Dynamic Factor Models

Download Dynamic Factor Models PDF Online Free

Author :
Publisher : Emerald Group Publishing
ISBN 13 : 1785603523
Total Pages : 685 pages
Book Rating : 4.7/5 (856 download)

DOWNLOAD NOW!


Book Synopsis Dynamic Factor Models by : Siem Jan Koopman

Download or read book Dynamic Factor Models written by Siem Jan Koopman and published by Emerald Group Publishing. This book was released on 2016-01-08 with total page 685 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.

Cyclical Analysis of Time Series

Download Cyclical Analysis of Time Series PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 242 pages
Book Rating : 4.F/5 ( download)

DOWNLOAD NOW!


Book Synopsis Cyclical Analysis of Time Series by : Gerhard Bry

Download or read book Cyclical Analysis of Time Series written by Gerhard Bry and published by . This book was released on 1971 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Study of programmed procedures in economic research and statistical method with regard to computerised analysis of cyclical turning points relative to business cycles. References.

Predicting Turning Points in the Interest Rate Cycle (RLE: Business Cycles)

Download Predicting Turning Points in the Interest Rate Cycle (RLE: Business Cycles) PDF Online Free

Author :
Publisher : Routledge
ISBN 13 : 1317498658
Total Pages : 154 pages
Book Rating : 4.3/5 (174 download)

DOWNLOAD NOW!


Book Synopsis Predicting Turning Points in the Interest Rate Cycle (RLE: Business Cycles) by : James W. Coons

Download or read book Predicting Turning Points in the Interest Rate Cycle (RLE: Business Cycles) written by James W. Coons and published by Routledge. This book was released on 2015-03-24 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1994 and the recipient of the Stonier Library Award, this volume evaluates an alternative approach – the sequential filter- to managing the uncertainty inherent in the future course of the interest rate cycle. The specific hypothesis is that the sequential filter can produce valuable signals of cyclical peaks and troughs in interest rates. The analysis focusses on US interest rates from April 1953 to December 1988.

Business Cycles

Download Business Cycles PDF Online Free

Author :
Publisher : University of Chicago Press
ISBN 13 : 0226978923
Total Pages : 613 pages
Book Rating : 4.2/5 (269 download)

DOWNLOAD NOW!


Book Synopsis Business Cycles by : Victor Zarnowitz

Download or read book Business Cycles written by Victor Zarnowitz and published by University of Chicago Press. This book was released on 2007-11-01 with total page 613 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the most complete collection available of the work of Victor Zarnowitz, a leader in the study of business cycles, growth, inflation, and forecasting.. With characteristic insight, Zarnowitz examines theories of the business cycle, including Keynesian and monetary theories and more recent rational expectation and real business cycle theories. He also measures trends and cycles in economic activity; evaluates the performance of leading indicators and their composite measures; surveys forecasting tools and performance of business and academic economists; discusses historical changes in the nature and sources of business cycles; and analyzes how successfully forecasting firms and economists predict such key economic variables as interest rates and inflation.

Business Conditions Digest

Download Business Conditions Digest PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 132 pages
Book Rating : 4.:/5 (319 download)

DOWNLOAD NOW!


Book Synopsis Business Conditions Digest by :

Download or read book Business Conditions Digest written by and published by . This book was released on 1975-06 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Hysteresis and Business Cycles

Download Hysteresis and Business Cycles PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 1513536990
Total Pages : 50 pages
Book Rating : 4.5/5 (135 download)

DOWNLOAD NOW!


Book Synopsis Hysteresis and Business Cycles by : Ms.Valerie Cerra

Download or read book Hysteresis and Business Cycles written by Ms.Valerie Cerra and published by International Monetary Fund. This book was released on 2020-05-29 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: Traditionally, economic growth and business cycles have been treated independently. However, the dependence of GDP levels on its history of shocks, what economists refer to as “hysteresis,” argues for unifying the analysis of growth and cycles. In this paper, we review the recent empirical and theoretical literature that motivate this paradigm shift. The renewed interest in hysteresis has been sparked by the persistence of the Global Financial Crisis and fears of a slow recovery from the Covid-19 crisis. The findings of the recent literature have far-reaching conceptual and policy implications. In recessions, monetary and fiscal policies need to be more active to avoid the permanent scars of a downturn. And in good times, running a high-pressure economy could have permanent positive effects.

