The dynamics of business cycles stylized facts using quarterly data for six industrialized countries

Part of : Σπουδαί : journal of economics and business ; Vol.54, No.2, 2004, pages 23-43

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Pages:
23-43
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Abstract:
This paper examines the empirical evidence concerning the identification of cycles of the aggregate industrial production, prices and money for six OECD countries using quarterly data. We used Spectral Analysis (univariate and multivariate). An interesting result is that the monetary aggregates are procyclical.
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Subject (LC):
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Περιέχει πίνακες, διαγράμματα και βιβλιογραφία