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dc.contributor.authorFushing, Hsiehen
dc.contributor.authorChen, Shu-Chunen
dc.contributor.authorBerge, Travis J.en
dc.contributor.authorJordà, Òscaren
dc.date.accessioned2012-06-07-
dc.date.accessioned2012-06-12T13:34:18Z-
dc.date.available2012-06-12T13:34:18Z-
dc.date.issued2010-
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
dc.language.isoengen
dc.publisher|aUniversity of California, Department of Economics |cDavis, CAen
dc.relation.ispartofseries|aWorking Paper |x10-20en
dc.subject.jelC14en
dc.subject.jelC54en
dc.subject.jelE32en
dc.subject.jelF42en
dc.subject.ddc330en
dc.subject.keyworddecodingen
dc.subject.keywordhierarchical factor segmentationen
dc.subject.keywordnetwork analysisen
dc.subject.keywordbusiness cyclesen
dc.titleA chronology of international business cycles through non-parametric decoding-
dc.typeWorking Paperen
dc.identifier.ppn717273393en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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