My bibliography
Save this item
Business Cycles for G7 and European Countries
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Esther Fernández Galar & Javier Gómez Biscarri, 2003. "Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a," Faculty Working Papers 04/03, School of Economics and Business Administration, University of Navarra.
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco E., 2012.
"How do business and financial cycles interact?,"
Journal of International Economics, Elsevier, vol. 87(1), pages 178-190.
- Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2011. "How Do Business and Financial Cycles Interact?," IMF Working Papers 2011/088, International Monetary Fund.
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco, 2011. "How Do Business and Financial Cycles Interact?," CEPR Discussion Papers 8396, C.E.P.R. Discussion Papers.
- Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011. "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers 11-002/4, Tinbergen Institute.
- repec:hal:spmain:info:hdl:2441/5q8fnecj1u87ka099dc571bhi2 is not listed on IDEAS
- repec:ptu:bdpart:r201703 is not listed on IDEAS
- Mr. Thomas Helbling & Mr. Tamim Bayoumi, 2003. "Are they All in the Same Boat? the 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages," IMF Working Papers 2003/046, International Monetary Fund.
- Emanuel Mönch & Harald Uhlig, 2005.
"Towards a Monthly Business Cycle Chronology for the Euro Area,"
Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(1), pages 43-69.
- Uhlig, Harald & Mönch, Emanuel, 2004. "Towards a Monthly Business Cycle Chronology for the Euro Area," CEPR Discussion Papers 4377, C.E.P.R. Discussion Papers.
- Mönch, Emanuel & Uhlig, Harald, 2005. "Towards a monthly business cycle chronology for the euro area," SFB 649 Discussion Papers 2005-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Maria Gadea & Ana Gómez-Loscos & Antonio Montañés, 2012.
"Cycles inside cycles: Spanish regional aggregation,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(4), pages 423-456, December.
- Ana Gomez Loscos & M. Dolores Gadea & Antonio Montañes, 2011. "Cycles inside cycles: Spanish regional aggregation," ERSA conference papers ersa11p99, European Regional Science Association.
- Maria Dolores Gadea & Ana Gomez Loscos & Antonio Montañes, 2011. "Cycles Inside Cycles. Spanish Regional Aggregation," WIFO Working Papers 390, WIFO.
- Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2023.
"Synchronization patterns in the European Union,"
Applied Economics, Taylor & Francis Journals, vol. 55(18), pages 2038-2059, April.
- Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2019. "Synchronization patterns in the European Union," SciencePo Working papers Main hal-03403185, HAL.
- Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2019. "Synchronization patterns in the European Union," Working Papers hal-03403185, HAL.
- Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2019. "Synchronization patterns in the European Union," Working Papers halshs-02375416, HAL.
- Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2022. "Synchronization patterns in the European Union," SciencePo Working papers Main hal-04531116, HAL.
- Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2019. "Synchronization Patterns in the European Union," LEM Papers Series 2019/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2019. "Synchronization patterns in the European Union," SciencePo Working papers Main halshs-02375416, HAL.
- Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2019. "Synchronization Patterns in the European Union," GREDEG Working Papers 2019-30, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2019. "Synchronization Patterns in the European Union," Documents de Travail de l'OFCE 2019-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2022. "Synchronization patterns in the European Union," Post-Print hal-04531116, HAL.
- Harding, Don & Pagan, Adrian, 2006.
"Synchronization of cycles,"
Journal of Econometrics, Elsevier, vol. 132(1), pages 59-79, May.
- Don Harding & Adrian Pagan, 2004. "Synchronization of cycles," CAMA Working Papers 2004-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Grigoraş, Veaceslav & Stanciu, Irina Eusignia, 2016.
"New evidence on the (de)synchronisation of business cycles: Reshaping the European business cycle,"
International Economics, Elsevier, vol. 147(C), pages 27-52.
- Veaceslav Grigoras & Irina Eusignia Stanciu, 2016. "New evidence on the (de)synchronisation of business cycles: Reshaping the European business cycle," International Economics, CEPII research center, issue 147, pages 27-52.
- repec:fgv:epgrbe:v:67:n:1:a:4 is not listed on IDEAS
- Chadwick, Meltem, 2010. "An Empirical Analysis of Fluctuations in Economic Efficiency in European Countries," MPRA Paper 75304, University Library of Munich, Germany.
- Warren Thomson, 2016. "Influence of market states on industry returns," Journal of Asset Management, Palgrave Macmillan, vol. 17(2), pages 119-134, March.
- Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2018. "Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach," MPRA Paper 89998, University Library of Munich, Germany.
