Nonlinearities in international business cycles

This paper documents the dynamic properties of national output, its components, and the current account for five OECD countries. There is strong evidence of conditional volatility for almost all time series as well as significant deviations from normality. The deviations are detected particularly in GDP, net exports, investment time series.

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Year of publication:	2002
Authors:	Valderrama, Diego
Institutions:	Federal Reserve Bank of San Francisco
Subject:	Business cycles \| Econometric models

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Extent:	application/pdf
Series:	Working Papers in Applied Economic Theory.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 2002-23
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005401590