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An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching.. (1998). Chauvet, Marcelle.
In: International Economic Review.
RePEc:ier:iecrev:v:39:y:1998:i:4:p:969-96.

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  96. Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
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  97. A dynamic Nelson-Siegel yield curve model with Markov switching. (2017). Levant, Jared ; Ma, Jun.
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  98. Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric.
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  99. How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut.
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  100. Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus .
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  101. Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are.
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  102. IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris .
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  103. Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre.
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  104. A comprehensive evaluation of macroeconomic forecasting methods. (2016). Galvão, Ana ; Carriero, Andrea ; Galvao, Ana Beatriz ; Kapetanios, George.
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  105. Assessing the regional business cycle asymmetry in a multi-level structure framework: a study of the top 20 US MSAs. (2016). Chung, Sungyup.
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  106. Assessing the regional business cycle asymmetry in a multi-level structure framework: a study of the top 20 US MSAs. (2016). Chung, Sungyup.
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  107. The Swedish business cycle, 1969-2013. (2016). Holm, Louise .
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  108. Macroeconomic Regimes and Regime Shifts. (2016). Hamilton, James.
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  109. Markov-Switching Three-Pass Regression Filter. (2016). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre.
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  110. Macroeconomic Regimes and Regime Shifts. (2016). Hamilton, J D.
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  111. Identification and real-time forecasting of Norwegian business cycles. (2016). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie.
    In: International Journal of Forecasting.
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  112. Real-time nowcasting of nominal GDP with structural breaks. (2016). Leiva-Leon, Danilo ; Chauvet, Marcelle ; Barnett, William.
    In: Journal of Econometrics.
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  113. Skewness and kurtosis of multivariate Markov-switching processes. (2016). Rossi, Alessandro ; Planas, Christophe ; Fiorentini, Gabriele.
    In: Computational Statistics & Data Analysis.
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  114. Forecasting U.S. Recessions and Economic Activity. (2016). Stevanovic, Dalibor ; Kotchoni, Rachidi.
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  115. Dating US business cycles with macro factors. (2016). Fossati, Sebastian ; Sebastian, Fossati .
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  116. The Dynamics of Capital Flow Episodes. (2016). Guérin, Pierre ; Friedrich, Christian ; Guerin, Pierre .
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  117. Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?. (2015). Hartigan, Luke .
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  118. Short-term Forecasting of Real GDP Using Monthly Data. (2015). Vavra, Marian ; Hucek, Juraj ; Karsay, Alexander .
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  119. Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach. (2015). Petronevich, Anna ; Doz, Catherine.
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  120. Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach. (2015). Doz, Catherine ; Petronevich, Anna.
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  121. Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach. (2015). Petronevich, Anna ; Doz, Catherine.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  122. Monitoring the world business cycle. (2015). Martinez-Martin, Jaime ; Camacho, Maximo.
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  123. Estimating Brazilian monthly GDP: a state-space approach. (2015). Issler, João ; Notini, Hilton Hostalacio .
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  124. Monitoring the world business cycle. (2015). Martinez-Martin, Jaime ; Camacho, Maximo.
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  125. New Coincident and Leading Indexes for the Lebanese Economy. (2015). Samer, Matta .
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  126. Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data. (2015). Leiva-Leon, Danilo ; Guérin, Pierre.
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  127. Monitoring the world business cycle. (2015). Martinez-Martin, Jaime ; Camacho, Maximo.
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  128. Viewpoint: Boosting Recessions. (2014). Ng, Serena.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
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  129. A bifurcation model of market returns. (2014). Nawrocki, David ; Vaga, Tonis .
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  130. Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data. (2014). Leiva-Leon, Danilo ; Guérin, Pierre.
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  131. Real-Time Nowcasting Nominal GDP Under Structural Break. (2014). Leiva-Leon, Danilo ; Chauvet, Marcelle ; Barnett, William.
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  132. Estimating brazilian monthly GDP: a state-space approach. (2014). Issler, João ; Notini, Hilton Hostalacio .
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  133. Green shoots and double dips in the euro area: A real time measure. (2014). Poncela, Pilar ; Perez Quiros, Gabriel ; Camacho, Maximo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:3:p:520-535.

