A non-stationary perspective on the European and Swedish business cycle:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Göteborg
Dep. of Economics, School of Business, Economics and Law, Göteborg Univ.
2007
|
| Schriftenreihe: | Economic studies
163 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Zugl.: Göteborg, Univ., Diss., 2007 |
| Beschreibung: | X, 84 S. graph. Darst. |
| ISBN: | 9185169226 9789185169221 |
Internformat
MARC
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| 100 | 1 | |a Holm, Louise |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a A non-stationary perspective on the European and Swedish business cycle |c Louise Holm |
| 264 | 1 | |a Göteborg |b Dep. of Economics, School of Business, Economics and Law, Göteborg Univ. |c 2007 | |
| 300 | |a X, 84 S. |b graph. Darst. | ||
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| 490 | 1 | |a Economic studies |v 163 | |
| 500 | |a Zugl.: Göteborg, Univ., Diss., 2007 | ||
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| 650 | 7 | |a Icke-parametriska metoder - matematisk statistik |2 sao | |
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Datensatz im Suchindex
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Contents
1 Introduction 1
1.1 Business cycles 1
1.2 Dating the business cycle 2
2 Statistical methods: a bird's eye view 7
2.1 Non parametric regression 7
2.2 Probit model 13
3 Estimation procedures 15
3.1 Non parametric kernel smoothing 15
3.2 Modelling and estimating the common dynamic 18
4 Dating the business cycle in the Euro area 21
4.1 Previous non parametric dating 22
4.2 The data 23
4.3 Results 23
4.4 Conclusions 26
5 The Swedish business cycle, 1969 2006 37
5.1 The data 37
5.2 Recessions and expansions in Sweden 1970 2006 38
5.3 Results 38
5.4 Conclusions 40
6 Evaluation of variables for forecasting recessions in Sweden using a pro
bit model 53
6.1 Relationship between yield curve and recessions 54
6.2 Related work 54
6.3 Recessions and expansions in Sweden since 1970 55
6.4 The data 56
6.5 Estimation procedures 57
6.5.1 The standard probit model 58
6.5.2 The modified probit model 58
6.5.3 Ordinary least square 59
6.5.4 Measures of fit 59
6.6 Results 60
i
ii
6.6.1 Results from the series 60
6.6.2 A closer look at the spread 62
6.6.3 Comparison of statistics 63
6.7 Conclusions 64
7 Summary 77
List of Figures
1.1 Business cycles; (top) growth rate cycle, (middle) classical cycle and (bot¬
tom) growth cycle 3
1.2 (Top) quarterly U.S. GDP since 1960 and (bottom) first difference of the
logarithm of quarterly U.S. GDP, with dates of economic recessions as
determined by the NBER indicated with shaded regions 5
1.3 (Top) quarterly Euro area GDP since 1970 and (bottom) first difference of
the logarithm of quarterly Euro area GDP, with dates of economic reces¬
sions as determined by the CEPR indicated with shaded regions 6
2.1 Comparing a parametric (left) with a non parametric (right) model . 8
2.2 The Epanechnikov kernel 9
2.3 Nadaraya Watson estimator of data points generated from y = sin(x) + e
where the full line is the estimate and the dashed line is sin(x) 9
2.4 The trade off between variance and bias 11
2.5 A Nadaraya Watson estimator with (left) a very small bandwidth, (middle)
an optimal bandwidth and (right) a very large bandwidth 11
2.6 Cross validation function 12
2.7 Reflection of original data in point estimates at end of interval which results
in a new data set containing the original data and the pseudodata generated
by the reflection suggested by Hall Wehrly [41] 13
4.1 The logarithm of the macroeconomic aggregated series for the Euro area
(the shaded areas indicate recession periods dated by the CEPR) 27
4.2 Growth rates of the logarithm of the series: IP, YER, FDD, MTR, PCR,
PYR, and XTR (the shaded areas indicate recession periods dated by the
CEPR) 28
4.3 (Left) the autocorrelation of the growth rates and (right) their absolute
values: IP, YER, FDD, MTR, PCR, PYR, and XTR 29
4.4 The cross validation function of the seven series and X(t); (top) IP and
