Antonakakis, Nikolaos ORCID: https://orcid.org/0000-0002-0904-3678
(2012)
Business Cycle Synchronization During US Recessions Since the Beginning of the 1870s.
Economics Letters, 117 (2).
pp. 467-472.
ISSN 0165-1765
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Official URL: http://dx.doi.org/10.1016/j.econlet.2012.06.034
Abstract
This paper examines the synchronization of business cycles across the G7 countries during US recessions since the 1870s. Using a dynamic measure of correlations, results depend on the globalization period under consideration. During the 2007-2009 recession, business cycles co-movements increased to unprecedented levels. (author's abstract)
Item Type: | Article |
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Additional Information: | To see the final version of this paper please visit the publisher's website. Access to the published version may require a subscription. |
Keywords: | dynamic conditional correlation / business cycles synchronization / recession / Globalisation |
Classification Codes: | JEL E3, E32, F4, F41, N10 |
Divisions: | Departments > Volkswirtschaft > Internationale Wirtschaft |
Version of the Document: | Accepted for Publication |
Variance from Published Version: | None |
Depositing User: | Nikolaos Antonakakis |
Date Deposited: | 20 Aug 2012 12:56 |
Last Modified: | 07 Nov 2019 09:04 |
Related URLs: | |
URI: | https://epub.wu.ac.at/id/eprint/3602 |
Available Versions of this Item
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Business Cycle Synchronization During US Recessions Since the
Beginning of the 1870's. (deposited 25 Apr 2012 14:37)
- Business Cycle Synchronization During US Recessions Since the Beginning of the 1870s. (deposited 20 Aug 2012 12:56) [Currently Displayed]
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