Macroeconomics, nonlinearities, and the business cycle

Bericht

This dissertation focuses on describing and explaining business cycle dynamics. Motivated by the extraordinary strong economic downturn in 2008/2009, it emphasis the importance of modeling nonlinearities. This thesis should be regarded as a contribution to applied econometrics and can be clustered into two categories. The articles in chapter one and two take an applied stance by exploring different modeling strategies for the German economy. The articles in chapter three and four cover methodological contributions, especially with regard to economic forecasting.

Angaben zum Objekt

• ISBN: 978-3-95942-075-4
• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: ifo Beiträge zur Wirtschaftsforschung ; No. 87

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Bayesian Analysis: General ; Forecasting Models; Simulation Methods ; Large Data Sets: Modeling and Analysis ; Price Level; Inflation; Deflation ; Business Fluctuations; Cycles ; Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applications ; Monetary Policy ; Central Banks and Their Policies
• Thema: Forecasting ; Nowcasting ; Markov-Switching Dynamic Factor Model ; BVAR ; Threshold VAR ; Time-Varying Parameter ; Mixed-frequency Models ; Bayesian Methods ; Turning Points ; Great Recession ; Great Moderation ; Counterfactuals ; Stochastic 6556 ; Uncertainty

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Reif, Magnus
• Ereignis: Veröffentlichung
• (wer): ifo Institut - Leibniz-Institut für Wirtschaftsforschung an der Universität München
• (wo): München
• (wann): 2019

Weitere Informationen

• Handle: http://hdl.handle.net/10419/213580
• Letzte Aktualisierung: 10.03.2025, 11:43 MEZ