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The cyclical and trend behavour of Australian investment and savings

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The cyclical and trend behaviour of Australian investment and savings

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Do Australian investment and savings behave procyclically?

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Do Australian investment and savings behave procyclically?

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The Cyclical and Trend Behavour of Australian Investment and Savings

Felmingham, Bruce; Cooray, Arusha - In: Journal of Business Cycle Measurement and Analysis 2007 (2007) 3, pp. 367-386

A spectral analysis of the Australian time series for the investment and savings ratios on quarterly data over the period from September 1959 to December 2005 reveals that the major cyclical components of the savings and investment ratios cohere strongly. This suggests there is a medium to long...

Persistent link: https://www.econbiz.de/10008492365