1. The Balance Sheet Channel of Fiscal Policy: Sovereign Exposure and Credit to Firms in the European Periphery. (2025). Thoenissen, Christoph ; Quiroga-Trevino, Miroslava ; Montagnoli, Alberto.
   In: Working Papers.
   RePEc:bdm:wpaper:2025-12.

   Full description at Econpapers || Download paper

2. The Effects of COVID-19 and their Mitigation through Fiscal Policy: Results from a DSGE Model with Financial Frictions. (2024). Stancu, Stefania.
   In: The Review of Finance and Banking.
   RePEc:rfb:journl:v:16:y:2024:i:2:p:295-308.

   Full description at Econpapers || Download paper

3. The effect of new housing supply in structural models: a forecasting performance evaluation. (2024). Girstmair, Stefan.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20242895.

   Full description at Econpapers || Download paper

4. Gradual financial integration and macroeconomic fluctuations in emerging market economies: evidence from China. (2023). Ma, Yong ; Jiang, Yiqing.
   In: Journal of Economic Interaction and Coordination.
   RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00368-3.

   Full description at Econpapers || Download paper

5. The medium-run Phillips curve: A time–frequency investigation for the UK. (2022). Giri, Federico ; Gallegati, Marco ; Fratianni, Michele.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000465.

   Full description at Econpapers || Download paper

6. Demand shocks and price stickiness in housing market dynamics. (2022). Fan, Ying.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000669.

   Full description at Econpapers || Download paper

7. Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters. (2020). Verona, Fabio ; Martins, Manuel.
   In: CEF.UP Working Papers.
   RePEc:por:cetedp:2001.

   Full description at Econpapers || Download paper

8. Is the response of the bank of England to exchange rate movements frequency-dependent?. (2020). GUPTA, RANGAN ; Caraiani, Petre.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302344.

   Full description at Econpapers || Download paper

9. Forecasting inflation with the New Keynesian Phillips curve : Frequency matters. (2020). Martins, Manuel.
   In: Research Discussion Papers.
   RePEc:bof:bofrdp:2020_004.

   Full description at Econpapers || Download paper

1. Bartoletto, S. ; Chiarini, B. ; Marzano, E. ; Piselli., P. Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy. 2017 Bank of Italy:

2. Baxter, M. ; King, R.G. Measuring business cycles: approximate band-pass filters for economic time series. 1999 Rev. Econ. Stat.. 81 575-593

3. Blanchard, O.J. The medium run. 1997 Brook. Pap. Econ. Act.. 28 89-158

4. Borio, C. The financial cycle and macroeconomics: what have we learnt?. 2014 J. Bank. Financ.. 45 182-198

5. Brooks, S.P. ; Gelman, A. General methods for monitoring convergence of iterative simulations. 1998 J. Comput. Graph. Stat.. 7 434-455
   Paper not yet in RePEc: Add citation now
   

6. Brzoza-Brzezina, M. ; Kolasa, M. Bayesian evaluation of DSGE models with financial frictions. 2013 J. Money Credit Bank.. 45 1451-1476

7. Calza, A. ; Monacelli, T. ; Stracca, L. Housing finance and monetary policy. 2013 J. Eur. Econ. Assoc.. 11 101-122

8. Caraiani, P. Estimating DSGE models across time and frequency. 2015 J. Macroecon.. 44 33-49

9. Christiano, L.J. ; Eichenbaum, M. ; Evans, C.L. Nominal rigidities and the dynamic effects of a shock to monetary policy. 2005 J. Polit. Econ.. 113 1-45

10. Christiano, L.J. ; Eichenbaum, M.S. ; Trabandt, M. On DSGE Models. 2018 J. Econ. Perspect.. 32 113-140

11. Christiano, L.J. ; Fitzgerald, T.J. The band pass filter. 2003 Int. Econ. Rev.. 44 435-465

12. Comin, D. ; Gertler, M. Medium-term business cycles. 2006 Am. Econ. Rev.. 96 523-551

13. Daubechies, I. Ten Lectures on Wavelets. 1992 Society for Industrial and Applied Mathematics: Philadelphia, PA, USA
    Paper not yet in RePEc: Add citation now
    