- Rita De Siano, 2000. "Financial Variables As Leading Indicators: An Application To The G7 Countries," Working Papers 6_2000, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Chris Birchenhall & Denise Osborn & Marianne Sensier, 2001.
"Predicting UK Business Cycle Regimes,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(2), pages 179-195, May.
- Chris Birchenhall & Marianne Sensier, 2000. "Predicting UK Business Cycle Regimes," Econometric Society World Congress 2000 Contributed Papers 0953, Econometric Society.
- Chris R. Birchenhall & Marianne Sensier & Denise R. Osborn, 2000. "Predicting Uk Business Cycle Regimes," Computing in Economics and Finance 2000 134, Society for Computational Economics.
- C R Birchenhall & D R Osborn & M Sensier, 2000. "Predicting UK Business Cycle Regimes," Centre for Growth and Business Cycle Research Discussion Paper Series 02, Economics, The University of Manchester.
- Pierre L. Siklos & Martin T. Bohl, 2005.
"The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government,"
Southern Economic Journal, John Wiley & Sons, vol. 72(2), pages 395-409, October.
- Siklos, Pierre L. & Bohl, Martin T., 2005. "The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government," Working Paper Series 2005,8, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
- Francis X. Diebold & Glenn D. Rudebusch, 2001. "Five questions about business cycles," Economic Review, Federal Reserve Bank of San Francisco, pages 1-15.
- Christiansen, Charlotte, 2013.
"Predicting severe simultaneous recessions using yield spreads as leading indicators,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1032-1043.
- Charlotte Christiansen, 2011. "Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators," CREATES Research Papers 2011-20, Department of Economics and Business Economics, Aarhus University.
- M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003. "International Business Cycles: World, Region, and Country-Specific Factors," American Economic Review, American Economic Association, vol. 93(4), pages 1216-1239, September.
- Bartoletto, Silvana & Chiarini, Bruno & Marzano, Elisabetta & Piselli, Paolo, 2019. "Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Chauvet, Marcelle, 2002. "The Brazilian Business and Growth Cycles," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 56(1), January.
- Penelope A. Smith & Peter M. Summers, 2005.
"How well do Markov switching models describe actual business cycles? The case of synchronization,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 253-274.
- Peter M. Summers & Penelope A. Smith, 2005. "How well do Markov switching models describe actual business cycles? The case of synchronization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 253-274.
- Penelope A. Smith & Peter M. Summers, 2004. "How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization," Melbourne Institute Working Paper Series wp2004n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Essahbi Essaadi & Mohamed Boutahar, 2010.
"A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach,"
Economics Bulletin, AccessEcon, vol. 30(2), pages 1054-1070.
- Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Working Papers halshs-00333582, HAL.
- Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Working Papers 0827, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Post-Print halshs-00550460, HAL.
- Mohamed Boutahar & Essahbi Essaadi, 2010. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Post-Print halshs-00566026, HAL.
- Konstantinos N. Konstantakis & Panayotis G. Michaelides & Livia Chatzieleftheriou & Arsenios‐Georgios N. Prelorentzos, 2022. "Crisis and the Chinese miracle: A network—GVAR model," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 900-921, July.
- Javier Gómez Biscarri, 2002. "Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US," Faculty Working Papers 05/02, School of Economics and Business Administration, University of Navarra.
- Kamil Yilmaz, 2009.
"International Business Cycle Spillovers,"
Koç University-TUSIAD Economic Research Forum Working Papers
0903, Koc University-TUSIAD Economic Research Forum, revised Nov 2009.
- Yilmaz, Kamil, 2010. "International Business Cycle Spillovers," CEPR Discussion Papers 7966, C.E.P.R. Discussion Papers.
- Ahrens, Ralf, 1999. "Predicting recessions with interest rate spreads: A multicountry regime-switching analysis," CFS Working Paper Series 1999/15, Center for Financial Studies (CFS).
- Alexandra Krystaloyianni & George Matysiak & Sotiris Tsolacos, 2004. "Forecasting UK Real Estate Cycle Phases With Leading Indicators: A Probit Approach," Real Estate & Planning Working Papers rep-wp2004-15, Henley Business School, University of Reading.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2009.
"What happens during recessions, crunches and busts? [Business cycles for G-7 and European countries],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 24(60), pages 653-700.
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco, 2008. "What Happens During Recessions, Crunches and Busts?," CEPR Discussion Papers 7085, C.E.P.R. Discussion Papers.
- Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2008. "What Happens During Recessions, Crunches and Busts?," IMF Working Papers 2008/274, International Monetary Fund.
