Are European business cycles close enough to be just one

By Máximo Camacho, Gabriel Pérez-Quirós, L. Saiz. 2006

271 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/ca7ee8fdec914817143318a883e94a4ee98b3ef4

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Citations in the corpus

Measuring comovement in the time-frequency space (2010, unknown): “(2005) "The international CAPM and a wavelet-based decomposition of value at risk", Studies in Nonlinear Dynamics and Econometrics 9 (4) Article 4.”
Do european business cycles look like one (2008, unknown): “n=1 zng xn �g � xn �g �0 : ( 7 ) In this respect, it is worth pointing out that Celeux and Govaert (1995) apply Monte Carlo simula-”
Regional business cycle synchronization in Europe? (2007, methodology): “In addition, we use the band pass filter suggested by Christiano and Fitzgerald (2003). We filter GVA growth rates, since correlations of filtered series in levels or log levels reflect long-term relationship rather than business cycle affiliation (Camacho et al.”
Measuring Synchronicity and Co-Movement of Business Cycles with an Application to the Euro Area (2007, unknown): “However, using several alternative methodologies, Camacho et al. (2006a, 2006b) find no evidence for an increase in synchronicity or for a European business cycle.”
Business Cycle Synchronization and the Euro: a Wavelet Analysis ∗ (2011, unknown): “φx,y(s, τ) = tan −1 ( I (Wxy(s, τ)) R (Wxy(s, τ)) ) , (7)”
Trade and Business Cycle Synchronization in OECD Countries: A Re-Examination (2008, unknown): “…No No Relative financial structure (credit/stock) Beck et al. (1999) Artis (2004) No No Difference in national savings ratio OECD National Accounts Camacho et al. (2007) No No Notes: A more detailed description of the variables and sources, as well as the data is available at www.rug.nl/…”
Will business cycles in the Euro Area converge: a critical survey of empirical research (2008, methodology): “, 2005; Camacho et al., 2006; Inklaar et al., 2007). It might be argued that fiscal convergence raises business cycle synchronization by eliminating idiosyncratic fiscal shocks. The results of these studies yield conflicting conclusions: whereas Inklaar et al. (2007) and Darvas et al. (2005) find su”