Overview

Full Product Details

Author:   G. Mazzi ,  G. Savio
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Dimensions:   Width: 15.50cm , Height: 2.70cm , Length: 23.50cm
Weight:   0.799kg
ISBN:  

9780230007901

ISBN 10:   0230007902
Pages:   407
Publication Date:   14 December 2006
Audience:   Professional and scholarly ,  College/higher education ,  Professional & Vocational ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock  
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

CONTENTS PART 1: BUSINESS CYCLE AND OFFICIAL STATISTICS Official Statistics for Business Cycle Analysis; G.L.Mazzi & G.Savio PART 2: MULTIVARIATE STATISTICAL METHODS AND RECENT ADVANCES IN BUSINESS CYCLE ANALYSIS Bayesian Inference on Dynamic Models with Latent Factors; M.Billio, R.Casarin & D.Sartore Output Fluctuations in G7 Countries: A Time-scale Decomposition Analysis; M.Crivellini, M.Gallegati, M.Gallegati & A.Palestrini Trend Estimation, Signal-noise Ratios and the Frequency of Observations; A.C.Harvey & T.M.Trimbur Bayes Estimates of the Cyclical Component in Twentieth Century US Gross Domestic Product; A.C.Harvey, T.M.Trimbur & H.K.van Dijk The Extent of Seasonal/Business Cycle Interactions in European Industrial Production; D.R.Osborn & A.Matas-Mir PART 3: SYNCHRONIZATION AND CONVERGENCE Interacting Two-country Business Fluctuations: Euroland and the USA; T.Asada, C.Chiarella, P.Flaschel & R.Franke How Does the Eurozone Respond to Shocks? A Common Trends and Common Cycles Analysis; R.Astolfi How Similar are European Business Cycles?; M.U.Bergman A Nonparametric Analysis of International Business Cycles; M.Bovi Measuring the Sources of Cyclical Fluctuations in the G7 Economies; M.Centoni, G.Cubadda & A.Hecq Synchronisation of National Business Cycles in Europe?; G.Flaig, J-E.Sturm & U.Woitek Modelling the Dynamic Convergence of Business Cycles; M.Lemoine The Economic Integration of Candidate Countries in the European Union: An Analysis with a Three-level Dynamic Factor Model; M.Marini European Business Cycle Affiliations with the USA; P.J.Perez, D.R.Osborn & M.Sensier VAR Modelling of the Euro-area GDP on the Basis of Principal Component Analysis; N.Sdrakas PART 4: COMPOSITE INDICATORS AND FORECASTING OF ECONOMIC ACTIVITY A Time-Series Disaggregated Model to Forecast GDP in the Eurozone; R.Minguez & A.Espasa Real-time Detection of the Business Cycle using SETAR Models; L.Ferrara & D.Guégan Business Survey Data: Do They Help in Forecasting GDP Growth?; J.Hansson, P.Jansson & M.Löf PART 5: TURNING POINTS DATING AND DETECTION Business Cycle Analysis with Multivariate Markov Switching Models; J.Anas, M.Billio, L.Ferrara & M.Lo Duca A Turning-Point Chronology for the Eurozone; J.Anas, L.Ferrara, M.Billio, M.Lo Duca Basic Characteristics of the Euro-area Business Cycle; A.Musso PART 6: OUTPUT GAP MEASUREMENT Stability Analysis in ARMA and Unobserved Component Models; J.Del Hoyo Bernat & J.L.Cenejas Bueno Simultaneous Determination of NAIRU, Output Gaps and Structural Budget Balances; G.Hjelm Density Estimates for Real-time Eurozone Output Gap Estimates; J.Mitchell Optimal Bandpass Filtering and the Reliability of Current Analysis; S.van Norden PART 7: MONETARY POLICY AND BUSINESS CYCLES Monetary and Fiscal Policy Transmission in the Euro-area: Evidence from a Structural VAR Analysis; B.van Aarle, H.Garretsen & N.Gobbin Business Cycle Fluctuations in the Euro-area; N.Cassola & C.Morana Measuring the 'Financing Gap' of European Corporations: An Update; F.Galizia The 'Savings Gap' of European Corporations: A First Look at the Available Data; F.Galizia with T.Steinberge r Explaining the Time-varying NAIRU in the Euro-area; C.Logeay & S.Tober Asymmetries and Credibility in Monetary Policy of Euro-area; K.Mouratidis

Reviews

Author Information

GIAN LUIGI MAZZI has worked for the European Commission since May 1985 with different responsibilities in the production and analysis of infra-annual statistics. He has published several papers and working papers, mainly concerning quarterly national accounts, seasonal adjustment, business cycle analysis and quality assessment of official statistics. GIOVANNI SAVIO has worked for Istat, the Italian Institute since 1988, where he holds the position of Research Director in the National Accounts Directorate. Since 2003 he has been the National Expert to the Statistical Office of the Europe

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions