A growth cycle characterisation and forecasting of the Spanish economy: 1970–1998

Abad, A., & Quilis, E. M. (1993). Un sistema de indicadores cı́clicos para la Economı́a Española: Indices sintéticos de coincidencia, adelanto y retraso. Subdirección General de Cuentas Nacionales. Instituto Nacional de Estadı́stica. Abad, A., & Quilis, E. M. (1995). Programas de análisis cı́clico: 〈F〉, 〈G〉 and 〈FDESC〉. Manual del usuario. Documento interno. Instituto Nacional de Estadı́stica. Burns, 1946 Canova, F. (1991). Detrending and business cycle facts. European University Institute, Florence, Working paper ECO 91/58. Cogley, 1995, Effects of the Hodrick-Prescott filter on trend and difference stationary time series. Implications for business-cycle research, Journal of Economic Dynamics and Control, 19, 253, 10.1016/0165-1889(93)00781-X Cristobal, A. I., & Melis, E. M. (1994). Tasas de variación, filtros y análisis de la coyuntura. Boletı́n Trimestral de Coyuntura no 52, Instituto Nacional de Estadı́stica. Diebold, 1999 Dolado, 1993, Cyclical patterns of the Spanish Economy, Investigaciones Económicas, 17, 445 Garcı́a-Ferrer, A., del Hoyo, J., Novales, A., & Young, P. C. (1996). Recursive identification, estimation and forecasting of nonstationary time series with applications to GNP international data. In: Berry, D. A., Chaloner, K. M., Geweke, J. K. (Eds.), Bayesian Analysis in Statistics and Econometrics: Essays in Honour of Arnold Zellner. Wiley, New York, pp. 15–27. Garcı́a-Ferrer, 1998, Using long-, medium-, and short-term trends to forecast turning points in the business cycle: Some international evidence, Studies in Nonlinear Dynamics and Econometrics, 3, 79, 10.2202/1558-3708.1042 Garcı́a-Ferrer, 1998, Can univariate models forecast turning points in seasonal economic time series?, International Journal of Forecasting, 14, 433, 10.1016/S0169-2070(98)00043-0 Harvey, 1993, Detrending, stylized facts, and the business cycle, Journal of Applied Econometrics, 8, 231, 10.1002/jae.3950080302 Haywood, 1973, The deviation cycle: A new index of the Australian business cycle 1950–73, Australian Economic Review, 4Q, 31, 10.1111/j.1467-8462.1973.tb00185.x Kim, 1998, Business cycle turning points. A new coincident index and tests of duration dependence based on a dynamic factor model with regime-switching, Review of Economics and Economic Statistics, 80, 188, 10.1162/003465398557447 King, 1993, Low filtering and the business cycle, Journal of Economic Dynamics and Control, 17, 207, 10.1016/S0165-1889(06)80010-2 Klein, P. A. (1981). Analyzing growth cycles in post-war Sweden. Stockholm. Swedish Industrial Publications, Economic Research Reports. Klein, 1985 Melis, 1991, La estimación del ritmo de variación en series económicas, Estadı́stica Española, 33, 54 Mintz, I. (1969). Dating post-war business cycles, methods and their applications to Western Germany, 1950–67. National Bureau of Economic Research. Occasional paper 107, New York. Moore, 1979, Growth cycles: A new-old concept, Morgan Guaranty Survey, 1979, 12 Niemira, 1994 Proietti, 1998, Characterizing asymmetries in business cycles using smooth-transition structural time series models, Studies in Nonlinear Dynamics and Econometrics, 3, 141, 10.2202/1558-3708.1045 Sebastián, 1997 Sichel, 1993, Business cycle asymmetry: A deeper look, Economic Inquiry, 31, 224, 10.1111/j.1465-7295.1993.tb00879.x Sichel, 1994, Inventories and the three phases of the business cycle, Journal of Business and Economic Statistics, 12, 269, 10.2307/1392083 Tong, 1990 Young, 1984 Young, 1994, Time-variable parameter and trend estimation in nonstationary economic time series, Journal of Forecasting, 13, 179, 10.1002/for.3980130210