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  134. Banking crises: Identifying dates and determinants. (2014). Brown, Christine ; Brooks, Robert ; Treepongkaruna, Sirimon ; Jutasompakorn, Pearpilai .
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  135. Forecast combination for U.S. recessions with real-time data. (2014). Vasnev, Andrey ; Pauwels, Laurent.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:28:y:2014:i:c:p:138-148.

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  136. Markov-Switching Mixed-Frequency VAR Models. (2014). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia.
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  137. Real vs. nominal cycles: a multistate Markov-switching bi-factor approach. (2014). Leiva-Leon, Danilo.
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  138. Forecasting recessions in real time. (2014). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie.
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  139. Real-Time Nowcasting of Nominal GDP Under Structural Breaks. (2014). Leiva-Leon, Danilo ; Chauvet, Marcelle ; Barnett, William.
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  140. Working Paper 205 - Volatility and Co-movement in Commodity Prices- New Evidence. (2014). Ncube, Mthuli ; Tessema, Dawit B. ; Gurara, Daniel Zerfu .
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  144. Construyendo un índice coincidente de recesión: Una aplicación para la economía peruana. (2013). Morales, Daniel ; Mendoza, Liu .
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  145. Real vs. Nominal Cycles: A Multistate Markov-Switching Bi-Factor Approach. (2013). Leiva-Leon, Danilo.
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  146. Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Akay, Ozgur ; Yoldas, Emre ; Senyuz, Zeynep.
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  147. Probability and Severity of Recessions. (2013). Stevanovic, Dalibor ; Kotchoni, Rachidi.
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  148. Real-Time Nowcasting Nominal GDP Under Structural Break. (2013). Leiva-Leon, Danilo ; Barnett, William ; Leiva-Leonx, Danilo ; Chauvetz, Marcelle .
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  149. Dynamic factor models: A review of the literature. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier.
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  150. What does financial volatility tell us about macroeconomic fluctuations?. (2013). Yoldas, Emre ; Senyuz, Zeynep ; Chauvet, Marcelle.
    In: Finance and Economics Discussion Series.
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  151. Constructing coincident indices of economic activity for the Latin American economy. (2013). Issler, João ; Soares, Ana Flavia ; Notini, Hilton ; Rodrigues, Claudia .
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  152. Constructing coincident indices of economic activity for the Latin American economy. (2013). Soares, Ana Flavia ; Issler, Joao Victor ; Notini, Hilton ; Rodrigues, Claudia .
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  153. Forecasting in macroeconomics. (2013). Rossi, Barbara ; Giacomini, Raffaella.
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  154. Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach. (2013). Yoldas, Emre ; Senyuz, Zeynep ; Akay, Ozgur .
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  155. Mixed-frequency VAR models with Markov-switching dynamics. (2013). Camacho, Maximo.
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  156. Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon .
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  157. Regime-switching global vector autoregressive models. (2013). Gross, Marco ; Binder, Michael.
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  158. Nowcasting U.S. Business Cycle Turning Points with Vector Quantization. (2013). Piger, Jeremy ; Giusto, Andrea.
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  159. Dynamic Specification Tests for Dynamic Factor Models. (2013). Sentana, Enrique ; Fiorentini, Gabriele.
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  160. Probability and Severity of Recessions. (2013). Stevanovic, Dalibor ; Kotchoni, Rachidi.
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  161. EMPLOYMENT AND THE BUSINESS CYCLE. (2013). Chauvet, Marcelle ; Piger, Jeremy.
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  162. EMPLOYMENT AND THE BUSINESS CYCLE. (2013). Piger, Jeremy ; Chauvet, Marcelle.
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  163. Dynamic Factor Models: A review of the Literature .. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier ; Darne, O..
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  164. Forecast combination for U.S. recessions with real-time data. (2012). Vasnev, Andrey ; Pauwels, Laurent L..
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  165. A factor analysis for the Spanish economy. (2012). Cuevas, Angel ; Quilis, Enrique .
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  166. Is There a Relationship between the Mexican and the US Real Business Cycles during 1930-2010?. (2012). Venegas-Martinez, Francisco ; Lopez-Herrera, Francisco.
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  167. What does financial volatility tell us about macroeconomic fluctuations?. (2012). Yoldas, Emre ; Senyuz, Zeynep ; Chauvet, Marcelle.
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  168. Constructing coincident and leading indices of economic activity for the Brazilian economy. (2012). Issler, João ; Rodrigues, Claudia Fontoura ; Notini, Hilton Hostalacio .
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  169. An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR. (2012). Karamé, Frédéric ; Karame, Frederic.
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  170. The determinants of FDI in Turkey: A Markov Regime-Switching approach. (2012). Bilgili, Faik ; Doaan, abrahim ; Tülüce, Nadide Sevil Hala±ca±, .
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  171. Green Shoots and Double Dips in the Euro Area. A Real Time Measure. (2012). Poncela, Pilar ; Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
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  172. Markov-switching dynamic factor models in real time. (2012). Poncela, Pilar ; Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
