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The dynamics of business cycles stylized facts using quarterly data for six industrialized countries

Journal of Economics and Business - SPOUDAI

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Title The dynamics of business cycles stylized facts using quarterly data for six industrialized countries
The dynamics of business cycles stylized facts using quarterly data for six industrialized countries
 
Creator Βαρελάς, Ερωτόκριτος Γ.
 
Subject Βιομηχανική παραγωγή; Φασματική Ανάλυση
Industrial production; Business Cycle; Spectral Analysis
 
Description This paper examines the empirical evidence concerning the identification of cycles of the aggregate
industrial production, prices and money for six OECD countries using quarterly data.
We used Spectral Analysis (univariate and multivariate). An interesting result is that the monetary
aggregates are procyclical.
 
Publisher University of Piraeus
 
Date 2007-02-21
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion

 
Format application/pdf
 
Identifier https://spoudai.unipi.gr/index.php/spoudai/article/view/1209
 
Source SPOUDAI - Journal of Economics and Business; Vol 54, No 2 (2004); 23-43
2241-424X
1105-8919
 
Language eng
 
Relation https://spoudai.unipi.gr/index.php/spoudai/article/view/1209/1288
 
Rights Copyright (c) 2007 SPOUDAI - Journal of Economics and Business