create a website

The Role of Trends and Detrending in DSGE Models. (2008). Andrle, Michal.
In: MPRA Paper.
RePEc:pra:mprapa:13289.

Full description at Econpapers || Download paper

Cited: 11

Citations received by this document

Cites: 15

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. Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO.
    In: Review of International Economics.
    RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651.

    Full description at Econpapers || Download paper

  2. Are global spillovers complementary or competitive? Need for international policy coordination. (2021). Mallick, Sushanta ; Bhattarai, Keshab ; Yang, BO.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302473.

    Full description at Econpapers || Download paper

  3. What cycles? Data detrending in DSGE models. (2019). Ping, Tsang Kwok ; Xiaojin, Sun.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:23:y:2019:i:3:p:23:n:3.

    Full description at Econpapers || Download paper

  4. A small scale forecasting and simulation model for Azerbaijan (FORSAZ). (2016). Mammadov, Fuad ; Huseynov, Salman.
    In: MPRA Paper.
    RePEc:pra:mprapa:76348.

    Full description at Econpapers || Download paper

  5. The National Bank of Georgias Forecasting and Policy Analysis System. (2016). Mkhatrishvili, Shalva ; Zedgenidze, Zviad ; Tutberidze, Davit ; Mdivnishvili, Tamar ; Tvalodze, Salome .
    In: NBG Working Papers.
    RePEc:aez:wpaper:01/2016.

    Full description at Econpapers || Download paper

  6. Bridging DSGE models and the raw data. (2014). Canova, Fabio.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:67:y:2014:i:c:p:1-15.

    Full description at Econpapers || Download paper

  7. Bridging DSGE Models and the raw data. (2013). Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9379.

    Full description at Econpapers || Download paper

  8. An Estimated DSGE Model of the Indian Economy.. (2011). Yang, Bo ; Pearlman, Joseph ; Levine, Paul ; Gabriel, Vasco.
    In: Working Papers.
    RePEc:npf:wpaper:11/95.

    Full description at Econpapers || Download paper

  9. An Empirical Small Labor Market Model for the Czech Economy. (2011). Bruha, Jan ; Brha, Jan.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:5:p:434-449.

    Full description at Econpapers || Download paper

  10. Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico. (2011). Rodriguez, Diego ; Gonzalez, Andres ; Bonaldi, Jean.
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:010038.

    Full description at Econpapers || Download paper

  11. Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico. (2010). Rodriguez, Diego ; Gonzalez, Andres ; Bonaldi, Jean.
    In: Borradores de Economia.
    RePEc:bdr:borrec:591.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. AGUIAR, M. AND GOPINATH, G. (2004): Emerging Market Business Cycles: The Cycle is the Trend. NBER WP. No 10734 ANDRLE, M. (2008): Using DSGE filters for Forecasting and Policy Analysis - A Note. mimeo, Czech National Bank ANDRLE, M., KAMEN1K, 0., VLëEK, J., AND HLEDIK, T. (2007): Putting in Use the New Structural Model of the Czech National Bank. mimeo, Czech National Bank BROCKWELL, P. AND DAvIS, R. (1991): Time Series: Theory and Methods. Springer-Verlag, Berlin.

  2. BUJOSA, A., BUJOSA, M., AND GARCIA-FERRER, A. (2002): A Note on the PseudoSpectra and the Pseudo-Covariance Generating Functions of ARMA Processes. mimeo, CANOVA, F. (1998): Detrending and Business Cycle Facts. Journal of Monetary Economics, 41:475-512.

  3. COGLEY, T. AND NASON, J. (1995): Effects of the Hodrick-Prescott Filter on Trend and Difference Stationary Time Series. Journal of Economic Dynamics and Control, 19: 253-278.

  4. EDGE, R., KILEY, M., AND LAFORTE, J.-P. (2005): An Estimated DSGE Model of the US Economy with an Application to Natural Rate Measures. mimeo GREENWOOD, J., HERCOWITZ, Z., AND KRUSELL, P. (1997): Long-Run Implications of Investment-Specific Technological Change. American Economic Review, 87:342-362.

