Are European business cycles close enough to be just one?

DOI10.1016/J.JEDC.2005.08.012zbMATH Open1162.91522OpenAlexW2033525269MaRDI QIDQ959645FDOQ959645

Gabriel Perez-Quiros, Lorena Saiz, Maximo Camacho

Publication date: 12 December 2008

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: http://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/04/Fic/dt0408e.pdf

Recommendations

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• Why business cycles diverge? Structural evidence from the European Union

zbMATH Keywords

cluster analysismultidimensional scalingeconomic integrationbusiness cycle synchronizationEuropean union enlargement

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Measuring World Business Cycles
• Synchronization of cycles
• Applied Multivariate Analysis
• Forecasting and turning point predictions in a Bayesian panel VAR model
• THE MOMENTS OF THE z AND F DISTRIBUTIONS

Cited In (13)

• The convergence of European business cycles 1978-2000
• Chapter 5 A New Framework to Analyze Business Cycle Synchronization
• Measuring the degree of convergence among European business cycles
• THE WELFARE GAINS OF TRADE INTEGRATION IN THE EUROPEAN MONETARY UNION
• Testing the difference between two independent time series models
• Debt dynamics in Europe: a network general equilibrium GVAR approach
• Clustering regional business cycles
• Comparison of Times Series with Unequal Length in the Frequency Domain
• Real wages over the business cycle: OECD evidence from the time and frequency domains
• Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area
• Wavelet multidimensional scaling analysis of European economic sentiment indicators
• Modeling time-variation over the business cycle (1960--2017): an international perspective
• Economic fluctuations and fiscal policy in Europe: a political business cycles approach using panel data and clustering (1996--2013)

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