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The Identification of the Causes of Business Cycles Across Countries

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  • Don E. Schlagenhauf
  • Stefan C. Norrbin

Abstract

Empirical research has been conducted on the various theories of the business cycle over many countries. However, very little research has attempted to undertake a multi-country disaggregate investigation into the sources of output change. This paper decomposes fluctuations in industry output in a particular country into: (1) a nation specific shock; (2) an industry specific shock; (3) a world shock; and (4) an idiosyncratic factor. Using a dynamic factor analysis-state-space approach, the paper finds that the nation-specific shock is the most important impulse.

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Bibliographic Info

Paper provided by International Monetary Fund in its series IMF Working Papers with number 90/4.

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Length: 26
Date of creation: 01 Jan 1990
Date of revision:
Handle: RePEc:imf:imfwpa:90/4

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Cited by:
  1. Jean Imbs, 2006. "Growth and Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute 06-09, Swiss Finance Institute.

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