  5. HAMILTON, J. (1994): Time Series Analysis. Princeton Univ Press, Princeton.
    Paper not yet in RePEc: Add citation now
  6. IRELAND, P. AND SCHUH, 5. (2006): Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model. Federal Reserve Bank of Boston, WP No. 06-10 KING, R. AND REBELO, 5. (1993): Low frequency filtering and real business cycles. Journal of Economic Dynamics and Control, 17:207-23 1.

  7. KING, R., PLOSSER, C., STOCK, J., AND WATSON, M. (1991): Stochastic Trends and Economic Fluctuations. American Economic Review, 8 1:819-840.

  8. Mills and K. Patterson, forthcoming 2008 SCHMITT-GROHE, S. AND URIBE, M. (2003): Closing Small Open Economy Models. Journal of International Economics, 61:163-185.

  9. MORLEY, J., NELSON, C., AND ZIVOT, E. (2002): Why are Beveridge-Nelson and Unobserved Component Decompositions of GDP So different? Review of Economics and Statistics, 85:235-243.

  10. OBSTFELD, M. AND ROGOFF, K. (1996): Foundations of International Macroeconomics. MIT Press, Cambridge, Massachusetts.

  11. PEDERSEN, T. (2001): The Hodrick-Prescott Filter, the Slutzky Effect, and the Distortionary Effects of Filters. Journal of Economic Dynamics and Control, 25:1081-1101.

  12. PRIESTLEY, M. (1981): Spectral Analysis and Time Series Vol. I. & II. Academic Press, London.
    Paper not yet in RePEc: Add citation now
  13. PROIETTI, T. (2006): Trend-Cycle Decompositions with Conelated Components. Econometric Reviews, 25:61-84.

  14. Role of Trends and Detrending in DSGE Models 21 PROIETTI, T. (2008): Structural Time Series Models for Business Cycle Analysis. mimeo, to appear in Handbook of Econometrics: Vol 2, Applied Econometrics, Part 3.4., eds. T.

  15. VALLE E AZAVEDO, J. (2007): Interpretation of the Effects of Filtering Integrated Series. Banco de Portugal, WP No. 12 WHELAN, K. (2003): A Two-Sector Approach to Modeling U.S. NIPA Data. Journal of Money, Credit, and Banking, 35:627-656.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Effect of oil shocks and cyclicality in hiding Indian twin deficits. (2017). Goyal, Ashima ; Kumar, Abhishek.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2017-005.

    Full description at Econpapers || Download paper

  2. Where is Indias Growth Headed?. (2016). Pundit, Madhavi ; Patnaik, Ila.
    In: Working Papers.
    RePEc:npf:wpaper:16/159.

    Full description at Econpapers || Download paper

  3. Growth; Now and Forever?. (2014). Mauro, Paolo ; Ho, Giang.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/117.

    Full description at Econpapers || Download paper

  4. Credit constraints, equity market liberalization, and growth rate asymmetry. (2014). Popov, Alexander.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:107:y:2014:i:c:p:202-214.

    Full description at Econpapers || Download paper

  5. Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone. (2014). PHILIPPON, Thomas ; Martin, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10189.

    Full description at Econpapers || Download paper

  6. Do Weak Institutions Prolong Crises? On the Identification, Characteristics, and Duration of Declines during Economic Slumps. (2014). Szirmai, Adam ; Bluhm, Richard ; de Crombrugghe, Denis.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4594.

    Full description at Econpapers || Download paper

  7. The European Monetary Union and Imbalances: Is it an Anticipation Story ?. (2014). Siena, Daniele.
    In: Working papers.
    RePEc:bfr:banfra:501.

    Full description at Econpapers || Download paper

  8. The Expectations-Driven U.S. Current Account. (2013). Krause, Michael ; Laubach, Thomas ; Hoffmann, Mathias.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79854.

    Full description at Econpapers || Download paper

  9. How Do Terms of Trade Affect Productivity? The Role of Monopolistic Output Markets. (2013). Llosa, Luis-Gonzalo.
    In: Working Papers.
    RePEc:rbp:wpaper:2013-007.

    Full description at Econpapers || Download paper

  10. An optimal government spending reversal rule in a small open economy. (2013). Kitano, Shigeto ; Takaku, Kenya.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:374-382.

