Azevedo, João ; Rua, António ; Koopman, Siem Jan ; Joao Valle e Azevedo, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20030069.

    Full description at Econpapers || Download paper

  42. The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2003/13.

    Full description at Econpapers || Download paper

  43. An Indicator Measuring Underlying Economic Activity in Greece. (2003). Zonzilos, Nicholas ; Hall, Stephen.
    In: Working Papers.
    RePEc:bog:wpaper:04.

    Full description at Econpapers || Download paper

  44. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models. (2002). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3701.

    Full description at Econpapers || Download paper

  45. Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited. (2002). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3550.

    Full description at Econpapers || Download paper

  46. The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting. (2002). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3432.

    Full description at Econpapers || Download paper

  47. Factor Models in Large Cross-Sections of Time Series. (2002). Reichlin, Lucrezia.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3285.

    Full description at Econpapers || Download paper

  48. Dealing with forward-looking expectations and policy rules in quantifying the channels of transmission of monetary policy. (2002). Siviero, Stefano ; Locarno, Alberto ; Altissimo, Filippo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_460_02.

    Full description at Econpapers || Download paper

  49. Some stylised facts on the euro area business cycle. (2001). Mojon, Benoit ; Agresti,A-M., .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20010095.

    Full description at Econpapers || Download paper

  50. A Core Inflation Index for the Euro Area. (2001). veronese, giovanni ; Reichlin, Lucrezia ; Forni, Mario ; Cristadoro, Riccardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3097.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-25 18:35:24 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.