LEADER 01031nam a22002531i 4500 001 991002515739707536 005 20040404093126.0 008 040407s1967 it |||||||||||||||||ger 035 $ab12934173-39ule_inst 035 $aARCHE-091378$9ExL 040 $aDip.to Scienze Storiche$bita$cA.t.i. Arché s.c.r.l. Pandora Sicilia s.r.l. 082 04$a016.2 100 1 $aGrundmann, Herbert$d<1902-1970>$0159261 245 10$aBibliographie zur Ketzergeschichte des Mittelalters, 1900-1966 /$cHerbert Grundmann 260 $aRoma :$bEdizioni di Storia e letteratura,$c1967 300 $a93 p. ;$c26 cm 440 0$aSussidi eruditi ;$v20 650 4$aEresie$xMedioevo$xBibliografia 907 $a.b12934173$b02-04-14$c16-04-04 912 $a991002515739707536 945 $aLE009 STOR.39-26$g1$i2009000157071$lle009$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i13508921$z16-04-04 996 $aBibliographie zur Ketzergeschichte des Mittelalters, 1900-1966$9281597 997 $aUNISALENTO 998 $ale009$b16-04-04$cm$da $e-$fger$git $h0$i1 LEADER 06560 am 22006973u 450 001 9910297053803321 005 20230914161539.0 010 $a3-631-75458-2 024 7 $a10.3726/b13975 035 $a(CKB)4100000007276929 035 $a(OAPEN)1003227 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/39032 035 $a(MiAaPQ)EBC30686168 035 $a(Au-PeEL)EBL30686168 035 $a(EXLCZ)994100000007276929 100 $a20200116h20082008 fy 0 101 0 $aeng 135 $aurmu#---auuuu 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 14$aThe Austrian business cycle in the European context /$fMarcus Scheiblecker 205 $aFirst edition. 210 $aBern$cPeter Lang International Academic Publishing Group$d2018 210 1$aFrankfurt am Main, Germany :$cPeter Lang,$d[2008] 210 31$aFrankfurt am Main, Germany :$cPeter Lang,$d[2018] 210 4$d©2008 215 $a1 online resource (XIX, 207 pages) $cillustrations, charts; digital, PDF file(s) 225 1 $aForschungsergebnisse der Wirtschaftsuniversita?t Wien ;$vBand 25. 311 08$aPrint version: 9783631576076 320 $aIncludes bibliographical references. 327 $aCover -- Zusammenfassung -- Abstract -- List of figures and tables -- List of abbreviations -- List of variables -- 1. Research motivation and overview -- 2. The data -- 3. Methods of extracting business cycle characteristics -- 3.1 Defining the business cycle -- 3.1.1 The classical business cycle definition -- 3.1.2 The deviation cycle definition -- 3.2 Isolation of business cycle frequencies -- 3.2.1 Outliers -- 3.2.2 Calendar effects -- 3.2.3 Seasonal variations -- 3.2.4 The trend -- 4. Identifying the business cycle -- 4.1 Construction of composite economic indices -- 4.1.1 The empirical NBER approach -- 4.1.2 Index models -- 4.2 Univariate determination of the business cycle -- 5. Analysing cyclical comovements -- 5.1 Time domain statistics for analysing comovements -- 5.2 Frequency domain statistics for analysing comovements -- 5.2.1 Coherence -- 5.2.2 Phase spectra and mean delay -- 5.2.3 Dynamic correlation -- 5.2.4 Cohesion -- 6. Dating the business cycle -- 6.1 The expert approaches -- 6.2 The Bry-Boschan routine -- 6.3 Hidden Markovian-switching processes -- 6.4 Threshold autoregressive models -- 7. Analysis of turning points -- 7.1 Mean and average leads and lags -- 7.2 Contingency tables for turning points -- 7.3 The intrinsic lead and lag classification of dynamic factor models -- 7.4 Concordance indicator -- 7.5 Standard deviation of the cycle -- 7.6 Mean absolute deviation -- 7.7 Triangle approximation -- 8. Results -- 8.1 Isolation of business cycle frequencies -- 8.1.1 First-order differences -- 8.1.2 The HP filter -- 8.1.3 The BK filter -- 8.2 Determination of the reference business cycle -- 8.2.1 Ad-hoc selection of the business cycle reference series -- 8.2.2 Determination of the business cycle by a dynamic factor model approach -- 8.3 Dating the business cycle. 