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Measuring and interpreting business cycles.

Contributor(s): Material type: TextTextPublication details: Oxford : Clarendon Press, 1994.Edition: Edited by Villy Bergstrom and Anders VredinDescription: ix, 273 páginas : tablas, gráficas ; 22 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 019828859X
Subject(s): DDC classification:
  • 338.542  M31 21
Other classification:
  • E32
Contents:
Introduction / Villy Bergstrom and Anders Vredin -- Part I: The Swedish Business Cycle: Stylized Facts over 130 Years / John Hassler, Petter Lundvik, Torsten Persson and Paul Soderlind ; 1. Introduction ; 2. Data ; 3. What are business cycles? ; 4. Broad facts for Sweden, 1861-1988 ; 5. Narrow facts -- Part II: Macroeconomic shocks in an open economy: a common-trends representation of Swedish data, 1871-1990 / Peter Englund, Anders Vredin and Anders Warne ; 10. Vector autoregressions ; 11. Common-trends models of macroeconomic fluctuations ; 12. Examples ; 13. Data description ; 14. Impulses and propagation mechanisms in Swede ; 15. What can we learn about business cycles from VAR models? -- Part III: Expectations-driven, non-linear business cycles / Jean-Michel Grandmont ; 18. Expectations-driven, non-linear business cycles.
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Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 338.542 M31 (Browse shelf(Opens below)) Available Mantener en colección 29004018989680
Total holds: 0

Incluye referencias bibliográficas (páginas 263-265) e índice.

Introduction / Villy Bergstrom and Anders Vredin -- Part I: The Swedish Business Cycle: Stylized Facts over 130 Years / John Hassler, Petter Lundvik, Torsten Persson and Paul Soderlind ; 1. Introduction ; 2. Data ; 3. What are business cycles? ; 4. Broad facts for Sweden, 1861-1988 ; 5. Narrow facts -- Part II: Macroeconomic shocks in an open economy: a common-trends representation of Swedish data, 1871-1990 / Peter Englund, Anders Vredin and Anders Warne ; 10. Vector autoregressions ; 11. Common-trends models of macroeconomic fluctuations ; 12. Examples ; 13. Data description ; 14. Impulses and propagation mechanisms in Swede ; 15. What can we learn about business cycles from VAR models? -- Part III: Expectations-driven, non-linear business cycles / Jean-Michel Grandmont ; 18. Expectations-driven, non-linear business cycles.

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