Monographs of official statistics : papers and proceedings of the third Eurostat colloquium on modern tools for business cycle analysis

This publication contains the proceedings of the third Colloquium on Modern Tools for Business Cycle Analysis organised by Eurostat and held in Luxembourg, 28-29 November 2002. The volume brings together papers written by leading international experts in research on business cycles. The publication presents new research results in four key frontier areas of this important discipline: detrending techniques, turning points detection, cyclical convergence and forecasting, and multivariate decomposition methods. Almost all the papers in the volume contain both theoretical and empirical results: applications have a special focus on the Euro-zone business cycle. The publication is recommended for those with some background in econometrics and statistics, as well as for those who want to keep abreast on the state-of-the-art on themes related to business cycle research, such as the output gap and core inflation, convergence, common features, and forecasting techniques for short-term statistics.