G2TT
来源类型Discussion paper
规范类型论文
来源IDDP7968
DP7968 Business Cycles around the Globe: A Regime-switching Approach
Sumru G. Altug; Melike Bildirici
发表日期2010-08-08
出版年2010
语种英语
摘要This paper characterizes business cycle phenomena in a sample of 27 developed and developing economies using a univariate Markov regime switching approach. It examines the efficacy of this approach for detecting business cycle turning points and for identifying distinct economic regimes for each country in question. The paper also provides a comparison of the business cycle turning points implied by this study and those derived in other studies. Our findings document the importance of heterogeneity of individual countries? experiences. We also argue that consideration of a large and diverse group of countries provides an alternative perspective on the co-movement of aggregate economic activity worldwide.
主题International Macroeconomics
关键词Markov switching approach Business cycles Turning point analysis Nonparametric modeling
URLhttps://cepr.org/publications/dp7968
来源智库Centre for Economic Policy Research (United Kingdom)
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/536805
推荐引用方式
GB/T 7714
Sumru G. Altug,Melike Bildirici. DP7968 Business Cycles around the Globe: A Regime-switching Approach. 2010.
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