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How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries

How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries »

Source: How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries

Volume/Issue: 2011/231

Series: IMF Working Papers

Author(s): Philippe Bracke

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2011

ISBN: 9781463921316

Keywords: Housing Cycles, House Prices, Duration Dependence, dependence, equation, probability, statistics, descriptive statistics, Duration Analysis,

This paper analyzes the duration of house price upturns and downturns in the last 40 years for 19 OECD countries. I provide two sets of results, one pertaining to the average length and the other to the length dist...

Adjustment Costs, Irreversibility and Investment Patterns in African Manufacturing

Adjustment Costs, Irreversibility and Investment Patterns in African Manufacturing »

Source: Adjustment Costs, Irreversibility and Investment Patterns in African Manufacturing

Volume/Issue: 1999/99

Series: IMF Working Papers

Author(s): Arne Bigsten

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1999

ISBN: 9781451852257

Keywords: African manufacturing, adjustment costs, duration dependence, nonparametric methods, unobserved heterogeneity, fixed costs, investment rate, probability, probabilities, survey

This paper examines dynamic patterns of investment in Cameroon, Ghana, Kenya, Zambia and Zimbabwe, assessing the consistency of those patterns with different adjustment cost structures. Using survey data on manufac...

Key Features of Australian Business Cycles

Key Features of Australian Business Cycles »

Source: Key Features of Australian Business Cycles

Volume/Issue: 2001/171

Series: IMF Working Papers

Author(s): Paul Cashin , and Sam Ouliaris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

ISBN: 9781451858501

Keywords: duration dependence, real gdp, growth cycles, business cycle, correlation, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper identifies and describes the key features of Australian business cycles during 1959-2000. In particular, we identify the chronologies in Australia's classical cycle (expansions and contractions in the le...

How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries

How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries »

Volume/Issue: 2011/231

Series: IMF Working Papers

Author(s): Philippe Bracke

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2011

DOI: http://dx.doi.org/10.5089/9781463921316.001

ISBN: 9781463921316

Keywords: Housing Cycles, House Prices, Duration Dependence, dependence, equation, probability, statistics, descriptive statistics, Duration Analysis,

This paper analyzes the duration of house price upturns and downturns in the last 40 years for 19 OECD countries. I provide two sets of results, one pertaining to the average length and the other to the length dist...

Adjustment Costs, Irreversibility and Investment Patterns in African Manufacturing

Adjustment Costs, Irreversibility and Investment Patterns in African Manufacturing »

Volume/Issue: 1999/99

Series: IMF Working Papers

Author(s): Arne Bigsten

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1999

DOI: http://dx.doi.org/10.5089/9781451852257.001

ISBN: 9781451852257

Keywords: African manufacturing, adjustment costs, duration dependence, nonparametric methods, unobserved heterogeneity, fixed costs, investment rate, probability, probabilities, survey

This paper examines dynamic patterns of investment in Cameroon, Ghana, Kenya, Zambia and Zimbabwe, assessing the consistency of those patterns with different adjustment cost structures. Using survey data on manufac...

Key Features of Australian Business Cycles

Key Features of Australian Business Cycles »

Volume/Issue: 2001/171

Series: IMF Working Papers

Author(s): Paul Cashin , and Sam Ouliaris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

DOI: http://dx.doi.org/10.5089/9781451858501.001

ISBN: 9781451858501

Keywords: duration dependence, real gdp, growth cycles, business cycle, correlation, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper identifies and describes the key features of Australian business cycles during 1959-2000. In particular, we identify the chronologies in Australia's classical cycle (expansions and contractions in the le...