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Academic literature on the topic 'Business Cycles'

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Published: 4 June 2021
Last updated: 1 August 2024

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Journal articles on the topic "Business Cycles"

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Gregory, Allan W., and Gregor W. Smith. "Measuring business cycles with business-cycle models." Journal of Economic Dynamics and Control 20, no. 6-7 (June 1996): 1007–25. http://dx.doi.org/10.1016/0165-1889(95)00887-x.

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Zhang, Wei-Bin. "Tourism, Growth and Business Cycles." International Journal of Trade, Economics and Finance 10, no. 4 (October 2019): 99–103. http://dx.doi.org/10.18178/ijtef.2019.10.4.644.

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SPYCHAŁA, Joanna. "Regional business cycles in Poland." Scientific Papers of Silesian University of Technology. Organization and Management Series 2020, no. 146 (2020): 441–54. http://dx.doi.org/10.29119/1641-3466.2020.146.31.

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Purpose: The main goal of the considerations presented hereinbelow is a presentation of the course of action as well as an analysis of crucial features of cyclical fluctuations differentiated as entities in the Polish economy as well as in all provinces in the period of the first quarter of 2005 until the second quarter of 2019 based on the rate of the sold production of industry. Design/methodology/approach: A share of the respective regions in the structure of the sold production of industry was assessed. Finally, an attempt of assessing the rate of convergence in terms of morphology of a national chain with time chains of the respective regions was undertaken. In the thesis, a hypothesis is being stated that the most synchronised with the cycle of Poland are regions having the biggest share in the sold production of industry. Methodological bases of the research process as well as an empirical assessment of the regional business cycles in Poland were preceded by theoretical analyses concerning the notion, the core as well as the morphological features of the regional business fluctuations. Findings: Making an assessment of the progression of business cycle fluctuations of the economy of Poland as a whole as well as business cycle fluctuations of Polish provinces in the period between the first quarter 2005 and the second quarter of 2019, one may conclude the progression is not uniform. The variation depends to a large extent on the specificity of development of each region. Provinces which have a lower share in the national structure of the sold production of industry demonstrate higher sensitivity to economic shocks. The highest degree of compliance with the national cycle has been demonstrated in provinces with the highest rate of share in the structure of the sold production of industry. Research limitations/implications: The conducted research, as well as the obtained results might thus be a basis for taking up more extensive analyses in that field, comprising a discussion on the remaining morphological features of business cycles. Originality/value: Determining the course of cyclical fluctuations in Poland as well as in its respective provinces has been made.
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Howson, S. "Business Cycles. Pt. 1 / Business Cycles. Pt. 2." History of Political Economy 46, no. 2 (May 12, 2014): 341–45. http://dx.doi.org/10.1215/00182702-2647549.

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Azariadis, Costas. "Credit Cycles and Business Cycles." Review 100, no. 1 (2018): 45–71. http://dx.doi.org/10.20955/r.2018.45-71.

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Benhabib, Jess, Roberto Perli, and Plutarchos Sakellaris. "Persistence of business cycles in multisector real business cycle models." International Journal of Economic Theory 2, no. 3-4 (September 2006): 181–97. http://dx.doi.org/10.1111/j.1742-7363.2006.0032.x.

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Male, Rachel. "Developing Country Business Cycles: Characterizing the Cycle." Emerging Markets Finance and Trade 47, sup2 (May 2011): 20–39. http://dx.doi.org/10.2753/ree1540-496x4703s202.

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Iacoviello, Matteo. "Financial Business Cycles." International Finance Discussion Paper 2014, no. 1116 (2014): 1–44. http://dx.doi.org/10.17016/ifdp.2014.1116.

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Cashin, Paul. "Caribbean Business Cycles." IMF Working Papers 04, no. 136 (2004): 1. http://dx.doi.org/10.5089/9781451855845.001.

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Ilut, Cosmin L., and Martin Schneider. "Ambiguous Business Cycles." American Economic Review 104, no. 8 (August 1, 2014): 2368–99. http://dx.doi.org/10.1257/aer.104.8.2368.

