Decomposing the co-movement of the business cycle: a time- frequency analysis of growth cycles in the eurozone
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Crowley, Patrick M., 2008. "One money, several cycles? : evaluation of European business cycles using model-based cluster analysis," Research Discussion Papers 3/2008, Bank of Finland.
- Crowley, Patrick M., 2010. "Long cycles in growth : explorations using new frequency domain techniques with US data," Research Discussion Papers 6/2010, Bank of Finland.
- Lehkonen, Heikki & Heimonen, Kari, 2014. "Timescale-dependent stock market comovement: BRICs vs. developed markets," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 90-103.
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- repec:wut:journl:v:1:y:2017:p:57-75:id:1269 is not listed on IDEAS
- repec:agr:journl:v:4(613):y:2017:i:4(613):p:75-88 is not listed on IDEAS
More about this item
KeywordsBusiness cycles; growth cycles; European Union; multiresolution analysis; wavelets; co-correlation; dynamic correlation.;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- O52 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Europe
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-04-16 (All new papers)
- NEP-EEC-2005-04-16 (European Economics)
- NEP-ETS-2005-04-16 (Econometric Time Series)
- NEP-MAC-2005-04-16 (Macroeconomics)
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