Measuring World Business Cycles
From MaRDI portal
Publication:4354685
DOI10.2307/2527287zbMATH Open0885.90024OpenAlexW2028492814MaRDI QIDQ4354685FDOQ4354685
Authors: Allan W. Gregory, Allen C. Head, Jacques Raynauld 
Publication date: 17 September 1997
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/273306/files/qed_wp_902.pdf
Recommendations
- Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
- World, country, and sector factors in international business cycles
- Global business cycles: convergence or decoupling?
- Measuring business cycles with business-cycle models
- BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX
Cited In (19)
- The UK intranational business cycle
- Mapping the global business cycle network
- Quantifying economic fluctuations
- A spectral EM algorithm for dynamic factor models
- The international business cycle in a changing world: Volatility and the propagation of shocks in the G-7
- Are European business cycles close enough to be just one?
- Business cycle and corporate failure in France: Is there a link?
- Approximate factor models: Finite sample distributions
- U. S. and Canadian industrial production indices as coupled oscillators
- Shrinkage Estimation of Factor Models With Global and Group-Specific Factors
- Wavelet Variance Analysis of Output in G-7 Countries
- World, country, and sector factors in international business cycles
- Testing for international business cycles: a multilevel factor model with stochastic factor selection
- Modeling house price synchronization across the U.S. states and their time-varying macroeconomic linkages
- A novel algorithm for dynamic factor analysis
- The transmission of shocks between Europe, Japan and the United States
- Global business cycles: convergence or decoupling?
- Multi-level factor analysis of bond risk premia
- Choosing a dynamic common factor as a coincident index
This page was built for publication: Measuring World Business Cycles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4354685)