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This paper studies a New Keynesian business cycle model with agents who are averse to ambiguity (Knightian uncertainty). Shocks to confidence about future TFP are modeled as changes in ambiguity. To assess the size of those shocks, our estimation uses not only data on standard macro variables, but also incorporates the dispersion of survey forecasts about growth as a measure of confidence. Our main result is that TFP and confidence shocks together can explain roughly two thirds of business cycle frequency movements in the major macro aggregates. Confidence shocks account for about 70 percent of this variation. (JEL D81, D84, E12, E32)
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Dissertations / Theses on the topic "Business Cycles"

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Csabafi, Tamas Zoltan. "Business cycles, endogenous growth, and monetary cycles." Thesis, Cardiff University, 2015. http://orca.cf.ac.uk/88965/.

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This dissertation sets out to introduce a new calibration procedure building on Jermann (1998) and the iterative shock identification scheme of Benk et al. (2005) in Chapter 1. It incorporates the use of Simulated Annealing, a global optimization algorithm, into the Jermann (1998) calibration methodology that is applied to search for the combination of structural parameters within a bounded parameter space that yields the lowest distance between a vector of US data moments and its simulated moments counterpart in the frequency domain. It also extends the methodology of Jermann (1998) with the identification scheme of Benk et al. (2005) to obtain convergent estimates for shock parameters. After illustrating the workings of this new calibration methodology on the two sector business cycle model of Dang et al. (2011) with endogenous growth and human capital in Chapter 2 this dissertation sets out in Chapter 3 to introduce an extended version of the model of Dang et al. (2011) and to explain a number of real business cycle (RBC) problems that include the Gali (1999) labor response, the basic consumption-output and labor-output relationship, and the lack of an internal propagation mechanism as pointed out by Cogley and Nason (1995) and Rotemberg and Woodford (1996). This extension follows the suggestions of King and Rebelo (2000) to incorporate an external labor margin through a human capital investment sector and a physical capital utilization margin in the form of physical capital utilization rate to improve the performance of the standard RBC model. In the model introduced in Chapter 3 the physical capital utilization rate is further amended by the introduction of entrepreneurial capacity as in Friedman (1976) and Lucas (1988). The added margin of physical capital utilization is intra-temporal in nature, which enables the new calibration scheme to improve on the ability of the model significantly to explain the underlying real business cycle problems and US data moments in the frequency domain. Lastly, in Chapter 4 a simple monetary extension of the model in Chapter 3 is presented. In this chapter it is shown that the added physical capital utilization in a monetary model combined with the proposed calibration scheme is successful in explaining the empirical negative long term relationship between in ation and output.
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Liu, Kai. "Essays on business cycles." Thesis, University of Cambridge, 2014. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.708384.

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Zhang, Huiyan. "Essays on business cycles." Available to US Hopkins community, 2003. http://wwwlib.umi.com/dissertations/dlnow/3080804.

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Bécard, Yvan. "Banks and business cycles." Thesis, Paris 1, 2018. http://www.theses.fr/2018PA01E009.

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La question centrale qui chapeaute cette thèse est : quelle sont les sources des fluctuations économiques ? De nombreux articles mettent en évidence le rôle majeur des facteurs et chocs financiers. A partir de ce postulat, j'analyse la capacité des modèles macroéconomiques dynamiques à reproduire les co-mouvements observés dans les données entre la production, la consommation, l'investissement et l'emploi, suite à un choc financier. Le premier chapitre montre que les modèles standards n'arrivent pas à générer ces co-mouvements, car ils impliquent des mouvements opposés entre la consommation et l'investissement. Une solution est de modéliser des banques qui prêtent à la fois aux entreprises et aux ménages, puis de considérer le choc financier comme un resserrement simultané des contraintes de crédit des deux types d'emprunteurs. Le second chapitre est une évaluation quantitative de cette idée. Avec David Gauthier, nous estimons un riche modèle macroéconomique sur données américaines à l'aide de méthodes bayésiennes. Nous motivons notre choc de collatéral par l'observation que les banques américaines ajustent les conditions de crédit de manière similaire pour les firmes et les ménages. Nous trouvons que le choc de collatéral explique une large partie des fluctuations économiques, car il est capable de générer les co-mouvements. Le troisième chapitre est l'étape suivante. Je souhaite endogénéiser les conditions de prêts bancaires. L'idée est de reproduire la récession de 2008, au cours de laquelle un choc dans le marché immobilier affectant initialement les ménages a été transmis au reste de l'économie à travers les banques qui ont diminué le crédit alloué aux entreprises
The main question at the heart of this thesis is, what drives business cycle fluctuations? A growing body of evidence suggests that financial factors and shocks matter most. Based on this premise, I ask whether financial shocks in dynamic macroeconomic models can generate the positive co-movements in output, consumption, investment, and hours worked observed in the data. The first chapter shows that standard models fail in doing so, because they typically imply a countercyclical response of consumption. One solution is to have banks lend both to firms and households, and to assume, that the financial shock is a common credit tightening on both. The second chapter offers a quantitative analysis of this idea. Together with David Gauthier, we motivate what we call the collateral shock by documenting that banks in the US effectively adjust standards in a similar way regard less if the borrower is a firm or a household. We estimate a rich macroeconomic model with Bayesian methods on US financial and macro data over the 1985-2015 period. We find that the collateral shock is the main driver of economic fluctuations. The reason is the collateral shock is able to generate pro cyclical consumption, investment, hours, and credit to firms and households, which are features of US business cycles. The third chapter attempts to go a step further by making lending standards endogenous. The idea is to have banks act as a propagation channel. A shock that emerges in the housing market and that initially affects households is transmitted to firms by a panic-prone financial sector that tightens credit to businesses. This model would replicate the story of the 2008 recession in the United States
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Gatfaoui, Jamel. "Modeling Chinese provincial business cycles." Thesis, Aix-Marseille, 2012. http://www.theses.fr/2012AIXM1110.

