Unveiling the international nature of Portugal´s business cycle

Detalhes bibliográficos
Autor(a) principal: Patrício, Mariana Sampaio
Data de Publicação: 2020
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/104268
Resumo: We examine the international nature of Portugal’s business cycles across a sample of 6countries, representing the main trading partners. Using two measures of economic activ-ity, Gross Domestic Product index (GDP) and Industrial Production index (IP), for quar-terly and monthly frequencies, we produce business cycles chronologies. Then, using a bi-nary measure of association for expansion and contraction regimes, we measure the degreeof synchronization between the main trading partners business cycles and the Portuguesecounterpart. Results show that Spain, Germany and France have a higher degree of asso-ciation with Portugal’s business cycle, in terms of GDP. In terms of IP, when controllingfor the idiosyncratic variation present in the series, Spain and France sustain the previousresults, with Great Britain emerging as a relevant country.
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spelling Unveiling the international nature of Portugal´s business cycleBusiness cyclesInternational transmission of turning pointsPortugalDomínio/Área Científica::Ciências Sociais::Economia e GestãoWe examine the international nature of Portugal’s business cycles across a sample of 6countries, representing the main trading partners. Using two measures of economic activ-ity, Gross Domestic Product index (GDP) and Industrial Production index (IP), for quar-terly and monthly frequencies, we produce business cycles chronologies. Then, using a bi-nary measure of association for expansion and contraction regimes, we measure the degreeof synchronization between the main trading partners business cycles and the Portuguesecounterpart. Results show that Spain, Germany and France have a higher degree of asso-ciation with Portugal’s business cycle, in terms of GDP. In terms of IP, when controllingfor the idiosyncratic variation present in the series, Spain and France sustain the previousresults, with Great Britain emerging as a relevant country.Nunes, Luis CatelaRUNPatrício, Mariana Sampaio2021-01-22T01:30:37Z2020-01-222020-012020-01-22T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/104268TID:202492281enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T04:49:48Zoai:run.unl.pt:10362/104268Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:40:11.308212Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Unveiling the international nature of Portugal´s business cycle
title Unveiling the international nature of Portugal´s business cycle
spellingShingle Unveiling the international nature of Portugal´s business cycle
Patrício, Mariana Sampaio
Business cycles
International transmission of turning points
Portugal
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
title_short Unveiling the international nature of Portugal´s business cycle
title_full Unveiling the international nature of Portugal´s business cycle
title_fullStr Unveiling the international nature of Portugal´s business cycle
title_full_unstemmed Unveiling the international nature of Portugal´s business cycle
title_sort Unveiling the international nature of Portugal´s business cycle
author Patrício, Mariana Sampaio
author_facet Patrício, Mariana Sampaio
author_role author
dc.contributor.none.fl_str_mv Nunes, Luis Catela
RUN
dc.contributor.author.fl_str_mv Patrício, Mariana Sampaio
dc.subject.por.fl_str_mv Business cycles
International transmission of turning points
Portugal
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
topic Business cycles
International transmission of turning points
Portugal
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
description We examine the international nature of Portugal’s business cycles across a sample of 6countries, representing the main trading partners. Using two measures of economic activ-ity, Gross Domestic Product index (GDP) and Industrial Production index (IP), for quar-terly and monthly frequencies, we produce business cycles chronologies. Then, using a bi-nary measure of association for expansion and contraction regimes, we measure the degreeof synchronization between the main trading partners business cycles and the Portuguesecounterpart. Results show that Spain, Germany and France have a higher degree of asso-ciation with Portugal’s business cycle, in terms of GDP. In terms of IP, when controllingfor the idiosyncratic variation present in the series, Spain and France sustain the previousresults, with Great Britain emerging as a relevant country.
publishDate 2020
dc.date.none.fl_str_mv 2020-01-22
2020-01
2020-01-22T00:00:00Z
2021-01-22T01:30:37Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/104268
TID:202492281
url http://hdl.handle.net/10362/104268
identifier_str_mv TID:202492281
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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