Multivariate Business Cycle Synchronization in Small Samples

Author:

Candelon Bertrand,Piplack Jan,Straetmans Stefan

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Reference24 articles.

1. ‘A three-step method for choosing the number of bootstrap repetitions’;Andrews;Econometrica,2000

2. ‘Reflections on the optimal currency area (OCA) criteria in the light of EMU’;Artis;International Journal of Finance and Economics,2003

3. ‘The European business cycle’;Artis;Oxford Economic Papers,2004

4. ‘Is there a common business cycle? New insight from a frequency domain analysis’;Breitung;DIW Vierteljahrsheft,2001

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1. Russia’s invasion of Ukraine increased the synchronisation of global commodity prices;Australian Journal of Agricultural and Resource Economics;2022-10

2. Liquidity connectedness and output synchronisation;Journal of International Financial Markets, Institutions and Money;2020-05

3. Business and Financial Cycles in the Eurozone: Synchronization or Decoupling;The Manchester School;2017-04-02

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