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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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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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  35. 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.
  36. Francisco Nadal-De Simone, 2002. "Common and Idiosyncratic Components in Real Output," IMF Working Papers 02/229, International Monetary Fund.
  37. Eichenbaum, Martin, 1992. "'Interpreting the macroeconomic time series facts: The effects of monetary policy' : by Christopher Sims," European Economic Review, Elsevier, vol. 36(5), pages 1001-1011, June.
  38. Amengual, Dante & Watson, Mark W., 2007. "Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 91-96, January.
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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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