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Common socio-economic cycle periods
Authors:Bert de Groot  Philip Hans Franses
Institution:Econometric Institute, Erasmus University, Rotterdam, The Netherlands
Abstract:We present a meta-analysis of cycle periods in historical socio-economic data found in the K-wave literature. The literature on stochastic and deterministic cycles in variables such as the consumer price index, employment, interest rates, commodity prices, GDP, war and hegemony is huge and scattered. However our meta-analysis reveals various commonalities. Our key finding is that there is a common set of cycle periods that is common across most socio-economic variables.
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