Measuring the Sources of Cyclical Fluctuations in the G7 Economies
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Applied Economics, Taylor & Francis Journals, vol. 43(21), pages 2777-2793.
- Gerhard Fenz & Martin Schneider, 2008. "Transmission of business cycle shocks between the US and the euro area," Working Papers 145, Oesterreichische Nationalbank (Austrian Central Bank).
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More about this item
Keywords
International business cycles; Permanent-Transitory decompositions; serial correlation common features; Frequency domain analysis.;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2006-05-06 (Central Banking)
- NEP-MAC-2006-05-06 (Macroeconomics)
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