The role of financial markets in generating business cycles
著者
書誌事項
The role of financial markets in generating business cycles
（Mellen studies in economics, v. 11）
Edwin Mellen Press, c2002
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注記
Bibliography: p. [119]-135
Includes index
内容説明・目次
内容説明
This study presents the results of an empirical investigation of the nature and causes of aggregate economic fluctuations, focusing on the link between changes in corporate financial positions and macroeconomic fluctuations.
目次
Preface xi Acknowledgements xiii 1 Introduction 1 2 The Historical Properties of Macroeconomic Fluctuations 9 2.1 Introduction 9 2.2 Data and Methodology 11 2.3 Time Domain Stylized Facts 15 2.4 The Post-War Stabilization of Aggregate Fluctuations 22 2.5 Classical Analysis: Individual Cycles 26 2.6 Individual Cycles: Facts and Factors 29 2.7 Are Business Cycles All Alike? 33 2.8 Summary and Conclusions 36 3 Asymmetries and Non-linearities in Aggregate Fluctuations 51 3.1 Introduction 51 3.2 Non-Linearities in Macroeconomic Time Series 53 3.3 Testing for Business Cycle Asymmetries 56 3.4 Modelling Business Cycle Asymmetries 58 3.5 Do Business Cycle Asymmetries Account for Non-linearities? 62 3.6 Summary and Conclusions 63 4 Distribution Dynamics of Corporate Financial Positions 67 4.1 Introduction 67 4.2 Financial Factors and Aggregate Fluctuations 69 4.3 The Cyclical Behaviour of Firms' Financial Positions 71 4.4 The Evolving Distribution of Financial Positions 74 4.5 Sectional and Time Heterogeneity 78 4.6 Summary and Conclusions 80 5 Corporate Financial Positions and Investment Dynamics 89 5.1 Introduction 89 5.2 The Financial Propagation Mechanism 91 5.3 Empirical Investment Models 93 5.4 Financial Positions and Investment Decisions 99 5.5 Methodology and Data 102 5.6 Empirical Evidence 106 5.7 Summary and Conclusions 110 6 Conclusion 115 Bibliography 119 Index 137
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