Journal of Business Cycle Research

2016 - 2022

Current editor(s): Michael Graff

From:
Springer
Centre for International Research on Economic Tendency Surveys (CIRET)
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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 G. Grech and Reuben Ellul

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

Volume 15, issue 2, 2019

The Determinants of Optimal Exchange Rate Regimes in High and Low Oil-Producing Countries pp. 97-120

Eman Elish

What has Changed After the Great Recession on the European Cyclical Patterns? pp. 121-146

Ana Rodríguez-Santiago

A PMI-Based Real GDP Tracker for the Euro Area pp. 147-170

Gabe de Bondt

Volume 15, issue 1, 2019

Inspecting the Relationship Between Business Confidence and Industrial Production: Evidence on Italian Survey Data pp. 1-24

Giancarlo Bruno, L. Crosilla and Patrizia Margani

Measuring Brazilian Economic Uncertainty pp. 25-40

Pedro Costa Ferreira, Raíra Marotta B. Vieira, Felipi Bruno Silva and Ingrid C. L. Oliveira

Consumers’ Perception of Inflation in Inflationary and Deflationary Environment pp. 41-71

Ewa Stanisławska

CAMPLET: Seasonal Adjustment Without Revisions pp. 73-95

Barend Abeln, Jan Jacobs and Pim Ouwehand

Volume 14, issue 2, 2018

Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model pp. 179-218

Alain Galli

Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis pp. 219-241

Niyati Bhanja, Arif Dar and Aviral Tiwari

Structural Change and Business Cycles in Japan: Revisiting the Stylized Facts pp. 243-281

Satoshi Urasawa

Price-Setting Behavior in Brazil: Survey Evidence pp. 283-310

Arnildo Correa, Myrian Petrassi and Rafael Santos

Volume 14, issue 1, 2018

Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys pp. 1-46

Raïsa Basselier, David Antonio Liedo and Geert Langenus

A Comparison Between Direct and Indirect Seasonal Adjustment of the Chilean GDP 1986–2009 with X-12-ARIMA pp. 47-87

Carlos A. Medel

The Effects of Uncertainty Shocks on Daily Prices pp. 89-104

Dario Bonciani and Andrea Tafuro

Would DSGE Models Have Predicted the Great Recession in Austria? pp. 105-126

Fritz Breuss

Implementing an Approximate Dynamic Factor Model to Nowcast GDP Using Sensitivity Analysis pp. 127-141

Pablo Duarte and Bernd Süssmuth

Large Shocks and the Business Cycle: The Effect of Outlier Adjustments pp. 143-178

Yoshihiro Ohtsuka

Volume 13, issue 2, 2017

How Informative are Aggregated Inflation Expectations? Evidence from the ECB Survey of Professional Forecasters pp. 139-163

Sami Oinonen and Maritta Paloviita

Stylized Facts of the Business Cycle: Universal Phenomenon, or Institutionally Determined? pp. 165-187

Vadim Kufenko and Niels Geiger

Q-Targeting in New Keynesian Models pp. 189-224

Burkhard Heer, Alfred Maussner and Halvor Ruf

Sentiment and Uncertainty Fluctuations and Their Effects on the Euro Area Business Cycle pp. 225-251

Bas Aarle and Cindy Moons

Volume 13, issue 1, 2017

Interregional Trade, Specialization, and the Business Cycle: Policy Implications for the EMU pp. 1-27

Carlo Gianelle, Letizia Montinari and Simone Salotti

Are Microstates Necessarily Led by Their Bigger Neighbors’ Business Cycle? The Case of Liechtenstein and Switzerland pp. 29-52

Andreas Brunhart

Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices pp. 53-73

Sergey V. Smirnov, Nikolay Kondrashov and Anna Petronevich

The Predictive Content of Business Survey Indicators: Evidence from SIGE pp. 75-104

Tatiana Cesaroni and Stefano Iezzi

Quasi-Real-Time Data of the Economic Tendency Survey pp. 105-138

Maria Billstam, Kristina Frändén, Johan Samuelsson and Pär Österholm