Econometric Business Cycle Research

Econometric Business Cycle Research by Jan Jacobs.

Econometric Business Cycle Research deals with econometric business cycle research (EBCR), a term introduced by the Nobel-laureate Jan Tinbergen for his econometric method of testing (economic) business cycle theories. EBCR combines economic theory and measurement in the study of business cycles, i....

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Bibliographic Details
Main Author: Jacobs, Jan (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 1998.
Edition:1st ed. 1998.
Series:Springer eBook Collection.
Subjects:
Econometrics.
Macroeconomics.
Economic growth.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 1 Introduction
  • 1.1 Business cycles
  • 1.2 Aim
  • 1.3 Outline
  • 2 Background
  • 2.1 History of EBCR
  • 2.2 Co-integration
  • 2.3 Seasonality
  • 2.4 Concluding remarks
  • 3 Assesment
  • 3.1 The EBCR methods
  • 3.2 The theory-measurement distinction
  • 3.3 Description
  • 3.4 Forecasting
  • 3.5 Policy evaluation
  • 3.6 Role of theory
  • 3.7 Concluding remarks
  • 4 The CCSO composite leading indicator, A BCI of the Netherlands
  • 4.1 Measuring business cycles
  • 4.2 Detrending
  • 4.3 Methodology
  • 4.4 The CCSO composite leading indicator
  • 4.5 Three business cycle indicators of the Netherlands
  • 4.6 March 1997 forecast
  • 4.7 Concluding remarks
  • 5 The IBS-CCSO model, a SEM of the Netherlands
  • 5.1 Setting
  • 5.2 The financial sphere
  • 5.3 The real sphere
  • 5.4 Performance
  • 5.5 Concluding remarks
  • 6 VAR-ing the conomy of the Netherlands
  • 6.1 Exogeneity
  • 6.2 From VAR to VARX
  • 6.3 Data and (weak) exogeneity test outcomes
  • 6.4 The VARX model: estimates and analyses
  • 6.5 Comparison of simulation outcomes
  • 6.6 Concluding remarks
  • 7 Summary and conclusions
  • 7.1 Summary
  • 7.2 Conclusions
  • 7.3 Research agenda
  • Appendices
  • A The Johansen approach: estimators and test statistics
  • B The IBS-CCSO Model: equations, variables and graphs
  • B.1 Model equations
  • B.1.1 The monetary submodel
  • B.1.2 The real submodel
  • B.2 List of variables
  • B.3 Graphs
  • Author Index.

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