Show simple item record

dc.contributor.authorARTIS, Michael J.
dc.contributor.authorSENSIER, Marianne
dc.contributor.authorBIRCHENHALL, Chris
dc.contributor.authorOSBORN, Denise R.
dc.date.accessioned2006-05-13T10:56:53Z
dc.date.available2006-05-13T10:56:53Z
dc.date.issued2002
dc.identifier.urihttps://hdl.handle.net/1814/4362
dc.description.abstractThis paper examines the roles of domestic and international variables in predicting classical business cycle regimes in Germany, France, Italy and the UK over the period 1970 to 2001. A range of real and financial variables are used as leading indicators in domestic models, with these variables predicting regimes in Germany relatively well during the in-sample period to 1996, followed (in order) by the UK, Italy and France. Consideration of foreign variables leads to important roles for the composite leading indicators and interest rates of the US and Germany. The relative importance of these variables differs over countries, but overall they confirm the importance of international influences in the business cycles of these European countries. Three-months ahead post-sample forecasts are examined, with the international model for Germany correctly indicating recession during 2001.en
dc.language.isoenen
dc.relation.ispartofseriesCentre for Growth and Business Cycle Research Discussion Paper Seriesen
dc.relation.ispartofseries11en
dc.titleDomestic and International Influences on Business Cycle Regimes in Europeen
dc.typeWorking Paperen
eui.subscribe.skiptrue


Files associated with this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record