The European Business Cycle

By M. Artis, Hans-Martin Krolzig, Juan Toro. 2004

367 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b04004ab8d5fa8fde106e922d9f40fe67c4f72e2

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Citations in the corpus

Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model (2005, background): “Belgium, France, Italy, Spain and the UK, the five countries that comprise the sample for the present study, are the countries for which Amadeus provides the most extensive time-series coverage.”
Measuring Synchronicity and Co-Movement of Business Cycles with an Application to the Euro Area (2007, positive): “Likewise, Altavilla (2004) and Artis et al. (2004) find support for a common European cycle.”
Are European business cycles close enough to be just one (2006, neutral): “01 OECD - MEI (4) Labour productivity - GDP in PPS per person employed Japan JP 62.”
Identifying the Common Component of International Economic Fluctuations: A New Approach (2003, neutral): “One strand of related literature has attempted to shed light on common fluctuations by looking at bivariate correlations of business cycle indicators and examining changes in these correlations over different time periods; see, e.g., Baxter and Stockman (1989) and Backus and Kehoe (1992).”
The asymmetric effects of oil shocks on output growth: a Markov-switching analysis for the G-7 countries (2006, neutral): “…number of empirical works have employed regime-switching models in order to to capture nonlinearities and asymmetries which are present in many macroeconomic variables (see, among the others, Artis et al., 2004, 13 MS model which assumes regime-switches in the heteroskedasticity of residuals.”
Determinants of Business Cycle Synchronisation Across Euro Area Countries (2006, background): “8 See, for example, the financial integration studies by Imbs (2004), Kose et al. (2003), Lane and Milesi-Ferretti (2005); in addition to price-based and quantity-based measures, Baele et al. (2004) define a third, specialised category, news-based measures, which we neglect here.”
Will business cycles in the Euro Area converge: a critical survey of empirical research (2008, methodology): “This methodology is relatively less established for comparing business cycles across countries, although Artis et al. (2004) implement this method.”
Do european business cycles look like one (2008, background): “Finally, we are pioneer in trying to relate the distances across business cycle characteristics for each pair of countries with the distances across business cycle synchronization.”
Do EMU Members Share the Same Business Cycle (2004, positive): “Artis and Zhang (1999), for example, show that since the formation of the ERM, the business cycles of ERM member countries have become much closer to the German than to the United States cycle.”
Business Cycle Analysis with Multivariate Markov Switching Models (2007, neutral): “Moreover, this relationship has been confirmed by empirical studies (Clements and Krolzig 2000 and 2003, Chen and Lin (2000), Krolzig 1997, 2001 and 2003, Marcellino and Mizon 2000, Krolzig and Toro 2001, Diebold and Rudebusch 1996, Kim and Nelson 1999, Kim Morley and Piger (2002), Chauvet 1998, Chi”
Business Cycle Synchronization and the Euro: a Wavelet Analysis ∗ (2011, background): “This means that (1) the contribution of cycles at each frequency to the total variance is similar between both countries, (2) this contribution happens at the same time in both countries and, finally, (3) the ups and downs of each cycle occur simultaneously in both countries.”