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Globalization, the Business Cycle, and Macroeconomic Monitoring

Globalization, the Business Cycle, and Macroeconomic Monitoring »

Source: Globalization, the Business Cycle, and Macroeconomic Monitoring

Volume/Issue: 2011/25

Series: IMF Working Papers

Author(s): S. Boragan Aruoba , Marco Terrones , Ayhan Kose , and Francis Diebold

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

ISBN: 9781455216727

Keywords: Expansion, Contraction, Recession, Turning Point, Dynamic factor model, Nowcasting, Real-time analysis, business cycle, business cycles, correlations

We propose and implement a framework for characterizing and monitoring the global business cycle. Our framework utilizes high-frequency data, allows us to account for a potentially large amount of missing observati...

Globalization, the Business Cycle, and Macroeconomic Monitoring

Globalization, the Business Cycle, and Macroeconomic Monitoring »

Volume/Issue: 2011/25

Series: IMF Working Papers

Author(s): S. Boragan Aruoba , Marco Terrones , Ayhan Kose , and Francis Diebold

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

DOI: http://dx.doi.org/10.5089/9781455216727.001

ISBN: 9781455216727

Keywords: Expansion, Contraction, Recession, Turning Point, Dynamic factor model, Nowcasting, Real-time analysis, business cycle, business cycles, correlations

We propose and implement a framework for characterizing and monitoring the global business cycle. Our framework utilizes high-frequency data, allows us to account for a potentially large amount of missing observati...