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Cette thèse étudie les cycles économiques provinciaux chinois durant la période 1989-2009. Dans un premier temps, Nous utilisons une variété de techniques afin d'examiner la nature et le degré de comouvement entre les cycles de croissance provinciaux chinois. Nous détectons différentes propriétés des cycles de croissance provinciaux. En utilisant une méthodologie de classification basée sur un modèle, nous constatons que les provinces peuvent être classées parmi cinq classes en fonction des mesures standards des caractéristiques cycliques. Bien que la majorité des provinces a connu la récession qui a eu lieu autour de la crise asiatique, la nation dans son ensemble a connu une phase d'expansion. En outre, toutes les provinces, ont connu la récession liée à la crise financière internationale qui a eu lieu en 2007/2008 à l'exception du Jiangsu et Tianjin. Toutes les provinces côtières, sauf Hainan, sont significativement synchronisées avec le cycle national. En outre, nous constatons que les quatre principales récessions nationales sont bien diffusées dans tout le pays. Ensuite, nous analysons la co-cyclicité entre les provinces dans chacune des six régions définies par Groenewold et al. (2008). Nous nous basons sur la décomposition tendance-cycle en utilisant le modèle à composantes inobservables univarié et multivarié. Nous trouvons que La majorité des cycles provinciaux reflètent des chocs de la demande plutôt que des chocs de l'offre. En examinant si des cycles communs existent au sein de chaque région, nous pouvons formuler des conclusions sur la pertinence de la définition de ces régions
This thesis deals with the Chinese provincial growth cycles over the period 1989-2009. First, we use a variety of techniques to examine the nature and degree of comovement among Chinese provincial growth cycles. We detect different properties of the provincial growth cycles. Using a model-based clustering methodology, we find that provinces can be classified among five major clusters as a function of standard measures of cyclical characteristics. Although the majority of provinces experienced the recession that occurred around the Asian crisis, the nation as whole experienced an expansionary phase. Moreover, all the provinces experienced the recession related to the subprime crisis that occurred in 2007/2008 except Jiangsu and Tianjing. However, All coastal provinces except Hainan are significantly synchronized with the national cycle. Furthermore, we find that the main four national recessions are well diffused across the country. Then, we analyse the co-cyclicality between provinces in each of the six regions defined by Groenewold et al. (2008). We rely on trend-cycle decomposition by using both univariate and multivariate unobserved component model. The majority of provincial cycles reflect demand rather than supply-side shocks. By examining the commonality of provincial growth cycles within each region, we ask whether the definition of these regions is supported by statistical analysis. We find mixed results. Finally, we use a Markov switching model that allow for the identification of business/seasonal cycle interaction
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Erdem, Fatma Pinar. "Business Cycles In Emerging Economies." Phd thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613853/index.pdf.