YER, followed by FDD and MTR, PCR and PYR and (bottom) XTR and
CV function for X(t) when estimating Equation (3.18) 30
4.5 The first difference of the estimated means using Equation (3.1): IP, YER,
FDD, MTR, PCR, PYR, and XTR 31
4.6 (Left) autocorrelations of the residuals (e*), from estimating the series with
Equation (3.1) and (right) autocorrelations of the absolute values of the
residuals: IP, YER, FDD, MTR, PCR, PYR, and XTR 32
iii
iv
4.7 (a) the logarithmic series minus their first value; (b) the standardised series
zk calculated from Equation (3.13); (c) and (d) the coefficients (t) and m(t) 33
4.8 (Top) estimated standard deviations ( x(i)), of the seven macroeconomic
series modelled according to Equation (3.1); (middle) standardised stan¬
dard deviations ( (t)/a(t)) for IP, YER, FDD, MTR, PCR, PYR and XTR
together with the standard deviation of X(t) (thick dashed line); (bottom)
coefficients fa(t) calculated with Equation (3.16) (IP, PCR, and PYR con¬
tribute the least to X(t) and the result would not change much if only
YER, FDD, MTR, and XTR were used) 34
4.9 Autocorrelation of the residuals fjk from estimating Equation (3.17) (top)
and their absolute values (bottom) 35
4.10 (Top) the X(t) series calculated with Equation (3.14); (middle) the first
difference of the X(t) series; (bottom) the estimated business cycle for the
Euro area with 95% confidence bands (the shaded areas represent recessions
dated by the CEPR) 36
5.1 The four logarithmic series minus their first values, Ql in 1969 42
5.2 Growth rates of the logarithmic series: GDP, industrial production, house¬
hold's disposable income and retail trade together with the recession peri¬
ods found by our method 43
5.3 (Left) the autocorrelation of the growth rates and (right) their absolute
values: GDP, industrial production, household's disposable income and
retail trade 44
5.4 The cross validation functions for the four series: (top) GDP and industrial
production; (bottom) household's disposable income and retail trade . 45
5.5 The first difference of the mean p,(t) estimated using Equation (3.1): GDP,
industrial production, household's disposable income and retail trade . 46
5.6 (Left) autocorrelation of estimated residuals (ek) of the four series in Equa¬
tion (3.1); (right) autocorrelation of the absolute values of the estimated
residuals: GDP, industrial production, household's disposable income and
retail trade 47
5.7 (a) the standardised series zk calculated from Equation (3.13); (b) the
time varying coefficient /3(£); (c) the time varying coefficient (t); (d) the
time varying coefficient rh(t) 48
5.8 (Top) estimated standard deviations {6(t)) of the four series in Equa¬
tion (3.1); (middle) standardised standard deviations (d(t)/a(t)) for GDP,
industrial production, household's disposable income and retail trade to¬
gether with the standard deviation of X(t) (thick line); (bottom) the stan¬
dard deviations, d(t) from estimating Equation (3.1) for GDP (full line)
and Equation (3.17) AX(t) (dashed line) 49
5.9 Autocorrelation of the residuals fik from estimating Equation (3 17) (top)
and of their absolute values (bottom) 50
V
5.10 (Top) the X(t) series calculated with Equation (3.14); (middle) the first
difference of the X(t) series; (bottom) the estimated business cycle for
Sweden during 1969:Ql 2005:Q4 with 95% confidence bands using all four
series 51
5.11 The estimated business cycle with peaks in the growth rate (circles) for Swe¬
den during 1969:Ql 2005:Q4 with 95% confidence bands where the shaded
areas represent the peak period dated by Statistics Sweden 52
6.1 Interest rate spread since 1969:M1 in Sweden together with recessions dated
in Chapter 5 58
6.2 (Top) pseudo R2 for the standard probit model (left) and the modified
model (right) using the composite leading indicator, 1969:Ml 2006:M3;
(bottom) pseudo R2 for the standard probit model (left) and the modi¬
fied model (right) using the spread, 1986:M1 2006:M3 71