14. Dixit, A.K. ; Stiglitz, J.E. Monopolistic competition and optimum product diversity. 1977 Am. Econ. Rev.. 67 297-308

15. Flor, M.A. ; Klarl, T. On the cyclicity of regional house prices: new evidence for U.S. metropolitan statistical areas. 2017 J. Econ. Dyn. Control. 77 134-156

16. Gallegati, M. Making leading indicators more leading: a wavelet-based method for the construction of composite leading indexes. 2014 OECD J.: J. Bus. Cycle Meas. Anal.. 2014 1-21

17. Gallegati, M. ; Gallegati, M. ; Ramsey, J.B. ; Semmler, W. The US wage phillips curve across frequencies and over time. 2011 Oxf. Bull. Econ. Stat.. 73 489-508

18. Gallegati, M. ; Ramsey, J.B. Structural change and phase variation: a re-examination of the q-model using wavelet exploratory analysis. 2013 Struct. Change Econ. Dyn.. 25 60-73

19. Gallegati, M. ; Ramsey, J.B. The forward looking information content of equity and bond markets for aggregate investments. 2014 J. Econ. Bus.. 75 1-24

20. Gallegati, M. ; Ramsey, J.B. ; Semmler, W. Interest rate spreads and output: a time scale decomposition analysis using wavelets. 2014 Comput. Stat. Data Anal.. 76 283-290

21. Gerali, A. ; Neri, S. ; Sessa, L. ; Signoretti, F.M. Credit and banking in a DSGE model of the euro area. 2010 J. Money Credit Bank.. 42 107-141

22. Hollander, H. ; Liu, G. The equity price channel in a New-Keynesian DSGE model with financial frictions and banking. 2016 Econ. Model.. 52 375-389

23. Iacoviello, M. Financial business cycles. 2015 Rev. Econ. Dyn.. 18 140-164

24. Iacoviello, M. House prices, borrowing constraints, and monetary policy in the business cycle. 2005 Am. Econ. Rev.. 95 739-764

25. Jeffreys, H.S. Theory of probability. 1983 Clarendon Press: New York, Oxford
    Paper not yet in RePEc: Add citation now
    
26. Kiyotaki, N. ; Moore, J. Credit cycles. 1997 Journal of Political Economy. 105 211-248
    Paper not yet in RePEc: Add citation now
    

27. Kocherlakota, N.R. Clarifying the Objectives of Monetary Policy/Narayana Kocherlakota, President... Saint Paul, Minnesota... November 18, 2014. 2014 Federal Reserve Bank of Minneapolis:

28. Merola, R. The role of financial frictions during the crisis: an estimated DSGE model. 2015 Econ. Model.. 48 70-82

29. Pollock, D. Filtering macroeconomic data. 2013 Edward Elgar:
    Paper not yet in RePEc: Add citation now
    

30. Proietti, T. ; Musso, A. ; Westermann, T. Estimating potential output and the output gap for the euro area: a model-based production function approach. 2007 Empir. Econ.. 33 85-113

31. Rünstler, G. ; Vlekke, M. Business, housing, and credit cycles. 2017 J. Appl. Econom.. 33 212-226
    Paper not yet in RePEc: Add citation now
    

32. Sala, L. DSGE models in the frequency domains. 2015 J. Appl. Econom.. 30 219-240

33. Schmitt-Grohé, S. ; Uribe, M. Optimal Fiscal and Monetary Policy in a Medium-Scale Macroeconomic Model. 2006 European Central Bank:

34. Smets, F. ; Wouters, R. Shocks and frictions in us business cycles: a Bayesian DSGE approach. 2007 Am. Econ. Rev.. 97 586-606

35. Solow, R.M. Toward a macroeconomics of the medium run. 2000 J. Econ. Perspect.. 14 151-158

36. Suh, H. ; Walker, T.B. Taking financial frictions to the data. 2016 J. Econ. Dyn. Control. 64 39-65

37. Tkachenko, D. ; Qu, Z. Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007). 2012 En : Balke, N. ; Canova, F. ; Milani, F. ; Wynne, M.A. . Emerald Group Publishing Limited:
    Paper not yet in RePEc: Add citation now
    

