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Testing for Common Cycles in Money, Nominal Income and Prices

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  • Stephen Hall
  • David Shepherd

Abstract

In the first section the authors discuss the nature of cyclical features and the distinction between the traditional analysis of co-movement discussed in the business cycles literature and the more recent common cycles analysis. Section 2 examines the nature of the data used in the estimation procedures and the degree to which the relevant series exhibit stationary and non-staionary features. Section 3 applies correlation methods and the common features test procedure to assess whether common or codependent cyclical patterns can be identified for the relationships considered. The final section provides a summary and brief discussion of the results.

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Bibliographic Info

Article provided by University of Manchester in its journal The Manchester School.

Volume (Year): 71 (2003)
Issue (Month): Supplement (09)
Pages: 68-84

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Handle: RePEc:bla:manchs:v:71:y:2003:i:supplement:p:68-84

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Cited by:
  1. Matteo Lanzafame, 2006. "The Nature of Regional Unemployment in Italy," ERSA conference papers ersa06p155, European Regional Science Association.

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