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Spillover Effects in International Business Cycles
Camacho, Maximo; Perez-Quiros, Gabriel; Pacce, Matias - 2021
To analyze the international transmission of business cycle fluctuations, we propose a new multilevel dynamic factor model with a block structure that (i) does not restrict the factors to being orthogonal and (ii) mixes data sampled at quarterly and monthly frequencies. By means of Monte Carlo...
Persistent link: https://www.econbiz.de/10013315087
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Spillover Effects in International Business Cycles
Camacho, Maximo; Pacce, Matias; Perez-Quiros, Gabriel - 2020
To analyze the international transmission of business cycle fluctuations, we propose a new multilevel dynamic factor model with a block structure that (i) does not restrict the factors to being orthogonal and (ii) mixes data sampled at quarterly and monthly frequencies. By means of Monte Carlo...
Persistent link: https://www.econbiz.de/10014090816
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A new framework to analyze business cycle synchronization
Camacho, Maximo; Pérez-Quirós, Gabriel - In: Nonlinear time series analysis of business cycles, (pp. 133-149). 2006
Persistent link: https://www.econbiz.de/10003309164
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Do European business cycles look like one?
Camacho, Maximo; Pérez-Quirós, Gabriel; Saiz, Lorena - In: Journal of economic dynamics & control 32 (2008) 7, pp. 2165-2190
Persistent link: https://www.econbiz.de/10003732906
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Monitoring the world business cycle
Camacho, Maximo; Martínez-Martín, Jaime - In: Economic modelling 51 (2015), pp. 617-625
Persistent link: https://www.econbiz.de/10011476196
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Are European business cycles close enough to be just one?
Camacho, Maximo; Pérez-Quirós, Gabriel; Saiz, Lorena - 2004
Persistent link: https://www.econbiz.de/10002081629
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Do European business cycles look like one?
Camacho, Maximo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003169122
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Do European business cycles look like one?
Camacho, Maximo; Pérez-Quirós, Gabriel; Saiz, Lorena - 2005
Persistent link: https://www.econbiz.de/10003173011
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Are European business cycles close enough to be just one?
Camacho, Maximo; Pérez-Quirós, Gabriel; Saiz, Lorena - 2005
Persistent link: https://www.econbiz.de/10003098589
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Are European business cycles close enough to be just one?
Camacho, Maximo; Pérez-Quirós, Gabriel; Saiz, Lorena - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1687-1706
Persistent link: https://www.econbiz.de/10003370356