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  173. Extracting nonlinear signals from several economic indicators. (2012). Poncela, Pilar ; Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
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  174. Forecasting GDP over the business cycle in a multi-frequency and data-rich environment. (2012). Bessec, Marie ; Bouabdallah, O..
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  175. Economic Cycles: A Synthesis. (2012). DIEBOLT, Claude ; Bismans, Francis ; Aimar, Thierry .
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  176. Leading Indicators for the Capital Goods Industry. (2011). Chauvet, Marcelle ; Alexandre, Igor .
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  177. What does financial volatility tell us about macroeconomic fluctuations?. (2011). Yoldas, Emre ; Senyuz, Zeynep ; Chauvet, Marcelle.
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  178. Identification of speculative bubbles using state-space models with Markov-switching. (2011). Wilfling, Bernd ; Al-Anaswah, Nael .
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  179. Calling recessions in real time. (2011). Hamilton, James.
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  180. How better monetary statistics could have signaled the financial crisis. (2011). Chauvet, Marcelle ; Barnett, William.
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  181. Los ciclos económicos internacionales: antecedentes y revisión de la literatura. (2011). Cendejas Bueno, José Luis ; Álvarez, Inmaculada ; Ayuso, Inmaculada alvarez ; Sonia de Lucas Santos, ; M. Jesus Delgado Rodriguez, ; Jose Luis Cendejas Bueno, .
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  182. Coincident, leading and recession indexes for the Lithuanian economy. (2011). Reklaite, Agne .
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  183. Forecasting macro variables with a Qual VAR business cycle turning point index. (2010). Assenmacher, Katrin ; Assenmacher-Wesche, Katrin ; Dueker, Michael.
    In: Applied Economics.
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  184. Early Warning System in ASEAN Countries Using Capital Market Index Return: Modified Markov Regime Switching Model. (2010). Wahyudi, Imam ; Iwani, Niken ; Sulung, Liyu Adhika Sari, ; Luxianto, Rizky .
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  185. Employment and the business cycle. (2010). Piger, Jeremy ; Chauvet, Marcelle ; Marcelle, Chauvet ; Jeremy, Piger .
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  186. Employment and the business cycle. (2010). Piger, Jeremy ; Chauvet, Marcelle.
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  187. Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market. (2010). Senyuz, Zeynep.
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  188. How better monetary statistics could have signaled the financial crisis. (2010). Chauvet, Marcelle ; Barnett, William.
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  189. A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle. (2010). Buss, Ginters.
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  190. Calling Recessions in Real Time. (2010). Hamilton, James.
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  191. Business Cycles around the Globe: A Regime Switching Approach. (2010). Bildirici, Melike ; Altug, Sumru.
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  192. Green Shoots? Where, when and how?. (2010). Poncela, Pilar ; Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
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  193. Business Cycle Synchronization: A Mediterranean Comparison. (2010). Medhioub, Imed.
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  194. Business cycle monitoring with structural changes. (2010). Potter, Simon ; Chauvet, Marcelle.
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  195. Business Cycles around the Globe: A Regime-switching Approach. (2010). Bildirici, Melike ; Altug, Sumru.
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  196. Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan. (2010). Shintani, Mototsugu.
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  197. A COMPARATIVE ANALYSIS OF THE SYNCHRONISATION OF BUSINESS CYCLES FOR DEVELOPED AND DEVELOPING ECONOMIES WITH THE WORLD BUSINESS CYCLE. (2010). Botha, Ilse.
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  198. A Coincident Index, Common Factors, and Monthly Real GDP. (2010). Murasawa, Yasutomo ; Mariano, Roberto.
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  199. Green shoots in the euro area. A real time measure. (2010). Poncela, Pilar ; Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
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  200. Le cycle économique : une synthèse.. (2010). DIEBOLT, Claude ; Bismans, Francis ; Aimar, Thierry .
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  201. Sequential methodology for signaling business cycle turning points. (2009). Golosnoy, Vasyl ; Boysen-Hogrefe, Jens.
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  202. Monitoring Business Cycles with Structural Breaks. (2009). Potter, Simon ; Chauvet, Marcelle ; Marcelle, Chauvet ; Simon, Potter .
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  203. International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview. (2009). Chauvet, Marcelle ; Barnett, William.
    In: Open Economies Review.
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  204. Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area. (2009). Billio, Monica ; Guegan, Dominique ; Ferrara, Laurent ; Mazzi, Gian Luigi .
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  205. Um indicador coincidente e antecedente da atividade econômica brasileira. (2009). Issler, João ; Rodrigues, Claudia Fontoura ; Notini, Hilton Hostalacio .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  206. Constructing coincident and leading indices of economic activity for the brazilian economy. (2009). Issler, João ; Rodrigues, Claudia Fontoura ; Notini, Hilton Hostalacio .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  207. Measuring Chinese business cycles with dynamic factor models. (2009). McNown, Robert ; Wang, Jin-ming ; Gao, Tie-mei .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:20:y:2009:i:2:p:89-97.

