[1]
|
A. F. Burns and W. C. Mitchell, “Measuring Business Cycles,” National Bureau of Economic Research, Cambridge, 1946.
|
[2]
|
S. Claessens, A. Kose and E. Terrones, “How Do Business and Financial Cycles Interact?” Research Department International Monetary, Washington DC, 2000.
|
[3]
|
W. Hoffmaister, E. Roldos and P. Wickham, “Macroeconomic Fluctuations in Sub-Saharan Africa,” IMF Working Paper, 1997.
|
[4]
|
P. Agenor, C. Mc Dermott and E. Prasad, “Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts,” World Bank Economic Review, Vol. 14, No. 2, 2000, pp. 251-285. doi:10.1093/wber/14.2.251
|
[5]
|
D. Corbae and S. Ouliaris, “Extracting Cycles from Nonstationary Data,” In: D. Corbae, S. Durlauf and B. Hansen, Eds., Econometric Theory and Practice: Frontiers of Analysis and Applied Research, Cambridge University Press, New York, 2006.
|
[6]
|
J. Christiano and J. Fitzgerald, “The Band Pass Filter,” International Economic Review, Vol. 44, No. 2, 2003, pp. 435-465. doi:10.1111/1468-2354.t01-1-00076
|
[7]
|
M. Baxter and R. King, “Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series,” University of Virginia, Charlottesville, 1988.
|
[8]
|
G. Bry and C. Boshan, “Cyclical Analysis of Time Series: Selected Procedures and Computer Programs,” UMI, Cambridge, 1971.
|
[9]
|
D. Harding and A. Pagan, “Synchronization of Cycles,” Melbourne University, Parkville, 2000.
|
[10]
|
R. Pagan, “Lecture 2: Measuring the Cycle,” IMF Lecture, New York, 2004.
|
[11]
|
A. Haug and G. Dewald, “Longer-Term Effects of Monetary Growth on Real and Nominal Variables,” European Central Bank Working Paper, No. 382, 2004.
|
[12]
|
W. K. Newey and K. West, “Automatic Lag Selection in Covariance Matrix Estimators,” Review of Economic Studies, Vol. 61, No. 4, 1994, pp. 631-653.
doi:10.2307/2297912
|
[13]
|
J. P. Allergret and A. Zantman. “Disentangling Business Cycles and Macroeconomic Policy in Mercusor: A VAR and Unobserved Components Model Approaches,” Observatoire Francais de Conjoncture Economique.
|
[14]
|
J. Stock and M. Watson, “Business Cycle Fluctuations in US Macroeconomic Time Series,” NBER Working Paper, 1998.
|
[15]
|
J. Valle e Azevedo, “A Multivariate Band—Pass Filter for Economic Time Series,” Journal of the Royal Statistical Society Series C, Vol. 60, No. 1, 2011, pp. 1-301.
doi:10.1111/j.1467-9876.2010.00734.x
|