International evidence on output fluctuation and shock persistence

Article Abstract:

The output growth rate spectra in the business cycles are estimated. The bulk of spectral mass is in the business cycle frequency for most OECD countries and the magnitude of this cyclical component increases with income. Frequency domain measures of shock persistence are found to be substantial between countries.

Forecasts, trends, outlooks, Forecasts and trends, Market trend/market analysis, Organization for Economic Cooperation and Development, Production (Economics)

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Habit formation and the persistence of monetary shocks

Article Abstract:

The monetary shocks in the United States business cycle and their relative importance and dynamic effects are studied, by using sticky-price dynamic stochastic general equilibrium model.

Economic aspects

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Do long swings in the business cycle lead to strong persistence in output?

Article Abstract:

The Hamilton Markov chain regime model is extended for analyzing the impacts of extended business cycles on a firm's output is presented.

Usage, Evaluation, Industrial productivity, Statistical methods, Productivity

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