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Business Cycle Dynamics in the Euro Area: A Factor-SVAR Approach

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  • Atilim Seymen

Abstract

The study investigates the business cycle dynamics in the euro area using an empirical framework which comprises common global and euro area shocks as well as allows bilateral spillovers of country-specific shocks across the member economies. Three core questions lie at the heart of the analysis: (i) To what extent are the business cycles of the euro area countries driven by common and spillover shocks? (ii) What are the extent and sources of business cycle heterogeneity in the euro area? (iii) Which mechanisms led to the moderation of business cycle activity in the euroarea until recently?

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File URL: http://www.fiw.ac.at/fileadmin/Documents/Publikationen/Working_Paper/N_038-seymen.pdf
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Bibliographic Info

Paper provided by FIW in its series FIW Working Paper series with number 038.

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Length: 36
Date of creation: Dec 2009
Date of revision:
Handle: RePEc:wsr:wpaper:y:2009:i:038

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Postal: FIW Project Office Austrian Institute of Economic Research Arsenal Objekt 20 A-1030 Vienna
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Related research

Keywords: Euro Area Business Cycles; Common and Country-Specific Shocks; Spillovers; Factor-Structural Vector Autoregression;

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