Why business cycles diverge? Structural evidence from the European Union

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2021
Volume: 133
Issue: C

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The application of various measures of business cycle synchronization indicates that business cycle divergence is a robust feature of GDP time series in the European Union. An analysis of the sources of the divergence has demonstrated that the determinants of business cycle comovement in economics literature cannot explain this situation. In contrast, they imply that the cycles should converge. An alternative cause of divergence is investigated at the sectoral level using the Bayesian dynamic factor model. The results reveal that, on average, 73 % of the international comovement is driven by sectoral factors, and the manufacturing sector is the main carrier of international business cycles. The unique standing of manufacturing can be attributed to the unparalleled extent of sectoral linkages in the sector. Consequently, business cycle divergence in the European Union could be caused by a rapid decrease in the share of the manufacturing sector and a growing share of services characterized by low intersectoral linkages.

Technical Details

RePEc Handle
repec:eee:dyncon:v:133:y:2021:i:c:s0165188921001986
Journal Field
Macro
Author Count
1
Added to Database
2026-01-24