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RBA Glossary definition for business cycle

business cycle – The period between peaks or troughs of macroeconomic activity.

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The Australian Business Cycle: A Coincident Indicator Approach

1 Oct 2005 RDP 2005-07
Christian Gillitzer, Jonathan Kearns and Anthony Richards
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2005/2005-07.html

The Australian Business Cycle: A Coincident Indicator Approach

1 Oct 2005 RDP 2005-07
Christian Gillitzer, Jonathan Kearns and Anthony Richards
Research Discussion Paper – RDP 2005-07 The Australian Business Cycle: A Coincident Indicator Approach.
https://www.rba.gov.au/publications/rdp/2005/2005-07/

Applications of the Coincident Indices

31 Dec 2005 RDP 2005-07
Christian Gillitzer, Jonathan Kearns and Anthony Richards
Table 6: Business Cycle Peaks and Troughs. Dated with the Bry-Boschan algorithm. ... Another aspect of the changing nature of the business cycle is the extent to which correlations of cycles across countries may have changed, a topic which is addressed
https://www.rba.gov.au/publications/rdp/2005/2005-07/app-co-indices.html

Appendix C: Revisions to GDP and Recession Dating

31 Dec 2005 RDP 2005-07
Christian Gillitzer, Jonathan Kearns and Anthony Richards
RDP 2005-07: The Australian Business Cycle: A Coincident Indicator Approach Appendix C: Revisions to GDP and Recession Dating.
https://www.rba.gov.au/publications/rdp/2005/2005-07/appendix-c.html

Results

31 Dec 2005 RDP 2005-07
Christian Gillitzer, Jonathan Kearns and Anthony Richards
While the business cycle could be well characterised by one factor for the quarterly panel of data, in the monthly case there are two factors that each represent different cycles, and ... so a common component of the two may better characterise the
https://www.rba.gov.au/publications/rdp/2005/2005-07/results.html

The SW and FHLR Methodologies

31 Dec 2005 RDP 2005-07
Christian Gillitzer, Jonathan Kearns and Anthony Richards
The question then arises as to how the estimated factors should be interpreted with regard to the business cycle. ... factor as being the business cycle index (scaled to have a standard deviation of one).
https://www.rba.gov.au/publications/rdp/2005/2005-07/methodologies.html

Introduction

31 Dec 2005 RDP 2005-07
Christian Gillitzer, Jonathan Kearns and Anthony Richards
Download the Paper 1.72. MB. This paper constructs coincident indicators of Australian economic activity and uses them to explore several features of the business cycle. ... Assessing the business cycle based only on aggregate GDP may also obscure
https://www.rba.gov.au/publications/rdp/2005/2005-07/introduction.html

References

31 Dec 2005 RDP 2005-07
Christian Gillitzer, Jonathan Kearns and Anthony Richards
the euro area business cycle’, Centre for Economic Policy Research Discussion Paper No 3108. ... st. edn. Cashin P and S Ouliaris (2004), ‘Key features of Australian business cycles’,.
https://www.rba.gov.au/publications/rdp/2005/2005-07/references.html

Appendix B: Dating Recessions

31 Dec 2005 RDP 2005-07
Christian Gillitzer, Jonathan Kearns and Anthony Richards
RDP 2005-07: The Australian Business Cycle: A Coincident Indicator Approach Appendix B: Dating Recessions. ... This algorithm implements NBER-style dating of business cycle peaks and troughs in monthly data.
https://www.rba.gov.au/publications/rdp/2005/2005-07/appendix-b.html

Conclusion

31 Dec 2005 RDP 2005-07
Christian Gillitzer, Jonathan Kearns and Anthony Richards
al (2000, 2001) for estimating approximate factor models with many series are useful tools for studying the Australian business cycle. ... Two factors seemingly capture different economic cycles so that an index based on only one of these presents a very
https://www.rba.gov.au/publications/rdp/2005/2005-07/conclusion.html