Common and uncommon trends and cycles
Data up to Jan 2025
Total Citations Per Year
Abstract
References (9)
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
1991 • 11,052 citations
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
1981 • 2,374 citations
Testing for Common Trends
1988 • 1,998 citations
Stochastic Trends and Economic Fluctuations
1991 • 1,332 citations
Univariate detrending methods with stochastic trends
1986 • 873 citations
Trends and Cycles in Macroeconomic Time Series
1985 • 561 citations
Common Trends and Common Cycles
1993 • 497 citations
Trends and Cycles in Macroeconomic Time Series
1985 • 300 citations
Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle
1994 • 83 citations