In this article, I extend the concept of separate cointegration to include the common-feature trend-cycle decomposition approach. This combined approach operates a reduction of the parameter space and permits the identification of the time series long- and short-run constituent factors. A careful assessment of their reciprocal relations, in turn, allows for the answering of potentially interesting economic questions. To show the usefulness of the proposed methodology, I apply it to the study of the relationships between the international business cycle and trade flows.
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Volume (Year): 19 (2001) Issue (Month): 1 (January) Pages: 85-94 Download reference. The following formats are available: HTML
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