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Business cycle correlation between the Euro area and the Balkan countries

Gouveia, Sofia - In: International journal of economic sciences and applied … 7 (2014) 1, pp. 33-49

This paper examines the degree of trade integration and business cycle synchronisation between eight Balkan countries and the Euro area over the period 2000:1-2011:4. The main findings are that Slovenia and the Former Yugoslav Republic of Macedonia exhibit a high level of openness relative to...

Persistent link: https://www.econbiz.de/10010459812

(Since when) are East and West German business cycles synchronised?

Gießler, Stefan; Heinisch, Katja; Holtemöller, Oliver - In: Jahrbücher für Nationalökonomie und Statistik 241 (2021) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10012437522

Housing prices in Spain : convergence or decoupling?

Ghirelli, Corinna; Leiva-León, Danilo; Urtasun, Alberto - In: SERIEs : Journal of the Spanish Economic Association 14 (2023) 2, pp. 165-187

In this article, we measure changes in the synchronization of housing price cycles across Spanish cities over time. We … city-level housing cycle synchronization. The estimates suggest that Spanish housing prices have followed a convergence … factors in explaining the evolution of housing price synchronization among Spanish cities. …

Persistent link: https://www.econbiz.de/10014281325

The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach

Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli - 2016

This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MS-VAR) model, and compare its in-sample and...

Persistent link: https://www.econbiz.de/10011554324

The origins and effects of macroeconomic uncertainty

Bianchi, Francesco; Kung, Howard; Tirskikh, Mikhail - In: Quantitative economics : QE ; journal of the … 14 (2023) 3, pp. 855-896

We estimate a production‐based general equilibrium model featuring demand‐ and supply‐side uncertainty and an endogenous term premium. Using term structure and macroeconomic data, we find sizable effects of uncertainty on risk premia and business cycle fluctuations. Both demand‐ and...

Persistent link: https://www.econbiz.de/10014362538

Cycles inside cycles : Spanish regional aggregation

Gadea, María Dolores; Gómez-Loscos, Ana; Montañés, … - In: SERIEs : Journal of the Spanish Economic Association 3 (2012) 4, pp. 423-456

This paper sets out a comprehensive framework to identify regional business cycles within Spain and analyses their stylised features and the degree of synchronisation both within them and between them and the Spanish economy. We show that the regional cycles are quite heterogeneous although they...

Persistent link: https://www.econbiz.de/10009685140

Disentangling different patterns of business cycle synchronicity in the EU regions

Anagnostou, Ageliki; Panteladis, Ioannis; Tsiapa, Maria - In: Empirica : journal of european economics 42 (2015) 3, pp. 615-641

Persistent link: https://www.econbiz.de/10011485609

Business cycle synchronization for India : an appraisal via trade intensity

Kaur, Sumanpreet - In: The Romanian economic journal : REJ 22 (2019) 72, pp. 78-101

Persistent link: https://www.econbiz.de/10012167584

China in the world economy : dynamic correlation analysis of business cycles ; measuring economic integration

Fidrmuc, Jarko; Korhonen, Iikka; Bátorová, Ivana - In: CESifo economic studies : CESifo, a joint initiative of … 59 (2013) 2, pp. 392-411

-cycle synchronization within the OECD area, especially at business-cycle frequencies. Thus, different degrees of participation in …

Persistent link: https://www.econbiz.de/10009785580

Without oil, how do Gulf Countries move? : non-hydrocarbon business cycles

Cevik, Serhan - In: Journal of economic integration 29 (2014) 2, pp. 244-266

Persistent link: https://www.econbiz.de/10010399358

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