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The Importance of Sectoral and Aggregate Shocks in Business Cycles

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Author Info
Norrbin, Stefan C
Schlagenhauf, Don E

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Abstract

The theoretical literature on business cycles proposes numerous causes for their occurrence. This paper attempts to measure the relative importance of aggregate, whether real or nominal, and sectoral factors in generating real economic fluctuations, as well as to identify economic variables that are correlated with the various factors. Empirical results indicate that both aggregate and industry-level factors are statistically significant in explaining variations in output, with the aggregate factor being the most important. Some evidence is presented that links the aggregate factor with monetary variables. Copyright 1991 by Oxford University Press.

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Publisher Info
Article provided by Oxford University Press in its journal Economic Inquiry.

Volume (Year): 29 (1991)
Issue (Month): 2 (April)
Pages: 317-35
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Handle: RePEc:oup:ecinqu:v:29:y:1991:i:2:p:317-35

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  1. Atish R. Ghosh & Holger C. Wolf, 1997. "Geographical and Sectoral Shocks in the U.S. Business Cycle," NBER Working Papers 6180, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Ghassan Dibeh, 2001. "Time Delays and Business Cycles: Hilferding's model revisited," Review of Political Economy, Taylor and Francis Journals, vol. 13(3), pages 329-341, July. [Downloadable!] (restricted)
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