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  208. Identification of speculative bubbles using state-space models with Markov-switching. (2009). Wilfling, Bernd ; Al-Anaswah, Nael .
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  209. Identification of slowdowns and accelerations for the euro area economy. (2009). Ferrara, Laurent ; Darné, Olivier ; Darne, Olivier.
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  210. Identification of slowdowns and accelerations for the euro area economy.. (2009). Ferrara, Laurent ; Darné, Olivier.
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  211. Identifying US turning points revisited: the panel model with the regime switching approach. (2008). Chen, Shyh-Wei.
    In: Applied Economics Letters.
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  212. The End of the Great Moderation: “We told you so.”. (2008). Chauvet, Marcelle ; Barnett, William.
    In: MPRA Paper.
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  213. International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview. (2008). Chauvet, Marcelle ; Barnett, William.
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  214. Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach. (2008). Tierney, Heather ; Chauvet, Marcelle ; Barnett, William.
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  215. Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach. (2008). Tierney, Heather ; Chauvet, Marcelle ; Barnett, William.
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  216. International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview.. (2008). Chauvet, Marcelle ; Barnett, William.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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  217. Multivariate Markov switching with weighted regime determination: giving France more weight than Finland. (2008). Sola, Martin ; Dueker, Michael.
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  218. A dynamic factor approach to nonlinear stability analysis. (2008). Shintani, Mototsugu.
    In: Journal of Economic Dynamics and Control.
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  219. Forecasting economic activity for Estonia : The application of dynamic principal component analyses. (2008). Schulz, Christian.
    In: Bank of Estonia Working Papers.
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  220. Economic Forecasting. (2008). Timmermann, Allan ; Elliott, Graham.
    In: Journal of Economic Literature.
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  221. Weltkonjunktur verliert an Fahrt. (2007). Dovern, Jonas ; Sander, Birgit ; Gern, Klaus-Jurgen ; Scheide, Joachim ; Oskamp, Frank ; Meier, Carsten-Patrick .
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  222. The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles. (2007). Startz, Richard ; Piger, Jeremy M ; Kim, Changjin.
    In: Journal of Money, Credit and Banking.
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  223. Business Cycle Analysis with Multivariate Markov Switching Models. (2007). Lo Duca, Marco ; Ferrara, Laurent ; Billio, Monica ; Anas, Jacques .
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  224. Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach. (2007). Tierney, Heather ; Chauvet, Marcelle ; Barnett, William.
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  225. Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies. (2007). Kholodilin, Konstantin.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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  226. Sectoral Survey-based Confidence Indicators for Europe. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
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  227. Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
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  228. Regional business cycle phases in Japan. (2007). Wall, Howard.
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  229. Do leading indicators lead peaks more than troughs?. (2007). van Dijk, Dick ; Segers, Rene ; Paap, Richard ; van Dijk, D. J. C., .
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  230. Measuring business cycle turning points in Japan with the Markov Switching Panel model. (2007). Chen, Shyh-Wei.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:76:y:2007:i:4:p:263-270.

