M. R. Allen and A. W. Robertson, Distinguishing modulated oscillations from coloured noise in multivariate datasets, Climate Dynamics, vol.12, issue.11, pp.775-784, 1996.
DOI : 10.1007/s003820050142

M. R. Allen and L. A. Smith, Monte Carlo SSA: Detecting irregular oscillations in the Presence of Colored Noise, Journal of Climate, vol.9, issue.12, pp.3373-3404, 1996.
DOI : 10.1175/1520-0442(1996)009<3373:MCSDIO>2.0.CO;2

L. Arnold, Stochastic Differential Equations: Theory and Applications, 1974.

L. Arnold, Random Dynamical Systems, 1998.

M. Baxter and R. G. King, Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series, Review of Economics and Statistics, vol.84, issue.4, pp.575-593, 1999.
DOI : 10.1016/0167-2231(86)90035-7

D. S. Broomhead and G. P. King, Extracting qualitative dynamics from experimental data, Physica D: Nonlinear Phenomena, vol.20, issue.2-3, pp.217-236, 1986.
DOI : 10.1016/0167-2789(86)90031-X

D. S. Broomhead and G. P. King, On the qualitative analysis of experimental dynamical systems, Nonlinear Phenomena and Chaos, pp.113-144, 1986.

F. Canova, Detrending and business cycle facts, Journal of Monetary Economics, vol.41, issue.3, pp.475-512, 1998.
DOI : 10.1016/S0304-3932(98)00006-3

C. Chiarella, P. Flaschel, and R. Franke, Foundations for a Disequilibrium Theory of the Business Cycle, 2005.
DOI : 10.1017/CBO9780511492402

T. Cogley and J. M. Nason, Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research, Journal of Economic Dynamics and Control, vol.19, issue.1-2, pp.253-278, 1995.
DOI : 10.1016/0165-1889(93)00781-X

M. De-carvalho, P. C. Rodrigues, and A. Rua, Tracking the US business cycle with a singular spectrum analysis, Economics Letters, vol.114, issue.1, pp.32-35, 2012.
DOI : 10.1016/j.econlet.2011.09.007

P. Dumas, M. Ghil, A. Groth, and S. Hallegatte, Dynamic coupling of the climate and macroeconomic systems, Mathematics of the Social Sciences, 2013.

M. W. French and D. E. Sichel, Cyclical patterns in the variance of economic activity, Journal of Business & Economic Statistics, vol.11, issue.1, pp.113-119, 1993.

M. Ghil, M. R. Allen, M. D. Dettinger, K. Ide, D. Kondrashov et al., Advanced spectral methods for climatic time series, Reviews of Geophysics, vol.115, issue.4, pp.1-41, 2002.
DOI : 10.1007/978-1-4612-1042-9
URL : http://onlinelibrary.wiley.com/doi/10.1029/2000RG000092/pdf

M. Ghil and R. Vautard, Interdecadal oscillations and the warming trend in global temperature time series, Nature, vol.350, issue.6316, pp.324-327, 1991.
DOI : 10.1038/350324a0

M. Graff, International Business Cycles: How Do They Relate to Switzerland?, SSRN Electronic Journal, 2011.
DOI : 10.2139/ssrn.1970227
URL : https://www.econstor.eu/bitstream/10419/54715/1/679430075.pdf

C. W. Granger, The Typical Spectral Shape of an Economic Variable, Econometrica, vol.34, issue.1, pp.150-161, 1966.
DOI : 10.2307/1909859

S. Hallegatte and M. Ghil, Natural disasters impacting a macroeconomic model with endogenous dynamics, Ecological Economics, vol.68, issue.1-2, pp.582-592, 2008.
DOI : 10.1016/j.ecolecon.2008.05.022
URL : https://hal.archives-ouvertes.fr/hal-00716677

S. Hallegatte, M. Ghil, P. Dumas, and J. Hourcade, Business cycles, bifurcations and chaos in a neo-classical model with investment dynamics, Journal of Economic Behavior & Organization, vol.67, issue.1, pp.57-77, 2008.
DOI : 10.1016/j.jebo.2007.05.001
URL : https://hal.archives-ouvertes.fr/hal-00598263

A. C. Harvey and A. Jaeger, Detrending, stylized facts and the business cycle, Journal of Applied Econometrics, vol.78, issue.3, pp.231-247, 1993.
DOI : 10.4159/harvard.9780674334076

R. J. Hodrick and E. C. Prescott, Postwar U.S. Business Cycles, Journal of Money, Credit and Banking, vol.29, issue.1, pp.1-16, 1997.
DOI : 10.4324/9780203070710.pt8

K. Karhunen, Zur Spektraltheorie stochastischer Prozesse. Annales Academiae Scientiarum Fennicae, 1946.

C. L. Keppenne and M. Ghil, ADAPTIVE FILTERING AND PREDICTION OF NOISY MULTIVARIATE SIGNALS: AN APPLICATION TO SUBANNUAL VARIABILITY IN ATMOSPHERIC ANGULAR MOMENTUM, International Journal of Bifurcation and Chaos, vol.03, issue.03, pp.625-634, 1993.
DOI : 10.1142/S0218127493000520

C. Kim and C. R. Nelson, Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle, Review of Economics and Statistics, vol.84, issue.1, pp.608-616, 1999.
DOI : 10.2307/1391541

C. Kim, C. R. Nelson, and J. Piger, The Less-Volatile U.S. Economy, Journal of Business & Economic Statistics, vol.22, issue.1, pp.80-93, 2004.
DOI : 10.1198/073500103288619412

M. Kimoto, M. Ghil, and K. Mo, Spatial structure of the extratropical 40-day oscillation, Eighth Conference on Atmospheric and Oceanic Waves and Stability, pp.115-116, 1991.

