By Thierry Aimar, Francis Bismans, Claude Diebolt

ISBN-10: 3319243233

ISBN-13: 9783319243238

ISBN-10: 331924325X

ISBN-13: 9783319243252

This ebook analyzes the advance of financial cycles within the run of heritage. the focal point is at the improvement of cycle thought, with greatest emphasis upon rules. bankruptcy 1 provides an outline of the talk approximately cycles ahead of the Seventies. bankruptcy 2 completes this survey by means of offering the most empirical investigations considering that that point. ultimately, Chapters three and four illustrate the discourse, by means of featuring, within the culture of Burns and Mitchell, unique case reviews on France, South Africa, and Germany.

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1975). The political business cycle. Review of Economic Studies, 42, 169–190. Persons, W. M. (1919). Indices of business conditions. Review of Economic Statistics, 1, 5–110. Ricardo, D. (1817, 1819, 1821). On the principles of political economy and taxation. In P. ), The works and correspondence of David Ricardo (Vol. 1). Cambridge: Cambridge University Press, 1951. (Trad. ). References 27 Samuelson, P. A. (1939). Interactions between the multiplier analysis and the principle of acceleration. Review of Economic Statistics, 21, 75–78.

Of course, several hypotheses can be constructed on ft , and εjt , which would result in as many different models. Stock and Watson’s (1991), quoted above, is one example. Forni et al. (2001) are based on a generalised dynamic factor model (GDFM) to construct a synthetic coincident indicator for the Eurozone. Chauvet (1998), on the other hand, combines a GDFM with a Markovian regime-switching model, which results in a chronology of the American cycle very similar to the NBER’s. References Abramovitz, M.

Sims sided of course with the second approach, which induced him to suggest the use of “vector auto-regressions” (VAR) which was nothing but a multidimensional generalisation of autoregressive models (cf. Sims 1980a). 2) where yt = (y1t , . . , yKt ), the Ai ,i = 1, . . , p, are K × K matrices of coefficients and ut = (u1t , . . , uKt ), is a white noise vector or innovations of average 0 and of variance-covariance matrix u. By Wold’s theorem, any VAR model—stationary, we will come back to this later—allows an infinite moving average representation: +∞ j ut−j .

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