Essays on Business Cycles Fluctuations and Forecasting Methods

• Main Author: Pacce, Matías José
• Other Authors: Camacho Alonso, Máximo Cosme
• Format: Doctoral Thesis
• Language: English
• Published: Universidad de Alicante 2017
• Subjects: Business Cycles; Mixed Frequency Data; Bayesian Estimation; Markov-switching; International Business Cycles; Spillover effects; Tourism; Big Data Analysis; Time Series; Fundamentos del Análisis Económico
• Online Access: http://hdl.handle.net/10045/71346

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.