Journal of Business Cycle Research

2016 - 2024

Current editor(s): Michael Graff

From:
Springer
Centre for International Research on Economic Tendency Surveys (CIRET)
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Volume 20, issue 2, 2024

Output Gaps: Editor’s Introduction pp. 151-154

Simon Norden

Business-Cycle Analysis and Zero-Crossings of Time Series: A Generalized Forecast Approach pp. 155-192

Marc Wildi

Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness pp. 193-217

Viv Hall and Peter Thomson

Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions pp. 219-242

Kristian Jönsson

Estimation of the TFP Gap for the Largest Five EMU Countries pp. 243-296

Kai Carstensen, Felix Kießner and Thies Rossian

Assessing the Potential Output for Switzerland: Determinants, Trends and Drivers pp. 297-338

Sarah Fischer, Christian Glocker, Serguei Kaniovski and Philipp Wegmüller

Volume 20, issue 1, 2024

Brazilian Business Cycle Analysis in a High-Dimensional and Time-Irregular Span Context pp. 1-58

André Nunes Maranhão

Evaluating Qualitative Expectational Data on Investments from Business Surveys pp. 59-88

Lucia Modugno

Measuring Business Cycle Stylized Facts in Selected Oil-Producing Economies: A Comparative Study pp. 89-121

Chigozie Chukwu, Aleksandar Vasilev and Shrabani Saha

Business Cycle and Early Warning Indicators for the Economy of Hong Kong– Challenges of Forecasting Work amid the COVID-19 Pandemic pp. 123-135

Sharon Pun-wai Ng, Eddie Ming-lok Kwok, Brian Chi-yan Cheng and Alfred Yiu-po Yuen

Optimum Level of Currency Reserves: Investigation and Forecasting of Indian Rupee Using ARIMA Model pp. 137-150

J. Peter Leo Deepak, Yavana Rani Subramanian, J. Josephine Lalitha and K. Vidhya

Volume 19, issue 3, 2023

Imputing Monthly Values for Quarterly Time Series: An Application Performed with Swiss Business Cycle Data pp. 241-273

Klaus Abberger, Michael Graff, Oliver Müller and Boriss Siliverstovs

Revisiting the Oil and Food Prices Dynamics: A Time Varying Approach pp. 275-309

Opeoluwa Adeniyi Adeosun, Richard Olaolu Olayeni, Mosab I. Tabash and Suhaib Anagreh

Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition pp. 311-371

Saulius Jokubaitis and Dmitrij Celov

A Moving Linear Model Approach for Extracting Cyclical Variation from Time Series Data pp. 373-397

Koki Kyo and Genshiro Kitagawa

Understanding Uncertainty Shocks in Uruguay Through VAR Modeling pp. 399-419

Bibiana Lanzilotta, Gabriel Merlo, Gabriela Mordecki and Viviana Umpierrez

Volume 19, issue 2, 2023

ROC and PRC Approaches to Evaluate Recession Forecasts pp. 119-148

Kajal Lahiri and Cheng Yang

The Comovement Between Forecast Errors for Real GDP and Its Deflator in Six OECD Countries: Did Supply Shocks Become Less Dominant During the Great Moderation? pp. 149-169

Bryce Kanago

Nowcasting Turkish Food Inflation Using Daily Online Prices pp. 171-190

Barış Soybilgen, M. Ege Yazgan and Huseyin Kaya

The Usefulness of High-Frequency Alternative Data to Obtain Nowcasts for Japan’s GDP: Evidence from Credit Card Data pp. 191-211

Satoshi Urasawa

Applicability and Accomplishments of DSGE Modeling: A Critical Review pp. 213-239

Adem Feto, M. K. Jayamohan and Arnis Vilks

Volume 19, issue 1, 2023

Monetary Policy in Oil Exporting Countries with Fixed Exchange Rate and Open Capital Account: Expectations Matter pp. 1-22

Omar Chafik

Are German National Accounts informationally efficient? pp. 23-42

Roland Döhrn

The Forecasting Power of the ifo Business Survey pp. 43-94

Robert Lehmann

Relative Performance of Business and Consumer Economic Expectations Across EU Countries pp. 95-117

