Concepedia

Cyclical Variation Analysis

Cyclical Variation Analysis is a methodological framework within trend analysis that identifies, isolates, and examines periodic fluctuations in time series data that occur at irregular intervals and are not attributable to seasonal or random factors, distinguishing it from other analytic approaches by its focus on long-term, non-seasonal cycles driven by inherent systemic dynamics.

190

Publications

11.4K

Citations

378

Authors

219

Institutions

Publications per year

2017–2026

32

Parents

Publications

190

Estimating global bank network connectedness

Mert Demirer, Francis X. Diebold, Laura Liu et al. · Journal of Applied Econometrics · 2017 · 591 citations

, , +17

Cyclical Analysis of Time Series: Selected Procedures and Computer Programs

Clive W. J. Granger, Gerhard Bry, Charlotte Boschan · Journal of the Royal Statistical Society Series A (General) · 1972 · 585 citations

, , +13

Trends and Cycles in Macroeconomic Time Series

Andrew Harvey · Journal of Business and Economic Statistics · 1985 · 569 citations

, , +15

Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?

James Morley, Charles R. Nelson, Eric Zivot · The Review of Economics and Statistics · 2003 · 558 citations

, , +10

Cyclical Analysis of Time Series: Selected Procedures and Computer Programs

Harry Eisenpress, Gerhard Bry, Charlotte Boschan · Journal of the American Statistical Association · 1973 · 522 citations

, , +13

1–5 of 190

Authors

378

  1. EP
    Eswar Prasad

    Cornell University, United States

    4 publications · 172 citations

    5

    h-index

  2. MD
    Mert Demirer

    Massachusetts Institute of Technology, United States

    3 publications · 664 citations

    3

    h-index

  3. TP
    Tommaso Proietti

    University of Rome Tor Vergata, Italy

    3 publications · 144 citations

    3

    h-index

  4. KY
    Kamil Yılmaz

    Koç University, Türkiye

    3 publications · 664 citations

    3

    h-index

  5. FX
    Francis X. Diebold

    University of Pennsylvania, United States

    3 publications · 664 citations

    3

    h-index

1–5 of 378

Institutions

219

  1. Bank of England

    London, United Kingdom

    5 h-index

    6 publications

    130 citations

  2. Cornell University

    Ithaca, United States

    5 h-index

    4 publications

    158 citations

  3. National Bureau of Economic Research

    Cambridge, United States

    5 h-index

    9 publications

    382 citations

  4. International Monetary Fund

    Washington D.C., United States

    3 h-index

    3 publications

    118 citations

  5. London School of Economics and Political Science

    London, United Kingdom

    3 h-index

    3 publications

    767 citations

  6. Aarhus University

    Aarhus, Denmark

    3 h-index

    3 publications

    50 citations

  7. Brookings Institution

    Washington D.C., United States

    3 h-index

    3 publications

    159 citations

  8. Columbia University

    New York, United States

    3 h-index

    5 publications

    78 citations

1–8 of 219

Venues

  1. SSRN Electronic Journal

    Repository · 17 publications · 613 citations

    13

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 8 publications · 559 citations

    8

    h-index

  3. Journal of Business and Economic Statistics

    JBES · 5 publications · 1.1K citations

    5

    h-index

  4. The Review of Economics and Statistics

    4 publications · 725 citations

    5

    h-index

  5. American Economic Review

    4 publications · 369 citations

    4

    h-index

1–5