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Until very recently, most emerging market economies have achieved higher growth rates for the last decade. It is controversial whether this good economic environment is due to domestic reforms or due to favorable external factors. In this framework, the main aim of this study is to investigate the structure and sources of business cycles in emerging market economies and to determine how these cycles differ than those in developed countries. The role of external and domestic factors on business cycles are analyzed by applying not only the conventional panel data estimations but also common correlated effects panel mean group method which is introduced by Peseran (2006). Besides, the convergence of business cycles in emerging market economies to the business cycles in developed countries is discussed based on factor analysis. The major results indicate the common global factors are the leading source of the business cycles both in emerging market economies and developed countries. However, domestic determinants of fluctuations differ across two groups of countries. In addition, results show that in the last two decades fluctuations in emerging market economies have started to be more dependent on the fluctuations in developed countries.
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Linaa, Jesper Gregers. "Business cycles and monetary policy /." Copenhagen, 2005. http://www.gbv.de/dms/zbw/501512020.pdf.

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Toyoda, Hiroki. "Asset Prices and Business Cycles." Kyoto University, 2019. http://hdl.handle.net/2433/236600.

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Machado, Caio Henrique. "Coordination failures in business cycles." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/18270.

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Coordination failures are often said to play an important role in business cycles. If agents’ incentives of taking a given action depend on the amount of other agents expected to take the same action, coordination failures can often arise. Firms may not invest because they do not expect others to invest, confirming their initial expectations. Similarly, banks may not lend because they do not expect others to lend. This dissertation analyzes different environments in which crises arise as a result of coordination failures. The first chapter analyzes an economy that is subject to a dynamic coordination problem. Because of aggregate demand externalities, firms’ incentives to increase their production depend on expected demand, which in turn depends on the amount produced by other firms. The problem is dynamic since firms do not take investment decisions at the same time, implying that a firm deciding today is trying to forecast what other firms will decide in the future. This opens the possibility of dynamic coordination traps: firms do not invest today because they do not believe others will invest tomorrow, generating lower incentives for firms to invest at future dates. This chapter focuses on the following questions: In economies subject to dynamic coordination traps, what is the optimal stimulus policies? Should policy makers provide higher incentives to production in times of low economic activity? The answer is that a constant subsidy implements the first-best in an economy where beliefs are endogenously determined. The reason is that, although it is harder to coordinate in times of low economic activity, agents are naturally more optimistic about the future in times of poor economic activity and reasonably good fundamentals. This optimism arise from the fact that in bad times negative shocks do not change the level of economic activity, while positive shocks may end a recession. The second chapter proposes a model to study unusually deep financial crises. Previous empirical work has found that financial crises are very deep and persistent on average, but there is a lot of heterogeneity across different episodes. Some financial crises feature a very distressed financial sector, but little distress on the real sector, while others are real macroeconomic disasters. In light of this evidence, I propose a model in which there is a highly non-linear feedback between the real and the financial sector. Disaster episodes arise from the dynamic interaction of two frictions: coordination frictions and financial frictions. When banks have weak balance sheets they do not intermediate much capital. This causes firms to get trapped in a self-reinforcing regime with low aggregate demand, which ends up provoking further damage to banks’ balance sheets. I use the model as a laboratory to study unusually deep financial crises and the effects of some policies. It is shown that the effects of disasters go far beyond what we observe during those episodes: they imply very low asset prices, economic growth and welfare, even in good times and when their probability is very small. Policies that protect the financial sector from those episodes can be very beneficial. Moreover, higher risk-taking in bad times may improve economic growth, welfare and financial stability. The third chapter studies the policy trade-off of a regulator that wants to avoid coordination failures, but at the same time does not want to generate distortions arising from moral hazard. Banks have investment opportunities with an expected return that depends positively on the amount of other banks undertaking similar investments, opening room for coordination failures. At the same time, banks may risk-shift to projects with smaller expected return but higher volatility. By providing guarantees in case of failures, a regulator can enhance coordination, but that leads banks to switch to worse projects. It is shown that in some states a regulator will provide no guarantees, even if it that means allowing a coordination failure to happen. Moreover, the possibility of risk-shifting reduces the amount of guarantees needed to avoid a coordination failure.
