Author： ABEYSINGHE TILAK CHOY KEEN MENG
Publisher： Routledge Ltd
ISSN： 1016-8737
Source： International Economic Journal, Vol.16, Iss.2, 2002-0, pp. : 37-45
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Innovation cross correlations are sometimes used as indicators of cyclical co-movements among economic variables. This note shows that care is needed in making inferences about business cycle co-movements between GDP and its components from an innovation cross correlation analysis because of the effect of the national income accounting identity. The point is illustrated with an empirical example from Singapore. [C22, E32]
Related content
Asymmetric business cycle co-movements
By Hecq Alain
Applied Economics Letters, Vol. 16, Iss. 6, 2009-04 ,pp. :
Access to resources
Recommend
Co-movements of OECD growth cycles
By D'Amato Marcello Pistoresi Barbara
Applied Economics, Vol. 29, Iss. 2, 1997-02 ,pp. :
On non-contemporaneous short-run co-movements
Economics Letters, Vol. 73, Iss. 3, 2001-12 ,pp. :
Technological proximity and co-movements of stock returns
By Fung M.K.
Economics Letters, Vol. 79, Iss. 1, 2003-04 ,pp. :
On international stock market co-movements and macroeconomic risks
Applied Economics Letters, Vol. 20, Iss. 10, 2013-07 ,pp. :