327 $a8.3.1 Dating the business cycle in the ad-hoc selection framework -- 8.3.2 Dating the business cycle in the dynamic factor model framework -- 9. Comparing results with earlier studies on the Austrian business cycle -- 9.1 Comparing the results with the study by Altissimo et al. (2001) -- 9.2 Comparing the results with the study by Mönch - Uhlig (2004) -- 9.3 Comparing the results with the study by Cheung - Westermann (1999) -- 9.4 Comparing the results with the study by Brandner - Neusser (1992) -- 9.5 Comparing the results with the study by Forni - Hallin - Lippi - Reichlin (2000) -- 9.6 Comparing the results with the study by Breitung - Eickmeier (2005) -- 9.7 Comparing the results with the study by Artis - Marcellino - Proietti (2004) -- 9.8 Comparing the results with the study by Vijselaar - Albers (2001) -- 9.9 Comparing the results with the study by Artis - Zhang (1999) -- 9.10 Comparing the results with the study by Dickerson - Gibson - Tsakalotos (1998) -- 9.11 Comparing the results with the study by Artis - Krolzig - Toro (2004) -- 9.12 Comparing the results with the dating calendar of the CEPR -- 9.13 Comparing the results with the study by Breuss (1984) -- 9.14 Comparing the results with the study by Hahn - Walterskirchen (1992) -- 9.15 Comparison of the results of different dating procedures -- 9.15.1 Turning point dates of the Austrian business cycle -- 9.15.2 Turning point dates of the euro area business cycle -- 10. Concluding remarks -- References -- Annex. 330 $aDating business cycle turning points is still an important task for economic policy decisions. This study does this for the Austrian economy for the period between 1976 and 2005, using only quarterly national accounts data of Austria, Germany and the euro area. Three different filtering methods are applied: first-order differences, the Hodrick-Prescott filter, and the Baxter-King filter. To all of them, two different methods of determining the business cycle are applied: the ad-hoc determination of the business cycle and a dynamic factor model, taking into account the common variations of Austria, the euro area and the German business cycle movements. The results of both methods are dated by the Bry-Boschan algorithm in order to locate peaks and troughs of the cycle. The results are interpreted and compared to already exiting studies on the euro area and the Austrian business cycle. 410 0$aForschungsergebnisse der Wirtschaftsuniversita?t Wien ;$vBand 25. 606 $aBusiness cycles$zAustria$xHistory$y20th century 606 $aBusiness cycles$zAustria$xHistory$y21st century 606 $aBusiness cycles$zGermany$xHistory 606 $aBusiness cycles$zEuropean Union countries$xHistory 610 $aAustrian 610 $aBusiness 610 $aContext 610 $aCycle 610 $aEuropean 610 $aGeschichte 1976-2005 610 $aKonjunktur 610 $aKonjunkturanalyse 610 $aKonjunkturzyklus 610 $aÖsterreich 610 $aScheiblecker 615 0$aBusiness cycles$xHistory 615 0$aBusiness cycles$xHistory 615 0$aBusiness cycles$xHistory. 615 0$aBusiness cycles$xHistory. 676 $a338.542094360904 700 $aScheiblecker$b Marcus$f1967-$0899196 801 2$bUkMaJRU 906 $aBOOK 912 $a9910297053803321 996 $aThe Austrian business cycle in the European context$92008909 997 $aUNINA