Richard T. Curtin

Volume 18, issue 3, 2022

The Effect of Communication and Credibility on Fiscal Disagreement: Empirical Evidence from Colombia pp. 215-238

Juan Camilo Galvis-Ciro, Juan Camilo Anzoátegui-Zapata and Cristina Isabel Ramos-Barroso

A New Theory of Expectations pp. 239-259

Richard T. Curtin

Determination of Quebec's Quarterly Real GDP and Analysis of the Business Cycle, 1948–1980 pp. 261-288

Mario Fortin, Marcelin Joanis, Philippe Kabore and Luc Savard

The Chemistry of the Macroeconomy pp. 289-313

Robert Gmeiner

Adjustment Speed toward Target Leverage Throughout the Vietnamese Corporate Life Cycle: Under-Versus Over-the-Target Firms pp. 315-341

Thi Hong An Thai and Radu Burlacu

Political Budget Cycle: A Sub-National Evidence from Pakistan pp. 343-367

Rabia Nazir, Muhammad Nasir and Idrees Khawaja

Volume 18, issue 2, 2022

Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks pp. 129-157

Jeronymo Marcondes Pinto and Jennifer Castle

COVID-19 and Seasonal Adjustment pp. 159-169

Barend Abeln and Jan Jacobs

A Wavelet Method for Detecting Turning Points in the Business Cycle pp. 171-187

C. Colther, J. L. Rojo and R. Hornero

Bond Yields Movement Similarities and Synchronization in the G7: A Time–Frequency Analysis pp. 189-214

João Martins

Volume 18, issue 1, 2022

New Findings Regarding the Out-of-Sample Predictive Impact of the Price of Crude Oil on the United States Industrial Production pp. 1-35

Nima Nonejad

Constructing and Characterising the Aggregate South African Financial Cycle: A Markov Regime-Switching Approach pp. 37-67

Milan Christian Wet and Ilse Botha

A Customized Machine Learning Algorithm for Discovering the Shapes of Recovery: Was the Global Financial Crisis Different? pp. 69-99

Gonzalo Castañeda and Luis Castro Peñarrieta

Co-movement of Cyclical Components Approach to Construct a Coincident Index of Business Cycles pp. 101-127

Koki Kyo, Hideo Noda and Genshiro Kitagawa

Volume 17, issue 3, 2021

The Evolution of US and UK Real GDP Components in the Time-Frequency Domain: A Continuous Wavelet Analysis pp. 233-261

Patrick Crowley and Andrew Hughes Hallett

Predicting Recessions in Germany Using the German and the US Yield Curve pp. 263-291

Martin Pažický

A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy pp. 293-319

Jens J. Krüger

The Impact of the Global Financial Crisis on Investment in Finland and South Korea pp. 321-337

Gene Ambrocio and Tae-Seok Jang

Volume 17, issue 2, 2021

Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output pp. 109-128

Max Soloschenko and Enzo Weber

The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate pp. 129-149

Sudipta Das

Does Hamilton’s OLS Regression Provide a “better alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective pp. 151-183

Viv Hall and Peter Thomson

The Industry Life Cycle in an Economic Downturn: Lessons from Firm’s Behavior in Spain, 2007–2012 pp. 185-214

Caridad Maylín-Aguilar and Ángeles Montoro-Sánchez

Predicting the German Economy: Headline Survey Indices Under Test pp. 215-232

Robert Lehmann and Magnus Reif

Volume 17, issue 1, 2021

On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables pp. 1-26

Oscar Claveria

Intertemporal Cointegration Model: A New Approach to the Lead–Lag Relationship Between Cointegrated Time Series pp. 27-53

Takashi Oga

Growth in US Durables Spending: Assessing the Impact of Consumer Ability and Willingness to Buy pp. 55-69

Hamid Baghestani and Sehar Fatima

Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany pp. 71-89

Agnieszka Gehringer and Thomas Mayer

Are the European Commission’s Business and Consumer Survey Results Coincident Indicators for Maltese Economic Activity? pp. 91-108

Aaron Grech and Reuben Ellul Dimech