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Are business cycles asymmetric? Some European evidence

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Author Info
Amado Peiró
Abstract

Economic thought has often regarded business cycles as asymmetric. This study examines the existence of asymmetries over the business cycle in seven European countries: France, Germany, Ireland, Italy, Luxembourg, The Netherlands and the United Kingdom. To analyse this issue, industrial production in these countries from 1957 to 1998 is examined, and quarterly contractions and expansions in this variable are compared. The results obtained with both parametric and non- parametric methods allow the existence of asymmetries in these countries to be questioned.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Economics.

Volume (Year): 36 (2004)
Issue (Month): 4 (March)
Pages: 335-342
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Handle: RePEc:taf:applec:v:36:y:2004:i:4:p:335-342

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Robert J. Gordon, 1986. "The American Business Cycle: Continuity and Change," NBER Books, National Bureau of Economic Research, Inc, number gord86-1.
  2. Melvin J. Hinich & Philip Rothman, . "A Frequency Domain Test of Time Reversibility," Working Papers 9706, East Carolina University, Department of Economics. [Downloadable!]
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  3. McQueen, Grant & Thorley, Steven, 1993. "Asymmetric business cycle turning points," Journal of Monetary Economics, Elsevier, vol. 31(3), pages 341-362, June. [Downloadable!] (restricted)
  4. Ramsey, J.B. & Rothman, P., 1993. "Time Irreversibility and Business Cycle Asymmetry," Working Papers 93-39, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
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  5. Giles, David E A, 1997. "Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand," The Economic Record, The Economic Society of Australia, vol. 73(222), pages 225-32, September.
  6. J. Bradford De Long & Lawrence H. Summers, 1986. "Are Business Cycles Symmetric?," NBER Working Papers 1444, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. John Hassler & Petter Lundvik & Torsten Persson & Paul Soderlind, 1992. "The Swedish business cycle: stylized facts over 130 years," Discussion Paper / Institute for Empirical Macroeconomics 63, Federal Reserve Bank of Minneapolis. [Downloadable!]
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Cited by:
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  1. António Afonso & Davide Furceri, 2007. "Sectoral Business Cycle Synchronization in the European Union," Working Papers 2007/02, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
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