Understanding the Evolution of World Business Cycles /
This paper studies the changes in world business cycles during 1960-2003. We employ a Bayesian dynamic latent factor model to estimate common and country-specific components in the main macroeconomic aggregates of the Group of Seven (G-7) countries. We then quantify the relative importance of these...
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その他の著者: | , |
フォーマット: | 雑誌 |
言語: | English |
出版事項: |
Washington, D.C. :
International Monetary Fund,
2005.
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シリーズ: | IMF Working Papers; Working Paper ;
No. 2005/211 |
オンライン・アクセス: | Full text available on IMF |