A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output

Peijie Wang

No 2008-FIN-02, Working Papers from IESEG School of Management

Abstract: This paper studies business cycle patterns in UK sectoral output. It analyzes the distinction between white noise processes and their non-white noise counterparts in the frequency domain and further examines the associated features and patterns for the process where white noise conditions are violated. The characteristics of these sectors, arising from their institutional features that may influence business cycles behavior and patterns, are discussed. The study then investigates the output of UK GDP sectors empirically, revealing their similarities and differences in their business cycle patterns.

Keywords: business cycle patterns; frequency domain (search for similar items in EconPapers)
JEL-codes: C32 E32 (search for similar items in EconPapers)
Pages: 48 pages
Date: 2008-07
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Related works:
Working Paper: A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output (2010)
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