Are European business cycles close enough to be just one?

DOI10.1016/j.jedc.2005.08.012zbMath1162.91522OpenAlexW2033525269MaRDI QIDQ959645

Gabriel Perez-Quiros, Lorena Saiz, Maximo Camacho

Publication date: 12 December 2008

Published in: Journal of Economic Dynamics \& 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)

Related Items (10)

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

Cites Work

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

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