English, Article, Journal or magazine article edition: Business Cycles in Emerging market Economies: A New View of the Stylised Facts Stan du Plessis

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Bookmark: http://trove.nla.gov.au/version/54230
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Business Cycles in Emerging market Economies: A New View of the Stylised Facts
Author
  • Stan du Plessis
Physical Description
  • preprint
Notes
  • This paper builds on an earlier work in business cycle theory - explicitly in the classical cycle tradition of Burns and Mitchell (1946) and the more recent work by Harding and Pagan (e.g.: 2002a; 2005b; 2005a) - to identify and analyse business cycles in emerging market economies. The goal is to revisit the work of for example Agénor, McDermott and Prasad (2000), whom have established a set of stylised facts for business cycle fluctuations in developing countries. Agénor, et. al. (2000) established these stylised facts using the presently standard method of analysing the features of serially correlated deviations from trends (idenified with statistical techniques such as the Hodrick-Prescott filter) in certain macroeconomic time series, including real GDP, the price level, and components of final demand. The alternative method, implemented in this paper, uses an algorithm of Bry and Boschan (1971), and the recent work of Harding and Pagan to identify the various stylised facts regarding the duration, steepness, amplitude and concordance of these fluctuations in emerging market economies.
  • business cycles, turning points, emerging market economies, quantitative analysis of business cycles, time series econometrics, regression with binary variables
  • RePEc:sza:wpaper:wpapers16
Language
  • English
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