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dc.contributor.authorFushing, Hsiehen_US
dc.contributor.authorChen, Shu-Chunen_US
dc.contributor.authorBerge, Travis J.en_US
dc.contributor.authorJorda, Oscaren_US
dc.date.accessioned2012-06-07en_US
dc.date.accessioned2012-06-12T13:34:18Z-
dc.date.available2012-06-12T13:34:18Z-
dc.date.issued2010en_US
dc.identifier.urihttp://hdl.handle.net/10419/58409-
dc.description.abstractThis paper introduces a new empirical strategy for the characterization of business cycles. It combines non-parametric decoding methods that classify a series into expansions and recessions but does not require specification of the underlying stochastic process generating the data. It then uses network analysis to combine the signals obtained from different economic indicators to generate a unique chronology. These methods generate a record of peak and trough dates comparable, and in one sense superior, to the NBER's own chronology. The methods are then applied to 22 OECD countries to obtain a global business cycle chronology.en_US
dc.language.isoengen_US
dc.publisherDep. of Economics, Univ. of California Davis, Calif.en_US
dc.relation.ispartofseriesWorking Papers, University of California, Department of Economics 10,20en_US
dc.subject.jelC14en_US
dc.subject.jelC54en_US
dc.subject.jelE32en_US
dc.subject.jelF42en_US
dc.subject.ddc330en_US
dc.subject.keyworddecodingen_US
dc.subject.keywordhierarchical factor segmentationen_US
dc.subject.keywordnetwork analysisen_US
dc.subject.keywordbusiness cyclesen_US
dc.titleA chronology of international business cycles through non-parametric decodingen_US
dc.typeWorking Paperen_US
dc.identifier.ppn717273393en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:Working Papers, Department of Economics, UC Davis

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