38. Verona, F. Time-frequency characterization of the U.S. financial cycle. 2016 Econ. Lett.. 144 75-79

39. Villa, S. Financial frictions in the euro area and the united states: a Bayesian assessment. 2016 Macroecon. Dyn.. 20 1313-1340

1. Estimating business and financial cycles in Slovenia. (2021). Lenarčič, Črt ; Lenari, RT.
   In: MPRA Paper.
   RePEc:pra:mprapa:109977.

   Full description at Econpapers || Download paper

2. Unfolding the relationship between mortality, economic fluctuations, and health in Italy. (2020). Cavicchioli, Maddalena ; Pistoresi, Barbara.
   In: The European Journal of Health Economics.
   RePEc:spr:eujhec:v:21:y:2020:i:3:d:10.1007_s10198-019-01135-1.

   Full description at Econpapers || Download paper

3. Real and financial cycles: estimates using unobserved component models for the Italian economy. (2019). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido.
   In: Statistical Methods & Applications.
   RePEc:spr:stmapp:v:28:y:2019:i:3:d:10.1007_s10260-019-00453-1.

   Full description at Econpapers || Download paper

4. Trinity Strikes Back: Monetary Independence and Inflation in the Caribbean. (2019). Cevik, Serhan ; Zhu, Tianle.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2019/197.

   Full description at Econpapers || Download paper

5. Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013. (2019). Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno ; Bartoletto, Silvana.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:61:y:2019:i:c:16.

   Full description at Econpapers || Download paper

6. DSGE model with financial frictions over subsets of business cycle frequencies. (2019). Palestrini, Antonio ; Giri, Federico ; Gallegati, Marco.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:100:y:2019:i:c:p:152-163.

   Full description at Econpapers || Download paper

7. Using credit variables to date business cycle and to estimate the probabilities of recession in real time. (2019). Liberati, Danilo ; aprigliano, valentina.
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_1229_19.

   Full description at Econpapers || Download paper

8. Should the CCYB be enhanced with a sectoral dimension? The case of Italy. (2019). Pacella, Claudia ; Fiori, Roberta.
   In: Questioni di Economia e Finanza (Occasional Papers).
   RePEc:bdi:opques:qef_499_19.

   Full description at Econpapers || Download paper

9. Banking crises and business cycle: evidence for Italy(1861-2016). (2018). Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno ; Bartoletto, Silvana.
   In: Journal of Financial Economic Policy.
   RePEc:eme:jfeppp:jfep-03-2018-0055.

   Full description at Econpapers || Download paper

10. Banking Crises and Boom-Bust Dynamics: Evidence for Italy (1861-2016). (2018). Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno ; Bartoletto, Silvana.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6972.

    Full description at Econpapers || Download paper

11. Real and financial cycles: estimates using unobserved component models for the Italian economy. (2017). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_382_17.

    Full description at Econpapers || Download paper

12. Lindustrialisation de lAfrique: limportance des facteurs structurels et du régime de change.. (2014). KAFANDO, Namalguebzanga.
    In: MPRA Paper.
    RePEc:pra:mprapa:68736.

    Full description at Econpapers || Download paper

13. A New Real-Time Indicator for the Euro Area GDP. (2012). Buss, Ginters.
    In: Working Papers.
    RePEc:ltv:wpaper:201202.

    Full description at Econpapers || Download paper

14. Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration. (2008). Thomakos, Dimitrios.
    In: Working Paper series.
    RePEc:rim:rimwps:14_08.

    Full description at Econpapers || Download paper

15. Learning the inflation target. (2005). Nunes, Ricardo.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0504033.

    Full description at Econpapers || Download paper

16. Regulation and macroeconomic performance. (2005). Servén, Luis ; Loayza, Norman ; Oviedo, Ana Maria.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3469.

    Full description at Econpapers || Download paper

17. The Thick Market Effect on Local Unemployment Rate Fluctuations. (2005). zhang, qinghua ; Gan, Li.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11248.

