ECONOMIC COMOVEMENTS IN EUROPEAN COUNTRIES

Amado Peiró
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Amado Peiró: Universitat de València

Working Papers. Serie EC from Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)

Abstract: This paper examines the existence of common movements in production, prices and interest rates in three countries: France, Germany and the United Kingdom. To analyse this issue, the usual approach of studying cross-correlations is extended. Though these European countries are closely linked to each other, the results obtained vary substantially over time, with the economic variables and in the countries under consideration. Este trabajo examina la existencia de movimientos comunes en la producción, en los precios y en los tipos de interés en tres países: Francia, Alemania y el Reino Unido. Para analizar este tema, se extiende el enfoque habitual del estudio de las correlaciones cruzadas. A pesar de que estos países europeos están estrechamente relacionados, los resultados varían apreciablemente a lo largo del tiempo, con las variables económicas y en los países en consideración.

Keywords: Ciclo económico; comovimientos. Business cycle; comovements (search for similar items in EconPapers)
JEL-codes: E32 (search for similar items in EconPapers)
Pages: 22 pages
Date: 2000-11
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Persistent link: https://EconPapers.repec.org/RePEc:ivi:wpasec:2000-19

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