Analyzing business cycle asymmetries in a multi-level factor model

DOI10.1016/J.ECONLET.2014.12.001MaRDI QIDQ498822zbMATH OpenOpenAlexFDO

Authors Jörg Breitung, Sandra Eickmeier

Publication date 29 September 2015

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2014.12.001

zbMATH Keywords

asymmetriesbusiness cyclefactor models

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Economic growth models (91B62) Economic time series analysis (91B84)

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Cites work

• Chapter 1 Dating Business Cycle Turning Points
• Eigenvalue ratio test for the number of factors
• Forecasting Using Principal Components From a Large Number of Predictors

Cited in

(13)

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• A NOTE ON DEMAND AND SUPPLY FACTORS IN MANUFACTURING OUTPUT ASYMMETRIES
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• EXAMINING SIMILARITIES AMONG PHASES OF BUSINESS CYCLES : IS THE 1990S US EXPANSION SIMILAR TO THE 1960S'?
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• Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities
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