Towards a Monthly Business Cycle Chronology for the Euro Area:
This paper is an exercise in dating the Euro area business cycle on a monthly basis. Using a quite flexible interpolation routine, we construct several monthly series of Euro area real GDP, and then apply the Bry-Boschan (1971) procedure. To account for the asymmetry in growth regimes and duration a...
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Format: | Elektronisch Buchkapitel |
Sprache: | English |
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Paris
OECD Publishing
2005
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Online-Zugang: | DE-384 DE-473 DE-824 DE-29 DE-739 DE-355 DE-20 DE-1028 DE-1049 DE-521 DE-861 DE-898 DE-92 DE-91 DE-573 DE-19 Volltext |
Zusammenfassung: | This paper is an exercise in dating the Euro area business cycle on a monthly basis. Using a quite flexible interpolation routine, we construct several monthly series of Euro area real GDP, and then apply the Bry-Boschan (1971) procedure. To account for the asymmetry in growth regimes and duration across business cycle phases, we propose to extend this method with a combined amplitude/phase-length criterion ruling out expansionary phases that are short and flat. Applying the extended procedure to US and Euro area data, we are able to replicate approximately the dating decisions of the National Bureau of Economic Research (NBER) and the Centre for Economic Policy Research (CEPR) |
Beschreibung: | 1 Online-Ressource (27 Seiten) 16 x 23cm |
DOI: | 10.1787/jbcma-2005-5km7v183t48r |
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Datensatz im Suchindex
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author | Mönch, Emanuel |
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spelling | Mönch, Emanuel Verfasser aut Towards a Monthly Business Cycle Chronology for the Euro Area Emanuel Mönch and Harald Uhlig Paris OECD Publishing 2005 1 Online-Ressource (27 Seiten) 16 x 23cm txt rdacontent c rdamedia cr rdacarrier This paper is an exercise in dating the Euro area business cycle on a monthly basis. Using a quite flexible interpolation routine, we construct several monthly series of Euro area real GDP, and then apply the Bry-Boschan (1971) procedure. To account for the asymmetry in growth regimes and duration across business cycle phases, we propose to extend this method with a combined amplitude/phase-length criterion ruling out expansionary phases that are short and flat. Applying the extended procedure to US and Euro area data, we are able to replicate approximately the dating decisions of the National Bureau of Economic Research (NBER) and the Centre for Economic Policy Research (CEPR) Economics Euro Area Uhlig, Harald ctb https://doi.org/10.1787/jbcma-2005-5km7v183t48r Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Mönch, Emanuel Towards a Monthly Business Cycle Chronology for the Euro Area Economics Euro Area |
title | Towards a Monthly Business Cycle Chronology for the Euro Area |
title_auth | Towards a Monthly Business Cycle Chronology for the Euro Area |
title_exact_search | Towards a Monthly Business Cycle Chronology for the Euro Area |
title_exact_search_txtP | Towards a Monthly Business Cycle Chronology for the Euro Area |
title_full | Towards a Monthly Business Cycle Chronology for the Euro Area Emanuel Mönch and Harald Uhlig |
title_fullStr | Towards a Monthly Business Cycle Chronology for the Euro Area Emanuel Mönch and Harald Uhlig |
title_full_unstemmed | Towards a Monthly Business Cycle Chronology for the Euro Area Emanuel Mönch and Harald Uhlig |
title_short | Towards a Monthly Business Cycle Chronology for the Euro Area |
title_sort | towards a monthly business cycle chronology for the euro area |
topic | Economics Euro Area |
topic_facet | Economics Euro Area |
url | https://doi.org/10.1787/jbcma-2005-5km7v183t48r |
work_keys_str_mv | AT monchemanuel towardsamonthlybusinesscyclechronologyfortheeuroarea AT uhligharald towardsamonthlybusinesscyclechronologyfortheeuroarea |