Comparative economic cycles

Arbeitspapier

The income cycles that have been experienced by six OECD countries over the past 24 years are analysed. The amplitude of the cycles relative to the level of aggregate income varies amongst the countries, as does the degree of the damping that affects the cycles. The study aims to reveal both of these characteristics. It also seeks to determine whether there exists a clear relationship between the degree of damping and the length of the cycles. In order to estimate the parameters of the cycles, the data have been subjected to the processes of detrending, anti-alias filtering and subsampling.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: Working Paper ; No. 599

Classification and Topics

• Classification: Wirtschaft ; Business Fluctuations; Cycles ; Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
• Subject: Business cycles , Autoregressive models ; Konjunktur ; Zeitreihenanalyse ; Schätztheorie ; OECD-Staaten

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Cascio, Iolanda Lo ; Pollock, Stephen
• Event: Veröffentlichung
• (who): Queen Mary University of London, Department of Economics
• (where): London
• (when): 2007

Further information

• Handle: http://hdl.handle.net/10419/62904
• Last update: 10.03.2025, 11:42 AM CET