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- W1489753898 abstract "Using the dynamic conditional correlation (DCC) model due to Engle (2002), we estimate time varying correlations of quarterly real GDP growth among the G7 countries. In general, we nd that rather heterogeneous patterns of international synchronization exist during U.S. recessions. During the 2007 - 2009 recession, however, international co-movement increased substantially." @default.
- W1489753898 created "2016-06-24" @default.
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- W1489753898 date "2010-04-01" @default.
- W1489753898 modified "2023-09-27" @default.
- W1489753898 title "The Synchronization of GDP Growth in the G7 during U.S. Recessions. Is this Time Different" @default.
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