Essays on Business Cycles Fluctuations and Forecasting Methods

This doctoral dissertation proposes methodologies which, from a linear or a non-linear approach, accommodate to the information flow and can deal with a large amount of data. The empirical application of the proposed methodologies contributes to answer some of the questions that have emerged or that...

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Bibliographic Details
Main Author: Pacce, Matías José
Other Authors: Camacho Alonso, Máximo Cosme
Format: Doctoral Thesis
Language:English
Published: Universidad de Alicante 2017
Subjects:
Online Access:http://hdl.handle.net/10045/71346
Description
Summary:This doctoral dissertation proposes methodologies which, from a linear or a non-linear approach, accommodate to the information flow and can deal with a large amount of data. The empirical application of the proposed methodologies contributes to answer some of the questions that have emerged or that it has potentiated after the 2008 global crisis. Thus, essential aspects of the macroeconomic analysis are studied, like the identification and forecast of business cycles turning points, the business cycles interactions between countries or the development of tools able to forecast the evolution of key economic indicators based on new data sources, like those which emerge from search engines.