Growth spillover through trade: A spatial dynamic panel data approach
This paper empirically examines the international spillover of economic growth through
bilateral trade. We extend the Solow growth model with a spatial autoregressive term and a …
bilateral trade. We extend the Solow growth model with a spatial autoregressive term and a …
Business cycle synchronization in EU: A time‐varying approach
This article investigates the time‐varying correlation between the EU 12‐wide business
cycle and the initial EU 12 member‐countries based on Scalar‐BEKK and multivariate …
cycle and the initial EU 12 member‐countries based on Scalar‐BEKK and multivariate …
Determinants of co-movement and of lead and lag behavior of business cycles in the Eurozone
In this paper we study business cycle correlations in the Eurozone and its determinants.
Additionally, we also analyze the determinants of the lead and lag behavior of business …
Additionally, we also analyze the determinants of the lead and lag behavior of business …
International output synchronization at different frequencies
This study investigates whether output comovement patterns across countries differ at
varying frequencies and examines how trade and financial integration affect synchronization …
varying frequencies and examines how trade and financial integration affect synchronization …
Frequency aspects of information transmission in a network of three western equity markets
H Schmidbauer, A Rösch, E Uluceviz - Physica A: Statistical Mechanics and …, 2017 - Elsevier
Cycles in the behavior of stock markets have been widely documented. There is an
increasing body of literature on whether stock markets anticipate business cycles or its …
increasing body of literature on whether stock markets anticipate business cycles or its …
Diverse models of capitalism and synchronization of business cycles
We explore the nexus between varieties of capitalism and optimum currency area theory
and analyze the impact of institutional architecture on business cycle synchronization …
and analyze the impact of institutional architecture on business cycle synchronization …
[PDF][PDF] The effect of trade, specialization and financial integration on business cycles synchronization in some mediterranean countries
N Alimi - Asian Economic and Financial Review, 2015 - researchgate.net
THE EFFECT OF TRADE, SPECIALIZATION AND FINANCIAL INTEGRATION ON BUSINESS
CYCLES SYNCHRONIZATION IN SOME MEDITERRANEAN COUNTRIES Page 1 Asian …
CYCLES SYNCHRONIZATION IN SOME MEDITERRANEAN COUNTRIES Page 1 Asian …
G7 countries–advocates of the global business cycle
In the new global framework, the concept of business cycle synchronization has become a
central research issue, in order to better explain the interdependencies, co-movements and …
central research issue, in order to better explain the interdependencies, co-movements and …
The synchronization of European credit cycles
B Meller, N Metiu - 2015 - papers.ssrn.com
We study the synchronization of credit booms and busts among 12 major European
economies and the United States between 1972-2011. We propose a regression-based …
economies and the United States between 1972-2011. We propose a regression-based …
A wavelet-based approach to filter out symmetric macroeconomic shocks
We propose a novel method for econometric time series analysis. This method acts as the
comovement-selective filter and is useful to filter out the cycles that are caused by an global …
comovement-selective filter and is useful to filter out the cycles that are caused by an global …