Page - XIII - in The Austrian Business Cycle in the European Context
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XIII
8.3 Dating the business cycle 104
8.3.1 Dating the business cycle in the ad-hoc
selection framework 104
8.3.2 Dating the business cycle in the
dynamic factor model framework 115
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
The Austrian Business Cycle in the European Context
Forschungsergebnisse der Wirtschaftsuniversitat Wien
- Title
- The Austrian Business Cycle in the European Context
- Author
- Marcus Scheiblecker
- Publisher
- PETER LANG - lnternationaler Verlag der Wissenschaften
- Location
- Frankfurt
- Date
- 2008
- Language
- English
- License
- CC BY 4.0
- ISBN
- 978-3-631-75458-0
- Size
- 14.8 x 21.0 cm
- Pages
- 236
- Keywords
- Economy, Wirtschaft, WIFO, Vienna
- Categories
- International
- Recht und Politik
Table of contents
- 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