Buch

The Austrian Business Cycle in the European Context

Dating business cycle turning points is still an important task for economic policy decisions. This study does this for the Austrian economy for the period between 1976 and 2005, using only quarterly national accounts data of Austria, Germany and the euro area. Three different filtering methods are applied: first-order differences, the Hodrick-Prescott filter, and the Baxter-King filter. To all of them, two different methods of determining the business cycle are applied: the ad-hoc determination of the business cycle and a dynamic factor model, taking into account the common variations of Austria, the euro area and the German business cycle movements. The results of both methods are dated by the Bry-Boschan algorithm in order to locate peaks and troughs of the cycle. The results are interpreted and compared to already exiting studies on the euro area and the Austrian business cycle.

ISBN
978-3-631-75458-0
Sprache
Englisch

Erschienen in
Series: Forschungsergebnisse der Wirtschaftsuniversität Wien ; No. 25

Klassifikation
Wirtschaft

Ereignis
Geistige Schöpfung
(wer)
Scheiblecker, Marcus
Ereignis
Veröffentlichung
(wer)
Peter Lang International Academic Publishers
(wo)
Berlin
(wann)
2008

DOI
doi:10.3726/b13975
Handle
Letzte Aktualisierung
10.03.2025, 11:43 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.

Objekttyp

  • Buch

Beteiligte

  • Scheiblecker, Marcus
  • Peter Lang International Academic Publishers

Entstanden

  • 2008

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