On Turning Point Detection in Cyclical Processes

Download On Turning Point Detection in Cyclical Processes PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 202 pages
Book Rating : 4.3/5 (91 download)

DOWNLOAD NOW!


Book Synopsis On Turning Point Detection in Cyclical Processes by : Eva Andersson

Download or read book On Turning Point Detection in Cyclical Processes written by Eva Andersson and published by . This book was released on 2001 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Business Cycles and Structural Change in South Africa

Download Business Cycles and Structural Change in South Africa PDF Online Free

Author :
Publisher : Springer Nature
ISBN 13 : 3030357546
Total Pages : 297 pages
Book Rating : 4.0/5 (33 download)

DOWNLOAD NOW!


Book Synopsis Business Cycles and Structural Change in South Africa by : Willem H. Boshoff

Download or read book Business Cycles and Structural Change in South Africa written by Willem H. Boshoff and published by Springer Nature. This book was released on 2020-04-20 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book investigates the South African business cycle and its links to structural change in the economy. Against the backdrop of the democratic transition in 1994 and the global financial crisis, the authors study how business cycles in South Africa have changed and how cycles are related to key developments in the financial markets, international trade and business sentiment in the country. By focusing on peaks and troughs in economic activity – so-called ‘turning-point cycles’ – the book links up with the common approach of international policymakers to studying fluctuations in economic activity. The authors also introduce new approaches to measuring phases of the business cycle (to understand slow recoveries after the global crisis), provide comprehensive descriptions to complement quantitative analyses, and utilize new data sources that allow the measurement of economic activity over longer periods. As such, the book provides the first integrated overview of business cycles in an emerging market, providing academics and policymakers with a better understanding of the measurement challenges and drivers of the cycle.

Dissecting the Cycle

Download Dissecting the Cycle PDF Online Free

Author :
Publisher :
ISBN 13 : 9780734014658
Total Pages : 36 pages
Book Rating : 4.0/5 (146 download)

DOWNLOAD NOW!


Book Synopsis Dissecting the Cycle by : Allan Donald Harding

Download or read book Dissecting the Cycle written by Allan Donald Harding and published by . This book was released on 1999 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The American Business Cycle

Download The American Business Cycle PDF Online Free

Author :
Publisher : University of Chicago Press
ISBN 13 : 0226304590
Total Pages : 882 pages
Book Rating : 4.2/5 (263 download)

DOWNLOAD NOW!


Book Synopsis The American Business Cycle by : Robert J. Gordon

Download or read book The American Business Cycle written by Robert J. Gordon and published by University of Chicago Press. This book was released on 2007-11-01 with total page 882 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent decades the American economy has experienced the worst peace-time inflation in its history and the highest unemployment rate since the Great Depression. These circumstances have prompted renewed interest in the concept of business cycles, which Joseph Schumpeter suggested are "like the beat of the heart, of the essence of the organism that displays them." In The American Business Cycle, some of the most prominent macroeconomics in the United States focuses on the questions, To what extent are business cycles propelled by external shocks? How have post-1946 cycles differed from earlier cycles? And, what are the major factors that contribute to business cycles? They extend their investigation in some areas as far back as 1875 to afford a deeper understanding of both economic history and the most recent economic fluctuations. Seven papers address specific aspects of economic activity: consumption, investment, inventory change, fiscal policy, monetary behavior, open economy, and the labor market. Five papers focus on aggregate economic activity. In a number of cases, the papers present findings that challenge widely accepted models and assumptions. In addition to its substantive findings, The American Business Cycle includes an appendix containing both the first published history of the NBER business-cycle dating chronology and many previously unpublished historical data series.

Journal of Business Cycle Measurement and Analysis

Download Journal of Business Cycle Measurement and Analysis PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 478 pages
Book Rating : 4.F/5 ( download)

DOWNLOAD NOW!


Book Synopsis Journal of Business Cycle Measurement and Analysis by :

Download or read book Journal of Business Cycle Measurement and Analysis written by and published by . This book was released on 2011 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Business Cycles in BRICS

Download Business Cycles in BRICS PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 331990017X
Total Pages : 505 pages
Book Rating : 4.3/5 (199 download)

DOWNLOAD NOW!


