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The Dynamics of Business Cycles

Stylized Facts, Economic Theory, Econometric Methodology and Applications

  • Book
  • © 1995

Overview

Authors:
  1. Michael Reiter

    1. SEMECON, University of Munich, München, Germany

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Part of the book series: Contributions to Economics (CE)

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Table of contents (15 chapters)

  1. Front Matter

    Pages i-ix
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  2. Introduction

    1. Introduction

      • Michael Reiter
      Pages 1-5

  3. Methodology

    1. Front Matter

      Pages 7-7
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    2. Importance of Stylized Facts

      • Michael Reiter
      Pages 9-12

    3. Further Methodological Issues

      • Michael Reiter
      Pages 13-17

  4. Business Cycle Stylized Facts

    1. Front Matter

      Pages 19-19
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    2. Stylized Facts: Method

      • Michael Reiter
      Pages 21-26

    3. Stylized Facts: Results

      • Michael Reiter
      Pages 27-49

  5. Business Cycle Models

    1. Front Matter

      Pages 51-51
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    2. SOA Models

      • Michael Reiter
      Pages 53-72

    3. Consumption

      • Michael Reiter
      Pages 73-95

    4. Prices and Wages

      • Michael Reiter
      Pages 97-116

  6. Cyclical Growth

    1. Front Matter

      Pages 117-117
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    2. Determinants of Growth

      • Michael Reiter
      Pages 119-123

    3. A Real Model of Cyclical Growth

      • Michael Reiter
      Pages 125-156

  7. Continuous Time Econometrics

    1. Front Matter

      Pages 157-157
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    2. Estimating Continuous Time Models

      • Michael Reiter
      Pages 159-162

    3. The Discrete Kalman Filter

      • Michael Reiter
      Pages 163-168

    4. An Exact Gaussian Estimator for General Linear Continuous Time Models

      • Michael Reiter
      Pages 169-180

    5. Further Topics

      • Michael Reiter
      Pages 181-187
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Keywords

About this book

This study is a revised version of my doctoral dissertation at the Economics Department of the University of Munich. I want to take the opportunity to express my gratitude to some people who have helped me in my work. My greatest thanks go to the supervisor of this dissertation, Professor Claude Billinger. Bis ideas have formed the basis of my work. Be permanently sup­ ported it with a host of ideas, criticism and encouragement. Furthermore, he provided a stimulating research environment at SEMECON. This study would not have been possible in this form without the help of my present and former colleagues at SEMECON. I am indebted to Rudolf Kohne-Volland, Monika Sebold-Bender and Ulrich Woitek for providing soft­ ware and guidance for the data analysis. Discussions with them and with Thilo Weser have helped me to take many hurdles, particularly in the early stages of the project. My sincere thanks go to them all. I had the opportunity to present a former version of my growth model at a workshop of Professor Klaus Zimmermann. I want to thank all the parti­ cipants for their helpful comments. I also acknowledge critical and constructive comments from an anonymous referee. Table of Contents Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 Part I. Methodology 1. Importance of Stylized Facts. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 1.1 Limitations of statistical testing. . . . . . . . . . . . . . . . . . . . . . . . . . 9 1.2 Evaluating economic models. . . . . . . . . . . . . . . . . . .. . . . 11 . . . . . . 2. Further Methodological Issues . . . . . . . . . . . . . . . . . .. . . . 13 . . . . . .

Authors and Affiliations

  • SEMECON, University of Munich, München, Germany

    Michael Reiter

Bibliographic Information

  • Book Title: The Dynamics of Business Cycles

  • Book Subtitle: Stylized Facts, Economic Theory, Econometric Methodology and Applications

  • Authors: Michael Reiter

  • Series Title: Contributions to Economics

  • DOI: https://doi.org/10.1007/978-3-642-95919-6

  • Publisher: Physica Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Physica-Verlag Heidelberg 1995

  • Softcover ISBN: 978-3-7908-0823-0Published: 01 December 1994

  • eBook ISBN: 978-3-642-95919-6Published: 06 December 2012

  • Series ISSN: 1431-1933

  • Series E-ISSN: 2197-7178

  • Edition Number: 1

  • Number of Pages: X, 215

  • Topics: Economic Theory/Quantitative Economics/Mathematical Methods

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