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 |
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Creator |
Βαρελάς, Ερωτόκριτος Γ.
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Subject |
Βιομηχανική παραγωγή; Φασματική Ανάλυση
Industrial production; Business Cycle; Spectral Analysis |
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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. |
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Publisher |
University of Piraeus
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Date |
2007-02-21
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Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
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Format |
application/pdf
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Identifier |
https://spoudai.unipi.gr/index.php/spoudai/article/view/1209
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Source |
SPOUDAI - Journal of Economics and Business; Vol 54, No 2 (2004); 23-43
2241-424X 1105-8919 |
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Language |
eng
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Relation |
https://spoudai.unipi.gr/index.php/spoudai/article/view/1209/1288
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Rights |
Copyright (c) 2007 SPOUDAI - Journal of Economics and Business
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