Clustering techniques for the detection of Business Cycles
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Date
1999
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Volume Title
Publisher
Universitätsbibliothek Dortmund
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Abstract
In this paper business cycles are considered as a multivariate phenomenon and not as a univariate one determined e.g. by the GNP. The subject is to look for the number of phases of a business cycle, which can be motivated by the number of clusters in a given dataset of macro-economic variables. Different approaches to distances in the data are tried in a fuzzy cluster analysis to pursue this goal.
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Keywords
business cycles, cluster analysis, fuzzy clustering