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International Monetary Fund (IMF); International … - 2007

This Selected Issues paper analyzes external shocks and business cycle fluctuations in Mexico. The paper examines the relative importance of U.S. demand shocksâ€”and other foreign disturbancesâ€”in explaining Mexican output fluctuations. It identifies the dynamic response of...

Persistent link: https://www.econbiz.de/10011245436

Are they All in the Same Boat? the 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages

Helbling, Thomas; Bayoumi, Tamim - International Monetary Fund (IMF) - 2003

This paper reviews the international business cycle among Group of Seven (G-7) countries since 1973 from two angles. An … past. The paper also identifies the international business cycle with an asymptotic dynamic factor model. Two global …

Persistent link: https://www.econbiz.de/10005264125

Are Business Cycle Dynamics the Same across Countries? Testing Linearity around the Globe

Bradley, Michael; Jansen, Dennis - In: Studies in Nonlinear Dynamics & Econometrics 4 (2007) 2, pp. 51-71

We investigate business cycle dynamics for 26 countries, estimating a set of nonlinear models for real GDP where …

Persistent link: https://www.econbiz.de/10004966194

Are Business Cycle Dynamics the Same across Countries? Testing Linearity around the Globe

Bradley, Michael; Jansen, Dennis - In: Studies in Nonlinear Dynamics & Econometrics 4 (2000) 2, pp. 51-71

We investigate business cycle dynamics for 26 countries, estimating a set of nonlinear models for real GDP where …

Persistent link: https://www.econbiz.de/10005751387

Global and regional business cycles. Shocks and propagations

Thorsrud, Leif Anders - Centre for Applied Macro- and Petroleum economics … - 2013

We study the synchronization of real and nominal variables across four different regions of the world, Asia, Europe …

Persistent link: https://www.econbiz.de/10010858971

Forecasting US state-level employment growth: An amalgamation approach

Rapach, David E.; Strauss, Jack K. - In: International Journal of Forecasting 28 (2012) 2, pp. 315-327

We forecast US state-level employment growth using several distinct econometric approaches: combinations of individual autoregressive distributed lag models, general-to-specific modeling with bootstrap aggregation (GETS-bagging), and approximate factor (or “beta”) models. Our results show...

Persistent link: https://www.econbiz.de/10011051443

No coupling, no decoupling, only mutual inter-dependence: Business cycles in emerging vs. mature economies

Siklos, Pierre L. - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2012

the emerging and more mature economies of the world. The present paper reconsiders whether it is, in fact, useful to think …, even if business cycles may well have become more synchronous for a time, it is more useful to think of international … annual data since 1980 from 9 regions of the world. A panel is used to estimate the common factors which are then applied to …

Persistent link: https://www.econbiz.de/10010568516

Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods

KAUFMANN, SYLVIA - In: Econometrics Journal 3 (2000) 1, pp. 39-65

A Markov switching common factor is used to drive a dynamic factor model for important macroeconomic variables in eight countries. Bayesian estimation of the model is based on Markov chain Monte Carlo simulation methods which yield inferences about the unobservable path of the common factor, the...

Persistent link: https://www.econbiz.de/10005405436

Global and regional business cycles. Shocks and propagations

Thorsrud, Leif Anders - Norges Bank - 2013

We study the synchronization of real and nominal variables across four different regions of the world, Asia, Europe …

Persistent link: https://www.econbiz.de/10010835404

Ein makroökonometrisches Vierteljahresmodell für die Republik Korea : eine Wirtschaftspolitik- und Transmissionsanalyse

Rhee, Du-Whan - 1991

Persistent link: https://www.econbiz.de/10004104550

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