Search openICPSR

Find and share social, behavioral, and health sciences research data.

  • Search terms can be anywhere in the study: title, description, variables, etc.
  • Because our holdings are large, we recommend using at least two query terms:
    rural economy
    home ownership
    higher education
    ghana adolescents
  • Keywords help delimit the breadth of results. Therefore, use as many as required to achieve your desired results:
    elementary education federal funding
  • Our search will find studies with derivative expressions of your query terms: A search for "nation" will find results containing "national"
  • Use quotes to search for an exact expression:
    "social mobility"
  • You can combine exact expressions with loose terms:
    "united states" inmates
  • Exclude results by using a MINUS sign:
    elections -sweden -germany
    elections -sweden -germany
  • On the results page, you will be able to sort and filter to further refine results.
  • Please note that your search queries only openICPSR data holdings.
Name File Type Size Last Modified
  data 04/25/2020 09:47:AM
  empirics_main_text 04/25/2020 09:47:AM
  models 04/25/2020 09:47:AM
  online_appendix 04/25/2020 09:47:AM
readme-openicpsr-118082.pdf application/pdf 323.7 KB 04/25/2020 05:47:AM

Project Citation: 

Angeletos, Marios, Collard, Fabrice, and Dellas, Harris. Data and Code for: Business Cycle Anatomy. Nashville, TN: American Economic Association [publisher], 2020. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2020-09-24.

Project Description

Summary:  View help for Summary We propose a new strategy for dissecting the macroeconomic time series, provide a template for the business-cycle propagation mech- anism that best describes the data, and use its properties to ap- praise models of both the parsimonious and the medium-scale va- riety. Our findings support the existence of a main business-cycle driver but rule out the following candidates for this role: technology or other shocks that map to TFP movements; news about future productivity; and inflationary demand shocks of the textbook type. Models aimed at accommodating demand-driven cycles without a strict reliance on nominal rigidity appear promising.

Scope of Project

Subject Terms:  View help for Subject Terms Business Cycle; VectorAutoregression; Shocks
JEL Classification:  View help for JEL Classification
      C32 Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
      E32 Business Fluctuations; Cycles
Geographic Coverage:  View help for Geographic Coverage United States
Time Period(s):  View help for Time Period(s) 1955 – 2017


Data Source:  View help for Data Source Federal Reserve Economic Database

Related Publications

Published Versions

Export Metadata

Report a Problem

Found a serious problem with the data, such as disclosure risk or copyrighted content? Let us know.

This material is distributed exactly as it arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.