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Dating Business Cycles in Historical Perspective: Evidence for Switzerland

  • Boriss Siliverstovs

    ()

    (KOF Swiss Economic Institut, ETH Zurich)

In this study we suggest a chronology of the classical business cycle in Switzerland based on dating algorithms suggested in Artis et al. (2004) and Harding and Pagan (2002). A further contribution of our study is that we determine the sensitivity of the chronology with respect to the particular GDP vintage used. For this purpose we employ a real-time database that contains 59 vintages of GDP data starting from 1997Q4 and ending in 2012Q2. We show that major changes in identified phases of the classical business cycle in Switzerland can be well traced to several benchmark revisions to the national accounts. In the absence of benchmark revisions the vintage-to-vintage variation exerts a comparatively minor effect on identified phases of the classical business cycle.

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Article provided by Justus-Liebig University Giessen, Department of Statistics and Economics in its journal Journal of Economics and Statistics.

Volume (Year): 233 (2013)
Issue (Month): 5-6 (October)
Pages: 661-679

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Handle: RePEc:jns:jbstat:v:233:y:2013:i:5-6:p:661-679
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  1. Proietti, Tommaso, 2005. "New algorithms for dating the business cycle," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 477-498, April.
  2. Tommaso Proietti, 2008. "Structural Time Series Models for Business Cycle Analysis," CEIS Research Paper 109, Tor Vergata University, CEIS, revised 10 Jul 2008.
  3. Boldin, Michael D, 1994. "Dating Turning Points in the Business Cycle," The Journal of Business, University of Chicago Press, vol. 67(1), pages 97-131, January.
  4. Harding, Don & Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany.
  5. Pollock, D. S. G., 2000. "Trend estimation and de-trending via rational square-wave filters," Journal of Econometrics, Elsevier, vol. 99(2), pages 317-334, December.
  6. Tommaso Proietti, 2009. "On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 186-208.
  7. Gomez, Victor, 2001. "The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 365-73, July.
  8. Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2004. "Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(4), pages 537-565, 09.
  9. Gerhard Bry & Charlotte Boschan, 1971. "Foreword to "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs"," NBER Chapters, in: Cyclical Analysis of Time Series: Selected Procedures and Computer Programs, pages -1 National Bureau of Economic Research, Inc.
  10. Nicolas Cuche-Curti & Pamela Hall & Attilio Zanetti, 2008. "Swiss GDP revisions: A monetary policy perspective," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing,Centre for International Research on Economic Tendency Surveys, vol. 2008(2), pages 183-213.
  11. Don Harding & Adrian Pagan, 2000. "Disecting the Cycle: A Methodological Investigation," Econometric Society World Congress 2000 Contributed Papers 1164, Econometric Society.
  12. Gerhard Bry & Charlotte Boschan, 1971. "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs," NBER Books, National Bureau of Economic Research, Inc, number bry_71-1, May.
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