Are European business cycles close enough to be just one?

DOI10.1016/J.JEDC.2005.08.012MaRDI QIDQ959645zbMATH OpenOpenAlexFDO

Authors Maximo Camacho, Gabriel Perez-Quiros, Lorena Saiz

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

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)

Recommendations

• Measuring the degree of convergence among European business cycles
• Business cycle co-movement in Europe: trade, industry composition and the single currency
• The convergence of European business cycles 1980--2004
• The convergence of European business cycles 1978-2000
• Why business cycles diverge? Structural evidence from the European Union

Cites work

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

Cited in

(20)

• Real wages over the business cycle: OECD evidence from the time and frequency domains
• Business cycle co-movement in Europe: trade, industry composition and the single currency
• The convergence of European business cycles 1980--2004
• Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area
• The welfare gains of trade integration in the European monetary union
• The UK intranational business cycle
• Why business cycles diverge? Structural evidence from the European Union
• Debt dynamics in Europe: a network general equilibrium GVAR approach
• Chapter 5 A New Framework to Analyze Business Cycle Synchronization
• Measuring the degree of convergence among European business cycles
• Regional business cycles in Italy
• Economic fluctuations and fiscal policy in Europe: a political business cycles approach using panel data and clustering (1996--2013)
• Business cycle convergence: a survey of methods and models
• Testing the difference between two independent time series models
• Do institutional changes affect business cycles? Evidence from Europe
• Wavelet multidimensional scaling analysis of European economic sentiment indicators
• Clustering regional business cycles
• The convergence of European business cycles 1978-2000
• Comparison of Times Series with Unequal Length in the Frequency Domain
• Modeling time-variation over the business cycle (1960--2017): an international perspective

This page was built for publication: Are European business cycles close enough to be just one?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q959645)