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Identifying the Shocks behind Business Cycle Asynchrony in Euroland

Trenkler, Carsten and Weber, Enzo (2012) Identifying the Shocks behind Business Cycle Asynchrony in Euroland. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 466, Working Paper.

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Date of publication of this fulltext: 14 Jun 2012 05:26

Abstract

This paper investigates which shocks drive asynchrony of business cycles in the euro area. Thereby, it unites two strands of literature, those on common features and on structural VAR analysis. In particular, we show that the presence of a common cycle implies collinearity of structural impulse responses. Several Wald tests are applied to the latter hypothesis. Results reveal that differences in ...

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Item type:Monograph (Working Paper)
Series of the University of Regensburg:Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
Date:13 June 2012
Institutions:Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie
Classification:
NotationType
C32Journal of Economics Literature Classification
E32Journal of Economics Literature Classification
Keywords:Common cycles, euro area, impulse responses, structural VAR, Wald test
Dewey Decimal Classification:300 Social sciences > 330 Economics
Status:Published
Refereed:No, this document will not be refereed
Created at the University of Regensburg:Partially
Item ID:24774
Owner only: item control page

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