- Giancarlo Bruno & Edoardo Otranto, 2003.
"Dating the Italian Business Cycle: A Comparison of Procedures,"
Econometrics
0312003, University Library of Munich, Germany.
- Bruno Giancarlo & Edoardo Otranto, 2004. "Dating the Italian BUsiness Cycle: A Comparison of Procedures," ISAE Working Papers 41, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2011.
"Financial Cycles: What? How? When?,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 303-344.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2010. "Financial Cycles: What? How? When?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 303-343, National Bureau of Economic Research, Inc.
- Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2011. "Financial Cycles: What? How? When?," IMF Working Papers 2011/076, International Monetary Fund.
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco, 2011. "Financial Cycles: What? How? When?," CEPR Discussion Papers 8379, C.E.P.R. Discussion Papers.
- Adél Bosch & Franz Ruch, 2013.
"An Alternative Business Cycle Dating Procedure for South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 81(4), pages 491-516, December.
- Adél Bosch & Franz Ruch, 2012. "An alternative business cycle dating procedure for South Africa," Working Papers 267, Economic Research Southern Africa.
- Adel Bosch & Franz Ruch, 2012. "An Alternative Business Cycle Dating Procedure for South Africa," Working Papers 5210, South African Reserve Bank.
- Hilde Christiane Bjørnland, 1996. "Sources of Business Cycles in Energy Producing Economies - The case of Norway and United Kingdom," Discussion Papers 179, Statistics Norway, Research Department.
- Pontines, Victor, 2017.
"The financial cycles in four East Asian economies,"
Economic Modelling, Elsevier, vol. 65(C), pages 51-66.
- Victor Pontines, 2016. "The Financial Cycles in Four East Asian Economies," Working Papers wp17, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Maximilian C. Brill & Dieter Nautz & Lea Sieckmann, 2021.
"Divisia monetary aggregates for a heterogeneous euro area,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(1), pages 247-278, February.
- Brill, Maximilian & Nautz, Dieter & Sieckmann, Lea, 2019. "Divisia monetary aggregates for a heterogeneous euro area," Discussion Papers 2019/9, Free University Berlin, School of Business & Economics.
- Beate Schirwitz, 2009. "A comprehensive German business cycle chronology," Empirical Economics, Springer, vol. 37(2), pages 287-301, October.
- Maurizio Bovi, 2005. "Globalization vs. Europeanization: A Business Cycles Race," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(3), pages 331-345, June.
- Esser, Andreas, 2014. "A Wavelet Approach to Synchronization of Output Cycles," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100545, Verein für Socialpolitik / German Economic Association.
- Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano & Paolo Piselli, 2015.
"Business Cycles, Credit Cycles and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013,"
CESifo Working Paper Series
5318, CESifo.
- Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano & Paolo Piselli, 2017. "Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013," Quaderni di storia economica (Economic History Working Papers) 43, Bank of Italy, Economic Research and International Relations Area.
- Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007.
"Exploring the international linkages of the euro area: a global VAR analysis,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004. "Exploring the International Linkages of the Euro Area: A Global VAR Analysis," IEPR Working Papers 04.6, Institute of Economic Policy Research (IEPR).
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," CESifo Working Paper Series 1425, CESifo.
- Dées, Stéphane & di Mauro, Filippo & Pesaran, Hashem & Smith, Vanessa, 2005. "Exploring the international linkages of the euro area: a global VAR analysis," Working Paper Series 568, European Central Bank.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Computing in Economics and Finance 2006 47, Society for Computational Economics.
- Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Cambridge Working Papers in Economics 0518, Faculty of Economics, University of Cambridge.
- Tsionas, Efthymios G. & Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2016. "Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 1-26.
- Gogas, Periklis & Kothroulas, George, 2009. "Two speed Europe and business cycle synchronization in the European Union: The effect of the common currency," MPRA Paper 13909, University Library of Munich, Germany.
- Garfa Kamel, 2012. "How Synchronized is the Mena Region with Advanced Economies? Evidence from an Autoregressive Distributed Lag Models," Scientific Annals of Economics and Business, Sciendo, vol. 59(1), pages 239-256, July.
- Adrian Pagan, 2005. "Some Econometric Analysis Of Constructed Binary Time Series," CAMA Working Papers 2005-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Moritz Cruz, 2005.
"The business cycle in a financially deregulated context: Theory and evidence,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 19(3), pages 271-287.
- M Cruz, 2003. "The Business Cycle in a Financially Deregulated Context: Theory and Evidence," Economics Discussion Paper Series 0331, Economics, The University of Manchester.