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  231. A sneeze in the U.S., a cough in Japan, but pneumonia in Taiwan? An application of the Markov-Switching vector autoregressive model. (2007). Shen, Chung-Hua ; Chen, Shyh-Wei.
    In: Economic Modelling.
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  232. Dem Konjunkturzyklus auf der Spur: zur Prognose konjunktureller Wendepunkte in Deutschland. (2007). Klär, Erik ; Kholodilin, Konstantin ; Klar, Erik .
    In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
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  233. Is there a duration dependence in Taiwans business cycles?. (2006). Shen, Chung-Hua ; Chen, Shyh-Wei.
    In: International Economic Journal.
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  234. Une lecture probabiliste du cycle d’affaires américain. (2006). Bellone, Benoit .
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  235. Measurement of Business Cycles. (2006). pagan, adrian ; Harding, Don.
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  236. When did the 2001 recession really start?. (2006). Starica, Catalin ; Polzehl, Jorg ; Spokoiny, Vladimir.
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  237. Regional business cycle phases in Japan. (2006). Wall, Howard.
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  238. Estimating probabilities of recession in real time using GDP and GDI. (2006). Nalewaik, Jeremy J..
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  239. When Wall Street conflicts with Main Street--The divergent movements of Taiwans leading indicators. (2006). Shen, Chung-Hua ; Chen, Shyh-Wei.
    In: International Journal of Forecasting.
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  240. The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity. (2006). Vahid, Farshid ; Issler, João.
    In: Journal of Econometrics.
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  241. Enhanced reliability of the leading indicator in identifying turning points in Taiwan? an evaluation. (2006). Chen, Shyh-Wei.
    In: Economics Bulletin.
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  242. Enhanced reliability of the leading indicator in identifying turning points in Taiwan? an evaluation. (2006). Chen, Shyh-Wei.
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  243. Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies. (2006). Kholodilin, Konstantin.
    In: Discussion Papers of DIW Berlin.
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  244. Taking the temperature : forecasting GDP growth for mainland in China. (2006). Funke, Michael ; Curran, Declan.
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  245. Une lecture probabiliste du cycle d’affaires américain. (2005). Bellone, Benoit.
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  246. Dating Business Cycle Turning Points. (2005). Hamilton, James ; Chauvet, Marcelle.
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  247. Forecasting the German Cyclical Turning Points: Dynamic Bi-Factor Model with Markov Switching. (2005). Kholodilin, Konstantin.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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  248. A comparison of the real-time performance of business cycle dating methods. (2005). Piger, Jeremy ; Chauvet, Marcelle.
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  249. The dynamic relationship between permanent and transitory components of U.S. business cycles. (2005). Startz, Richard ; Piger, Jeremy ; Kim, Chang-Jin.
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  250. Commentary on whats real about the business cycle?. (2005). Watson, Mark.
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  251. Measuring and predicting turning points using a dynamic bi-factor model. (2005). yao, vincent ; Kholodilin, Konstantin.
    In: International Journal of Forecasting.
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  252. Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching. (2005). Kholodilin, Konstantin.
    In: Discussion Papers of DIW Berlin.
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  253. Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models. (2005). Shadman, Fatemeh ; Kholodilin, Konstantin ; Bodart, Vincent ; Vincent, BODART ; Fati, SHADMAN-MEHTA ; Konstantin, KHOLODILIN.
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  254. New Composite Leading Indicators for Hungary and Poland. (2005). Bandholz, Harm .
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  255. When did the 2001 recession really start?. (2004). Starica, Catalin ; POLZEHL, J. ; SPOKOINY, V..
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  256. Detecting Turning Points with Many Predictors through Hidden Markov Models. (2004). Bellone, Benoit ; Saint-Martin, David.
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  257. Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model. (2004). Murasawa, Yasutomo ; Mariano, Roberto.
    In: Working Papers.
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  258. Un análisis del ciclo económico de la República Dominicana bajo cambios de régimen. (2004). Cruz-Rodriguez, Alexis.
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  259. Modeling the European cycle with factor structure and regime switching. (2004). Cancelo, Jose .
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  260. Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). Camacho, Maximo.
    In: Journal of Forecasting.
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  261. Dating the Italian BUsiness Cycle: A Comparison of Procedures.. (2004). Otranto, Edoardo ; Bruno, Giancarlo ; Giancarlo, Bruno.
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  262. Business cycle phases in U.S. states. (2004). Wall, Howard ; Piger, Jeremy ; Owyang, Michael.
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  263. Leading indicators of country risk and currency crises: the Asian experience. (2004). Dong, Fang ; Chauvet, Marcelle.
