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Estimating potential output using business survey data in a SVAR framework. (2008). Cesaroni, Tatiana.
In: MPRA Paper.
RePEc:pra:mprapa:16324.

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Cited: 7

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Cites: 15

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Cocites: 50

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Coauthors: 0

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  1. .

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  2. Macroeconomic policy and potential growth. (2015). Iacopetta, Maurizio ; Creel, Jerome.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/3d1rt55ran82d86guhaponket6.

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  3. Macroeconomic policy and potential growth. (2015). Creel, Jerome ; Iacopetta, Maurizio.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03459896.

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  4. Macroeconomic Policy and potential growth. (2015). Iacopetta, Maurizio ; Creel, Jerome.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1515.

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  5. Estimating Output Gap for Pakistan economy: Structural and Statistical Approaches. (2008). Adnan, Syed ; Khan, Safdar Ullah .
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:24.

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  6. Short Run Effects of an Unanticipated Change in Monetary Policy: Interpreting Macroeconomic Dynamics in Pakistan. (2008). Khan, Mahmood ul Hasan ; Adnan, S.
    In: SBP Research Bulletin.
    RePEc:sbp:journl:31.

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  7. Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches. (2008). Khan, Safdar ; Shah Bukhari, Syed Adnan ; Shareef, Bilal ; Haider, Adnan ; H. A. S. Bukhari, S. Adnan.
    In: MPRA Paper.
    RePEc:pra:mprapa:9736.

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References

References cited by this document

  1. Altissimo F. Marchetti D.J. Oneto G.P. (1999) “The Italian Business Cycle: New Coincident and Leading Indicators and Some Stylized Facts”, ISAE W.P n° 8.
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  2. Baxter A. King R. (1995) “Measuring business cycles approximate band-pass filters for economic time series” NBER W.P. No. 5022.

  3. Beveridge S. Nelson C.R. (1981) “A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle” Journal of Monetary Economics 7, 151-174.

  4. Blanchard O.J. Quah D. (1989) “The Dynamics Effects of Aggregate Demand and Supply Disturbances” The American Economic Review, 79 655-673.
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  5. Burns e Mitchell (1946) Measuring Business Cycles. New York, NBER.

  6. Cesaroni T. (2007) “Inspecting the cyclical properties of Italian Manufacturing Business Survey” data W.P. ISAE n. 83.

  7. Clark P. K. (1987) “The cyclical component of US economic activity” The Quarterly Journal of Economics 102, 794-814.

  8. Claus I. (2003) “Estimating potential output for New Zealand” Applied Economics 35, 751-760.

  9. Cogley, Timothy & Nason, James M., (1995) “Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research”, Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 253-278.

  10. Harvey A. C. (1985) “Trend and Cycles in U.S. macroeconomic time series” Journal of Business and Economic Statistics 3, 216-27.
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  11. Hearn B.A and Woitek U. (2001) “More international evidence on the historical properties of business cycles” Journal of Monetary Economics, 4, 289-319.

  12. Hodrick R.J. and Prescott E.C. (1997) “Postwar U.S. Business Cycles: An Empirical Investigation” Journal of Money, Credit, and Banking 29 (1):1-16.
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  13. Orphanides, van Norden S. (2001) “The unreliability of output gap estimates in real time” The review of economics and statistics vol. LXXXIV n°4.

  14. St-Amant P. and S. van Norden (1997) “Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada” Technical Report No. 79. Ottawa: Bank of Canada.

  15. Taylor J. (1993) “Discretion versus Policy Rules in Practice” Carnegie-Rocester Conference series on Public Policy vol. 39 pag 195-214.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Univariate Potential Output Estimations for Hungary. (2005). Vadas, Gabor ; Darvas, Zsolt.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0512009.

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  2. Trade balance and terms of trade in U.S.: a time-scale decomposition analysis. (2005). Gallegati, Marco ; De Benedictis, Luca.
    In: International Trade.
    RePEc:wpa:wuwpit:0512016.

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  3. TRENDS AND FLUCTUATIONS IN BRAZILIAN AND ARGENTINE TRADE FLOWS. (2005). Barbosa-Filho, Nelson ; Barbosa Filho, Fernando ; Barbosa Filho, Fernando.
    In: International Trade.
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  4. Estimating the potential output of the euro area with a semi-structural multivariate Hodrick-Prescott filter. (2005). Lemoine, Matthieu ; Chagny, Odile .
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:344.

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  5. Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach. (2005). Llosa, Luis-Gonzalo ; Miller, Shirley .
    In: Working Papers.
    RePEc:rbp:wpaper:2005-004.

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  6. On the Typical Spectral Shape of an Economic Variable. (2004). Levy, Daniel ; Dezhbakhsh, Hashem.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0402017.