    Full description at Econpapers || Download paper

18. INFLATION DYNAMICS AND NOMINAL ADJUSTMENT IN THE BALTIC STATES. (2005). Staehr, Karsten ; Masso, Jaan.
    In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series.
    RePEc:mtk:febawb:35.

    Full description at Econpapers || Download paper

19. Permanent vs Transitory Components and Economic Fundamentals. (2005). wright, stephen ; Robertson, Donald ; Garratt, Anthony.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0501.

    Full description at Econpapers || Download paper

20. ECONOMICAL VERSUS POLITICAL CYCLES IN AN IBERIAN MANUFACTURING SECTOR. (2004). Manso, Jose Ramos.
    In: Industrial Organization.
    RePEc:wpa:wuwpio:0404003.

    Full description at Econpapers || Download paper

21. Unemployment - poverty trade-offs. (2004). Agénor, Pierre-Richard.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3297.

    Full description at Econpapers || Download paper

22. Volatility and growth. (2004). Loayza, Norman ; Hnatkovska, Viktoria.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3184.

    Full description at Econpapers || Download paper

23. Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering. (2004). Giles, David ; Stroomer, Chad N..
    In: Econometrics Working Papers.
    RePEc:vic:vicewp:0406.

    Full description at Econpapers || Download paper

24. Monetary Policy Rules, Asset Prices and Exchange Rates. (2004). .
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:0403.

    Full description at Econpapers || Download paper

25. When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies. (2004). Vegh, Carlos ; Reinhart, Carmen ; Kaminsky, Graciela.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10780.

    Full description at Econpapers || Download paper

26. Determinants of Business Cycle Comovement: A Robust Analysis. (2004). Kouparitsas, Michael ; Baxter, Marianne.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10725.

    Full description at Econpapers || Download paper

27. Technology Shocks and Aggregate Fluctuations: How Well Does the RBS Model Fit Postwar U.S. Data?. (2004). Rabanal, Pau ; Galí, Jordi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10636.

    Full description at Econpapers || Download paper

28. Slow Recoveries. (2004). Repetto, Andrea ; Bergoeing, Raphael ; Loayzaw, Norman.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10584.

    Full description at Econpapers || Download paper

29. A Time Varying Natural Rate of Interest for the Euro Area. (2004). Renne, Jean-Paul ; Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:42.

    Full description at Econpapers || Download paper

30. How Similar Are European Business Cycles?. (2004). Bergman, Michael.
    In: Working Papers.
    RePEc:hhs:lunewp:2004_009.

    Full description at Econpapers || Download paper

31. Workweek flexibility and hours variation. (2004). Figura, Andrew.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-59.

    Full description at Econpapers || Download paper

32. Technology Shocks Matter. (2004). Fisher, Jonas.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:14.

    Full description at Econpapers || Download paper

33. Productivity and the Natural Rate of Unemployment. (2004). Slacalek, Jiri.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp461.

    Full description at Econpapers || Download paper

34. Challenges of Trending Time Series Econometrics. (2004). Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1472.

    Full description at Econpapers || Download paper

35. Dating the Italian Business Cycle: A Comparison of Procedures. (2003). Otranto, Edoardo ; Bruno, Giancarlo.
    In: Econometrics.
    RePEc:wpa:wuwpem:0312003.

    Full description at Econpapers || Download paper

36. Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter. (2003). Otranto, Edoardo ; Iannaccone, Roberto.
    In: Econometrics.
    RePEc:wpa:wuwpem:0311002.

    Full description at Econpapers || Download paper

37. Contracting models of the Phillips curve - empirical estimates for Middle-income countries. (2003). Agénor, Pierre-Richard ; Bayraktar, Nihal.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3139.

    Full description at Econpapers || Download paper

38. Statistical Nonlinearities in the Business Cycle. (2003). Valderrama, Diego.
    In: Computing in Economics and Finance 2003.
    RePEc:sce:scecf3:219.

    Full description at Econpapers || Download paper

39. The business cycle of European countries Bayesian clustering of country - individual IP growth series. (2003). Kaufmann, Sylvia.
    In: Working Papers.
    RePEc:onb:oenbwp:83.

