Detrending and turning points

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

1989 • 9,360 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

Testing for Common Trends

1988 • 1,998 citations

Detrending, stylized facts and the business cycle

1993 • 1,209 citations

Univariate detrending methods with stochastic trends

1986 • 873 citations

Business Cycles: Real Facts and a Monetary Myth

1990 • 868 citations

Low frequency filtering and real business cycles

1993 • 722 citations

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

1981 • 698 citations

The Dynamic Effects of Aggregate Demand and Supply Disturbances

1988 • 659 citations

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

1978 • 535 citations

Seasonality in Regression

1974 • 184 citations

Analysis of Economic Time Series. A Synthesis.

1980 • 182 citations

Predicting the Turning Points of a Time Series

1979 • 122 citations

Sequential Signals of Recession and Recovery

1982 • 90 citations

On the Use of Leading Indicators to Predict Cyclical Turning Points

1973 • 75 citations

The Beveridge-Nelson decomposition of economic time series

1987 • 59 citations

Forecasting cyclical turning points: The record in the past three recessions

1991 • 42 citations

Bayesian methods for forecasting turning points in economic time-series: Sensitivity of forecasts to asymmetry of loss structures

1991 • 30 citations

Analysis of Economic Time Series: A Synthesis

1980 • 24 citations

Leading economic indicators: New approaches and forecasting record

1994 • 16 citations

Forecasting recessions under the Gramm-Rudman-Hollings law

1991 • 9 citations