Book Synopsis Business Cycles in BRICS by : Sergey Smirnov

Download or read book Business Cycles in BRICS written by Sergey Smirnov and published by Springer. This book was released on 2018-08-15 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume focuses on the analysis and measurement of business cycles in Brazil, Russia, India, China and South Africa (BRICS). Divided into five parts, it begins with an overview of the main concepts and problems involved in monitoring and forecasting business cycles. Then it highlights the role of BRICS in the global economy and explores the interrelatedness of business cycles within BRICS. In turn, part two provides studies on the historical development of business cycles in the individual BRICS countries and describes the driving forces behind those cycles. Parts three and four present national business tendency surveys and composite cyclical indices for real-time monitoring and forecasting of various BRICS economies, while the final part discusses how the lessons learned in the BRICS countries can be used for the analysis of business cycles and their socio-political consequences in other emerging countries.

What Happens During Recessions, Crunches and Busts?

Download What Happens During Recessions, Crunches and Busts? PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 1451871325
Total Pages : 77 pages
Book Rating : 4.4/5 (518 download)

DOWNLOAD NOW!


Book Synopsis What Happens During Recessions, Crunches and Busts? by : Mr.Ayhan Kose

Download or read book What Happens During Recessions, Crunches and Busts? written by Mr.Ayhan Kose and published by International Monetary Fund. This book was released on 2008-12-01 with total page 77 pages. Available in PDF, EPUB and Kindle. Book excerpt: We provide a comprehensive empirical characterization of the linkages between key macroeconomic and financial variables around business and financial cycles for 21 OECD countries over the period 1960–2007. In particular, we analyze the implications of 122 recessions, 112 (28) credit contraction (crunch) episodes, 114 (28) episodes of house price declines (busts), 234 (58) episodes of equity price declines (busts) and their various overlaps in these countries over the sample period. Our results indicate that interactions between macroeconomic and financial variables can play major roles in determining the severity and duration of recessions. Specifically, we find evidence that recessions associated with credit crunches and house price busts tend to be deeper and longer than other recessions. JEL Classification Numbers: E32; E44; E51; F42

The Austrian Business Cycle in the European Context

Download The Austrian Business Cycle in the European Context PDF Online Free

Author :
Publisher : Peter Lang
ISBN 13 : 9783631576076
Total Pages : 236 pages
Book Rating : 4.5/5 (76 download)

DOWNLOAD NOW!


Book Synopsis The Austrian Business Cycle in the European Context by : Marcus Scheiblecker

Download or read book The Austrian Business Cycle in the European Context written by Marcus Scheiblecker and published by Peter Lang. This book was released on 2008 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dating business cycle turning points is still an important task for economic policy decisions. This study does this for the Austrian economy for the period between 1976 and 2005, using only quarterly national accounts data of Austria, Germany and the euro area. Three different filtering methods are applied: first-order differences, the Hodrick-Prescott filter, and the Baxter-King filter. To all of them, two different methods of determining the business cycle are applied: the ad-hoc determination of the business cycle and a dynamic factor model, taking into account the common variations of Austria, the euro area and the German business cycle movements. The results of both methods are dated by the Bry-Boschan algorithm in order to locate peaks and troughs of the cycle. The results are interpreted and compared to already exiting studies on the euro area and the Austrian business cycle.

Global Business Cycles and Developing Countries

Download Global Business Cycles and Developing Countries PDF Online Free

Author :
Publisher : Routledge
ISBN 13 : 1000712540
Total Pages : 133 pages
Book Rating : 4.0/5 (7 download)

DOWNLOAD NOW!


Book Synopsis Global Business Cycles and Developing Countries by : Eri Ikeda

Download or read book Global Business Cycles and Developing Countries written by Eri Ikeda and published by Routledge. This book was released on 2019-09-17 with total page 133 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book investigates how global business cycles impact the economies of developing countries. Global business cycles, the wave-like movements of economic expansion followed by contraction in aggregate economic activities, impact all economies comprising the global economy. The patterns being shown in developing countries correspond increasingly to those in the global north, and yet there is a relative dearth of studies exploring whether global business cycles exist and how they operate in developing economies. This book explores how cycles operate at the global and sub-global developing country levels, with a particular focus on the level of development and the structure of the economies. Drawing an important distinction between cycles and fluctuations, the book criticises mainstream conceptualisation and identification of cycle phenomena, and instead proposes an alternative conception and methodology for the identification of cycles. Along the way, the book also delves into the manufacturing and rise of China, and other potential competitors in the industrial arena, as increasingly important drivers of global cycles and global economic growth. This book will be an important read for researchers and upper-level students of development economics and international political economy.