Com frequência argumenta-se que falhas de coordenação têm um papel importante no ciclo de negócios. Se os incentivos dos agentes a realizar determinada ação depende da quantidade esperada de outros agentes que tomarão a mesma ação, falhas de coordenação podem acontecer. Empresas podem não investir porque não esperam que outras empresas irão investir, confirmando suas expectativas iniciais. De maneira similar, bancos podem não conceder empréstimos porque eles não esperam que outros bancos irão fazer o mesmo. Esta tese analisa diferentes ambientes onde crises surgem como o resultado de falhas de coordenação. O primeiro capítulo analisa uma economia que está sujeita a falhas de coordenação dinâmicas. Por causa de externalidades de demanda agregada, os incentivos para uma dada firma aumentar sua produção dependem da demanda esperada, que por sua vez depende da quantidade produzida por outras firmas. O problema é dinâmico porque as firmas não tomam decisões de investimento ao mesmo tempo, implicando que uma firma tomando decisões hoje está tentando prever o que outras firmas decidirão no futuro. Isso abre a possibilidade de falhas de coordenação dinâmicas: firmas não investem hoje porque elas não acreditam que outras firmas investirão amanhã, gerando incentivos menores para outras firmas investirem no futuro. Este capítulo foca nas seguintes questões: Em economias sujeitas a este problema de coordenação dinâmico, qual a política de estímulo ótima? O governo deveria prover mais estímulos em épocas de baixa atividade econômica? A resposta é que um subsídio constante implementa o ótimo nesta economia. O motivo é que, embora seja mais difícil coordenar em tempos de baixa atividade, os agentes estão naturalmente mais otimistas sobre o futuro em tempos de baixa atividade e fundamentos razoavelmente bons. Este otimismo surge do fato que em tempos ruins choques negativos não alteram o nível de atividade econômica, mas choques positivos podem acabar com uma recessão. O segundo capítulo desta tese propõe um modelo para estudar crises financeiras mais severas que o usual. Trabalhos empíricos prévios mostram que, em geral, crises financeiras são muito profundas e persistentes, mas também que há muita heterogeneidade entre diferentes episódios. Algumas crises financeiras causam enormes danos no sistema financeiro, mas pouco dano no setor real, enquanto outras são verdadeiros desastres macroeconômicos. À luz desta evidência, esta tese propõe um modelo onde há um feedback extremamente não linear entre o setor financeiro e o setor real. Desastres surgem através da interação dinâmica de duas fricções: fricções de coordenação e fricções financeiras. Quando os bancos estão com problemas em seus balanços, eles optam por intermediar menos capital. Isso leva as firmas a entrar em um regime com baixa demanda agregada, que causa ainda mais dano ao capital dos bancos. Este modelo é utilizado como um laboratório para estudar crises financeiras muito severas e o efeito de algumas políticas. É mostrado que os efeitos de desastres econômicos vão muito além do que observamos durante estes episódios. Eles levam à queda dos preços de ativos, baixo crescimento e perdas de bem-estar, mesmo que a probabilidade destes eventos seja muito pequena. Finalmente, quando os bancos tomam mais risco em tempos ruins, podemos ter um aumento de crescimento, bem-estar e estabilidade financeira. O terceiro capítulo estuda o trade-off enfrentado por um regulador que quer evitar falhas de coordenação, mas ao mesmo tempo não quer gerar distorções que surgem por conta de risco moral. Os bancos possuem oportunidades de investimento cujo retorno esperado depende positivamente da quantidade de outros bancos investindo em projetos similares, abrindo espaço para a possibilidade de falhas de coordenação. Ao mesmo tempo, bancos podem escolher investir em projetos com menor retorno esperado e maior volatilidade. Ao prover garantias em caso de falha de um banco, um regulador pode melhorar a habilidade que estes têm de coordenar, mas ao mesmo isto pode levar os bancos a tomarem risco excessivo. É mostrado que em alguns estados o regulador não proverá garantias, mesmo que isso implique permitir que uma falha de coordenação aconteça. Ainda, a possibilidade dos bancos tomarem risco excessivo reduz a quantidade de garantias necessárias para evitar uma falha de coordenação.
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Kangur, Alvar. "Complementarities in growth and business cycles." Thesis, University of Oxford, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.547770.

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Books on the topic "Business Cycles"

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Ralf, Kirsten. Business Cycles. Heidelberg: Physica-Verlag HD, 2000. http://dx.doi.org/10.1007/978-3-642-51742-6.

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Tvede, Lars, ed. Business Cycles. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119209072.

