Seite - XI - in The Austrian Business Cycle in the European Context
Bild der Seite - XI -
Text der Seite - XI -
Table of contents
Zusammenfassung
Abstract
List of figures and tables
List of abbreviations
List of variables XI
1. Research motivation and overview
2. The data
3. Methods of extracting business cycle
characteristics
3. 1 Defining the business cycle
3. l . l The classical business cycle definition
3.1.2 The deviation cycle definition
3.2 Isolation of business cycle frequencies
3.2. l Outliers
3.2.2 Calendar effects
3.2.3 Seasonal variations
3.2.4 The trend
4. Identifying the business cycle
4.1 Construction of composite economic indices
4. l . l The empirical NBER approach
4.1 .2 Index models
4.2 Univariate determination of the business cycle
5. Analysing cyclical comovements
5. 1 Time domain statistics for analysing
comovements V
IX
xv
XVII
XIX
1
7
13
13
13
15
16
18
20
21
23
41
42
42
44
52
55
55
The Austrian Business Cycle in the European Context
Forschungsergebnisse der Wirtschaftsuniversitat Wien
- Titel
- The Austrian Business Cycle in the European Context
- Autor
- Marcus Scheiblecker
- Verlag
- PETER LANG - lnternationaler Verlag der Wissenschaften
- Ort
- Frankfurt
- Datum
- 2008
- Sprache
- englisch
- Lizenz
- CC BY 4.0
- ISBN
- 978-3-631-75458-0
- Abmessungen
- 14.8 x 21.0 cm
- Seiten
- 236
- Schlagwörter
- Economy, Wirtschaft, WIFO, Vienna
- Kategorien
- International
- Recht und Politik
Inhaltsverzeichnis
- Zusammenfassung V
- Abstract IX
- List of figures and tables XV
- List of abbreviations XVII
- List of variables XIX
- 1. Research motivation and overview 1
- 2. The data 7
- 3. Methods of extracting business cycle characteristics 13
- 4. Identifying the business cycle 41
- 5. Analysing cyclical comovements
- 6. Dating the business cycle 61
- 7. Analysis of turning points 71
- 8. Results 79
- 9. Comparing results with earlier studies on the Austrian business cycle 125
- 9.1 Comparing the results with the study by Altissimo et al. (2001) 126
- 9.2 Comparing the results with the study by Monch -Uhlig (2004) 128
- 9.3 Comparing the results with the study by Cheung -Westermann (1999) 130
- 9.4 Comparing the results with the study by Brandner -Neusser (1992) 131
- 9.5 Comparing the results with the study by Forni - Hallin -Lippi -Reich/in (2000) 132
- 9.6 Comparing the results with the study by Breitung -Eickmeier (2005) 134
- 9.7 Comparing the results with the study by Artis - Marcellino - Proietti (2004) 134
- 9.8 Comparing the results with the study by Vijselaar -Albers (2001) 140
- 9.9 Comparing the results with the study by Artis - Zhang (1999) 142
- 9.10 Comparing the results with the study by Dickerson -Gibson -Tsakalotos (1998) 142
- 9.11 Comparing the results with the study by Artis - Krolzig - Toro (2004) 143
- 9.12 Comparing the results with the dating calendar of the CEPR 146
- 9.13 Comparing the results with the study by Breuss ( 1984) 151
- 9.14 Comparing the results with the study by Hahn - Walterskirchen ( 1992) 153
- 9.15 Comparison of the results of different dating procedures 154
- 9 .15.1 Turning point dates of the Austrian business cycle 155
- 9 .15.2 Turning point dates of the euro area business cycle 156
- 10. Concludlng remarks 161
- References 169
- Annex 177