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The U.S. business cycle, 1867-1995: dynamic factor analysis vs. reconstructed national accounts

Ritschl, Albrecht; Sarferaz, Samad; Uebele, Martin - 2008

This paper presents insights on U.S. business cycle volatility since 1867 de- rived from diffusion indices. We employ a … volatility across World War I, which is reversed after World War II. While we can generate evidence of postwar moderation … for World War II where they support alternative estimates of Kuznets (1952). -- U.S. business cycle ; volatility ; dynamic …

Persistent link: https://www.econbiz.de/10003796122

Essays on business cycle analysis and demography

Sarferaz, Samad - 2009

Persistent link: https://www.econbiz.de/10008811071

The US business cycle, 1867 - 1995 : a dynamic factor approach

Ritschl, Albrecht; Sarferaz, Samad; Uebele, Martin - 2008

Persistent link: https://www.econbiz.de/10003793651

Is there really a global business cycle? : a dynamic factor model with stochastic factor selection

Berger, Tino; Pozzi, Lorenzo - 2016

We investigate the presence of international business cycles in macroeconomic aggregates (output, consumption, investment) using a panel of 60 countries over the period 1961 - 2014. The paper presents a Bayesian stochastic factor selection approach for dynamic factor models with predetermined...

Persistent link: https://www.econbiz.de/10011556201

Modelling the Australasian financial cycle : a Markov-Regime Switching Approach

Wet, Milan C. de - In: International journal of business and economic sciences … 14 (2021) 1, pp. 69-79

Purpose: The importance of the financial cycle has become a central point of consideration for policymakers since the 2007-08 financial crisis. This study aimed to construct and characterize the aggregate Australasian financial cycle. Design/methodology/approach: To construct the aggregate...

Persistent link: https://www.econbiz.de/10012604064