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Thygesen, Niels, Kumaraswamy Velupillai, and Stefano Zambelli, eds. Business Cycles. London: Palgrave Macmillan UK, 1991. http://dx.doi.org/10.1007/978-1-349-11570-9.

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Woitek, Ulrich. Business Cycles. Heidelberg: Physica-Verlag HD, 1997. http://dx.doi.org/10.1007/978-3-642-48856-6.

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Zarnowitz, Victor. Business Cycles. Chicago: University of Chicago Press, 2008.

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Angeletos, Marios. Noisy business cycles. Cambridge, MA: National Bureau of Economic Research, 2009.

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Angeletos, Marios. Noisy business cycles. Cambridge, MA: Massachusetts Institute of Technology, Dept. of Economics, 2009.

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Romer, Christina. Remeasuring business cycles. Cambridge, MA: National Bureau of Economic Research, 1992.

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S, Frey Bruno, ed. Political business cycles. Cheltenham, UK: E. Elgar Pub., 1997.

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Plosser, Charles I. Money and business cycles: A real business cycle interpretation. Cambridge, MA: National Bureau of Economic Research, 1990.

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Book chapters on the topic "Business Cycles"

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Courvisanos, Jerry. "Business Cycles." In Encyclopedia of Creativity, Invention, Innovation and Entrepreneurship, 216–22. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-319-15347-6_195.

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Puu, Tönu. "Business Cycles." In Nonlinear Economic Dynamics, 45–115. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-662-00754-9_4.

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Courvisanos, Jerry. "Business Cycles." In Encyclopedia of Creativity, Invention, Innovation and Entrepreneurship, 1–7. New York, NY: Springer New York, 2017. http://dx.doi.org/10.1007/978-1-4614-6616-1_195-2.

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Courvisanos, Jerry. "Business Cycles." In Encyclopedia of Creativity, Invention, Innovation and Entrepreneurship, 149–55. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-3858-8_195.

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Steele, G. R. "Business Cycles." In The Economics of Friedrich Hayek, 151–75. London: Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230801486_9.

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Bakir, Erdogan, and Al Campbell. "Business Cycles." In Routledge Handbook of Marxian Economics, 234–44. New York : Routledge, 2017.: Routledge, 2017. http://dx.doi.org/10.4324/9781315774206-22.

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Sherman, Howard J., Michael A. Meeropol, and Paul D. Sherman. "Business Cycles." In Principles of Macroeconomics, 206–19. Second edition. | Abingdon, Oxon; NewYork, NY: Routledge, 2019.: Routledge, 2018. http://dx.doi.org/10.4324/9781351232111-17.

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Dotsey, Michael, and Robert G. King. "Business Cycles." In The New Palgrave Dictionary of Economics, 1193–207. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_244.

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Karakitsos, Elias, and Lambros Varnavides. "Business Cycles." In Maritime Economics, 153–208. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137383419_5.

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Dotsey, Michael, and Robert G. King. "Business Cycles." In The New Palgrave Dictionary of Economics, 1–15. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_244-1.

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Conference papers on the topic "Business Cycles"

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Liu, Ting. "Economic Cycles and Business Investment." In 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022). Paris, France: Atlantis Press, 2022. http://dx.doi.org/10.2991/aebmr.k.220307.007.

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Manjunath, Sreelakshmi, Debayani Ghosh, and Gaurav Raina. "A Kaldor-Kalecki model of business cycles: Stability and limit cycles." In 2014 26th Chinese Control And Decision Conference (CCDC). IEEE, 2014. http://dx.doi.org/10.1109/ccdc.2014.6852621.

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"ALTERNATIVE INVESTMENTS: CORRELATION STRUCTURE AND BUSINESS CYCLES." In 17th Annual European Real Estate Society Conference: ERES Conference 2010. ERES, 2010. http://dx.doi.org/10.15396/eres2010_269.

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Zhao, Xiangpeng, Jianwen Su, Hongli Yang, and Zongyan Qiu. "Enforcing Constraints on Life Cycles of Business Artifacts." In 2009 Third IEEE International Symposium on Theoretical Aspects of Software Engineering (TASE). IEEE, 2009. http://dx.doi.org/10.1109/tase.2009.46.