- van Zandweghe, Willem & Gottschalk, Jan, 2001. "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany," Kiel Working Papers 1068, Kiel Institute for the World Economy (IfW Kiel).
- Mr. Angel J. Ubide & Mr. Kevin Ross, 2001. "Mind the Gap: What is the Best Measure of Slack in the Euro Area?," IMF Working Papers 2001/203, International Monetary Fund.
- Fuerst, Franz, 2007.
"Office Rent Determinants: A Hedonic Panel Analysis,"
MPRA Paper
11445, University Library of Munich, Germany.
- Franz Fuerst, 2008. "Office Rent Determinants: a Hedonic Panel Analysis," Real Estate & Planning Working Papers rep-wp2008-12, Henley Business School, University of Reading.
- Artis, Michael, 2002.
"Dating the Business Cycle in Britain,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 182, pages 90-95, October.
- Michael Artis, 2002. "Dating the Business Cycle in Britain," National Institute Economic Review, National Institute of Economic and Social Research, vol. 182(1), pages 90-95, October.
- M Artis, 2002. "Dating the Business Cycle in Britain," Centre for Growth and Business Cycle Research Discussion Paper Series 17, Economics, The University of Manchester.
- Carranza, Luis & Galdon-Sanchez, Jose E. & Gomez-Biscarri, Javier, 2009.
"Exchange rate and inflation dynamics in dollarized economies,"
Journal of Development Economics, Elsevier, vol. 89(1), pages 98-108, May.
- Luis Carranza & José E. Galdón-Sánchez & Javier Gómez Biscarri, 2004. "Exchange Rate and Inflation Dynamics in Dollarized Economies," Faculty Working Papers 10/04, School of Economics and Business Administration, University of Navarra.
- Anatolyev, Stanislav & Kosenok, Grigory, 2009.
"Tests in contingency tables as regression tests,"
Economics Letters, Elsevier, vol. 105(2), pages 189-192, November.
- Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, Center for Economic and Financial Research (CEFIR).
- Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, New Economic School (NES).
- Barreiro Hurlé, Jesús & Pérez Y Pérez, Luis, 2006. "Social benefi ts of water quality improvement: an evaluation of the averting cost method in households/Benefi cios sociales de la mejora en la calidad del agua: una aproximación a partir de los costes," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 24, pages 453-476, Abril.
- Rand, John & Tarp, Finn, 2002.
"Business Cycles in Developing Countries: Are They Different?,"
World Development, Elsevier, vol. 30(12), pages 2071-2088, December.
- Rand, John & Tarp, Finn, 2001. "Business Cycles in Developing Countries: Are They Different?," MPRA Paper 62445, University Library of Munich, Germany.
- Osborn, Denise R. & Sensier, Marianne, 2002.
"The Prediction of Business Cycle Phases: Financial Variables and International Linkages,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 182, pages 96-105, October.
- Denise R. Osborn & Marianne Sensier, 2002. "The Prediction of Business Cycle Phases: Financial Variables and International Linkages," National Institute Economic Review, National Institute of Economic and Social Research, vol. 182(1), pages 96-105, October.
- D R Osborn & M Sensier, 2002. "The Prediction of Business Cycle Phases: Financial Variables and International Linkages," Centre for Growth and Business Cycle Research Discussion Paper Series 15, Economics, The University of Manchester.
- Odile Chagny & Jörg Döpke, 2001.
"Measures of the Output Gap in the Euro-Zone: An Empirical Assessment of Selected Methods,"
Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 310-332.
- Döpke, Jörg & Chagny, Odile, 2001. "Measures of the Output Gap in the Euro-Zone: An Empirical Assessment of Selected Methods," Kiel Working Papers 1053, Kiel Institute for the World Economy (IfW Kiel).
- Karunanayake, Indika & Valadkhani, Abbas & O’Brien, Martin, 2012. "GDP Growth and the Interdependency of Volatility Spillovers," MPRA Paper 50398, University Library of Munich, Germany.
- Don Harding & Adrian Pagan, 2006. "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series 963, The University of Melbourne.
- Pablo Mejía-Reyes, 1999. "Classical business cycles in Latin America: Turning points, asimmetries and international synchronisation," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 14(2), pages 265-297.
- Klaus Wohlrabe, 2011. "Konstruktion von Indikatoren zur Analyse der wirtschaftlichen Aktivität in den Dienstleistungsbereichen," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 55, July.
- Terence C. Mills & Ping Wang, 2003. "Multivariate Markov Switching Common Factor Models for the UK," Bulletin of Economic Research, Wiley Blackwell, vol. 55(2), pages 177-193, April.