Profitability Trends And Business Cycles

Download Profitability Trends And Business Cycles PDF Online Free

Author :
Publisher : Discovery Publishing House
ISBN 13 : 9788171414130
Total Pages : 154 pages
Book Rating : 4.4/5 (141 download)

DOWNLOAD NOW!


Book Synopsis Profitability Trends And Business Cycles by : Lata Arun Rede

Download or read book Profitability Trends And Business Cycles written by Lata Arun Rede and published by Discovery Publishing House. This book was released on 1998 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contents: Introduction, Rate of Profit: Concept and Measurement, Towards the Profitability of Indian Manufacturing Industries, Towards the Profitability of U.K. Manufacturing Industries, Profitability Trends and Business Cycles in Indian Manufacturing Industries, Profitability Trends and Business Cycles in U.K. Manufacturing Industries, A Comparative Analysis.

Forecasting Financial and Economic Cycles

Download Forecasting Financial and Economic Cycles PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 : 0471845442
Total Pages : 545 pages
Book Rating : 4.4/5 (718 download)

DOWNLOAD NOW!


Book Synopsis Forecasting Financial and Economic Cycles by : Michael P. Niemira

Download or read book Forecasting Financial and Economic Cycles written by Michael P. Niemira and published by John Wiley & Sons. This book was released on 1994-03-31 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gain the knowledge and skills that can help you exploit instability. No book can help you construct foolproof forecasting systems that will ensure you'll accurately predict economic turning points every time. But with Niemira and Klein's Forecasting Financial and Economic Cycles on hand, you'll be able to significantly strengthen your ability to measure, monitor, and forecast important fluctuations. Part history, it provides you with essential background material on the characteristics and causes of economic volatility. It offers accessible coverage of the classical business cycle, the five basic types of economic cycles as determined by leading economists, and evolving ideas on the forces driving instability—ranging from simple unicausal theories, more complex Keynesian theory, to new classical macroeconomics. In addition, its concise review of America's economic past highlights the lessons that can be learned from the various cycles experienced since shortly before World War II. Part handbook, Forecasting Financial and Economic Cycles presents the full spectrum of statistical techniques used to measure cycles, trends, seasonal patterns, and other vital changes, offering you step-by-step guidance on applying a specific method and detailing its uses and limitations. It goes on to show how youcan adapt particular techniques to assess, track, and predict: Industry cycles—including an objective, tailor-made forecasting tool Regional business cycles—including a survey of regional indicators International business cycles—with an international business cycle chronology Inflation cycles—plus "12 little-known facts" about this complex cycle Financial cycles—covering credit, monetary, and interest rate cycles Stock market cycles—with advice on achieving more disciplined trading Based on outstanding scholarship and years of practical experience, Forecasting Financial and Economic Cycles will serve as an invaluable tool for practitioners like you whose decision-making—and profit margin—depend on accurately assessing today's often uncertain economic climate. "Forecasting Financialand Economic Cycles provides a lively survey of the many ways that cyclical economic activity has been dissected and analyzed. With this book, an astute reader may even be able to anticipate the next cyclical turn." —Samuel D. Kahan, Chief Economist Fuji Securities, Inc. "The definitive book on the most important and enduringfeature of an often mist-bound economic landscape: the business cycle." —Alfred L. Malabre, Jr., Economics Editor, The Wall Street,Journal "Niemira and Klein cover both the theory of economic cyclesand methods for forecasting them. They provide one of the most comprehensive and current reviews of academic studies of economic cycles to be found anywhere." —Anthony F. Herbst, Professor of Finance, The University of Texas at El Paso "This book succeeds as a comprehensive, balanced, and accessible treatment of fluctuations in economic and financial activity. It should prove useful to all those in industry and finance who wish to understand and analyze the trends and changes in the modern dynamic economy." —Victor Zarnowitz, Professor Emeritus of Economics and Finance, University of Chicago