Browsing by Author "Uebele, Martin"

Now showing items 1-4 of 4

2009-02-23Dissertation

Historical business cycles and market integration

evidence from comovement

Uebele, Martin

Diese Dissertation befasst sich mit europäischer und US-amerikanischer Konjunkturgeschichte und Marktintegration im 19. und 20. Jahrhundert. Zur Analyse von konjunkturellen Schwankungen stellt sie der weitverbreiteten ...
2005-11-16Buch

Stock Markets and Business Cycle Comovement in Germany before World War I

Evidence from Spectral Analysis

Ritschl, Albrecht; Uebele, Martin

This paper examines the comovement of the stock market and of real activity in Germany before World War I under the effcient market hypothesis. We employ multivariate spectral analysis to compare rivaling national product ...
2008-11-25Buch

The U.S. Business Cycle, 1867-1995

Dynamic Factor Analysis vs. Reconstructed National Accounts

Ritschl, Albrecht; Sarferaz, Samad; Uebele, Martin

This paper presents insights on U.S. business cycle volatility since 1867 de- rived from diffusion indices. We employ a Bayesian dynamic factor model to obtain aggregate and sectoral economic activity indices. We find a ...
2007-07-06Buch

Tracking Down the Business Cycle

a dynamic factor model for Germany 1820-1913

Sarferaz, Samad; Uebele, Martin

We use a Bayesian dynamic factor model to measure Germany’s pre World War I economic activity. The procedure makes better use of existing time series data than historical national accounting. To investigate industrialization ...