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Phases of the Canadian Business Cycle

Author

Listed:
  • Bodman, P.M.
  • Crosby, M.

Abstract

In this paper we contrast a number of univariate models of Canadian GDP. We find that non-linear models are prefered to linear models, and that the most recent recession in Canada was unique in both its length and in the slow speed of recovery. We also briefly explore the link between stages of the Canadian and of the US business cycle.

Suggested Citation

  • Bodman, P.M. & Crosby, M., 1998. "Phases of the Canadian Business Cycle," Department of Economics - Working Papers Series 640, The University of Melbourne.
  • Handle: RePEc:mlb:wpaper:640
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    References listed on IDEAS

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    1. Hensher, David A, 1986. "Sequential and Full Information Maximum Likelihood Estimation of a Nested Logit Model," The Review of Economics and Statistics, MIT Press, vol. 68(4), pages 657-667, November.
    2. Saul D. Hoffman & Greg J. Duncan, 1988. "A Comparison of Choice-Based Multinomial and Nested Logit Models: The Family Structure and Welfare Use Decisions of Divorced or Separated Women," Journal of Human Resources, University of Wisconsin Press, vol. 23(4), pages 550-562.
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    Cited by:

    1. Capparucci Marina & Ghignoni Emanuela & Verashchagina Alina & Vorozhbit Natalia, 2015. "The Drivers of Innovation in the Italian Manufacturing Sector," Economia & lavoro, Carocci editore, issue 3, pages 111-128.
    2. Aydemir, Abdurrahman, 2003. "Effects of Business Cycles on the Labour Market Assimilation of Immigrants," Analytical Studies Branch Research Paper Series 2003203e, Statistics Canada, Analytical Studies Branch.
    3. Altug, Sumru G. & Bildirici, Melike, 2010. "Business Cycles around the Globe: A Regime-switching Approach," CEPR Discussion Papers 7968, C.E.P.R. Discussion Papers.
    4. Harding, Don & Pagan, Adrian, 2003. "A comparison of two business cycle dating methods," Journal of Economic Dynamics and Control, Elsevier, vol. 27(9), pages 1681-1690, July.
    5. Frédérick Demers & Ryan Macdonald, 2007. "The Canadian Business Cycle: A Comparison of Models," Staff Working Papers 07-38, Bank of Canada.
    6. Rodriguez Gabriel, 2007. "Application of Three Alternative Approaches to Identify Business Cycles in Peru," Working Papers 2007-007, Banco Central de Reserva del Perú.
    7. Abdurrahman Aydemir, 2003. "Effects of Business Cycles on Labour Market Assimilation of Immigrants," Labor and Demography 0309009, EconWPA.
    8. Phil Bodman, "undated". "Are the Effects of Monetary Policy Asymmetric in Australia?," MRG Discussion Paper Series 0406, School of Economics, University of Queensland, Australia.
    9. Li, Ziran & Sun, Jiajing & Wang, Shouyang, 2013. "An information diffusion-based model of oil futures price," Energy Economics, Elsevier, vol. 36(C), pages 518-525.
    10. Sumru Altug & Melike Bildirici, 2012. "Business Cycles in Developed and Emerging Economies: Evidence from a Univariate Markov Switching Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(6), pages 4-38, November.
    11. Peña Sánchez de Rivera, Juan Ignacio & Rodríguez, Rosa, 2006. "On the economic link between asset prices and real activity," DEE - Working Papers. Business Economics. WB wb063209, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    12. Abdurrahman Aydemir, 2003. "Effects of Business Cycles on Labour Market Assimilation of Immigrants," Labor and Demography 0309010, EconWPA.
    13. Aydemir, Abdurrahman, 2003. "Les effets des cycles economiques sur l'assimilation des immigrants sur le marche du travail," Direction des etudes analytiques : documents de recherche 2003203f, Statistics Canada, Direction des etudes analytiques.
    14. Sumru Altug & Melike Bildirici, 2012. "Business Cycles in Developed and Emerging Economies: Evidence from a Univariate Markov Switching Approach," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 48(6), pages 4-38, November.
    15. Talan İşcan, 2015. "Windfall Resource Income, Productivity Growth, and Manufacturing Employment," Open Economies Review, Springer, vol. 26(2), pages 279-311, April.

    More about this item

    Keywords

    CANADA ; BUSINESS CYCLES ; MODELS;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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