Artis, Michael J; Osborn, Denise; Perez-Vazquez, Pedro - C.E.P.R. Discussion Papers - 2004
This Paper examines the changing relationships between the G7 countries through VAR models for the quarterly growth rates, estimated both over sub-periods and using a rolling data window. Six trivariate models are estimated, all of which include the US and a European (E15) aggregate. In relative...
