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Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model
Eickmeier, Sandra - In: Journal of applied econometrics 24 (2009) 6, pp. 933-959
Persistent link: https://www.econbiz.de/10003886934
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Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model
Eickmeier, Sandra (contributor) - 2006
This paper seeks to assess comovements and heterogeneity in the euro area by fitting a nonstationary dynamic factor model (Bai and Ng, 2004), augmented with a structural factor setup (Forni and Reichlin, 1998), to a large set of euro-area macroeconomic variables observed between 1982 and 2003....
Persistent link: https://www.econbiz.de/10003376151
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Variability of dynamic correlation : the evidence of sector-specific shocks in V4 countries
Poměnková, Jitka; Kapounek, Svatopluk; Maršálek, Roman - In: Prague economic papers : a bimonthly journal of … 23 (2014) 3, pp. 371-387
Persistent link: https://www.econbiz.de/10011285620
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Determinants of regional business cycle synchronization in Greece
Delis, Panagiotis; Degiannakis, Stavros; Filis, George; … - 2024
Persistent link: https://www.econbiz.de/10014546439
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Measuring business cycle comovements in Europe : evidence from a dynamic factor model with time-varying parameters
Lee, Jim - In: Economics letters 115 (2012) 3, pp. 438-440
Persistent link: https://www.econbiz.de/10009632328
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Business cycle synchronization in Europe : evidence from a dynamic factor model
Lee, Jim - In: International economic journal 27 (2013) 3, pp. 347-364
Persistent link: https://www.econbiz.de/10009791583
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Why business cycles diverge? : structural evidence from the European Union
Beck, Krzysztof - In: Journal of economic dynamics & control 133 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10014535795
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Business cycle synchronisation in EMU : can fiscal policy bring member-countries closer?
Degiannakis, Stavros; Duffy, David; Filis, George; … - In: Economic modelling 52 (2016), pp. 551-563
Persistent link: https://www.econbiz.de/10011642908
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The effect of asymmetries in fiscal policy conducts on business cycle correlation in the EU
Rozmahel, Petr; Grochová, Ladislava Issever; Litzman, Marek - 2014
The paper examines the effects of asymmetries in fiscal policy conduct upon the correlation of business cycles in the … correlation in the period 1996-2012 using a panel of 27 EU countries. The paper pays special attention to Central and Eastern … dissimilarity upon business cycle correlation in the EU. The paper also provides some evidence for the significance of intra …
Persistent link: https://www.econbiz.de/10010429842
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Common and spatial drivers in regional business cycles
Artis, Michael J.; Dreger, Christian; Cholodilin, … - 2009
Persistent link: https://www.econbiz.de/10009545040