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Business cycle models and stylized facts in Germany

Ertz, Guy - 1997

Persistent link: https://www.econbiz.de/10000963092

Menu-cost pricing theory and endogenous conditional heteroskedasticity

Smith, Gregor W. - 1987

Persistent link: https://www.econbiz.de/10003532767

Disaggregating the international business cycle

Gilhooly, Robert; Weale, Martin; Wieladek, Tomasz - 2012

This paper investigates the international business cycle with new sector level data on hours and output for Canada, Germany, France, Italy, the United Kingdom and the United States from 1992 Q1 to 2011 Q3. We estimate a Bayesian dynamic common factor model on this disaggregate data to decompose...

Persistent link: https://www.econbiz.de/10009580709

The global credit boom : challenges for macroeconomics and policy

Hume, Michael; Sentance, Andrew - 2009

economic theory and argue that, while the ‘global savings glut’ may account for the cycle’s initial phase, other factors such … as the conduct of monetary policy and perceptions of declining macroeconomic risk were more important from the mid-2000s …