Detrending and business cycle facts

Author:

Canova Fabio

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference67 articles.

1. International business cycles;Ahmed;American Economic Review,1993

2. Anderson, T., 1971. Statistical Analysis of Time Series. Wiley, New York.

3. Historical properties of business cycles;Backus;American Economic Review,1992

4. Barsky, R., Solon, G., 1988. Real Wages over the Business Cycle. NBER working paper 2888.

5. Business cycles, stylized facts, and the exchange rate regime: evidence from the United States;Baxter;Journal of International Money and Finance,1991

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