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Has the Euro Changed Business Cycle Synchronization? Evidence from the Core and the Periphery
Lehwald, Sybille - 2012
Using a Bayesian dynamic factor model, I examine the comovement of output, investmentand consumption growth among Euro … area countries before and after the introduction of theEuro. For that purpose, I compare a pre-Euro period (1991-1998) to a … Euro period(2000-2010) and identify a common Euro factor for each period separately. I find thatthe comovement of main …
Persistent link: https://www.econbiz.de/10010312163
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Has the Euro Changed Business Cycle Synchronization?Evidence from the Core and the Periphery
Lehwald, Sybille - ifo Leibniz-Institut für Wirtschaftsforschung an der … - 2012
Using a Bayesian dynamic factor model, I examine the comovement of output, investmentand consumption growth among Euro … area countries before and after the introduction of theEuro. For that purpose, I compare a pre-Euro period (1991–1998) to a … Euro period(2000–2010) and identify a common Euro factor for each period separately. I find thatthe comovement of main …
Persistent link: https://www.econbiz.de/10009421693
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Has the Euro changed business cycle synchronization? : evidence from the core and the periphery
Lehwald, Sybille - In: Empirica : journal of european economics 40 (2013) 4, pp. 655-684
Persistent link: https://www.econbiz.de/10010226065
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Has the Euro changed the Business Cycle?
Enders, Zeno; Jung, Philip; Müller, Gernot J. - 2009
able to replicate key features of the data prior to and under EMU.We ?nd that the euro has a strong bearing on the …
Persistent link: https://www.econbiz.de/10010270020
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Has the Euro changed the Business Cycle?
Enders, Zeno; Müller, Gernot J. - 2010
able to replicate key features of the data prior to and under EMU.We find that the euro has a strong bearing on the …
Persistent link: https://www.econbiz.de/10013370079
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Has the Euro changed the Business Cycle?
Enders, Zeno; Jung, Philip; Müller, Gernot J. - University of Bonn, Germany - 2009
able to replicate key features of the data prior to and under EMU.We ?nd that the euro has a strong bearing on the …
Persistent link: https://www.econbiz.de/10010735018
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Working Paper 162
Müller, Gernot J.; Enders, Zeno - Oesterreichische Nationalbank - 2010
able to replicate key features of the data prior to and under EMU.We find that the euro has a strong bearing on the …
Persistent link: https://www.econbiz.de/10010727661
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Has the Euro changed the Business Cycle?
Enders, Zeno; Müller, Gernot J. - Oesterreichische Nationalbank - 2010
able to replicate key features of the data prior to and under EMU.We find that the euro has a strong bearing on the …
Persistent link: https://www.econbiz.de/10008568444
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Has the Euro changed the Business Cycle?
Enders, Zeno; Jung, Philip; Müller, Gernot - C.E.P.R. Discussion Papers - 2012
before and after the introduction of the euro. Exceptions are a strong decline in real exchange rate volatility and a … EMU on standard business cycles statistics. However, further analysis reveals that the euro has changed the nature of the …
Persistent link: https://www.econbiz.de/10011084347
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Has the Euro changed the business cycle?
Enders, Zeno; Jung, Philip; Müller, Gernot J. - In: European Economic Review 59 (2013) C, pp. 189-211
before and after the introduction of the Euro. Exceptions are a strong decline in real exchange rate volatility and a … EMU on standard business cycles statistics. However, further analysis reveals that the Euro has changed the nature of the …
Persistent link: https://www.econbiz.de/10011048580