Philippine Business Cycle Characterization: Christiano-Fitzgerald Band Pass Filter Reassessment

Please use this identifier to cite or link to this item: https://elibrary.tucl.edu.np/handle/123456789/5593

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DC Field	Value	Language
dc.contributor.author	ADB; De Gorostiza, Gilliane Angela B.; Asuncion, Ruben Carlo; Chongvilaivan, Aekapol	-
dc.date.accessioned	2021-10-05T15:04:41Z	-
dc.date.available	2021-10-05T15:04:41Z	-
dc.date.issued	2019-08	-
dc.identifier.isbn	N/A	-
dc.identifier.isbn	N/A	-
dc.identifier.issn	N/A	-
dc.identifier.issn	N/A	-
dc.identifier.uri	https://www.adb.org/publications/philippine-business-cycle-characterization	-
dc.identifier.uri	https://elibrary.tucl.edu.np/handle/123456789/5593	-
dc.description	This study assesses the duration, amplitude, and slope of business cycles in the Philippines for the period 2003–2017. It looks at the characteristics of these cycles in terms of volatility, co-movement, and persistence. The study finds that broad money supply and investment are the most volatile macroeconomic variables while private consumption exhibits the least volatility. Inflation reveals low volatility, which is attributed to the central bank’s inflation-targeting policy. Private consumption has the highest co-movement among the observed variables, while broad money has the least. The study also confirms that business cycle expansion phases are more rapid than contractions in the Philippines.	-
dc.format.extent	20	-
dc.subject.other	Economics	-
dc.title	Philippine Business Cycle Characterization: Christiano-Fitzgerald Band Pass Filter Reassessment	-
Appears in Collections:	ADB Collections

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