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...

詳細記述

書誌詳細
第一著者: Kose, Ayhan
その他の著者: Otrok, Christopher, Whiteman, Charles
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2005.
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