Nonlinearities in International Business Cycles

Diego Valderrama

No 2002-23, Working Paper Series from Federal Reserve Bank of San Francisco

Abstract: This paper documents the dynamic properties of national output, its components, and the current account for five OECD countries. There is strong evidence of conditional volatility for almost all time series as well as significant deviations from normality. The deviations are detected particularly in GDP, net exports, investment time series.

Keywords: Business cycles; Econometric models (search for similar items in EconPapers)
Pages: 28
Date: 2002-12-01
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedfwp:2002-23

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DOI: 10.24148/wp2002-23

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