6.3 The predicted probabilities for a recession; standard model (top) and mod¬
ified model (bottom) with thresholds 0.25 and 0.50 for the period 1969:M9
2006:M3 using the composite leading indicator (the shaded areas represent
the recessions dated in Chapter 5) 72
6.4 The predicted probabilities of a recession 1969:Q1 1985:Q4; (top) industrial
production, household's disposable income and retail trade with a horizon
of one quarter, (bottom) the spread and employment with a horizon of
seven quarters (shaded areas represent the recessions dated in Chapter 5) . 73
6.5 (Top left) estimated recession probabilities for the standard model using the
compositing leading indicator eight months back (thin) and the modified
model using the compositing leading indicator and the recession status eight
months back (thick) for the period 1969:M9 2006:M3, where the value of the
composite leading indicator is measured on the x axis and the probability
is measured on the y axis; (top right) probability of a recession six months
ahead as a function of the current spread for standard probit model (thin)
and the modified probit model using the spread and the recession status
6 months back (thick) for the period 1986:Ml 2006:M3, where the value
of the spread is measured on the rr axis and the probability is measured
on the y axis; (bottom) predicted recession probabilities using the spread
three months back (standard model for the period 1969:M4 1985:M12) with
thresholds 0.25 and 0.50 and where the shaded areas represent recessions
dated in Chapter 5 74
6.6 Predicted recession probabilities using the spread six months back; stan¬
dard model (top) and modified model (bottom) for the period 1986:M7
2006:M3, with thresholds 0.25 and 0.50 and where the shaded areas repre¬
sent recessions dated in Chapter 5 75
List of Tables
1.1 The NBER business cycle dates since I960 4
1.2 The CEPR business cycle dates since 1970 6
4.1 CEPR business cycle dates 22
4.2 Our estimated business cycle dates together with dates found by MOnch :
Uhlig (2004) and Harding k Pagan (2001) 25
4.3 Business cycle dates using different combinations of the series 26
5.1 Peaks and troughs in Sweden during 1970 2000 according to Christoffersen
(2000) 38
5.2 The peaks and troughs identified by the procedure here with all four series
(left) and with only GDP (right) 40
6.1 Peaks and troughs according the Swedish dating between 1969:Q1 and
2006:Ql in Chapter 5 56
6.2 Indicator series 57
6.3 Standard (top) and modified (bottom) probit model using the composite
leading indicator with k = 8, 1969:Ml 2006:M3 61
6.4 Estimated recession probabilities for the probit models using the composite
leading indicator 8 months back 61
6.5 Standard probit model using the spread with k = 3, 1969:M1 1985:M12 . . 63
6.6 Standard (top) and modified (bottom) probit model using the spread with
k = 6, 1986:Ml 2006:M3 63
6.7 Estimated recession probabilities for probit model using the spread 6 months
back, 1986:Ml 2006:M3 64
6.8 Coefficients from OLS estimations and marginal effects from the probit
estimations; (first and second row) the composite leading indicator with
and without lagged dependent variable; (third row) spread in the regulated
period and (fourth and fifth row) spread in the unregulated period with and
without lagged dependent variable 64
6.9 (Top) horizons with significant coefficients for employment, GDP, industrial
production, household's disposable income, retail trade and survey shortage
of manpower, quarterly data; (bottom) horizons with significant coefficients
for OMX, monetary aggregates M0 and M3, composite leading indicator,
factor price index, three month T bill and 10 year T bill, monthly data . . 66
vii
viii
6.10 Horizons with significant coefficients for the spread and the composite lead¬
ing indicator, monthly data (NE=not estimated), where X is the variable
described in each column and R is the state of the economy 67
6.11 Predicted and actual monthly recession outcomes by threshold probability,
using the compositing leading indicator eight months back, 1969:M9 2006:M3 68
