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Working Paper 137
Schneider, Martin; Fenz, Gerhard - Oesterreichische Nationalbank - 2008
This paper analyses the comovement of the German and Austrian economies and the transmission of German shocks to Austria. Static and dynamic correlation measures show a strong comovement and a change of the relative position in time of these two economies. The transmission of German shocks to...
Persistent link: https://www.econbiz.de/10010727746
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Transmission of Business Cycle Shocks between Unequal Neighbours: Germany and Austria
Fenz, Gerhard; Schneider, Martin - Oesterreichische Nationalbank - 2007
This paper analyses the comovement of the German and Austrian economies and the transmission of German shocks to Austria. Static and dynamic correlation measures show a strong comovement and a change of the relative position in time of these two economies. The transmission of German shocks to...
Persistent link: https://www.econbiz.de/10005627575
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Business cycles synchronization in the European Union: truth or challenge?
TATOMIR, Cristina-Flavia; POPOVICI, Oana Cristina - In: Theoretical and Applied Economics XVIII(2013) (2013) 7(584), pp. 33-42
This paper provides an updated picture of the degree of business cycles synchronization in the European Union … cycles and the Pearson correlation coefficient to measure the degree of synchronization. The results obtained show that the … highest level of business cycle synchronization with the Euro Area is reached by Finland and France, while Poland is by far …
Persistent link: https://www.econbiz.de/10010681052
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Two speed Europe and business cycle synchronization in the European Union: The effect of the common currency
Gogas, Periklis; Kothroulas, George - Volkswirtschaftliche Fakultät, … - 2009
between the countries that participated in the European Exchange Mechanism I and which are now members states of the Eurozone … fluctuations in their Gross Domestic Product. The empirical analysis is done through the use of linear regressions, the estimation …
Persistent link: https://www.econbiz.de/10005835532
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Business Cycle Synchronization in the European Union: The Effect of the Common Currency
Gogas, Periklis - Rimini Centre for Economic Analysis (RCEA) - 2013
synchronization within the Eurozone has become stronger in the common currency period. …In this paper, I analyse the synchronization of business cycles within the E.U., as this is an important ingredient for … parameter specifications and leads/lags. The strength of cycle synchronization is measured using linear regressions, cross …
Persistent link: https://www.econbiz.de/10010656012
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Forecast for the European Economy
Leibfritz, Willi - In: CESifo Forum 2 (2001) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10005013096
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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
examination of business cycle synchronization among these countries using simple descriptive statistics shows that synchronized …
Persistent link: https://www.econbiz.de/10005264125
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Globalization, the Business Cycle, and Macroeconomic Monitoring
Aruoba, S. Boragan; Terrones, Marco; Kose, M. Ayhan; … - International Monetary Fund (IMF) - 2011
G-7 business cycle synchronization among country factors has changed over time. …
Persistent link: https://www.econbiz.de/10008839326
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A variance spillover analysis without covariances: what do we miss?
Fengler, Matthias R.; Gisler, Katja I. M. - School of Economics and Political Science, Universität … - 2014
We evaluate the relevance of covariances in the transmission mechanism of variance spillovers across the US stock, US bond and gold markets from July 2003 to December 2012. For that purpose, we perform a comparative spillover analysis between a model that considers covariances and a model that...
Persistent link: https://www.econbiz.de/10010940899
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Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro
Antonakakis, Nikolaos - FIW - 2012
This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss franc and the Japanese yen vis-à-vis the US dollar before and after the introduction of the euro. Based on dynamic correlations, variance decompositions, generalized VAR analysis,...
Persistent link: https://www.econbiz.de/10010548267