Dating the Euro Area Business Cycle

By Michael J. Artis, Massimiliano Marcellino, Tommaso Proietti. 2003

164 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e6bd588064ac58f9c0d06aa4894a5338feb597e9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Jakob de Haan
2. Richard Jong-A-Pin
3. James Mitchell
4. Michael Massmann
5. A. Cukierman
6. R. Inklaar
7. Michael J. Artis
8. Jesús Crespo Cuaresma

In Finance

1. Jakob de Haan
2. James Mitchell
3. Michael Massmann
4. A. Cukierman
5. Richard Jong-A-Pin
6. R. Inklaar
7. Michael J. Artis
8. L. Montoya

Citations in the corpus

• Reconsidering the evidence: are Eurozone business cycles converging? (2004, methodology): “A related measure, motivated using the theory of Markov chains, is proposed by Artis et al. (2003).”
• Is There a European Business Cycle? (2003, methodology): “Here we follow Artis et al (2003) in using a band-pass filter based on combining two Hodrick-Prescott (1997) low-pass filters, again with the aim of isolating the frequencies of interest, namely here those corresponding to the region of periodicities between 1.25 and 8 years.”
• Similarities and Convergence in G-7 Cycles (2007, unknown): “This result should be contrasted with Lumsdaine and Prasad (2003) and Artis et al. (2003) who instead detected the presence of a EU cycle using IP data.”
• Growth, convergence and EU membership (2008, background): “For recent estimations on the euro area as well as on selected European countries see e.g. Harding and Pagan (2001) or Artis et al. (2003). test statistic for equality of parameters across subperiods.5 The first column shows the result for the assumption that the error term is independent of the…”
• Will business cycles in the Euro Area converge: a critical survey of empirical research (2008, background): “Artis et al. (2002) provide a related perspective by looking at diffusion indices, which measure the share of countries that are in a recession if, say, the euro area as a whole is in recession.”
• Do EMU Members Share the Same Business Cycle (2004, unknown): “As stressed in Harding and Pagan (2001a) and Artis et al. (2003), the values of the index of concordance (IC), might in some cases be misleading.”
• The Limits of Transparency (2011, background): “10 Those features characterize the business cycle chronology of the NBER, as well as recent attempts to develop a business cycle chronology for Europe (Artis et al., 2003).”
• Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data (2008, unknown): “The smoothing parameter of the Hodrick Prescott filter was selected as λ = 6,812,100, which corresponds to approximately s = 261 trading days (the average number of trading days in our data sample) and the generalized relationship λ = 100 s2 (see Artis et al., 2003, Appendix E, page 53).”