6.12 Predicted and actual monthly recession outcomes by threshold probabil¬
ity, using the compositing leading indicator and the recession status eight
months back, 1969:M9 2006:M3 69
6.13 Predicted and actual monthly recession outcomes by threshold probability,
using the spread three months back, 1969:M4 1985:M12 69
6.14 Predicted and actual monthly recession outcomes by threshold probability,
using the spread six months back, 1986:M9 2006:M3 70
6.15 Predicted and actual monthly recession outcomes by threshold probability,
using the spread and the recession status six months back, 1986:M7 2006:M3 70 |
| adam_txt |
Contents
1 Introduction 1
1.1 Business cycles 1
1.2 Dating the business cycle 2
2 Statistical methods: a bird's eye view 7
2.1 Non parametric regression 7
2.2 Probit model 13
3 Estimation procedures 15
3.1 Non parametric kernel smoothing 15
3.2 Modelling and estimating the common dynamic 18
4 Dating the business cycle in the Euro area 21
4.1 Previous non parametric dating 22
4.2 The data 23
4.3 Results 23
4.4 Conclusions 26
5 The Swedish business cycle, 1969 2006 37
5.1 The data 37
5.2 Recessions and expansions in Sweden 1970 2006 38
5.3 Results 38
5.4 Conclusions 40
6 Evaluation of variables for forecasting recessions in Sweden using a pro
bit model 53
6.1 Relationship between yield curve and recessions 54
6.2 Related work 54
6.3 Recessions and expansions in Sweden since 1970 55
6.4 The data 56
6.5 Estimation procedures 57
6.5.1 The standard probit model 58
6.5.2 The modified probit model 58
6.5.3 Ordinary least square 59
6.5.4 Measures of fit 59
6.6 Results 60
i
ii
6.6.1 Results from the series 60
6.6.2 A closer look at the spread 62
6.6.3 Comparison of statistics 63
6.7 Conclusions 64
7 Summary 77
List of Figures
1.1 Business cycles; (top) growth rate cycle, (middle) classical cycle and (bot¬
tom) growth cycle 3
1.2 (Top) quarterly U.S. GDP since 1960 and (bottom) first difference of the
logarithm of quarterly U.S. GDP, with dates of economic recessions as
determined by the NBER indicated with shaded regions 5
1.3 (Top) quarterly Euro area GDP since 1970 and (bottom) first difference of
the logarithm of quarterly Euro area GDP, with dates of economic reces¬
sions as determined by the CEPR indicated with shaded regions 6
2.1 Comparing a parametric (left) with a non parametric (right) model . 8
2.2 The Epanechnikov kernel 9
2.3 Nadaraya Watson estimator of data points generated from y = sin(x) + e
where the full line is the estimate and the dashed line is sin(x) 9
2.4 The trade off between variance and bias 11
2.5 A Nadaraya Watson estimator with (left) a very small bandwidth, (middle)
an optimal bandwidth and (right) a very large bandwidth 11
2.6 Cross validation function 12
2.7 Reflection of original data in point estimates at end of interval which results
in a new data set containing the original data and the pseudodata generated
by the reflection suggested by Hall Wehrly [41] 13
4.1 The logarithm of the macroeconomic aggregated series for the Euro area
(the shaded areas indicate recession periods dated by the CEPR) 27
4.2 Growth rates of the logarithm of the series: IP, YER, FDD, MTR, PCR,
PYR, and XTR (the shaded areas indicate recession periods dated by the
CEPR) 28
4.3 (Left) the autocorrelation of the growth rates and (right) their absolute
values: IP, YER, FDD, MTR, PCR, PYR, and XTR 29
4.4 The cross validation function of the seven series and X(t); (top) IP and
YER, followed by FDD and MTR, PCR and PYR and (bottom) XTR and
CV function for X(t) when estimating Equation (3.18) 30
4.5 The first difference of the estimated means using Equation (3.1): IP, YER,
FDD, MTR, PCR, PYR, and XTR 31
4.6 (Left) autocorrelations of the residuals (e*), from estimating the series with
Equation (3.1) and (right) autocorrelations of the absolute values of the
residuals: IP, YER, FDD, MTR, PCR, PYR, and XTR 32
iii
iv
4.7 (a) the logarithmic series minus their first value; (b) the standardised series