- Peiro, Amado, 2005. "Economic comovements in European countries," Journal of Policy Modeling, Elsevier, vol. 27(5), pages 575-584, July.
- Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007.
"Common shocks, common dynamics, and the international business cycle,"
Economic Modelling, Elsevier, vol. 24(1), pages 149-166, January.
- Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003. "Common Shocks, Common Dynamics, and the International Business Cycle," Economics & Statistics Discussion Papers esdp03007, University of Molise, Department of Economics.
- Marco Centoni & Gianluca Cubadda & Alain Hecq, 2008. "Common Shocks, Common Dynamics, and the International Business Cycle," CEIS Research Paper 106, Tor Vergata University, CEIS, revised 07 Jul 2008.
- Mody, Ashoka & Sarno, Lucio & Taylor, Mark P., 2007.
"A cross-country financial accelerator: Evidence from North America and Europe,"
Journal of International Money and Finance, Elsevier, vol. 26(1), pages 149-165, February.
- Taylor, Mark & Sarno, Lucio & Mody, Ashoka, 2005. "A Cross-Country Financial Accelerator: Evidence from North America and Europe," CEPR Discussion Papers 5037, C.E.P.R. Discussion Papers.
- Chang, Koyin & Kim, Yoonbai & Tomljanovich, Marc & Ying, Yung-Hsiang, 2013. "Do political parties foster business cycles? An examination of developed economies," Journal of Comparative Economics, Elsevier, vol. 41(1), pages 212-226.
- Aiolfi, Marco & Catão, Luis A.V. & Timmermann, Allan, 2011.
"Common factors in Latin America's business cycles,"
Journal of Development Economics, Elsevier, vol. 95(2), pages 212-228, July.
- Mr. Allan Timmermann & Mr. Luis Catão & Mr. Marco Aiolfi, 2006. "Common Factors in Latin America's Business Cycles," IMF Working Papers 2006/049, International Monetary Fund.
- Timmermann, Allan & Aiolfi, Marco & Catão, LuÃs, 2010. "Common Factors in Latin America?s Business Cycles," CEPR Discussion Papers 7671, C.E.P.R. Discussion Papers.
- Ghassan Dibeh, 2005. "A Kaleckian model of business cycle synchronization," Review of Political Economy, Taylor & Francis Journals, vol. 17(2), pages 253-267.
- Andrea Bonilla, 2014. "An Examination of the Convergence in the Output of South American Countries: The Influence of the Region's Integration Projects," Working Papers halshs-01069353, HAL.
- repec:hum:wpaper:sfb649dp2005-023 is not listed on IDEAS
- Andreas Humpe & David G. McMillan, 2018. "Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets," Journal of Asset Management, Palgrave Macmillan, vol. 19(6), pages 413-428, October.
- Marco Rubilar-González & Gabriel Pino, 2018. "Are Euro-Area expectations about recession phases effective to anticipate consequences of economic crises?," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 9(2), pages 141-161, June.
- Nadir Ocal & Denise R. Osborn, 2000. "Business cycle non-linearities in UK consumption and production," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 27-43.
- Imed Medhioub, 2010. "Business Cycle Synchronization: A Mediterranean Comparison," Working Papers 527, Economic Research Forum, revised 06 Jan 2010.
- Döpke, Jörg, 1999. "Predicting Germany's recessions with leading indicators: Evidence from probit models," Kiel Working Papers 944, Kiel Institute for the World Economy (IfW Kiel).
- Bergman, Michael, 2004. "How Similar Are European Business Cycles?," Working Papers 2004:9, Lund University, Department of Economics.
- Thomas Nitschka, 2005.
"The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability,"
Money Macro and Finance (MMF) Research Group Conference 2005
22, Money Macro and Finance Research Group.
- Nitschka, Thomas, 2006. "The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability," Technical Reports 2006,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Altug, Sumru & Bildirici, Melike, 2010.
"Business Cycles around the Globe: A Regime-switching Approach,"
CEPR Discussion Papers
7968, C.E.P.R. Discussion Papers.
- Sumru Altug & Melike Bildirici, 2010. "Business Cycles around the Globe: A Regime Switching Approach," Koç University-TUSIAD Economic Research Forum Working Papers 1009, Koc University-TUSIAD Economic Research Forum.
- Sumru Altuğ & Melike Bildirici, 2010. "Business Cycles around the Globe: A Regime Switching Approach," Working Papers 0032, Yildiz Technical University, Department of Economics, revised Mar 2010.
