Journal of Business Cycle Research

2016 - 2023

Current editor(s): Michael Graff

From:
Springer
Centre for International Research on Economic Tendency Surveys (CIRET)
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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

Volume 16, issue 2, 2020

Editorial pp. 75-75

Michael Graff

Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set pp. 77-97

Yongchen Zhao

Disagreements in Consumer Inflation Expectations: Empirical Evidence for a Latin American Economy pp. 99-122

Juan Camilo Anzoátegui-Zapata and Juan Camilo Galvis-Ciro

Machine Learning and Nowcasts of Swedish GDP pp. 123-134

Kristian Jönsson

Spanish Economic-Financial Crisis: Social and Academic Interest pp. 135-149

Noelia Araújo-Vila, Jose Antonio Fraiz-Brea and Arthur Filipe Araújo

Cyclical Dynamics and Trend/Cycle Definitions: Comparing the HP and Hamilton Filters pp. 151-162

Kristian Jönsson

Volume 16, issue 1, 2020

Has the Financial Crisis affected the Real Interest Rate Dynamics in Europe? pp. 1-18

Nektarios Aslanidis and Selva Demiralp

Consumers Confidence and Households Consumption in Brazil: Evidence from the FGV Survey pp. 19-34

Aloisio Campelo, Viviane Seda Bittencourt and Marco Malgarini

The Challenge of Pairing Big Datasets: Probabilistic Record Linkage Methods and Diagnosis of Their Empirical Viability pp. 35-57

Yaohao Peng and Lucas Ferreira Mation

Information Content of Russian Services Surveys pp. 59-74

Liudmila Kitrar, Tamara Lipkind and Georgy Ostapkovich