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Usha Amrutha, N. "Analysis of business cycles using the S-transform." In Third International Conference on Computational Intelligence and Information Technology (CIIT 2013). Institution of Engineering and Technology, 2013. http://dx.doi.org/10.1049/cp.2013.2618.

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"Business Cycles with Capital, Environment and Renewable Resources." In 5th International Conference on Studies in Humanities and Social Sciences. Emirates Research Publishing, 2016. http://dx.doi.org/10.17758/erpub.dirh1216306.

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Nirei, Makoto. "Lumpy investment, sectoral propagation, and business cycles (Invited Paper)." In SPIE Third International Symposium on Fluctuations and Noise, edited by Derek Abbott, Jean-Philippe Bouchaud, Xavier Gabaix, and Joseph L. McCauley. SPIE, 2005. http://dx.doi.org/10.1117/12.609339.

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Kato, Sota, Takafumi Nakanishi, Hirokazu Shimauchi, and Budrul Ahsan. "Topic Variation Detection Method for Detecting Political Business Cycles." In the 6th IEEE/ACM International Conference. New York, New York, USA: ACM Press, 2019. http://dx.doi.org/10.1145/3365109.3368787.

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Balcılar, Mehmet, and Nezahat Küçük. "Features of Business Cycles across the Middle East and North Africa: A Nonparametric Analysis." In International Conference on Eurasian Economies. Eurasian Economists Association, 2013. http://dx.doi.org/10.36880/c04.00717.

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Abstract:
In this paper, we provide a compressive analysis of business cycle characteristics across a large set of countries in the MENA region. Contrary to the majority of the papers on business cycles synchronization across the MENA region countries, we concentrate on the appearance of the cycle, not on its synchronization. We use robust methods that are not based on ad hoc filtering or parametric methods. Our findings suggest that important differences exist in the business cycle characteristics of the MENA region economies. We find evidence against a common reference cycle for a group of countries. Although the business cycle characteristics show some similarities among some small number of countries, overall the business cycle characteristics across the MENA countries are dissimilar.
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"Innovation Cycles Control through Markov Decision Processes." In Third International Symposium on Business Modeling and Software Design. SCITEPRESS - Science and and Technology Publications, 2013. http://dx.doi.org/10.5220/0004776602860291.

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Reports on the topic "Business Cycles"

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Plosser, Charles. Money and Business Cycles: A Real Business Cycle Interpretation. Cambridge, MA: National Bureau of Economic Research, January 1990. http://dx.doi.org/10.3386/w3221.

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Bybee, Leland, Bryan Kelly, Asaf Manela, and Dacheng Xiu. Business News and Business Cycles. Cambridge, MA: National Bureau of Economic Research, October 2021. http://dx.doi.org/10.3386/w29344.

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Arias, Maria A., Charles S. Gascon, and David E. Rapach. Metro Business Cycles. Federal Reserve Bank of St. Louis, 2014. http://dx.doi.org/10.20955/wp.2014.046.

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Golosov, Mikhail, and Guido Menzio. Agency Business Cycles. Cambridge, MA: National Bureau of Economic Research, November 2015. http://dx.doi.org/10.3386/w21743.

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Ilut, Cosmin, and Martin Schneider. Ambiguous Business Cycles. Cambridge, MA: National Bureau of Economic Research, March 2012. http://dx.doi.org/10.3386/w17900.

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Salgado, Sergio, Fatih Guvenen, and Nicholas Bloom. Skewed Business Cycles. Cambridge, MA: National Bureau of Economic Research, December 2019. http://dx.doi.org/10.3386/w26565.

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Angeletos, George-Marios, and Jennifer La'O. Noisy Business Cycles. Cambridge, MA: National Bureau of Economic Research, May 2009. http://dx.doi.org/10.3386/w14982.

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Romer, Christina. Remeasuring Business Cycles. Cambridge, MA: National Bureau of Economic Research, August 1992. http://dx.doi.org/10.3386/w4150.

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Bianchi, Francesco, Cosmin Ilut, and Hikaru Saijo. Diagnostic Business Cycles. Cambridge, MA: National Bureau of Economic Research, March 2021. http://dx.doi.org/10.3386/w28604.

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Basu, Susanto, Giacomo Candian, Ryan Chahrour, and Rosen Valchev. Risky Business Cycles. Cambridge, MA: National Bureau of Economic Research, April 2021. http://dx.doi.org/10.3386/w28693.

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