Classification of German business cycles using monthly data

Ullrich Heilemann and Heinz Josef Münch

No 2001,08, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: The recent renaissance of business cycle analysis has led to a renewed interest in business cycle classification as pioneered by Burns/Mitchell, Spiethoff and resumed in the seventies by Meyer/Weinberg (1975a, b). The rather successful elaboration and test of a “modern” four-phase classification scheme for the United States and West Germany by Meyer/Weinberg motivated the present authors to develop such a classification scheme for West Germany. Based on a kind of stylised facts it should help to translate the multifaced quantitative picture of the cycle into qualitative information.

Keywords: Business cycle; four phase scheme; West Germany 1961 to 1996; discriminant analysis (search for similar items in EconPapers)
JEL-codes: E29 E32 (search for similar items in EconPapers)
Date: 2001
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