Growth and Cycle in the Eurozone [Hardcover]

This book presents recent theoretical and empirical advances on business cycle analysis with particular attention to Euro-zone characteristics. It also seeks to increase interaction between academics, researchers and institutions in the area of business cycle analysis.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.Sdral“)