Measuring World Business Cycles

DOI10.2307/2527287zbMath0885.90024OpenAlexW2028492814MaRDI QIDQ4354685

Allan W. Gregory, Allen C. Head, Jacques Raynauld

Publication date: 17 September 1997

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/273306/files/qed_wp_902.pdf

zbMATH Keywords

Kalman filteringbusiness cycledynamic factor analysis

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (11)

Approximate factor models: Finite sample distributions ⋮ Multi-level factor analysis of bond risk premia ⋮ World, country, and sector factors in international business cycles ⋮ A spectral EM algorithm for dynamic factor models ⋮ Are European business cycles close enough to be just one? ⋮ A novel algorithm for dynamic factor analysis ⋮ U. S. and Canadian industrial production indices as coupled oscillators ⋮ The transmission of shocks between Europe, Japan and the United States ⋮ The UK intranational business cycle ⋮ Choosing a dynamic common factor as a coincident index ⋮ Modeling house price synchronization across the U.S. states and their time-varying macroeconomic linkages

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