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Is There A North American Business Cycle?. An Analysis Of The Period 1963-2002

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  • Rosmy, Jean Louis

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  • Daniel, Simons

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    Abstract

    This paper investigates the business cycle linkages between Canada, Mexico, and the United States by examining the significant features of the three business cycles for the period 1963 to 2002. It analyzes the correlation between the cyclical fluctuations in these countries and tries to determine the existence of commonality and symmetry between the individual cycles. Using Markov-switching regimes in a multivariate framework and data on industrial production index and real GDP, we discover some synchronization of the business cycles in North America. Mexico and Canada individually share a common cycle with the U.S. but not with each other meaning there are key effects of increased integration between these countries.

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    File URL: http://www.usc.es/economet/journals1/aeid/aeid729.pdf
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    Bibliographic Info

    Article provided by Euro-American Association of Economic Development in its journal Applied Econometrics and International Development.

    Volume (Year): 7 (2007)
    Issue (Month): 2 ()
    Pages: 109-120

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    Handle: RePEc:eaa:aeinde:v:7:y:2007:i:2_9

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    Related research

    Keywords: E32; F43; F47; C32;

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    Cited by:
    1. Ramon A. CASTILLO PONCE & Ramon de Jesus RAMIREZ ACOSTA, 2008. "Economic Integration In North America," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(2), pages 111-122.

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