Detrending and business cycle facts

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

1989 • 9,360 citations

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

Spectral Analysis and Time Series

1983 • 5,140 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 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

Production, growth and business cycles

1988 • 2,269 citations

Indivisible labor and the business cycle

1985 • 2,082 citations

Testing for Common Trends

1988 • 1,998 citations

Detrending, stylized facts and the business cycle

1993 • 1,209 citations

Are Economic Time Series Asymmetric over the Business Cycle?

1984 • 960 citations

Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations

1990 • 954 citations

Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research

1995 • 896 citations

Univariate detrending methods with stochastic trends

1986 • 873 citations

Business Cycles: Real Facts and a Monetary Myth

1990 • 868 citations

International Evidence on the Historical Properties of Business Cycles

1991 • 856 citations

Low frequency filtering and real business cycles

1993 • 722 citations

Post-War U.S. Business Cycles: An Empirical Investigation

1981 • 698 citations

New Indexes of Coincident and Leading Economic Indicators

1989 • 612 citations

Trends and Cycles in Macroeconomic Time Series

1985 • 561 citations

Improper Priors, Spline Smoothing and the Problem of Guarding Against Model Errors in Regression

1978 • 535 citations

Understanding Real Business Cycles

1989 • 499 citations

Labor Hoarding and the Business Cycle

1993 • 468 citations

Business cycles and the exchange-rate regime

1989 • 465 citations

Testing for Common Trends

1988 • 424 citations

Trends and Cycles in Macroeconomic Time Series

1985 • 300 citations

Real Business Cycles: A New Keynesian Perspective

1995 • 300 citations

Why does inventory investment fluctuate so much?

1988 • 300 citations

International Business Cycles

2009 • 300 citations

Stylized facts of business cycles in the G7 from a real business cycles perspective

1994 • 294 citations

Real Business Cycles: A New Keynesian Perspective

1989 • 259 citations

Unit roots in real GNP: Do we know, and do we care?

1990 • 257 citations

Measures of Fit for Calibrated Models

1993 • 232 citations

Some Skeptical Observations on Real Business Cycle Theory

1986 • 232 citations

Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle

1986 • 228 citations

Permanent and Transitory Movements in Labor Income: An Explanation for "Excess Smoothness" in Consumption

1990 • 195 citations

Seasonality in Regression

1974 • 184 citations

The Employment-Real Wage Relationship: An International Study

1982 • 182 citations

Analysis of Economic Time Series. A Synthesis.

1980 • 182 citations

A Dynamic Index Model for Large Cross Sections

1993 • 176 citations

The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds

1992 • 171 citations

Econometric issues in the analysis of equilibrium business cycle models

1988 • 150 citations

Life-cycle models of consumption: Is the evidence consistent with the theory?

2008 • 139 citations

Seasonality in Regression

1974 • 135 citations

The workweek of capital and its cyclical implications

1988 • 133 citations

Stochastic linear trends

1993 • 127 citations

Business cycles in Switzerland

1989 • 126 citations

Detrending and turning points

1994 • 107 citations

Procyclical Labor Productivity and Competing Theories of the Business Cycle: Some Evidence from Interwar U.S. Manufacturing Industries

1991 • 94 citations

Inflexible Prices and Procyclical Productivity

1990 • 89 citations

Swedish business cycles: 1861–1988

1992 • 82 citations

Business cycles in open economies: Stylized facts for Austria and Germany

1992 • 80 citations

Business cycles, stylized facts, and the exchange rate regime: evidence from the United States

1991 • 75 citations

The Real Wage Rate Over the Business Cycle

1980 • 65 citations

A Dynamic Index Model for Large Cross Sections

1992 • 62 citations

The Beveridge-Nelson decomposition of economic time series

1987 • 59 citations

Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988

1990 • 31 citations

What do we know about consumption

1990 • 16 citations

Current Account and Macroeconomic Fluctuations

1991 • 16 citations

Stochastic Linear Trends: Models and Estimators

2005 • 5 citations

Employment and business cycle asymmetries: a data based study

1991 • 5 citations