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q-fin.ST2008
The evolution of EU business cycle synchronisation 1981-2007
Paul Ormerod
Most of the analytical techniques used in the business cycle synchronisation literature rely upon the estimation of an empirical correlation matrix of time series data of macroecon…
q-fin.ST2008★ 2 cited
Random matrix theory and the evolution of business cycle synchronisation 1886-2006
Paul Ormerod
The major study by Bordo and Helbing (2003) analyses the business cycle in Western economies 1881-2001. They examine four distinct periods in economic history, and conclude that th…