    In: Economic Review.
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  264. Has the G7 business cycle become more synchronized ?. (2004). Yoon, Jae-Ho.
    In: Econometric Society 2004 Far Eastern Meetings.
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  265. Oil and the G7 business cycle : Friedmans Plucking Markov Switching Approach. (2004). Yoon, Jae-Ho.
    In: Econometric Society 2004 Far Eastern Meetings.
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  266. Business Cycle Turning Points : Mixed-Frequency Data with Structural Breaks. (2004). Kholodilin, Konstantin ; Vincent, YAO Wension.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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  267. A Dynamic Factor Approach to Nonlinear Stability Analysis. (2004). Shintani, Mototsugu.
    In: Levine's Bibliography.
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  268. Dating the Italian Business Cycle: A Comparison of Procedures. (2003). Otranto, Edoardo ; Bruno, Giancarlo.
    In: Econometrics.
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  269. US composite economic indicator with nonlinear dynamics and the data subject to structural breaks. (2003). Kholodilin, Konstantin.
    In: Applied Economics Letters.
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  270. In search of leading indicators of economic activity in Germany. (2003). Funke, Michael ; Bandholz, Harm .
    In: Journal of Forecasting.
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  271. A new coincident index of business cycles based on monthly and quarterly series. (2003). Murasawa, Yasutomo ; Mariano, Roberto.
    In: Journal of Applied Econometrics.
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  272. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity. (2003). Vahid, Farshid ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  273. Dating and Forecasting the Belgian Business Cycle. (2003). Shadman, Fatemeh ; Kholodilin, Konstantin ; Bodart, Vincent ; Vincent, BODART ; Fati, SHADMAN-MEHTA.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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  274. Identifying and Forecasting the Turns of the Japanese Business Cycle. (2003). Kholodilin, Konstantin.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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  275. Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects. (2003). Renne, Jean-Paul ; Monfort, Alain ; Vitale, Giovanni ; Ruffer, Rasmus .
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  276. The State-of-The-Economy Index and The probability of Recession: The Markov Regime-Switching Model. (2003). Suchoy, Tanya ; Menashe, Yigal ; Marom, Arie.
    In: Bank of Israel Working Papers.
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  277. Multivariate Markov Switching Common Factor Models for the UK. (2003). Mills, Terence C. ; Wang, Ping.
    In: Bulletin of Economic Research.
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  278. Business Cycle in the Industrial Production of Brazilian States. (2003). Morais, Igor ; Portugal, Marcelo Savino.
    In: Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting].
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  279. Identifying business cycle turning points in real time. (2002). Piger, Jeremy ; Chauvet, Marcelle.
    In: FRB Atlanta Working Paper.
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  280. The Brazilian Business and Growth Cycles. (2002). Chauvet, Marcelle.
    In: Revista Brasileira de Economia - RBE.
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  281. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity. (2002). Vahid, Farshid ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  282. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity. (2002). Vahid, Farshid ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  283. Common stochastic trends, common cycles, and asymmetry in economic fluctuations. (2002). Piger, Jeremy ; Kim, Chang-Jin.
    In: Journal of Monetary Economics.
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  284. Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators. (2002). Kholodilin, Konstantin.
    In: Economics Bulletin.
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  285. Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator. (2002). .
    In: Economics Bulletin.
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  286. Secular Volatility Decline of the U.S. Composite Economic Indicator. (2002). Kholodilin, Konstantin.
    In: Applied Econometrics and International Development.
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  287. Unobserved Leading and Coincident Common Factors in the Post-War U.S. Business Cycle. (2002). Kholodilin, Konstantin.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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  288. A Monthly Indicator of Brazilian GDP. (2001). Chauvet, Marcelle.
    In: Brazilian Review of Econometrics.
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  289. Markov switching in disaggregate unemployment rates. (2001). Potter, Simon ; Juhn, Chinhui ; Chauvet, Marcelle.
    In: Staff Reports.
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  290. Recent changes in the U.S. business cycle. (2001). Potter, Simon ; Chauvet, Marcelle.
    In: Staff Reports.
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  291. Common stochastic trends, common cycles, and asymmetry in economic fluctuations. (2001). Piger, Jeremy ; Kim, Chang-Jin.
    In: Working Papers.
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  292. Permanent and transitory components of business cycles: their relative importance and dynamic relationship. (2001). Startz, Richard ; Piger, Jeremy ; Kim, Chang-Jin.
    In: International Finance Discussion Papers.
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  293. The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity. (2001). Vahid, Farshid ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:429.

