Essays on economic fluctuations:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Lund
Dep. of Economics, Univ. of Lund
1992
|
| Schriftenreihe: | Lund economic studies
51 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Zugl.: Lund, Univ., Diss., 1992 |
| Beschreibung: | VIII, 137 S. graph. Darst. |
Internformat
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| 100 | 1 | |a Bergman, Michael |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Essays on economic fluctuations |c Michael Bergman |
| 264 | 1 | |a Lund |b Dep. of Economics, Univ. of Lund |c 1992 | |
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Datensatz im Suchindex
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| adam_text | Contents
1 Introduction and Suxnmary 1
1.1 Introduction 1
1.2 Summary of the thesis 3
References 10
2 Has the Business Cycle Been Dampened? The Case of Sweden
and the United States 1873 1988 15
2.1 Introduction 15
2.2 The Swedish experience — a showcase of active demand man
agement 16
2.3 Data and methodology 19
2.4 The evidence 22
2.5 Summary 28
Appendix A.2.1: Time series figures 30
References 33
3 Is the Business Cycle Asymmetrie? The Case of Sweden and
the United States 1873 1988 37
3.1 Introduction 37
3.2 Empirical evidence on asymrnetries in macroeconomic data ... 39
3.3 Methodology 42
3.4 Empirical evidence 47
3.5 Summary 51
References 52
4 International Evidence on the Sources of Macroeconomic Fluc
tuations 55
4.1 Introduction 55
4.2 The model 57
4.2.1 Bivariate cointegrated VAR modeis 57
4.2.2 Interpreting permanent and transitory innovations .... 61
4.3 Empirical evidence 62
4.3.1 Lag order selection 62
4.3.2 Testing for cointegration 64
4.3.3 Structural analyses 66
4.4 Summary 76
Appendix A.4.1: Asymptotic distribution of impulse responses and
variance decompositions 79
References i
82 ;
5 Money IncomeCausaUtyandtkeNeutraKtyofMoney 85
5.1 Introduction 5.2 VAR modeis, cointegration and inference ofi
5.2.1 Themodel ÖD
5.2.2 Restrictions on A(X) and C(X)
5.2.3 Granger noncausality and neutrality qi
5.3 Empirical evidence 5.3.1 The data 94
94
5.3.2 Lag order selection 5.3.3 Testing for cointegration 5.3.4 Testing Granger noncausality 1fll
5.4 Summary 1UU
J |Qg
Appendix A.5.1: Calculation of the Wald statistic for tests of total
Granger noncausality and neutrality
References 110
112
6 External Influences on Nordic Business Cycles: A Common
Trends Analysis
6.1 Introduction 6.2 International business cycles ... 6.2.1 The common trends model
6.3 Empirical evidence ...
v 199
6.3.1 Data and stylized facts 6.3.2 Testing for the number of common trends . lll
6.3.3 Analysis of the common trends . ]9a
6.4 Summary US
Appendix A.6.1: The asymptotic distribution of the total impact ma 133
tnx O(1J References 135
136
|
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| indexdate | 2024-07-09T17:37:00Z |
| institution | BVB |
| language | English |
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| physical | VIII, 137 S. graph. Darst. |
| publishDate | 1992 |
| publishDateSearch | 1992 |
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| publisher | Dep. of Economics, Univ. of Lund |
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| series | Lund economic studies |
| series2 | Lund economic studies |
| spelling | Bergman, Michael Verfasser aut Essays on economic fluctuations Michael Bergman Lund Dep. of Economics, Univ. of Lund 1992 VIII, 137 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lund economic studies 51 Zugl.: Lund, Univ., Diss., 1992 Geschichte 1873-1988 gnd rswk-swf Business cycles Konjunkturzyklus (DE-588)4032134-4 gnd rswk-swf Schweden (DE-588)4077258-5 gnd rswk-swf USA (DE-588)4078704-7 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Schweden (DE-588)4077258-5 g Konjunkturzyklus (DE-588)4032134-4 s USA (DE-588)4078704-7 g Geschichte 1873-1988 z DE-604 Lund economic studies 51 (DE-604)BV002784143 51 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006311110&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bergman, Michael Essays on economic fluctuations Lund economic studies Business cycles Konjunkturzyklus (DE-588)4032134-4 gnd |
| subject_GND | (DE-588)4032134-4 (DE-588)4077258-5 (DE-588)4078704-7 (DE-588)4113937-9 |
| title | Essays on economic fluctuations |
| title_auth | Essays on economic fluctuations |
| title_exact_search | Essays on economic fluctuations |
| title_full | Essays on economic fluctuations Michael Bergman |
| title_fullStr | Essays on economic fluctuations Michael Bergman |
| title_full_unstemmed | Essays on economic fluctuations Michael Bergman |
| title_short | Essays on economic fluctuations |
| title_sort | essays on economic fluctuations |
| topic | Business cycles Konjunkturzyklus (DE-588)4032134-4 gnd |
| topic_facet | Business cycles Konjunkturzyklus Schweden USA Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006311110&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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