The synchronization of GDP growth in the G7 during US recessions

Using the Dynamic Conditional Correlation (DCC) model due to Engle ( 2002 ), we estimate time-varying correlations of quarterly real GDP growth among the G7 countries. In general, we find that rather heterogeneous patterns of international synchronization exist during US recessions. During the 2007-...

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Bibliographic details
Volume: 19
Main Author: Antonakakis, Nikolaos
Scharler, Johann
Format: Journal Article
Language: English
Place of publication: ABINGDON Taylor & Francis 01.01.2012
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Taylor and Francis Journals
published in: Applied economics letters Vol. 19; no. 1; pp. 7 - 11
ORCID: 0000-0002-0904-3678
Data of publication: 1/1/2012
ISSN: 1350-4851
1466-4291
EISSN: 1466-4291
Discipline: Economics
Series: Applied Economics Letters
Subjects:
Online Access: Fulltext
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2012
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