Business Cycles in the Contemporary World : Description, Causes, Aggregation, and Synchronization /

The book provides a thorough and sophisticated descriptive analysis of business cycles in a historical perspective. The study is based on the latest available time series as well as latest techniques from the frequency domain. A combined univariate and bivariate analysis is conducted on the national...

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Bibliographic Details
Main Author: Süssmuth, Bernd
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Heidelberg : Physica-Verlag HD : Imprint : Physica, 2003.
Series:Contributions to economics.
Subjects:
Online Access:Connect to the full text of this electronic book

MARC

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505 0 |a Introduction -- Part I: Methodology: General Considerations and Historiography; The Analysis of Cyclical Dynamics -- Part II: National, Supra- and International Cycles: The G7 and Euro15 Economies: 1960 -- 2000; Mode-Locking and the Global Cycle -- Part III: The Sectoral Constitution of Macro-Cycles: An Aggregation Problem for Linear Models?; The Synchronization of Sectoral Cycles; A Non-Linear Synchronization Model; Conclusion. 
520 |a The book provides a thorough and sophisticated descriptive analysis of business cycles in a historical perspective. The study is based on the latest available time series as well as latest techniques from the frequency domain. A combined univariate and bivariate analysis is conducted on the national as well as supranational (G7- and Euro-Area wide) level. Issues of stability, volatility, and cyclicality are investigated jointly. An extensive analysis of US manufacturing investment series on the fairly disaggregated four-digit level highlights the limits of linear models to capture the sectoral aggregation process. Synchronization is modelled by a mode-locking mechanism of industrial investment cycles induced by informational externalities. The model in its stochastic version is numerically simulated to assess an agreement between model and data. 
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