Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
Deutsche Bank
2005
|
| Series: | Discussion paper
Series 1, Economic studies ; 2005,39 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Zsfassung in dt. und engl. Sprache |
| Physical Description: | 51 S. graph. Darst. |
| ISBN: | 386558098X |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV021558469 | ||
| 003 | DE-604 | ||
| 005 | 20060508 | ||
| 007 | t| | ||
| 008 | 060425s2005 xx d||| |||| 00||| eng d | ||
| 020 | |a 386558098X |9 3-86558-098-X | ||
| 035 | |a (OCoLC)162338794 | ||
| 035 | |a (DE-599)BVBBV021558469 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 |a DE-12 |a DE-473 |a DE-20 |a DE-11 |a DE-188 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 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 |
| 264 | 1 | |a Frankfurt am Main |b Deutsche Bank |c 2005 | |
| 300 | |a 51 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper : Series 1, Economic studies |v 2005,39 | |
| 500 | |a Zsfassung in dt. und engl. Sprache | ||
| 650 | 0 | 7 | |a Sozialprodukt |0 (DE-588)4129494-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Konjunktur |0 (DE-588)4032125-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Nachfrage |0 (DE-588)4041036-5 |2 gnd |9 rswk-swf |
| 651 | 7 | |a Frankreich |0 (DE-588)4018145-5 |2 gnd |9 rswk-swf | |
| 651 | 7 | |a Deutschland |0 (DE-588)4011882-4 |2 gnd |9 rswk-swf | |
| 651 | 7 | |a Italien |0 (DE-588)4027833-5 |2 gnd |9 rswk-swf | |
| 689 | 0 | 0 | |a Deutschland |0 (DE-588)4011882-4 |D g |
| 689 | 0 | 1 | |a Konjunktur |0 (DE-588)4032125-3 |D s |
| 689 | 0 | 2 | |a Sozialprodukt |0 (DE-588)4129494-4 |D s |
| 689 | 0 | 3 | |a Nachfrage |0 (DE-588)4041036-5 |D s |
| 689 | 0 | 4 | |a Frankreich |0 (DE-588)4018145-5 |D g |
| 689 | 0 | 5 | |a Italien |0 (DE-588)4027833-5 |D g |
| 689 | 0 | |5 DE-604 | |
| 830 | 0 | |a Discussion paper |v Series 1, Economic studies ; 2005,39 |w (DE-604)BV017594637 |9 2005,39 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u 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 |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-014774447 | |
Record in the Search Index
| _version_ | 1820157695235194880 |
|---|---|
| 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 |
| any_adam_object_boolean | 1 |
| author | Knetsch, Thomas A. |
| author_facet | Knetsch, Thomas A. |
| author_role | aut |
| author_sort | Knetsch, Thomas A. |
| author_variant | t a k ta tak |
| building | Verbundindex |
| bvnumber | BV021558469 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)162338794 (DE-599)BVBBV021558469 |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV021558469</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20060508</controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">060425s2005 xx d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">386558098X</subfield><subfield code="9">3-86558-098-X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)162338794</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV021558469</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Knetsch, Thomas A.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy</subfield><subfield code="c">Thomas A. Knetsch</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt am Main</subfield><subfield code="b">Deutsche Bank</subfield><subfield code="c">2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">51 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper : Series 1, Economic studies</subfield><subfield code="v">2005,39</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Zsfassung in dt. und engl. Sprache</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Sozialprodukt</subfield><subfield code="0">(DE-588)4129494-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Konjunktur</subfield><subfield code="0">(DE-588)4032125-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Nachfrage</subfield><subfield code="0">(DE-588)4041036-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="651" ind1=" " ind2="7"><subfield code="a">Frankreich</subfield><subfield code="0">(DE-588)4018145-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="651" ind1=" " ind2="7"><subfield code="a">Deutschland</subfield><subfield code="0">(DE-588)4011882-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="651" ind1=" " ind2="7"><subfield code="a">Italien</subfield><subfield code="0">(DE-588)4027833-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Deutschland</subfield><subfield code="0">(DE-588)4011882-4</subfield><subfield code="D">g</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Konjunktur</subfield><subfield code="0">(DE-588)4032125-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Sozialprodukt</subfield><subfield code="0">(DE-588)4129494-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Nachfrage</subfield><subfield code="0">(DE-588)4041036-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Frankreich</subfield><subfield code="0">(DE-588)4018145-5</subfield><subfield code="D">g</subfield></datafield><datafield tag="689" ind1="0" ind2="5"><subfield code="a">Italien</subfield><subfield code="0">(DE-588)4027833-5</subfield><subfield code="D">g</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Discussion paper</subfield><subfield code="v">Series 1, Economic studies ; 2005,39</subfield><subfield code="w">(DE-604)BV017594637</subfield><subfield code="9">2005,39</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">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</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-014774447</subfield></datafield></record></collection> |
| geographic | Frankreich (DE-588)4018145-5 gnd Deutschland (DE-588)4011882-4 gnd Italien (DE-588)4027833-5 gnd |
| geographic_facet | Frankreich Deutschland Italien |
| id | DE-604.BV021558469 |
| illustrated | Illustrated |
| index_date | 2024-07-02T14:33:55Z |
| indexdate | 2025-01-02T17:07:25Z |
| institution | BVB |
| isbn | 386558098X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014774447 |
| oclc_num | 162338794 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-12 DE-473 DE-BY-UBG DE-20 DE-11 DE-188 |
| owner_facet | DE-355 DE-BY-UBR DE-12 DE-473 DE-BY-UBG DE-20 DE-11 DE-188 |
| physical | 51 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Deutsche Bank |
| record_format | marc |
| 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 Konjunktur (DE-588)4032125-3 gnd rswk-swf Nachfrage (DE-588)4041036-5 gnd rswk-swf Frankreich (DE-588)4018145-5 gnd rswk-swf Deutschland (DE-588)4011882-4 gnd rswk-swf Italien (DE-588)4027833-5 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 Konjunktur (DE-588)4032125-3 gnd Nachfrage (DE-588)4041036-5 gnd |
| subject_GND | (DE-588)4129494-4 (DE-588)4032125-3 (DE-588)4041036-5 (DE-588)4018145-5 (DE-588)4011882-4 (DE-588)4027833-5 |
| 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 Konjunktur (DE-588)4032125-3 gnd Nachfrage (DE-588)4041036-5 gnd |
| topic_facet | Sozialprodukt Konjunktur Nachfrage Frankreich Deutschland Italien |
| 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 |