Business Cycle Synchronization and the Euro: a Wavelet Analysis
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- Lee, Jim, 2012. "Measuring business cycle comovements in Europe: Evidence from a dynamic factor model with time-varying parameters," Economics Letters, Elsevier, vol. 115(3), pages 438-440.
- Jim Lee, 2013. "Business Cycle Synchronization in Europe: Evidence from a Dynamic Factor Model," International Economic Journal, Taylor & Francis Journals, vol. 27(3), pages 347-364, September.
More about this item
KeywordsBusiness cycle synchronization; European Union integration; Continuous wavelet transform; Wavelet distance matrix; Multidimensional scaling;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F02 - International Economics - - General - - - International Economic Order and Integration
- F15 - International Economics - - Trade - - - Economic Integration
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BEC-2010-12-23 (Business Economics)
- NEP-EEC-2010-12-23 (European Economics)
- NEP-MAC-2010-12-23 (Macroeconomics)
- NEP-OPM-2010-12-23 (Open Economy Macroeconomics)
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