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Tracking the US business cycle with a singular spectrum analysis

Miguel de Carvalho, Paulo Canas Rodrigues, António Rua

Economics Letters · 2011 · 58 citations · 14 references

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References

14

Postwar U.S. Business Cycles: An Empirical Investigation

Robert J. Hodrick, Edward C. Prescott · Journal of money credit and banking · 1997 · 7.4K citations

, , +17

Extracting qualitative dynamics from experimental data

D.S. Broomhead, Gregory P. King · Physica D Nonlinear Phenomena · 1986 · 2.3K citations

, , +12

On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations

Morten O. Ravn, Harald Uhlig · The Review of Economics and Statistics · 2002 · 2K citations · Full text

, , +7

Measuring Business Cycles

David Wright, Arthur F. Burns, Wesley C. Mitchell · Southern Economic Journal · 1947 · 1.5K citations

, , +10

Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series

Robert Vautard, Michael Ghil · Physica D Nonlinear Phenomena · 1989 · 1.2K citations

, , +16