On the Evolution of German business cycles 1958-2004: Results of a dynamic linear discriminant analysis;Zur evolution des Deutschen konjunkturzyklus 1958-2004: Ergebnisse einer dynamischen diskriminanzanalyse

Jahrbucher fur Nationalokonomie und Statistik

Volumn 228, Issue 1, 2008, Pages 84-109

  Heilemann, Ullrich ^a   Schuhr, Roland ^a  

^a UNIVERSITY OF LEIPZIG   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 49949099283     PISSN: 00214027     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (32)

1. Ahrens, H., J. Läuter (1974), Mehrdimensionale Varianzanalyse. Berlin: Akademie-Verlag.
2. Belongia, M.T., M.R. Garfinkel (eds.) (1992), The business cycle: theories and evidence. Proceedings of the sixteenth Annual Economic Policy Conference of the Federal Bank of St. Louis, Boston MA.
3. Brown, R.G. (1962), Smoothing, forecasting and prediction of discrete time series. Englewood Cliffs, NJ: Prentice Hall.
4. Conference Board, The (ed.) (2000), Business cycle indicators handbook. New York, NY: The Conference Board.
5. Burns, A.F., W.C. Mitchell (1947), Measuring business cycles. New York, NY: National Bureau of Economic Research.
6. Deutsche Bundesbank (Hrsg.) (2004), Saisonbereinigte Wirtschaftszahlen - Statistisches Beiheft zum Monatsbericht, April 2004. Frankfurt am Main.
7. Economic Cycle Research Institute (ECRI) (ed.) (2006), Business cycle peak and trough dates, 20 Countries, 1948-2004. Erhältlich unter: www.businesscycle.com (Stand 11. September 2006).
8. Fahrmeir, L., W. Häußler, G. Tutz (1996), Diskriminanzanalyse. S. 357-435 in: L. Fahrmeir, A. Hamerle, G. Tutz (Hrsg.), Multivariate statistische Verfahren. Berlin: De Gruyter.
9. Gordon, R.J. (1986), Introduction: continuity, and change in theory, behaviour, and methodology. Pp. 1-33 in: R.J. Gordon (ed.), The American business cycle - continuity and change. (NBER Studies in business cycle research 25) Chicago, IL.
10. Harding, D., A. Pagan (2006), Measurement of business cycles. Research Paper, University of Melbourne 966, Melbourne.
11. Heilemann, U. (1999), Zum Wandel der "Stilisierten Fakten" des westdeutschen Konjunkturzyklus 1955 bis 1994. ifo-Studien 45: 621-639.
12. Heilemann, U., H.J. Münch (1999), Classification of West German business cycles 1955-1994. Jahrbücher für Nationalökonomie und Statistik 219: 632-656.
13. Klein, P.A. (2000), The Leading Indicators in historical perspective. Pp. 23-28 in: The Conference Board (ed.), Business cycle indicators handbook. New York, NY: The Conference Board.
14. Koerber-Weik, M. (1983), Konjunkturdiagnose und Konjunkturmessung. Forschungsberichte des Instituts für Angewandte Wirtschaftsforschung Tübingen, A 35, Tübingen: Mohr & Siebeck.
15. Meyer, J.R., D.H. Weinberg (1975a), On the classification of economic fluctuations. Explorations in Economic Research 2: 167-202.
16. Meyer, J.R., D.H. Weinberg (1975b), On the usefulness of cyclical taxonomy. Paper presented at the 12th CIRET Conference, Stockholm, Sweden, 25-27 June 1975.
17. Meyer, J.R., D.H. Weinberg (1976), On the classification of economic fluctuations: an update. Explorations in Economic Research 3: 584-585.
18. Moore, G.H. (1992), New developments in leading indicators. Pp. 141-148 in: K. Lahiri, G.H. Moore (eds.), Leading economic indicators - new approaches and forecasting records. Cambridge, UK: Cambridge University Press.
19. Mönch, E., H. Uhlig (2005), Towards a monthly business cycle chronology for the Euro Area. SFB 649 Discussion Paper 2005-023, Humboldt Universität Berlin.
20. National Bureau of Economic Research (NBER) (ed.) (2006), Business cycle expansion and contraction. Erhältlich unter: www.nber.org/cycles.html/ (Stand 11. September 2006).
21. Oppenländer, K.H. (1996), Zum Konjunkturphänomen. S. 4-22 in: K.H. Oppenländer (Hrsg.), Konjunkturindikatoren. 2. Auflage, München: Oldenbourg.
22. Roehl, M.C., C. Weihs (1998), Optimal vs. classical linear dimension reduction. Technical report 12/1998, Sonderforschungsbereich 475, Universität Dortmund.
23. Schuhr, R. (2005), Exploring the multivariate representation of the U.S. business cycle using dynamic linear discriminant analysis. Slaski Przeglad Statystyczny (The Silesian Statistical Revue) 4: 139-143.
24. Schuhr, R. (2007), Classification of the U.S. business cycle by dynamic linear discriminant analysis. Pp. 281-288 in: R. Decker, H.-J. Lenz (eds.), Advances in Data Analysis. Berlin: Springer.
25. Stock, J.H., M. W. Watson (2003a), Understanding changes in international business cycle dynamics. NBER Working Paper No. 9859, Chicago, IL.
26. Stock, J.H., M.W. Watson (2003b), Has the business cycle changed? Evidence and explanations. Prepared for the Federal Reserve Bank of Kansas City symposium, "Monetary Policy and Uncertainty," Jackson Hole, Wyoming, August 28-30, 2003.
27. Tichy, G. (1994), Konjunktur - Stilisierte Fakten, Theorie, Prognose. 2. Auflage, Berlin: Springer.
28. van Ruth, F., B. Schouten, R. Wekker (2005), The Statistics Netherlands' business cycle tracer. Methodological aspects: concepts, cycle computation and indicator selection. Statistic Netherlands 2005-MIC-44, Voorburg.
29. Wald, A. (1944), On a statistical problem arising in the classification of an individual into one of two groups. Annals of Mathematical Statistics 15: 145-162.
30. Zarnowitz, V., G.H. Moore (1986), Major changes in cyclical behaviour. Pp. 519-582 in: R.J. Gordon (ed.), The American business cycle: continuity and change. (NBER Studies in business cycle research 25) Chicago: University Press of Chicago
31. Zarnowitz, V. (1996), Business cycles - theory, history, indicators and forecasting. Chicago: University of Chicago Press
32. Zarnowitz, V. (2007), Business cycles in the Euro-Area. New York, NY.: The Conference Board.