Similarities and convergence in G-7 cycles
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- dc.contributor.author Canova, Fabioca
- dc.contributor.author Ciccarelli, Matteoca
- dc.contributor.author Ortega, Evaca
- dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa
- dc.date.accessioned 2017-07-26T10:50:41Z
- dc.date.available 2017-07-26T10:50:41Z
- dc.date.issued 2003-02-01
- dc.date.modified 2017-07-23T02:10:13Z
- dc.description.abstract This paper examines the properties of G-7 cycles using a multicountry Bayesian panel VAR model with time variations, unit specific dynamics and cross country interdependences. We demonstrate the presence of a significant world cycle and show that country specific indicators play a much smaller role. We detect differences across business cycle phases but, apart from an increase in synchronicity in the late 1990s, find little evidence of major structural changes. We also find no evidence of the existence of an Euro area specific cycle or of its emergence in the 1990s.
- dc.format.mimetype application/pdfca
- dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=924
- dc.identifier.citation Journal of Monetary Economics, 54(3), 2007, 850-878
- dc.identifier.uri http://hdl.handle.net/10230/535
- dc.language.iso eng
- dc.relation.ispartofseries Economics and Business Working Papers Series; 924
- dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
- dc.rights.accessRights info:eu-repo/semantics/openAccess
- dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
- dc.subject.keyword business cycle
- dc.subject.keyword g7
- dc.subject.keyword indicators
- dc.subject.keyword panel data
- dc.subject.keyword bayesian methods
- dc.subject.keyword Macroeconomics and International Economics
- dc.title Similarities and convergence in G-7 cyclesca
- dc.type info:eu-repo/semantics/workingPaper