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~isPartOf:"Banco de Espana Working Paper"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / IZA"
~language:"eng"
~person:"Pozzi, Lorenzo"
~subject:"Konjunktur"
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Pozzi, Lorenzo
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Is there really a global business cycle? : a dynamic factor model with stochastic factor selection
Berger, Tino
;
Pozzi, Lorenzo
-
2016
We investigate the presence of international business cycles in macroeconomic aggregates (output, consumption, investment) using a panel of 60 countries over the period 1961 - 2014. The paper presents a Bayesian stochastic factor selection approach for dynamic factor models with predetermined...
Persistent link: https://www.econbiz.de/10011556201
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Cyclical consumption
Berger, Tino
;
Pozzi, Lorenzo
-
2023
included in the analysis is informed by a
general
savers-spenders model. We compare the predictive power of our multivariate …
Persistent link: https://www.econbiz.de/10014380708
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