zk calculated from Equation (3.13); (c) and (d) the coefficients (t) and m(t) 33
4.8 (Top) estimated standard deviations ( x(i)), of the seven macroeconomic
series modelled according to Equation (3.1); (middle) standardised stan¬
dard deviations ( (t)/a(t)) for IP, YER, FDD, MTR, PCR, PYR and XTR
together with the standard deviation of X(t) (thick dashed line); (bottom)
coefficients fa(t) calculated with Equation (3.16) (IP, PCR, and PYR con¬
tribute the least to X(t) and the result would not change much if only
YER, FDD, MTR, and XTR were used) 34
4.9 Autocorrelation of the residuals fjk from estimating Equation (3.17) (top)
and their absolute values (bottom) 35
4.10 (Top) the X(t) series calculated with Equation (3.14); (middle) the first
difference of the X(t) series; (bottom) the estimated business cycle for the
Euro area with 95% confidence bands (the shaded areas represent recessions
dated by the CEPR) 36
5.1 The four logarithmic series minus their first values, Ql in 1969 42
5.2 Growth rates of the logarithmic series: GDP, industrial production, house¬
hold's disposable income and retail trade together with the recession peri¬
ods found by our method 43
5.3 (Left) the autocorrelation of the growth rates and (right) their absolute
values: GDP, industrial production, household's disposable income and
retail trade 44
5.4 The cross validation functions for the four series: (top) GDP and industrial
production; (bottom) household's disposable income and retail trade . 45
5.5 The first difference of the mean p,(t) estimated using Equation (3.1): GDP,
industrial production, household's disposable income and retail trade . 46
5.6 (Left) autocorrelation of estimated residuals (ek) of the four series in Equa¬
tion (3.1); (right) autocorrelation of the absolute values of the estimated
residuals: GDP, industrial production, household's disposable income and
retail trade 47
5.7 (a) the standardised series zk calculated from Equation (3.13); (b) the
time varying coefficient /3(£); (c) the time varying coefficient (t); (d) the
time varying coefficient rh(t) 48
5.8 (Top) estimated standard deviations {6(t)) of the four series in Equa¬
tion (3.1); (middle) standardised standard deviations (d(t)/a(t)) for GDP,
industrial production, household's disposable income and retail trade to¬
gether with the standard deviation of X(t) (thick line); (bottom) the stan¬
dard deviations, d(t) from estimating Equation (3.1) for GDP (full line)
and Equation (3.17) AX(t) (dashed line) 49
5.9 Autocorrelation of the residuals fik from estimating Equation (3 17) (top)
and of their absolute values (bottom) 50
V
5.10 (Top) the X(t) series calculated with Equation (3.14); (middle) the first
difference of the X(t) series; (bottom) the estimated business cycle for
Sweden during 1969:Ql 2005:Q4 with 95% confidence bands using all four
series 51
5.11 The estimated business cycle with peaks in the growth rate (circles) for Swe¬
den during 1969:Ql 2005:Q4 with 95% confidence bands where the shaded
areas represent the peak period dated by Statistics Sweden 52
6.1 Interest rate spread since 1969:M1 in Sweden together with recessions dated
in Chapter 5 58
6.2 (Top) pseudo R2 for the standard probit model (left) and the modified
model (right) using the composite leading indicator, 1969:Ml 2006:M3;
(bottom) pseudo R2 for the standard probit model (left) and the modi¬
fied model (right) using the spread, 1986:M1 2006:M3 71
6.3 The predicted probabilities for a recession; standard model (top) and mod¬
ified model (bottom) with thresholds 0.25 and 0.50 for the period 1969:M9
2006:M3 using the composite leading indicator (the shaded areas represent
the recessions dated in Chapter 5) 72
6.4 The predicted probabilities of a recession 1969:Q1 1985:Q4; (top) industrial
production, household's disposable income and retail trade with a horizon
of one quarter, (bottom) the spread and employment with a horizon of
seven quarters (shaded areas represent the recessions dated in Chapter 5) . 73
6.5 (Top left) estimated recession probabilities for the standard model using the
