The Comovement Between Output And Prices

By W. D. Haan. 2000

228 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/d829b7e01fe9350f5ec7d2440d48d2cfc7bcfbab

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In Economics and Econometrics

Citations in the corpus

The Yield Curve and Macroeconomic Dynamics (2008, unknown): “For comparability, macro data are taken from Den Haan (2000).”
Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009, unknown): “In this subsection, I address this question based on a statistical measure of conditional co-movement developed by Den Haan (2000). In Figure 9, this measure is applied to the responses of CPI inflation and real GDP growth to each of the demand and supply shocks in the crude oil market, allowing us ”
Regional business cycle synchronization in Europe? (2007, methodology): “These results are in line with the findings of 3 For a critique, we refer to Den Haan (2000).”
A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries (2008, methodology): “NOTES: The plot shows a statistical measure of the conditional co-movement between real GDP growth and inflation, as defined in Den Haan (2000) and Den Haan and Summer (2004), based on the impulse responses in Figure 2.”
Are European business cycles close enough to be just one (2006, unknown): “[17] Den Haan, W.”
The Impact of Oil Price Shocks on the U.S. Stock Market (2009, unknown): “We employ a statistical measure of the conditional covariance based on Den Haan (2000) and Den Haan and Summer (2004):”
Why You Should Never Use the Hodrick-Prescott Filter (2017, methodology): “First, as den Haan (2000) noted, the forecast error is stationary for a wide class of nonstationary processes.”
Will business cycles in the Euro Area converge: a critical survey of empirical research (2008, methodology): “WILL BUSINESS CYCLES IN THE EURO AREA CONVERGE? A CRITICAL SURVEY OF EMPIRICAL RESEARCH Jakob de Haan University of Groningen and CESifo Munich Robert Inklaar and Richard Jong-A-Pin University of Groningen Abstract. This survey of business cycle synchronization in the European monetary union focuses”