    Full description at Econpapers || Download paper

  11. Informality, financial development and macroeconomic volatility. (2013). Mitra, Shalini.
    In: Economics Letters.
    RePEc:eee:ecolet:v:120:y:2013:i:3:p:454-457.

    Full description at Econpapers || Download paper

  12. Comovement in GDP Trends and Cycles Among Trading Partners. (2012). Sly, Nicholas ; Piger, Jeremy ; Blonigen, Bruce.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18032.

    Full description at Econpapers || Download paper

  13. Did Korean Monetary Policy Help Soften the Impact of the Global Financial Crisis of 2008-2009?. (2012). Lall, Subir ; Alp, Harun ; Elekdag, Selim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/005.

    Full description at Econpapers || Download paper

  14. Cyclicality of the Informal Economy. (2012). Elgin, Ceyhun.
    In: Working Papers.
    RePEc:bou:wpaper:2012/02.

    Full description at Econpapers || Download paper

  15. Long-run growth expectations and global imbalances. (2011). Krause, Michael ; Laubach, Thomas ; Hoffmann, Mathias.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201101.

    Full description at Econpapers || Download paper

  16. The volatility of consumption and output with increasing industrialization. (2011). Zhao, Yan ; Gomme, Paul.
    In: MPRA Paper.
    RePEc:pra:mprapa:33721.

    Full description at Econpapers || Download paper

  17. Labor Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing. (2011). Kabaca, Serdar.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1122.

    Full description at Econpapers || Download paper

  18. Employment Protection and Business Cycles in Emerging Economies. (2011). Urrutia, Carlos ; Lama, Ruy.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/293.

    Full description at Econpapers || Download paper

  19. Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income. (2010). Stolyarov, Dmitriy ; Sabirianova Peter, Klara ; Gorodnichenko, Yuriy.
    In: Review of Economic Dynamics.
    RePEc:red:issued:09-198.

    Full description at Econpapers || Download paper

  20. Budget Institutions and Fiscal Performance in Low-Income Countries. (2010). Lledo, Victor Duarte ; Yackovlev, Irene ; Allen, Richard I ; Dabla-Norris, Era ; Zanna, Luis-Felipe ; Prakash, Tej ; Kvintradze, Eteri ; Gollwitzer, Sophia.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/080.

    Full description at Econpapers || Download paper

  21. Immigration, remittances, and business cycles. (2010). Zlate, Andrei ; Mandelman, Federico.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2008-25.

    Full description at Econpapers || Download paper

  22. Growth in the Shadow of Expropriation. (2009). Amador, Manuel ; Aguiar, Mark.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15194.

    Full description at Econpapers || Download paper

  23. Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, Martín ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Fernndez-Villaverde, Jess ; Guerrn-Quintana, Pablo A. ; Rubio-Ramrez, Juan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14875.

    Full description at Econpapers || Download paper

  24. International Risk Sharing During the Globalization Era. (2009). Marion, Nancy P ; Flood, Robert P ; Matsumoto, Akito.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/209.

    Full description at Econpapers || Download paper

  25. Output Collapses and Productivity Destruction. (2009). Fernandez-Arias, Eduardo ; Daude, Christian ; Blyde, Juan.
    In: Research Department Publications.
    RePEc:idb:wpaper:4610.

    Full description at Econpapers || Download paper

  26. Inventories, lumpy trade, and large devaluations. (2009). Midrigan, Virgiliu ; Kaboski, Joseph ; Alessandria, George.
    In: Working Papers.
    RePEc:fip:fedpwp:08-3.

    Full description at Econpapers || Download paper

  27. The international cycle and Colombian monetary policy. (2009). Mahadeva, Lavan ; Gómez-Pineda, Javier.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:005406.

    Full description at Econpapers || Download paper

  28. The international cycle and Colombian monetary policy. (2009). Mahadeva, Lavan ; Gómez-Pineda, Javier.
    In: Borradores de Economia.
    RePEc:bdr:borrec:557.

    Full description at Econpapers || Download paper

  29. A Neoclassical Analysis of The Korean Crisis. (2008). Otsu, Keisuke.
    In: Review of Economic Dynamics.
    RePEc:red:issued:06-208.

