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Erschienen in:
Introduction Kapitel lesen Erstes Kapitel lesen

2019 | OriginalPaper | Buchkapitel

3. Statistical and Econometric Analysis of the Cycle

verfasst von : Nicholas Dimsdale, Ryland Thomas

Erschienen in: UK Business and Financial Cycles Since 1660

Verlag: Springer International Publishing

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Abstract

This chapter considers a range of metrics for evaluating business cycles. The statistical techniques used here are familiar to many economists and the survey does not pretend to be exhaustive. It considers both the algorithmic and statistical approaches used in classical cycle analysis. It then compares those methods with the parametric and non-parametric approaches to analysing growth cycles where a number of filtering and de-trending procedures can be used. The emphasis is on a univariate analysis of the business cycle using a single indicator such as GDP which has been the focus of much of the literature and there is a discussion of the pros and cons of this approach.

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Vorheriges Kapitel Business, Monetary and Credit Cycles in Theory
Nächstes Kapitel GDP Data for Analysing Business Cycles
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Metadaten
Titel
Statistical and Econometric Analysis of the Cycle
verfasst von
Nicholas Dimsdale
Ryland Thomas
Copyright-Jahr
2019
Buch
UK Business and Financial Cycles Since 1660

Print ISBN: 978-3-030-26345-4

Electronic ISBN: 978-3-030-26346-1

Copyright-Jahr: 2019

DOI
https://doi.org/10.1007/978-3-030-26346-1_3

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