On non-contemporaneous short-run co-movements
Year of publication: |
2001
|
---|---|
Authors: | Cubadda, Gianluca ; Hecq, Alain W. J. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 73.2001, 3, p. 389-397
|
Subject: | Konjunktur | Business cycle | VAR-Modell | VAR model | Theorie | Theory | Korrelation | Correlation |
-
The comovement between real activity and prices in the G7
Den Haan, Wouter J., (2002)
-
Testing for common cyclical features in VAR models with cointegration
Hecq, Alain W. J., (2001)
-
Testing for common cyclical features in VAR models with cointegration
Hecq, Alain W. J., (2001)
- More ...
-
Cubadda, Gianluca, (2008)
-
Studying co-movements in large multivariate models without multivariate modelling
Cubadda, Gianluca, (2007)
-
Measuring the sources of cyclical fluctuations in the G7 economies
Centoni, Marco, (2007)
- More ...