Mondialisation et fluctuations des cycles économiques

globalisation and business cycle fluctuation

Ramzi Knani () and Ali Fredj

MPRA Paper from University Library of Munich, Germany

Abstract: In this work, we are interested in studying the profile synchronization between world economies before and after the concept of globalization and economic integration. Initially, an analysis of features of macroeconomic fluctuations is developed. Two approaches have been developed;the traditional approach and the modern approach. We will use the HP filter to extract the transient components time series considered and the method of Bry and Boschan (1971) for the determination of points reversals and for dating business cycles. In a second step, we will address the issue synchronization. The results show an average timing between the world economies (50%) and highest among economies of similar nature (65%).

Keywords: cycles classiques; cycles modernes; filtre HP; datation; synchronisation; intégration économique. (search for similar items in EconPapers)
JEL-codes: E32 F43 (search for similar items in EconPapers)
Date: 2010-07-20
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/22755/1/MPRA_paper_22755.pdf original version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:22755

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().