    Full description at Econpapers || Download paper

  30. Democracy, Diversification, and Growth Reversals. (2008). Cuberes, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:8430.

    Full description at Econpapers || Download paper

  31. Democracy, Diversification, and Growth Reversals. (2008). Jerzmanowski, Michal ; Cuberes, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:11646.

    Full description at Econpapers || Download paper

  32. The US as the Demander of Last Resort and its Implications on Chinas Current Account. (2008). Jinjarak, Yothin ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14453.

    Full description at Econpapers || Download paper

  33. The Forgotten History of Domestic Debt. (2008). Rogoff, Kenneth ; Reinhart, Carmen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13946.

    Full description at Econpapers || Download paper

  34. Inventories, Lumpy Trade, and Large Devaluations. (2008). Midrigan, Virgiliu ; Kaboski, Joseph ; Alessandria, George.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13790.

    Full description at Econpapers || Download paper

  35. Do institutions matter for economic fluctuations? Weak property rights in a business cycle model for Mexico. (2008). Vassilatos, Vanghelis ; Economides, George ; Angelopoulos, Konstantinos.
    In: Working Papers.
    RePEc:gla:glaewp:2008_38.

    Full description at Econpapers || Download paper

  36. Heterogeneous borrowers in quantitative models of sovereign default. (2008). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:07-01.

    Full description at Econpapers || Download paper

  37. Inventories, lumpy trade, and large devaluations. (2008). Midrigan, Virgiliu ; Kaboski, Joseph ; Alessandria, George.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-08-07.

    Full description at Econpapers || Download paper

  38. Emerging market business cycles revisited: learning about the trend. (2008). Durdu, C. Bora ; Daude, Christian ; Boz, Emine.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:927.

    Full description at Econpapers || Download paper

  39. Inventories, lumpy trade, and large devaluations. (2008). Midrigan, Virgiliu ; Kaboski, Joseph ; Alessandria, George.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-24.

    Full description at Econpapers || Download paper

  40. Persistent Gaps and Default Traps. (2008). Kapur, Sandeep ; Fostel, Ana ; Catão, Luis ; Luis A. V. Catao, .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0803.

    Full description at Econpapers || Download paper

  41. Capital Flows to Developing Countries: The Allocation Puzzle. (2007). Jeanne, Olivier ; Gourinchas, Pierre-Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13602.

    Full description at Econpapers || Download paper

  42. The Impact of Foreign Interest Rates on the Economy: The Role of the Exchange Rate Regime. (2007). Shambaugh, Jay ; di Giovanni, Julian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13467.

    Full description at Econpapers || Download paper

  43. Investment Cycles and Sovereign Debt Overhang. (2007). Gopinath, Gita ; Amador, Manuel ; Aguiar, Mark.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13353.

    Full description at Econpapers || Download paper

  44. Do institutions matter for economic fluctuations? Weak property rights in a business cycle model for Mexico. (2007). Vassilatos, Vanghelis ; Economides, George.
    In: Working Papers.
    RePEc:gla:glaewp:2007_35.

    Full description at Econpapers || Download paper

  45. Quantitative models of sovereign default and the threat of financial exclusion. (2007). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2007:i:sum:p:251-286:n:v.93no.3.

    Full description at Econpapers || Download paper

  46. The economics of sovereign defaults. (2007). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2007:i:spr:p:163-187:n:v.93no.2.

    Full description at Econpapers || Download paper

  47. Emerging markets in financial globalization: striking the right balance for liberalization. (2007). Watanagase, Tarisa .
    In: Proceedings.
    RePEc:fip:fedfpr:y:2007:x:6.

    Full description at Econpapers || Download paper

  48. The Role of Expectations in Sudden Stops. (2007). Mertens, Karel.
    In: Working Papers.
    RePEc:ecl:corcae:07-10.

    Full description at Econpapers || Download paper

  49. Real Business Cycles in Emerging Countries?. (2006). Uribe, Martín ; Pancrazi, Roberto ; Garcia Cicco, Javier ; Garcia-Cicco, Javier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12629.

    Full description at Econpapers || Download paper

  50. Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-250.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-26 09:36:54 || 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.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy