Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Deutsche Bank
2005
|
| Schriftenreihe: | Discussion paper
Series 1, Economic studies ; 2005,39 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Zsfassung in dt. und engl. Sprache |
| Beschreibung: | 51 S. graph. Darst. |
| ISBN: | 386558098X |
Internformat
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| 100 | 1 | |a Knetsch, Thomas A. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy |c Thomas A. Knetsch |
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| 300 | |a 51 S. |b graph. Darst. | ||
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| 490 | 1 | |a Discussion paper : Series 1, Economic studies |v 2005,39 | |
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Datensatz im Suchindex
| _version_ | 1804135318404726784 |
|---|---|
| adam_text | Contents
1 Introduction 1
2 Cointegration and trend cycle decomposition 3
2.1 Some methodological notes 4
2.2 Determining the lag order and the cointegration rank 6
2.3 Estimating the parameters of the cointegrating space 8
2.4 Residual checks 13
2.5 The trend cycle decompositions 15
3 Cross country comovement 19
3.1 Cross country co cycling 19
3.2 Cross country co trending 23
4 Conclusion 25
A Data and unit root tests 27
B Cohesion 32
B.l Concept 32
B.2 Point estimation 34
B.3 Bootstrapped confidence bands 34
References 36
List of Tables
1 Diagnostic checks on the residual series 14
2 Statistics of the trend cycle decomposition 16
3 Unit root tests 31
List of Figures
1 Specification search 7
2 Cointegrating relations GERMANY and FRANCE 11
3 Cointegrating relations ITALY 13
4 Plots of the cycle components 18
5 Cross country co cycling Single aggregates 20
6 Cross country co cycling groups of aggregates 23
7 Cross country co trending 24
8 Series plots GERMANY 28
9 Series plots FRANCE 29
10 Series plots ITALY 30
|
| adam_txt |
Contents
1 Introduction 1
2 Cointegration and trend cycle decomposition 3
2.1 Some methodological notes 4
2.2 Determining the lag order and the cointegration rank 6
2.3 Estimating the parameters of the cointegrating space 8
2.4 Residual checks 13
2.5 The trend cycle decompositions 15
3 Cross country comovement 19
3.1 Cross country co cycling 19
3.2 Cross country co trending 23
4 Conclusion 25
A Data and unit root tests 27
B Cohesion 32
B.l Concept 32
B.2 Point estimation 34
B.3 Bootstrapped confidence bands 34
References 36
List of Tables
1 Diagnostic checks on the residual series 14
2 Statistics of the trend cycle decomposition 16
3 Unit root tests 31
List of Figures
1 Specification search 7
2 Cointegrating relations GERMANY and FRANCE 11
3 Cointegrating relations ITALY 13
4 Plots of the cycle components 18
5 Cross country co cycling Single aggregates 20
6 Cross country co cycling groups of aggregates 23
7 Cross country co trending 24
8 Series plots GERMANY 28
9 Series plots FRANCE 29
10 Series plots ITALY 30 |
| any_adam_object | 1 |
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| author | Knetsch, Thomas A. |
| author_facet | Knetsch, Thomas A. |
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| building | Verbundindex |
| bvnumber | BV021558469 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)162338794 (DE-599)BVBBV021558469 |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
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| geographic | Italien (DE-588)4027833-5 gnd Deutschland (DE-588)4011882-4 gnd Frankreich (DE-588)4018145-5 gnd |
| geographic_facet | Italien Deutschland Frankreich |
| id | DE-604.BV021558469 |
| illustrated | Illustrated |
| index_date | 2024-07-02T14:33:55Z |
| indexdate | 2024-07-09T20:38:36Z |
| institution | BVB |
| isbn | 386558098X |
| language | English |
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| physical | 51 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Deutsche Bank |
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| series | Discussion paper |
| series2 | Discussion paper : Series 1, Economic studies |
| spelling | Knetsch, Thomas A. Verfasser aut Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy Thomas A. Knetsch Frankfurt am Main Deutsche Bank 2005 51 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper : Series 1, Economic studies 2005,39 Zsfassung in dt. und engl. Sprache Sozialprodukt (DE-588)4129494-4 gnd rswk-swf Nachfrage (DE-588)4041036-5 gnd rswk-swf Konjunktur (DE-588)4032125-3 gnd rswk-swf Italien (DE-588)4027833-5 gnd rswk-swf Deutschland (DE-588)4011882-4 gnd rswk-swf Frankreich (DE-588)4018145-5 gnd rswk-swf Deutschland (DE-588)4011882-4 g Konjunktur (DE-588)4032125-3 s Sozialprodukt (DE-588)4129494-4 s Nachfrage (DE-588)4041036-5 s Frankreich (DE-588)4018145-5 g Italien (DE-588)4027833-5 g DE-604 Discussion paper Series 1, Economic studies ; 2005,39 (DE-604)BV017594637 2005,39 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014774447&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Knetsch, Thomas A. Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy Discussion paper Sozialprodukt (DE-588)4129494-4 gnd Nachfrage (DE-588)4041036-5 gnd Konjunktur (DE-588)4032125-3 gnd |
| subject_GND | (DE-588)4129494-4 (DE-588)4041036-5 (DE-588)4032125-3 (DE-588)4027833-5 (DE-588)4011882-4 (DE-588)4018145-5 |
| title | Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy |
| title_auth | Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy |
| title_exact_search | Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy |
| title_exact_search_txtP | Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy |
| title_full | Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy Thomas A. Knetsch |
| title_fullStr | Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy Thomas A. Knetsch |
| title_full_unstemmed | Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy Thomas A. Knetsch |
| title_short | Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy |
| title_sort | short run and long run comovement of gdp and some expenditure aggregates in germany france and italy |
| topic | Sozialprodukt (DE-588)4129494-4 gnd Nachfrage (DE-588)4041036-5 gnd Konjunktur (DE-588)4032125-3 gnd |
| topic_facet | Sozialprodukt Nachfrage Konjunktur Italien Deutschland Frankreich |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014774447&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV017594637 |
| work_keys_str_mv | AT knetschthomasa shortrunandlongruncomovementofgdpandsomeexpenditureaggregatesingermanyfranceanditaly |