compositing leading indicator eight months back (thin) and the modified
model using the compositing leading indicator and the recession status eight
months back (thick) for the period 1969:M9 2006:M3, where the value of the
composite leading indicator is measured on the x axis and the probability
is measured on the y axis; (top right) probability of a recession six months
ahead as a function of the current spread for standard probit model (thin)
and the modified probit model using the spread and the recession status
6 months back (thick) for the period 1986:Ml 2006:M3, where the value
of the spread is measured on the rr axis and the probability is measured
on the y axis; (bottom) predicted recession probabilities using the spread
three months back (standard model for the period 1969:M4 1985:M12) with
thresholds 0.25 and 0.50 and where the shaded areas represent recessions
dated in Chapter 5 74
6.6 Predicted recession probabilities using the spread six months back; stan¬
dard model (top) and modified model (bottom) for the period 1986:M7
2006:M3, with thresholds 0.25 and 0.50 and where the shaded areas repre¬
sent recessions dated in Chapter 5 75
List of Tables
1.1 The NBER business cycle dates since I960 4
1.2 The CEPR business cycle dates since 1970 6
4.1 CEPR business cycle dates 22
4.2 Our estimated business cycle dates together with dates found by MOnch :
Uhlig (2004) and Harding k Pagan (2001) 25
4.3 Business cycle dates using different combinations of the series 26
5.1 Peaks and troughs in Sweden during 1970 2000 according to Christoffersen
(2000) 38
5.2 The peaks and troughs identified by the procedure here with all four series
(left) and with only GDP (right) 40
6.1 Peaks and troughs according the Swedish dating between 1969:Q1 and
2006:Ql in Chapter 5 56
6.2 Indicator series 57
6.3 Standard (top) and modified (bottom) probit model using the composite
leading indicator with k = 8, 1969:Ml 2006:M3 61
6.4 Estimated recession probabilities for the probit models using the composite
leading indicator 8 months back 61
6.5 Standard probit model using the spread with k = 3, 1969:M1 1985:M12 . . 63
6.6 Standard (top) and modified (bottom) probit model using the spread with
k = 6, 1986:Ml 2006:M3 63
6.7 Estimated recession probabilities for probit model using the spread 6 months
back, 1986:Ml 2006:M3 64
6.8 Coefficients from OLS estimations and marginal effects from the probit
estimations; (first and second row) the composite leading indicator with
and without lagged dependent variable; (third row) spread in the regulated
period and (fourth and fifth row) spread in the unregulated period with and
without lagged dependent variable 64
6.9 (Top) horizons with significant coefficients for employment, GDP, industrial
production, household's disposable income, retail trade and survey shortage
of manpower, quarterly data; (bottom) horizons with significant coefficients
for OMX, monetary aggregates M0 and M3, composite leading indicator,
factor price index, three month T bill and 10 year T bill, monthly data . . 66
vii
viii
6.10 Horizons with significant coefficients for the spread and the composite lead¬
ing indicator, monthly data (NE=not estimated), where X is the variable
described in each column and R is the state of the economy 67
6.11 Predicted and actual monthly recession outcomes by threshold probability,
using the compositing leading indicator eight months back, 1969:M9 2006:M3 68
6.12 Predicted and actual monthly recession outcomes by threshold probabil¬
ity, using the compositing leading indicator and the recession status eight
months back, 1969:M9 2006:M3 69
6.13 Predicted and actual monthly recession outcomes by threshold probability,
using the spread three months back, 1969:M4 1985:M12 69
6.14 Predicted and actual monthly recession outcomes by threshold probability,
using the spread six months back, 1986:M9 2006:M3 70
6.15 Predicted and actual monthly recession outcomes by threshold probability,
