Is there a common European business cycle? : new insights from a frequency domain analysis

by Jörg Breitung and Bertrand Candelon

To assess the synchronization of business cycles in Europe we extract the cyclical component of industrial production in five European countries using the filter of Baxter and King (1999). The hypothesis of a joint business cycle is tested by using the frequency domain common cycle test suggested by Breitung and Candelon (2000). The common cycle hypothesis is clearly rejected for U.K. data whereas some weak evidence for a joint cyclical pattern is found for France, The Netherlands, Austria and Germany.

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Year of publication:	2001
Authors:	Breitung, Jörg ; Candelon, Bertrand
Subject:	Konjunkturzusammenhang \| Business cycle synchronization \| Eurozone \| Euro area \| Deutschland \| Germany \| Großbritannien \| United Kingdom \| Zeitreihenanalyse \| Time series analysis \| Frankreich \| France \| Konjunkturtheorie \| Business cycle theory \| Niederlande \| Netherlands \| Österreich \| Austria

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