- Döpke, Jörg & Fritsche, Ulrich & Pierdzioch, Christian, 2017.
"Predicting recessions with boosted regression trees,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 745-759.
- Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions With Boosted Regression Trees," Working Papers 2015-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Altug, Sumru & Tan, Barış & Gencer, Gözde, 2012.
"Cyclical dynamics of industrial production and employment: Markov chain-based estimates and tests,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1534-1550.
- Sumru Altug & Baris Tan & Gozde Gencer, 2011. "Cyclical Dynamics of Industrial Production and Employment: Markov Chain-based Estimates and Tests," Koç University-TUSIAD Economic Research Forum Working Papers 1101, Koc University-TUSIAD Economic Research Forum.
- Beate Schirwitz, 2013. "Business Fluctuations, Job Flows and Trade Unions - Dynamics in the Economy," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 47.
- Xi, Ning & Muneepeerakul, Rachata & Azaele, Sandro & Wang, Yougui, 2014. "Maximum entropy model for business cycle synchronization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 189-194.
- Ossama Mikhail, 2004. "No More Rocking Horses: Trading Business-Cycle Depth for Duration Using an Economy-Specific Characteristic," Macroeconomics 0402026, University Library of Munich, Germany.
- Dutra, Tiago Mota & Dias, José Carlos & Teixeira, João C.A., 2022. "Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 599-630.
- Pablo MejÃa-Reyes & Reyna Vergara-González, 2017. "Are More Severe Recessions Followed by Stronger Early Expansions of Employment in the Mexican States?," The Review of Regional Studies, Southern Regional Science Association, vol. 47(3), pages 243-269, Fall.
- António M Lopes & J A Tenreiro Machado & John S Huffstot & Maria Eugénia Mata, 2018. "Dynamical analysis of the global business-cycle synchronization," PLOS ONE, Public Library of Science, vol. 13(2), pages 1-25, February.
- repec:hal:journl:halshs-00333582 is not listed on IDEAS
- Fabio Moneta, 2005. "Does the Yield Spread Predict Recessions in the Euro Area?," International Finance, Wiley Blackwell, vol. 8(2), pages 263-301, August.
- Julien Garnier, 2004. "UK in or UK Out? A Common Cycle Analysis Between the UK and the Euro Zone," Working Papers 2004-17, CEPII research center.
- Jörg Döpke & Christian Pierdzioch, 2000.
"Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 136(IV), pages 531-555, December.
- Döpke, Jörg & Pierdzioch, Christian, 2000. "Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle," Kiel Working Papers 966, Kiel Institute for the World Economy (IfW Kiel).
- Pablo MejÃa-Reyes & Reyna Vergara-González, 2015. "Are more severe recessions followed by stronger recoveries? Evidence from the Mexican states employment," ERSA conference papers ersa15p1223, European Regional Science Association.
- Roberts, Mark C., 2009. "Duration and characteristics of metal price cycles," Resources Policy, Elsevier, vol. 34(3), pages 87-102, September.
- Bernard, Henri & Gerlach, Stefan, 1998.
"Does the Term Structure Predict Recessions? The International Evidence,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 195-215, July.
- Henri Bernard & Stefan Gerlach, 1996. "Does the term structure predict recessions? The international evidence," BIS Working Papers 37, Bank for International Settlements.
- Bernard, Henri J & Gerlach, Stefan, 1998. "Does the Term Structure Predict Recessions? The International Evidence," CEPR Discussion Papers 1892, C.E.P.R. Discussion Papers.
- Steinmueller, W. Edward, 2010. "Economics of Technology Policy," Handbook of the Economics of Innovation, in: Bronwyn H. Hall & Nathan Rosenberg (ed.), Handbook of the Economics of Innovation, edition 1, volume 2, chapter 0, pages 1181-1218, Elsevier.
- Pablo Mejía-Reyes, 2000. "Asymmetries and Common Cycles in Latin America: Evidence from Markov-Switching Models," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(2), pages 189-225, July-Dece.
- Edwards, Sebastian & Biscarri, Javier Gomez & Perez de Gracia, Fernando, 2003.
"Stock market cycles, financial liberalization and volatility,"
Journal of International Money and Finance, Elsevier, vol. 22(7), pages 925-955, December.
- Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," Faculty Working Papers 08/03, School of Economics and Business Administration, University of Navarra.
- Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," NBER Working Papers 9817, National Bureau of Economic Research, Inc.
- U. Michael Bergman, 2004. "How Similar Are European Business Cycles?," EPRU Working Paper Series 04-13, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Nov 2004.
- Beine, Michel & Candelon, Bertrand & Sekkat, Khalid, 1999.
"Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis,"
SFB 373 Discussion Papers
1999,91, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Khalid Sekkat & Michel Beine & Bertrand Candelon, 2003. "Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis," ULB Institutional Repository 2013/7350, ULB -- Universite Libre de Bruxelles.
- Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
- repec:diw:diwwpp:dp241 is not listed on IDEAS
- Harding, Don, 2008. "Detecting and forecasting business cycle turning points," MPRA Paper 33583, University Library of Munich, Germany.
- Bertrand Candelon & Luis A. Gil-Alana, 2004.
"Fractional integration and business cycle features,"
Empirical Economics, Springer, vol. 29(2), pages 343-359, May.
- Candelon, Bertrand & Gil-Alaña, Luis A., 2001. "Fractional integration and business cycle features," SFB 373 Discussion Papers 2001,46, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Luis A. Gil-Alana & Bertrand Candelon, 2004. "Fractional Integration and Business Cycles Features," Faculty Working Papers 09/04, School of Economics and Business Administration, University of Navarra.
- Pami Dua & Vineeta Sharma, 2013. "Measurement And Patterns Of International Synchronization-- A Spectral Approach," Working papers 224, Centre for Development Economics, Delhi School of Economics.
- Issler, Joao Victor & Notini, Hilton & Rodrigues, Claudia & Soares, Ana Flávia, 2013. "Constructing coincident indices of economic activity for the Latin American economy," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(1), April.
- Ivanova, Detelina & Lahiri, Kajal & Seitz, Franz, 2000. "Interest rate spreads as predictors of German inflation and business cycles," International Journal of Forecasting, Elsevier, vol. 16(1), pages 39-58.
- Bruno, Giancarlo & Otranto, Edoardo, 2008. "Models to date the business cycle: The Italian case," Economic Modelling, Elsevier, vol. 25(5), pages 899-911, September.
- Mejia-Reyes, P., 2004. "Classical Business Cycles in America: Are National Business Cycles Synchronised?," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(3), pages 75-102.
- Gottschalk, Jan, 2002. "Keynesian and monetarist views on the German unemployment problem: theory and evidence," Kiel Working Papers 1096, Kiel Institute for the World Economy (IfW Kiel).
- Gern, Klaus-Jürgen & Gottschalk, Jan & Kamps, Christophe & Sander, Birgit & Scheide, Joachim & Strauß, Hubert, 2001. "Weltwirtschaft vor dem Ende der Talfahrt," Open Access Publications from Kiel Institute for the World Economy 2654, Kiel Institute for the World Economy (IfW Kiel).
- repec:spo:wpmain:info:hdl:2441/5q8fnecj1u87ka099dc571bhi2 is not listed on IDEAS
- Gangemi, Michael & Brooks, Robert & Faff, Robert, 1999. "Mean reversion and the forecasting of country betas: a note," Global Finance Journal, Elsevier, vol. 10(2), pages 231-245.
- Simpson, Paul W & Osborn, Denise R & Sensier, Marianne, 2001.
"Forecasting UK Industrial Production over the Business Cycle,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(6), pages 405-424, September.
- Denise R. Osborn & Paul W. Simpson, 2000. "Forecasting UK Industrial Production Over the Business Cycle," Econometric Society World Congress 2000 Contributed Papers 1059, Econometric Society.
- Adrian pagan & Don Harding, 2006. "The Econometric Analysis of Constructed Binary Time Series. Working paper #1," NCER Working Paper Series 1, National Centre for Econometric Research.
- James H. Stock & Mark W. Watson, 2005.
"Understanding Changes In International Business Cycle Dynamics,"
Journal of the European Economic Association, MIT Press, vol. 3(5), pages 968-1006, September.
- James H. Stock & Mark W. Watson, 2003. "Understanding Changes in International Business Cycle Dynamics," NBER Working Papers 9859, National Bureau of Economic Research, Inc.
- Bovi, M., 2005. "Economic Clubs and European Commitment. Evidence from the International Business Cycles," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(2), pages 101-122.
- Andrea Bonilla Bolanos, 2014. "An Examination of the Convergence in the Output of South American Countries: The Influence of the Region’s Integration Projects," Working Papers 1424, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Ľubica Štiblárová, 2020. "Traditional and Alternative Business Cycle Dating Procedures: Evidence for the Euro Area and the Czech Economy," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 68(1), pages 263-274.
- Philip Bodman & Mark Crosby, 2005. "Are business cycles independent in the G7?," International Economic Journal, Taylor & Francis Journals, vol. 19(4), pages 483-499.
