On non-contemporaneous short-run co-movements
- 31 December 2001
- journal article
- research article
- Published by Elsevier in Economics Letters
- Vol. 73 (3) , 389-397
- https://doi.org/10.1016/s0165-1765(01)00514-6
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
- Permanent-transitory Decomposition in Var Models With Cointegration and Common CyclesOxford Bulletin of Economics and Statistics, 2000
- Common serial correlation and common business cycles: A cautious noteEmpirical Economics, 1999
- Common cycles in seasonal non-stationary time seriesJournal of Applied Econometrics, 1999
- The Influence of VAR Dimensions on Estimator BiasesEconometrica, 1999
- Codependent cyclesJournal of Econometrics, 1997
- Testing for Common FeaturesJournal of Business & Economic Statistics, 1993
- [Testing for Common Features]: CommentJournal of Business & Economic Statistics, 1993
- Reduced rank models for multiple time seriesBiometrika, 1986
- A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’Journal of Monetary Economics, 1981