Zobrazeno 1 - 10
of 107
pro vyhledávání: '"Michael J. Artis"'
Publikováno v:
Journal of Quantitative Economics. 13:1-25
Strongly periodic series occur frequently in many disciplines. This paper reviews one specific approach to analyzing such series viz. the harmonic regression approach. In this paper, the five major methods suggested under this approach are critically
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::917dd96e65036fceb7bf7cd07219e602
https://doi.org/10.1007/s40953-015-0001-8
https://doi.org/10.1007/s40953-015-0001-8
Autor:
Michael J. Artis, Toshihiro Okubo
Publikováno v:
Pacific Economic Review. 17:160-180
This paper provides long-run historical evidence for the link between business cycle synchronization, trade and the exchange rate regime. Using data from a large number of industrialized countries and a group of Asian economies, we examine this link
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99fc5f5572da9b15b1843856a70be039
https://doi.org/10.1111/j.1468-0106.2011.00576.x
https://doi.org/10.1111/j.1468-0106.2011.00576.x
Publikováno v:
Journal of Economic Geography. 12:1167-1189
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fccf0d480a29c329ae005241fa83e419
http://hdl.handle.net/10.1093/jeg/lbr031
http://hdl.handle.net/10.1093/jeg/lbr031
Autor:
Mathias Hoffmann, Michael J. Artis
Publikováno v:
International Finance. 14:481-505
Is financial globalization associated with improved international consumption risk sharing? We focus on the long-term (i.e. low frequency) comovement of consumption and output in answering this question. Theoretically, the impact of financial globali
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6ebfd6b5129390446d207ada592b9271
https://doi.org/10.1111/j.1468-2362.2011.01293.x
https://doi.org/10.1111/j.1468-2362.2011.01293.x
Publikováno v:
The Manchester School. 79:1035-1044
We examine real business cycle convergence for 41 euro area regions and 48 US states. The results obtained by a panel model with spatial effects indicate that the impact of national business cycles has been rather stable over the past two decades. A
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9a0a91bae6b807fb176935d79310d2ba
https://doi.org/10.1111/j.1467-9957.2010.02214.x
https://doi.org/10.1111/j.1467-9957.2010.02214.x
Autor:
Michael J. Artis, Toshihiro Okubo
Publikováno v:
The Manchester School. 79:318-332
In this paper we re-estimate the correlation between trade and business cycle synchronization. Different from other previous studies, we use long-run GDP and trade data and use the GDP cross-correlation index a la Cerqueira and Martins (Economics Let
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4aaed933228e28f9f17bc4c5a815afba
https://doi.org/10.1111/j.1467-9957.2011.02238.x
https://doi.org/10.1111/j.1467-9957.2011.02238.x
Publikováno v:
The Manchester School. 79:173-207
This paper studies the international business cycle behaviour across 25 advanced and emerging market economies for which 125 years of annual GDP data are available. The picture that emerges is more fragmented than the one drawn by studies that focuse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e5c2080c50f570c8b6f9e7a9e916568
https://doi.org/10.1111/j.1467-9957.2010.02239.x
https://doi.org/10.1111/j.1467-9957.2010.02239.x
Autor:
Toshihiro Okubo, Michael J. Artis
Publikováno v:
Oxford Economic Papers. 63:111-133
This paper studies the intranational business cycle--that is the set of regional (prefectural) business cycles--in Japan. One reason for choosing to examine the Japanese case is that long time series of relatively detailed data are available. A Hodri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::30a49130d99976649504d5881048f3c4
http://hdl.handle.net/10.1093/oep/gpq022
http://hdl.handle.net/10.1093/oep/gpq022
Autor:
Toshihiro Okubo, Michael J. Artis
Publikováno v:
Journal of Forecasting. 29:71-93
The paper uses annual data on real GDP for 12 UK regions and 12 manufacturing sectors to derive regional and regional/sectoral business cycles using a Hodrick–Prescott filter. The cohesion of the cycles is examined via cross-correlations and compar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::590e855484658467841a0abd4c6c26e7
https://doi.org/10.1002/for.1141
https://doi.org/10.1002/for.1141
Autor:
Michael J. Artis, Toshihiro Okubo
Publikováno v:
The North American Journal of Economics and Finance. 20:91-99
The paper uses long-run GDP data for developed countries drawn from Maddison (2003) to generate deviation cycles for the period from 1870 to 2001. The cyclical deviates are examined for their bilateral cross-correlation values in three separate perio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d3cbeede35063b0b5e969e789f62480d
https://doi.org/10.1016/j.najef.2009.03.002
https://doi.org/10.1016/j.najef.2009.03.002