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Is there a common European business cycle? : new insights from a frequency domain analysis
Breitung, Jörg; Candelon, Bertrand - In: Vierteljahrshefte zur Wirtschaftsforschung 70 (2001) 4, pp. 331-338
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...
Persistent link: https://www.econbiz.de/10010493797
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Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 29 (2004) 2, pp. 343-359
Persistent link: https://www.econbiz.de/10002080025
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Inflation and the business cycle : further investigations after the last cycle
Candelon, Bertrand - In: Economie appliquée : archives de l'Institut de … 53 (2000) 1, pp. 175-202
Persistent link: https://www.econbiz.de/10001487489
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Is there a common European business cycle? : New insights from a frequency domain analysis
Breitung, Jörg; Candelon, Bertrand - In: Vierteljahrshefte zur Wirtschaftsforschung 70 (2001) 3, pp. 331-338
Persistent link: https://www.econbiz.de/10001620505
Cover Image
Is There a Common European Business Cycle? New Insights from a Frequency Domain Analysis
Breitung, Jörg; Candelon, Bertrand - In: Vierteljahrshefte zur Wirtschaftsforschung 70 (2001) 3, pp. 331-338
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...
Persistent link: https://www.econbiz.de/10010377545