Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/62904
Authors: 
Cascio, Iolanda Lo
Pollock, Stephen
Year of Publication: 
2007
Series/Report no.: 
Working Paper, Department of Economics, Queen Mary, University of London 599
Abstract: 
The income cycles that have been experienced by six OECD countries over the past 24 years are analysed. The amplitude of the cycles relative to the level of aggregate income varies amongst the countries, as does the degree of the damping that affects the cycles. The study aims to reveal both of these characteristics. It also seeks to determine whether there exists a clear relationship between the degree of damping and the length of the cycles. In order to estimate the parameters of the cycles, the data have been subjected to the processes of detrending, anti-alias filtering and subsampling.
Subjects: 
Business cycles , Autoregressive models
JEL: 
E32
C22
Document Type: 
Working Paper

Files in This Item:
File
Size
255.72 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.