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France in the global economy: a structural approximate dynamic factor model analysis

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  • Alain Kabundi

    ()

  • Francisco Nadal De Simone

    ()

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File URL: http://hdl.handle.net/10.1007/s00181-010-0383-6
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Bibliographic Info

Article provided by Springer in its journal Empirical Economics.

Volume (Year): 41 (2011)
Issue (Month): 2 (October)
Pages: 311-342

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Handle: RePEc:spr:empeco:v:41:y:2011:i:2:p:311-342

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Related research

Keywords: Dynamic factor models; International business cycles; Sign restrictions; C3; E32; F00; E5;

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References

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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  25. Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
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  27. Jean Imbs, 2004. "Trade, Finance, Specialization, and Synchronization," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 723-734, August.
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  36. Kehoe, Patrick, 2005. "Comment on: "Determinants of business cycle comovement: a robust analysis"," Journal of Monetary Economics, Elsevier, vol. 52(1), pages 159-162, January.
  37. Uhlig, Harald, 1998. "The robustness of identified VAR conclusions about money : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 245-263, December.
  38. Hallin, Marc & Liska, Roman, 2007. "Determining the Number of Factors in the General Dynamic Factor Model," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 603-617, June.
  39. Nadal De Simone, Francisco & Clarke, Sean, 2007. "Asymmetry in business fluctuations: International evidence on Friedman's plucking model," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 64-85, February.
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  42. Alain N. Kabundi & Francisco Nadal-De Simone, 2009. "Recent French Export Performance," IMF Working Papers 09/2, International Monetary Fund.
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Cited by:
  1. Kabundi, Alain & Nadal De Simone, Francisco, 2012. "Recent French relative export performance: Is there a competitiveness problem?," Economic Modelling, Elsevier, vol. 29(4), pages 1408-1435.

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