Trends and cycles
Informality trends and cycles
... the trends and cycles of informal ...the trends in these variables, and in the short run it reacts to accommodate transient shocks and to close the gap that separates it from its trend ...
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Trends and cycles in commodity markets
... the trends and cycles in commodity markets? The presence of these two phenomena in commodity markets matters for obtaining the proper decision in many aspects of the markets such as the production of ...
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Sectoral Trends and Cycles in Germany
... Sectoral Trends and Cycles in Seasonally Adjusted Data First we examine seasonally adjusted quarterly data on sectoral industrial net production and real stock market ...
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Time Series Decomposition and Measurement of Business Cycles, Trends and Growth Cycles
... business cycles defined as sequences of expansions and contractions in the level of general economic activity does not require trend estimation and elimination, but a study of growth cycles defined as ...
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Trends and Cycles : an Historical Review of the Euro Area.
... the trends on real variables and in ation are better modeled with rst order integrated processes than with autoregressive ...the trends is ...Business cycles appear dominated by preference shocks ...
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Common Cycles and Common Trends in Latin America.
... This paper investigates the degree of long-run and short-run dependence among five major Latin American economies. Figures 1 and 2 present both the log-levels and the growth rates of the annual real gross domestic ...
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Trends and cycles in economic time series: A Bayesian approach
... in trends that are too in‡exible or cycles that have too long a ...stochastic cycles introduced recently by Harvey and Trimbur (2003) tend to produce smoother extracted cycles, but problems of ...
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Trends versus cycles in global wine export shares
... versus cycles in wine export shares 537 one wonders whether or not Old World producers are capable of reversing the patterns discovered ...concerning trends and cycles in global wine export ...of ...
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Labor productivity and job-market flows: trends, cycles, and correlations
... This section examines the relative contributions of trend and cyclical fluctuations in the flow- rate series and looks for correlations between these trends and cycles and those that constitute ...
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Modelling Long-Run Trends and Cycles in Financial Time Series Data
... long-run trends and cycles in financial time series ...non-linear trends along with fractional integration at zero and non- zero (cyclical) ...
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Modelling long-run trends and cycles in financial time series data
... long-run trends and cycles and model the two components either as a long-memory, or as a short-memory process, or even as a combination of the ...segmented trends in a general framework using long- ...
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Trends and cycles: How important are long- and short-run restictions? The case of Mexico
... n cycles, and the series are characterized by having one of t h e m lead the other, then one could provide an efficient forecast of the lagged variable using the information provided b y the leading ...their ...
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Topographic Influences on Trends and Cycles in Nutrient Export from Forested Catchments on the Precambrian Shield
... (linear trends) and stationary (oscillating cycles) patterns in water yield and nutrient export ...to trends and cycles for water and nutrient ...export trends, but had a significant ...
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Common Trends and Common Cycles in Canadian Sectoral Output
... stochastic trends, leading to a vector-error-correction model (VECM) ...codependent cycles. Common cycles are stationary components that are synchronized in phase but that can differ in ...
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Regional income fluctuations: common trends and common cycles
... business cycles relative to national average cycles and in regional trend growth relative to trend growth ...for trends, but they find quite similar cyclical behavior among the one-digit ...
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Trends and Super Cycles in Crude Oil and Coal Prices
... long-term trends have varied over time, with real coal prices trending downward and crude oil trending upward in the post World War II period, with different implications on the depletion-technology ...super ...
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Common Trends and Common Cycles among Interest Rates of the G7-Countries
... common trends, using the Johansen (1988, 1991) cointegration ...common cycles, using the serial correlation common feature and the codependence tests, that were initially suggested by Engle and Kozicki ...
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Trends, Cycles and Lost Decades: Decomposition from a DSGE Model with Endogenous Growth
... business cycles and the effects of mon- etary and fiscal policies on macroeconomics, particularly since the ...business cycles as well as the variation in ...business cycles and trends in ...
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On the optimality of a GCC Monetary Union: Structural VAR, Common Trends and Common Cycles Evidence
... performances. Furthermore, some of the economies (Kuwait, Qatar, and UAE) are characterized by especially volatile economic activity compared with the rest. From inflation figures we get a different picture. All GCC ...
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Common trends and common cycles in Canada: who knew so much has been going on?
... Prairie trends show renewed upward movement in the first half of the 1990s, which levels off by the middle of the ...these trends are moving upward once ...common cycles in figure ...common ...
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