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  294. Latent Leading and Coincident Factors Model with Markov-Switching Dynamics. (2001). Kholodilin, Konstantin.
    In: Economics Bulletin.
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  295. Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data. (2001). Kholodilin, Konstantin.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:2001020.

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  296. In Search of Leading Indicators of Economic Activity in Germany. (2001). Funke, Michael ; Bandholz, Harm .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_571.

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  297. The Brazilian Economic Fluctuations. (2001). Chauvet, Marcelle.
    In: Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting].
    RePEc:anp:en2001:033.

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  298. Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations. (2000). Piger, Jeremy ; Kim, Chang-Jin.
    In: Working Papers.
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  299. Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations. (2000). Piger, Jeremy ; Kim, Chang-Jin.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0021.

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  300. Common stochastic trends, common cycles, and asymmetry in economic fluctuations. (2000). Piger, Jeremy ; Kim, Chang-Jin.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:681.

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  301. Coincident and leading indicators of the stock market. (2000). Potter, Simon ; Chauvet, Marcelle.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:7:y:2000:i:1:p:87-111.

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  302. Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations. (2000). Piger, Jeremy ; Kim, Chang-Jin.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1465.

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  303. Permanent and Transitory Nature of Recessions. (1999). Murray, Chris ; Kim, Chang-Jin.
    In: Working Papers.
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  304. Permanent and Transitory Nature of Recessions. (1999). Murray, Chris ; Kim, Chang-Jin.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0041.

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  305. Nonlinear risk. (1999). Potter, Simon ; Chauvet, Marcelle.
    In: Staff Reports.
    RePEc:fip:fednsr:61.

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  306. The Getting of Macroeconomic Wisdom. (1999). pagan, adrian.
    In: CEPR Discussion Papers.
    RePEc:auu:dpaper:412.

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