Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/77146
Authors: 
Heilemann, Ullrich
Münch, Heinz Josef
Year of Publication: 
1999
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1999,11
Abstract: 
This paper applies linear discriminant analysis to classify West German business cycles from 1955 to 1994 into a four phase scheme (upswing, downswing, and upper/lower turning point phases). It describes the scheme as well as the selection of the classifying variables, and presents classification results for various sample periods. Special attention is given to changes of the explanatory power of the variables and its implication for changes of West German cycle patterns.
JEL: 
E32
E29
Document Type: 
Working Paper

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