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dc.contributor.authorMönch, Emanuelen_US
dc.contributor.authorUhlig, Haralden_US
dc.date.accessioned2005-08-23en_US
dc.date.accessioned2009-07-23T14:42:55Z-
dc.date.available2009-07-23T14:42:55Z-
dc.date.issued2005en_US
dc.identifier.urihttp://hdl.handle.net/10419/25042-
dc.description.abstractThis paper is an exercise in dating the Euro area business cycle on a monthly basis. Using a quite flexible interpolation routine. we construct several monthly series of Euro area GDP, and then apply the Bry-Boschan (1971) procedure. To account for the asymmetry in growth regimes and duration across business cycle phases, we propose to extend this method with a combined amplitude/phase-length criterion ruling out expansionary phases that are short and flat. Applying the extended procedure to US and European data, we are able to replicate approximately the dating decisions of the NBER and the CEPR.en_US
dc.language.isoengen_US
dc.publisherSFB 649, Economic Risk Berlinen_US
dc.relation.ispartofseriesSFB 649 discussion paper 2005-023en_US
dc.subject.jelB41en_US
dc.subject.jelC22en_US
dc.subject.jelC82en_US
dc.subject.jelE32en_US
dc.subject.jelE58en_US
dc.subject.ddc330en_US
dc.subject.keywordbusiness cycleen_US
dc.subject.keywordEuropean business cycleen_US
dc.subject.keywordEuro areaen_US
dc.subject.keywordBry-Boschanen_US
dc.subject.keywordNBER methodologyen_US
dc.subject.stwKonjunkturen_US
dc.subject.stwKonjunkturzusammenhangen_US
dc.subject.stwEU-Staatenen_US
dc.titleTowards a monthly business cycle chronology for the euro areaen_US
dc.typeWorking Paperen_US
dc.identifier.ppn496772325en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
Appears in Collections:SFB 649 Discussion Papers, HU Berlin

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