The income cycles that have been experienced by six OECD countries over the past 24 years are analysed. The amplitude of the cycles relative to the level of aggregate income varies amongst the countries, as does the degree of the damping that a®ects the cycles. The study aims to reveal both of these characteristics. It also seeks to determine whether there exists a clear relationship between the degree of damping and the length of the cycles. In order to estimate the parameters of the cycles, the data have been subjected to the processes of detrending, anti-alias ¯ltering and subsampling.

Lo Cascio, I., Pollock, D. (2005). Comparative Economic Cycles. In Book of Abstracts.

Comparative Economic Cycles

LO CASCIO, Iolanda;
2005-01-01

Abstract

The income cycles that have been experienced by six OECD countries over the past 24 years are analysed. The amplitude of the cycles relative to the level of aggregate income varies amongst the countries, as does the degree of the damping that a®ects the cycles. The study aims to reveal both of these characteristics. It also seeks to determine whether there exists a clear relationship between the degree of damping and the length of the cycles. In order to estimate the parameters of the cycles, the data have been subjected to the processes of detrending, anti-alias ¯ltering and subsampling.
28-ott-2005
3rd world conference on Computational Statistics & Data Analysis
Limassol, Cyprus
28-31 ottobre 2005
3
2005
29
http://www.csdassn.org/europe/csda2005/
Abstract visionabile al sito: http://www.csdassn.org/europe/csda2005/
Lo Cascio, I., Pollock, D. (2005). Comparative Economic Cycles. In Book of Abstracts.
Proceedings (atti dei congressi)
Lo Cascio, I; Pollock, DSG
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/48520
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