Arbeitspapier
Comparative economic cycles
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.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper ; No. 599
- Klassifikation
-
Wirtschaft
Business Fluctuations; Cycles
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- Thema
-
Business cycles , Autoregressive models
Konjunktur
Zeitreihenanalyse
Schätztheorie
OECD-Staaten
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Cascio, Iolanda Lo
Pollock, Stephen
- Ereignis
-
Veröffentlichung
- (wer)
-
Queen Mary University of London, Department of Economics
- (wo)
-
London
- (wann)
-
2007
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Cascio, Iolanda Lo
- Pollock, Stephen
- Queen Mary University of London, Department of Economics
Entstanden
- 2007
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