scholarly journals Business Cycle Fluctuations in U.S. Macroeconomic Time Series

10.3386/w6528 ◽  
1998 ◽  
Author(s):  
James Stock ◽  
Mark Watson
Keyword(s):  
Time Series ◽  
Business Cycle ◽  
Business Cycle Fluctuations ◽  
Macroeconomic Time Series

On business cycle fluctuations in USA macroeconomic time series

2016 ◽  
Vol 53 ◽  
pp. 179-186 ◽  
Author(s):  
Khurshid M. Kiani
Keyword(s):  
Time Series ◽  
Business Cycle ◽  
Business Cycle Fluctuations ◽  
Macroeconomic Time Series

Chapter 1 Business cycle fluctuations in us macroeconomic time series

1999 ◽  
pp. 3-64 ◽  
Author(s):  
James H. Stock ◽  
Mark W. Watson
Keyword(s):  
Time Series ◽  
Business Cycle ◽  
Business Cycle Fluctuations ◽  
Macroeconomic Time Series

scholarly journals Business Cycles in Algerian Economy: A Bayesian DSGE Approach

2018 ◽  
Vol 2 (1) ◽  
pp. 72-100
Author(s):  
Abdelsalam BOUKHEROUFA
Keyword(s):  
Time Series ◽  
Business Cycles ◽  
Business Cycle ◽  
Equilibrium Model ◽  
Government Spending ◽  
Aggregate Demand ◽  
Dynamic Stochastic General Equilibrium ◽  
Business Cycle Fluctuations ◽  
Output Fluctuations ◽  
Dynamic Stochastic

The main objective of this paper is to highlight the most important shocks that drives the business cycles in the Algerian economy. Using Bayesian estimation techniques, we estimate a dynamic stochastic general equilibrium model (DSGE) using four time series of the Algerian macroeconomics. Through this estimated model, which succeeded in capturing the dynamics of the Algerian economy data, we found three main results: First, the main causes of business cycle fluctuations in the Algerian economy are aggregate demand shocks. Second, the of government spending shock play the most important role in output fluctuations. Third, empirical results show evidences of procyclical in government spending policies.

Business cycle asymmetries and non-linearities in U.K. macroeconomic time series

1995 ◽  
Vol 49 (2) ◽  
pp. 97-124 ◽  
Author(s):  
Terence C. Mills
Keyword(s):  
Time Series ◽  
Business Cycle ◽  
Macroeconomic Time Series

Slow Booms and Deep Busts: 160 Years of Business Cycles in Spain

2017 ◽  
Vol 68 (2) ◽  
Author(s):  
Thomas Gries ◽  
Marlon Fritz ◽  
Yuanhua Feng
Keyword(s):  
Time Series ◽  
Business Cycles ◽  
Business Cycle ◽  
Nonparametric Regression ◽  
Bandwidth Selection ◽  
Smoothing Parameter ◽  
Cycle Decomposition ◽  
Trend Estimation ◽  
Macroeconomic Time Series ◽  
Trend And Cycle Decomposition

AbstractThis paper introduces an economically important new idea for detrending macroeconomic time series and examines the Spanish business cycle pattern with respect to potential asymmetries. To address difficulties in the trend and cycle decomposition, a nonparametric trend estimation approach is introduced and exemplary applied to the Spanish GDP data for the period 1850 to 2015. The application of an iterative plug-in (IPI) algorithm for endogenous bandwidth selection solves the problem of choosing an adequate smoothing parameter for nonparametric regression. The algorithm identifies continuously

Business Cycle Asymmetries and Nonlinearity in UAE Macroeconomic Time Series

2016 ◽  
Vol 55 (4) ◽  
pp. 476-490
Author(s):  
Mohamed Osman ◽  
Ariful Hoque ◽  
Kamrul Hassan
Keyword(s):  
Time Series ◽  
Business Cycle ◽  
Macroeconomic Time Series
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