Date: 2002
Type: Thesis
Essays on business cycle measurement and structural breaks
Florence : European University Institute, 2002, EUI, ECO, PhD Thesis
TORO, Juan, Essays on business cycle measurement and structural breaks, Florence : European University Institute, 2002, EUI, ECO, PhD Thesis - https://hdl.handle.net/1814/5084
Retrieved from Cadmus, EUI Research Repository
Table of Contents:
-- Some concepts in business cycle measurement
-- A new approach to the analysis of business cycle transitions in a model of output and employment
-- The European business cycle
-- Classical and modern business cycle measurement : the European case
-- Testing for common patterns in business cycle chronologies
-- Testing for super-exogeneity in the presence of common deterministic shifts
-- Estimation and inference in I(1) processes with common deterministic shifts
-- Common trends and common shifts
Additional information:
Defence date: 8 April 2002; Examining board: Prof. Michael Artis, EUI, Supervisor ; Prof. Juan Dolado, Universidad Carlos III Madrid ; Prof. Andrew Harvey, University of Cambridge ; Prof. Søren Johansen, EUI and University of Copenhagen; PDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017
Cadmus permanent link: https://hdl.handle.net/1814/5084
Series/Number: EUI; ECO; PhD Thesis
Publisher: European University Institute
LC Subject Heading: Business cycles