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Volumn 19, Issue 1, 2012, Pages 7-11

The synchronization of GDP growth in the G7 during US recessions

Author keywords

Business cycle synchronization; Dynamic conditional correlation; Recession

Indexed keywords

BUSINESS CYCLE; CORRELATION; ECONOMIC GROWTH; ECONOMIC INSTABILITY; GROSS DOMESTIC PRODUCT;

EID: 80051813602     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504851.2011.564126     Document Type: Article
Times cited : (13)

References (14)
  • 4
    • 70350153401 scopus 로고    scopus 로고
    • What happens during recessions, crunches and busts?
    • Claessens, S., Kose, M. A. and Terrones, M. E. (2009) What happens during recessions, crunches and busts?, Economic Policy, 24, 653-700.
    • (2009) Economic Policy , vol.24 , pp. 653-700
    • Claessens, S.1    Kose, M.A.2    Terrones, M.E.3
  • 6
    • 31544448563 scopus 로고    scopus 로고
    • Breaks in the variability and comovement of G-7 economic growth
    • Doyle, B. M. and Faust, J. (2005) Breaks in the variability and comovement of G-7 economic growth, The Review of Economics and Statistics, 87, 721-740.
    • (2005) The Review of Economics and Statistics , vol.87 , pp. 721-740
    • Doyle, B.M.1    Faust, J.2
  • 7
    • 0035998182 scopus 로고    scopus 로고
    • Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models
    • Engle, R. (2002) Dynamic conditional correlation: a simple class of multivariate generalized autoregressive conditional heteroskedasticity models, Journal of Business & Economic Statistics, 20, 339-350.
    • (2002) Journal of Business & Economic Statistics , vol.20 , pp. 339-350
    • Engle, R.1
  • 9
    • 4444370534 scopus 로고    scopus 로고
    • Trade, finance, specialization, and synchronization
    • Imbs, J. (2004) Trade, finance, specialization, and synchronization, The Review of Economics and Statistics, 86, 723-734.
    • (2004) The Review of Economics and Statistics , vol.86 , pp. 723-734
    • Imbs, J.1
  • 10
    • 79952192808 scopus 로고    scopus 로고
    • The first global recession in decades
    • Imbs, J. (2010) The first global recession in decades, IMF Economic Review, 58, 327-352.
    • (2010) IMF Economic Review , vol.58 , pp. 327-352
    • Imbs, J.1
  • 11
    • 0000366505 scopus 로고
    • Distribution of the residual autocorrelation in multivariate ARMA time series models
    • Li, W. and McLeod, A. (1981) Distribution of the residual autocorrelation in multivariate ARMA time series models, Journal of the Royal Statistical Society, 43, 231-239.
    • (1981) Journal of the Royal Statistical Society , vol.43 , pp. 231-239
    • Li, W.1    McLeod, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.