    Full description at Econpapers || Download paper

40. Germany and the European Business Cycle - An Analysis of Causal Relations in an International Real Business Cycle Model. (2003). Fichtner, Ferdinand.
    In: IWP Discussion Paper Series.
    RePEc:kln:iwpdip:dp01/03.

    Full description at Econpapers || Download paper

41. Modelling trends in central England temperatures. (2003). Harvey, David ; Mills, Terence C..
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:22:y:2003:i:1:p:35-47.

    Full description at Econpapers || Download paper

42. On detrending and cyclical asymmetry. (2003). Sola, Martin ; Psaradakis, Zacharias.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:3:p:271-289.

    Full description at Econpapers || Download paper

43. Dating the Euro Area Business Cycle. (2003). Proietti, Tommaso ; Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:237.

    Full description at Econpapers || Download paper

44. Turkey and the EU: Politics and Economics of Accession. (2003). Flam, Harry.
    In: Seminar Papers.
    RePEc:hhs:iiessp:0718.

    Full description at Econpapers || Download paper

45. Business cycle detrending of macroeconomic data via a latent business cycle index. (2003). Nelson, Charles.
    In: Working Papers.
    RePEc:fip:fedlwp:2002-025.

    Full description at Econpapers || Download paper

46. Cattle Cycles, Heterogeneous Expectations and the Age Distribution of Capital. (2002). Aadland, David.
    In: Others.
    RePEc:wpa:wuwpot:0211002.

    Full description at Econpapers || Download paper

47. Detrending Time-Aggregated Data. (2002). Aadland, David.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:0211015.

    Full description at Econpapers || Download paper

48. Monetary policy and forecasting inflation with and without the output gap. (2002). Razzak, Weshah.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2002/03.

    Full description at Econpapers || Download paper

49. Time Series Decomposition and Measurement of Business Cycles, Trends and Growth Cycles. (2002). Ozyildirim, Ataman ; Zarnowitz, Victor.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8736.

    Full description at Econpapers || Download paper

50. The cyclical behavior of state employment during the postwar period. (2002). Sill, Keith ; Carlino, Gerald ; Defina, Robert.
    In: Working Papers.
    RePEc:fip:fedpwp:02-14.

    Full description at Econpapers || Download paper

51. Real-time estimation of trend output and the illusion of interest rate smoothing. (2002). Lansing, Kevin.
    In: Economic Review.
    RePEc:fip:fedfer:y:2002:p:17-34.

    Full description at Econpapers || Download paper

52. Cyclical Features of Uzawa-Lucas Endogenous Growth Model. (2002). Restrepo, Sergio.
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200230.

    Full description at Econpapers || Download paper

53. Filtering for Current Analysis. (2002). van Norden, Simon.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-28.

    Full description at Econpapers || Download paper

54. Business cycle asymmetry and duration dependence: An international perspective. (2001). Mills, Terence C..
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:28:y:2001:i:6:p:713-724.

    Full description at Econpapers || Download paper

55. Exchange rate volatility and Currency Union: Some theory and New Zealand evidence. (2001). Scrimgeour, Dean.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2001/04.

    Full description at Econpapers || Download paper

56. Money in the era of inflation targeting. (2001). Razzak, Weshah.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2001/02.

    Full description at Econpapers || Download paper

57. Linear data transformations used in economics. (2001). Cohen, Darrel .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-59.

    Full description at Econpapers || Download paper

58. FOREIGN AID AND THE BUSINESS CYCLE. (2000). Robe, Michel ; Pallage, Stephane.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:107.

    Full description at Econpapers || Download paper

59. The Band pass filter. (1999). Fitzgerald, Terry ; Christiano, Lawrence.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:9906.

    Full description at Econpapers || Download paper

60. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns. (1996). Bollerslev, Tim ; Andersen, Torben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5752.

    Full description at Econpapers || Download paper

61. Too much cocited documents. This list is not complete

Report date: 2025-10-01 04:38:36 || Missing content? Let us know