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 Artikel |
| Sprache: | English |
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OECD Publishing
2005
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| 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 p.) 16 x 23cm. |
| DOI: | 10.1787/jbcma-2005-5km7v183t48r |
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| spelling | Mönch, Emanuel VerfasserIn aut Towards a Monthly Business Cycle Chronology for the Euro Area Emanuel, Mönch and Harald, Uhlig Paris OECD Publishing 2005 1 Online-Ressource (27 p.) 16 x 23cm. Text txt rdacontent Computermedien c rdamedia Online-Ressource 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 MitwirkendeR ctb Enthalten in Journal of Business Cycle Measurement and Analysis Vol. 2005, no. 1, p. 43-69 volume:2005 year:2005 number:1 pages:43-69 FWS01 ZDB-13-SOC FWS_PDA_SOC https://doi.org/10.1787/jbcma-2005-5km7v183t48r 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_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 |
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