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  7. International Evidence on Output Fluctuation and Shock Persistence. (2004). Levy, Daniel ; Dezhbakhsh, Hashem.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0402016.

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  8. Are Business Cycles All Alike? A Bandpass Filter Analysis of Italian and US Cycles. (2004). Sapio, Sandro ; Roventini, Andrea ; Napoletano, Mauro.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2004/25.

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  9. Inflation targeting: what inflation rate to target?. (2004). Liu, Zheng ; Huang, Kevin.
    In: Working Papers.
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  10. An estimation of the euro area potential output with a semi-structural multivariate Hodrick-Prescott filter. (2004). Lemoine, Matthieu ; Chagny, Odile .
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:0414.

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  11. Business Cycles and Macroeconomic Policy Coordination in Mercosur. (2004). Gonzalez-Rozada, Martin ; Fanelli, José.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:328.

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  12. Using additional information in estimating output gap in Peru: a multivariate unobserved component approach. (2004). Llosa, Luis-Gonzalo.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:243.

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  13. On the typical spectral shape of an economic variable. (2003). Levy, Daniel ; Dezhbakhsh, Hashem.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:7:p:417-423.

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  14. Reflections on the optimal currency area (OCA) criteria in the light of EMU. (2003). artis, michael.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:8:y:2003:i:4:p:297-307.

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  15. The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time. (2003). van Norden, Simon ; Orphanides, Athanasios.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-01.

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  16. Robust Stylized Facts on Comovement for the Spanish Economy. (2003). Pérez, Javier ; André, Francisco.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2003_02.

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  17. Estimating potential output and output gaps for the South African economy. (2002). Smit, Ben ; Burrows, Le Roux.
    In: Working Papers.
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  18. Recent U.S. macroeconomic stability: good policies, good practices or good luck?. (2002). Levin, Andrew ; Ahmed, Shaghil ; Wilson, Beth Anne.
    In: International Finance Discussion Papers.
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  19. Cyclical Features of Uzawa-Lucas Endogenous Growth Model. (2002). Restrepo, Sergio.
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  20. Measuring Business Cycles: The Real Business Cycle Approach and Related Controversies. (2001). Machado, Celsa.
    In: FEP Working Papers.
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  21. Real Wages and the Cycle: The View from the Frequency Domain. (2001). Woitek, Ulrich ; Malley, Jim ; Hart, Robert.
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  22. Cyclical behaviour of consumption of non-durable goods: Spain versus U.S.A.. (2001). Lores, Francisco.
    In: UC3M Working papers. Economics.
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  23. Growth and cyclical fluctuations in Spanish macroeconomic series. (2001). Lores, Francisco.
    In: UC3M Working papers. Economics.
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  24. INTERNATIONAL REAL BUSINESS CYCLES: CAN A TWO COUNTRIES TWO SECTORS MODEL SOLVE THE QUANTITY ANOMALY?. (2000). Royuela, Vicente.
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  25. Stylised facts from output gap measures. (2000). Scott, Alasdair .
    In: Reserve Bank of New Zealand Discussion Paper Series.
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  26. A spectral analysis of New Zealand output gaps using Fourier and wavelet techniques. (2000). Conway, Paul ; Frame, David.
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  27. The Reliability of Output Gap Estimates in Real Time. (2000). Orphanides, Athanasios ; van Norden, Simon.
    In: Econometric Society World Congress 2000 Contributed Papers.
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  28. Integración y Vulneralidad Externa en Colombia. (2000). Gonzalez, Andres ; Fernandez, Cristina.
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  29. Estimating potential output for New Zealand: a structural VAR approach. (1999). Claus, Iris.
    In: Reserve Bank of New Zealand Discussion Paper Series.
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  30. Business Cycles in International Historical Perspective. (1999). Taylor, Alan ; Basu, Susanto.
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  31. Estimating the Discount Rate Policy Reaction Function of the Monetary Authority.. (1999). Choi, Woon Gyu.
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  33. The reliability of output gap estimates in real time. (1999). van Norden, Simon ; Orphanides, Athanasios.
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  36. Historical Evidence on Business Cycles: The International Experience. (1998). Jonung, Lars ; Bordo, Michael ; Bergman, Michael U..
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  39. Historical evidence on business cycles: the international experience. (1998). Jonung, Lars ; Bordo, Michael ; Bergman, Michael U..
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  41. Estimating potential output: a semi-structural approach. (1997). Conway, Paul ; Hunt, Ben .
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  42. Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?. (1997). St-Amant, Pierre ; Guay, Alain.
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  43. A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap. (1997). St-Amant, Pierre ; Guay, Alain.
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  44. Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada. (1997). van Norden, Simon ; St-Amant, Pierre.
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