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Titlebook: Business Cycles; An International Com Ulrich Woitek Book 1997 Physica-Verlag Heidelberg 1997 Germany.Konjunkturzyklen.Wirtschaftsgeschichte

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發(fā)表于 2025-3-21 19:04:11 | 只看該作者 |倒序瀏覽 |閱讀模式
期刊全稱Business Cycles
期刊簡稱An International Com
影響因子2023Ulrich Woitek
視頻videohttp://file.papertrans.cn/193/192076/192076.mp4
學科分類Contributions to Economics
圖書封面Titlebook: Business Cycles; An International Com Ulrich Woitek Book 1997 Physica-Verlag Heidelberg 1997 Germany.Konjunkturzyklen.Wirtschaftsgeschichte
影響因子Subject is the description of unvariate and multivariate business cycle stylized facts. A spectral analysis method (Maximum Entropy spectral estimation) novel in the analysis of economic time series is described and utilized. The method turns out to be superior to widely used time domain methods and the "classical" spectral estimate, the periodogram. The results for eleven OECD countries confirm and extend the basic set of stylized facts of traditional business cycle theory. The changing characteristics of the business cycle are analyzed by comparing the cyclical structure for the postwar and the prewar period. The results show that business cycle is mainly due to investment fluctuations.
Pindex Book 1997
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沙發(fā)
發(fā)表于 2025-3-21 22:18:40 | 只看該作者
Illustrating the Methodology: The Case of Germanycomputed, given by where . denotes the sample mean. This function measures the degree of the linear relationship between two observations in the same series. High values of the autocovariance function at lag r indicate that the series exhibits cyclical structure with a cycle length of about r units
板凳
發(fā)表于 2025-3-22 04:14:13 | 只看該作者
Spectral Analysisty. Since the publication of the influential book by Box and Jenkins (1970), the time-domain approach is prevailing in the description of business cycle stylized facts. Looking at modern papers in this research field, the application of spectral analysis methods is rather the exception than the rule
地板
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發(fā)表于 2025-3-22 14:38:39 | 只看該作者
Book 1997tional business cycle theory. The changing characteristics of the business cycle are analyzed by comparing the cyclical structure for the postwar and the prewar period. The results show that business cycle is mainly due to investment fluctuations.
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發(fā)表于 2025-3-22 19:58:09 | 只看該作者
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發(fā)表于 2025-3-23 00:23:46 | 只看該作者
1431-1933 estimation) novel in the analysis of economic time series is described and utilized. The method turns out to be superior to widely used time domain methods and the "classical" spectral estimate, the periodogram. The results for eleven OECD countries confirm and extend the basic set of stylized fact
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發(fā)表于 2025-3-23 05:04:46 | 只看該作者
https://doi.org/10.1007/978-0-387-72288-7of the fluctuations; and (2) the degree of comovement with a measure for the output, together with the phase shift of the series relative to the output cycle. Lucas (1977), p. 218 summarizes the commonly accepted view concerning these aspects:
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