- Legrand, Romain, 2014. "Euro introduction: Has there been a structural change? Study on 10 European Union countries," Economic Modelling, Elsevier, vol. 40(C), pages 136-151.
- James H. Stock & Mark W. Watson, 2003. "Has the Business Cycle Changed? Evidence and Explanations," Working Papers 2003-2, Princeton University. Economics Department..
- Mr. Francisco d Nadal De Simone, 2002. "Common and Idiosyncratic Components in Real Output: Further International Evidence," IMF Working Papers 2002/229, International Monetary Fund.
- Beate Schirwitz & Christian Seiler & Klaus Wohlrabe, 2009. "Regionale Konjunkturzyklen in Deutschland – Teil II: Die Zyklendatierung," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(14), pages 24-31, July.
- Barberá De La Torre, Rafael Antonio & Doncel Pedrera, Luis Miguel & Sainz González, Jorge, 2006. "On the predictibility of the exchange rate behaviour: An application of Lucas' Model to the Spanish case/¿Es posible predecir el comportamiento del tipo de cambio? Una aplicación del modelo de Lucas a," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 24, pages 427-452, Abril.
- Domenico Giannone & Lucrezia Reichlin, 2004. "Euro area and US recessions: 1970-2003," ULB Institutional Repository 2013/6405, ULB -- Universite Libre de Bruxelles.
- Ferrara, L. & Vigna, O., 2009. "Cyclical relationships between GDP and housing market in France: Facts and factors at play," Working papers 268, Banque de France.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2011.
"Recessions and Financial Disruptions in Emerging Markets: A Bird’s Eye View,"
Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.),Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 4, pages 059-104,
Central Bank of Chile.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2010. "Recessions and Financial Disruptions in Emerging Marketes: A Bird's Eye View," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(2), pages 55-84, August.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2010. "Recessions and Financial Disruptions in Emerging Markets: A Bird´s Eye View," Working Papers Central Bank of Chile 585, Central Bank of Chile.
- Jan Gottschalk & Willem Van Zandweghe, 2003. "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? An Investigation into the Case of Germany," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 55-81, March.
- James H. Stock & Mark W. Watson, 2003. "Has the business cycle changed?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 9-56.
- Harding, Don & Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany.
- Maurizio Bovi, 2003. "Nonparametric Analysis Of The International Business Cycles," ISAE Working Papers 37, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- David Norman & Thomas Walker, 2004. "Co-movement of Australian State Business Cycles," RBA Research Discussion Papers rdp2004-09, Reserve Bank of Australia.
- Siklos, Pierre L. & Skoczylas, Leslaw F., 2002. "Volatility clustering in real interest rates: international evidence," Journal of Macroeconomics, Elsevier, vol. 24(2), pages 193-209, June.
- Darby, Julia & Hart, Robert A. & Vecchi, Michela, 2001. "Labour force participation and the business cycle: a comparative analysis of France, Japan, Sweden and the United States," Japan and the World Economy, Elsevier, vol. 13(2), pages 113-133, April.
- Renee Fry, 2002. "International SVAR Factor Modelling," School of Economics and Finance Discussion Papers and Working Papers Series 109, School of Economics and Finance, Queensland University of Technology.
- Ulrich Fritsche, 2001.
"Do Probit Models Help in Forecasting Turning Points in German Business Cycles?,"
Discussion Papers of DIW Berlin
241, DIW Berlin, German Institute for Economic Research.
- Ulrich Fritsche, 2001. "Do probit models help in forecasting turning points of German business cycles?," Macroeconomics 0012022, University Library of Munich, Germany.
- Periklis Gogas, 2013.
"Business cycle synchronisation in the European Union: The effect of the common currency,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(1), pages 1-14.
- Periklis Gogas, 2013. "Business Cycle Synchronization in the European Union: The Effect of the Common Currency," Working Paper series 18_13, Rimini Centre for Economic Analysis.
- António Rua, 2017. "Dating the Portuguese business cycle," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Goddard, John & Tavakoli, Manouche & Wilson, John O.S., 2009. "Sources of variation in firm profitability and growth," Journal of Business Research, Elsevier, vol. 62(4), pages 495-508, April.
- Elena Andreou & Rita Desiano & Marianne Sensier, 2001. "The behaviour of stock returns and interest rates over the business cycle in the US and UK," Applied Economics Letters, Taylor & Francis Journals, vol. 8(4), pages 233-238.
- Harm Bandholz, 2005. "New Composite Leading Indicators for Hungary and Poland," ifo Working Paper Series 3, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.