F. E. Kydland and E. C. Prescott, Business Cycles, Real Business Cycles: A Reader. Routledge, pp.231-247, 1998.
DOI : 10.4324/9780203070710.pt6

M. Lò-eve, Fonctions aléatoires de second ordre. Comptes Rendus de l'Académie des sciences Paris 220, p.380, 1945.

R. E. Lucas, Understanding business cycles, Carnegie-Rochester Conference Series on Public Policy, vol.5, issue.1, pp.7-29, 1977.
DOI : 10.1016/0167-2231(77)90002-1

R. Mañé, On the dimension of the compact invariant sets of certain nonlinear maps, In: Dynamical Systems and Turbulence. Lecture Notes in Mathematics, vol.898, pp.230-242, 1981.

M. M. Mcconnell and G. Perez-quiros, Output Fluctuations in the United States: What Has Changed Since the Early 1980's?, American Economic Review, vol.90, issue.5, pp.1464-1476, 2000.
DOI : 10.1257/aer.90.5.1464

A. I. Mees, P. E. Rapp, and L. S. Jennings, Singular-value decomposition and embedding dimension, Physical Review A, vol.14, issue.1, pp.340-346, 1987.
DOI : 10.1145/362566.362571

J. Morley and J. Piger, The Asymmetric Business Cycle, Review of Economics and Statistics, vol.14, issue.2, pp.208-221, 2012.
DOI : 10.1016/S0304-3932(02)00150-2

C. R. Nelson and H. Kang, Spurious Periodicity in Inappropriately Detrended Time Series, Econometrica, vol.49, issue.3, pp.741-751, 1981.
DOI : 10.2307/1911520

A. V. Oppenheim and R. W. Schafer, Discrete-time signal processing, 1989.

C. Penland and L. Matrosova, Expected and Actual Errors of Linear Inverse Model Forecasts, Monthly Weather Review, vol.129, issue.7, pp.1740-1745, 2001.
DOI : 10.1175/1520-0493(2001)129<1740:EAAEOL>2.0.CO;2

G. Plaut and R. Vautard, Spells of Low-Frequency Oscillations and Weather Regimes in the Northern Hemisphere, Journal of the Atmospheric Sciences, vol.51, issue.2, pp.210-236, 1994.
DOI : 10.1175/1520-0469(1994)051<0210:SOLFOA>2.0.CO;2

M. Priestley, The Spectral Analysis of Time Series., Journal of the Royal Statistical Society. Series A (Statistics in Society), vol.151, issue.3, 1991.
DOI : 10.2307/2983035

L. Sella and R. Marchionatti, On the cyclical variability of economic growth in Italy, 1881???1913: a critical note, Cliometrica, vol.58, issue.1, pp.1-22, 2012.
DOI : 10.1016/0167-2789(92)90103-T

E. Slutzky, The Summation of Random Causes as the Source of Cyclic Processes, Econometrica, vol.5, issue.2, pp.105-146, 1937.
DOI : 10.2307/1907241

R. Solow, A Contribution to the Theory of Economic Growth, The Quarterly Journal of Economics, vol.70, issue.1, pp.65-94, 1956.
DOI : 10.2307/1884513

J. H. Stock and M. W. Watson, Has the business cycle changed and why?, NBER Macroeconomics Annual, pp.159-218, 2002.
DOI : 10.1086/ma.17.3585284
URL : http://www.nber.org/papers/W9127.pdf

F. Takens, Detecting strange attractors in turbulence, In: Dynamical Systems and Turbulence. Lecture Notes in Mathematics, vol.20, issue.1, pp.366-381, 1981.
DOI : 10.1007/BF01646553

R. Vautard and M. Ghil, Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series, Physica D: Nonlinear Phenomena, vol.35, issue.3, pp.395-424, 1989.
DOI : 10.1016/0167-2789(89)90077-8

R. Vautard, P. Yiou, and M. Ghil, Singular-spectrum analysis: A toolkit for short, noisy chaotic signals, Physica D: Nonlinear Phenomena, vol.58, issue.1-4, pp.1-4, 1992.
DOI : 10.1016/0167-2789(92)90103-T

H. Von-storch, G. Bürger, R. Schnur, and J. Von-storch, Principal Oscillation Patterns: A Review, Journal of Climate, vol.8, issue.3, pp.377-400, 1995.
DOI : 10.1175/1520-0442(1995)008<0377:POPAR>2.0.CO;2

V. Zarnowitz, Recent work on business cycles in historical perspective: A review of theories and evidence, Journal of Economic Literature, vol.23, issue.2, pp.523-580, 1985.
DOI : 10.3386/w1503