using the spread and the recession status six months back, 1986:M7 2006:M3 70 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Holm, Louise |
| author_facet | Holm, Louise |
| author_role | aut |
| author_sort | Holm, Louise |
| author_variant | l h lh |
| building | Verbundindex |
| bvnumber | BV022470446 |
| ctrlnum | (OCoLC)185236752 (DE-599)BVBBV022470446 |
| format | Book |
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| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| geographic | Schweden (DE-588)4077258-5 gnd |
| geographic_facet | Schweden |
| id | DE-604.BV022470446 |
| illustrated | Illustrated |
| index_date | 2024-07-02T17:44:24Z |
| indexdate | 2025-01-02T11:17:34Z |
| institution | BVB |
| isbn | 9185169226 9789185169221 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015677938 |
| oclc_num | 185236752 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM |
| owner_facet | DE-19 DE-BY-UBM |
| physical | X, 84 S. graph. Darst. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Dep. of Economics, School of Business, Economics and Law, Göteborg Univ. |
| record_format | marc |
| series | Economic studies |
| series2 | Economic studies |
| spelling | Holm, Louise Verfasser aut A non-stationary perspective on the European and Swedish business cycle Louise Holm Göteborg Dep. of Economics, School of Business, Economics and Law, Göteborg Univ. 2007 X, 84 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Economic studies 163 Zugl.: Göteborg, Univ., Diss., 2007 Europäische Union (DE-588)5098525-5 gnd rswk-swf Icke-parametriska metoder - matematisk statistik sao Konjunkturer - E uropa sao Konjunkturer - Sverige sao Prognose (DE-588)4047390-9 gnd rswk-swf Konjunkturzyklus (DE-588)4032134-4 gnd rswk-swf Schweden (DE-588)4077258-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Europäische Union (DE-588)5098525-5 b Konjunkturzyklus (DE-588)4032134-4 s Prognose (DE-588)4047390-9 s DE-604 Schweden (DE-588)4077258-5 g Economic studies 163 (DE-604)BV017643044 163 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015677938&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Holm, Louise A non-stationary perspective on the European and Swedish business cycle Economic studies Europäische Union (DE-588)5098525-5 gnd Icke-parametriska metoder - matematisk statistik sao Konjunkturer - E uropa sao Konjunkturer - Sverige sao Prognose (DE-588)4047390-9 gnd Konjunkturzyklus (DE-588)4032134-4 gnd |
| subject_GND | (DE-588)5098525-5 (DE-588)4047390-9 (DE-588)4032134-4 (DE-588)4077258-5 (DE-588)4113937-9 |
| title | A non-stationary perspective on the European and Swedish business cycle |
| title_auth | A non-stationary perspective on the European and Swedish business cycle |
| title_exact_search | A non-stationary perspective on the European and Swedish business cycle |
| title_exact_search_txtP | A non-stationary perspective on the European and Swedish business cycle |
| title_full | A non-stationary perspective on the European and Swedish business cycle Louise Holm |
| title_fullStr | A non-stationary perspective on the European and Swedish business cycle Louise Holm |
| title_full_unstemmed | A non-stationary perspective on the European and Swedish business cycle Louise Holm |
| title_short | A non-stationary perspective on the European and Swedish business cycle |
| title_sort | a non stationary perspective on the european and swedish business cycle |
| topic | Europäische Union (DE-588)5098525-5 gnd Icke-parametriska metoder - matematisk statistik sao Konjunkturer - E uropa sao Konjunkturer - Sverige sao Prognose (DE-588)4047390-9 gnd Konjunkturzyklus (DE-588)4032134-4 gnd |
| topic_facet | Europäische Union Icke-parametriska metoder - matematisk statistik Konjunkturer - E uropa Konjunkturer - Sverige Prognose Konjunkturzyklus Schweden Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015677938&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV017643044 |
| work_keys_str_mv | AT holmlouise anonstationaryperspectiveontheeuropeanandswedishbusinesscycle |