ON THE USE OF INNOVATION CORRELATIONS TO STUDY CYCLICAL CO-MOVEMENTS IN GDP AND ITS COMPONENTS

Tilak Abeysinghe () and Keen Meng Choy ()

International Economic Journal, 2002, vol. 16, issue 2, pages 37-45

Abstract: Innovation cross correlations are sometimes used as indicators of cyclical co-movements among economic variables. This note shows that care is needed in making inferences about business cycle co-movements between GDP and its components from an innovation cross correlation analysis because of the effect of the national income accounting identity. The point is illustrated with an empirical example from Singapore. [C22, E32]

Date: 2002
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