Clustering techniques for the detection of business cycles

In this paper business cycles are considered as a multivariate phenomenon and not as a univariate one determined e.g. by the GNP. The subject is to look for the number of phases of a business cycle, which can be motivated by the number of clusters in a given dataset of macro-economic variables. Different approaches to distances in the data are tried in a fuzzy cluster analysis to pursue this goal.

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Year of publication:	1999
Authors:	Theis, Winfried ; Weihs, Claus
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Konjunktur \| Clusteranalyse \| Theorie \| Business cycles \| cluster analysis \| fuzzy clustering

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Series:	Technical Report ; 1999,40
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	767146034 [GVK] hdl:10419/77154 [Handle] RePEc:zbw:sfb475:199940 [RePEc]
Source:	EconStor

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010316497