This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Estimating Sectoral Cycles Using Cointegration and Common Features Author info | Abstract | Publisher info | Download info | Related research | Statistics Robert F. Engle
Joao Victor Issler
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To our knowledge, this item is not available for
download . To find whether it is available, there are three
options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page
whether it is in fact available.
3. Perform a search for a similarly titled item that would be
available.
Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number
92-20.
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Length:
Date of creation: May 1992Date of revision:
Handle: RePEc:cdl:ucsdec:92-20Contact details of provider: Postal: 9500 Gilman Drive, La Jolla, CA 92093-0508 Phone: (858) 534-3383 Fax: (858) 534-7040 Web page: http://repositories.cdlib.org/ucsdecon/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Other versions of this item:
Paper Issler, João Victor & Engle, Robert F., 1994.
"Estimating Sectoral Cycles Using Cointegration and Common Features ,"
Economics Working Papers (Ensaios Economicos da EPGE)
232, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
Robert F. Engle & Joao Victor Issler, 1993.
"Estimating Sectoral Cycles Using Cointegration and Common Features ,"
NBER Working Papers
4529, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) References listed on IDEAS 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.: Edward C. Prescott, 1986.
"Theory ahead of business cycle measurement ,"
Quarterly Review ,
Federal Reserve Bank of Minneapolis, issue Fall, pages 9-22.
[Downloadable!]
Other versions:
Edward C. Prescott, 1986.
"Theory ahead of business cycle measurement ,"
Staff Report
102, Federal Reserve Bank of Minneapolis.
[Downloadable!] Prescott, Edward C., 1986.
"Theory ahead of business-cycle measurement ,"
Carnegie-Rochester Conference Series on Public Policy ,
Elsevier, vol. 25(1), pages 11-44, January.
[Downloadable!] (restricted) Steven N. Durlauf, 1989.
"Output Persistence, Economic Structure, and the Choice of Stabilization Policy ,"
Brookings Papers on Economic Activity ,
Economic Studies Program, The Brookings Institution, vol. 20(1989-2), pages 69-136.
[Downloadable!]
Long, John B, Jr & Plosser, Charles I, 1983.
"Real Business Cycles ,"
Journal of Political Economy ,
University of Chicago Press, vol. 91(1), pages 39-69, February.
[Downloadable!] (restricted)
Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1992.
"Stochastic Trends and Economic Fluctuations ,"
NBER Working Papers
2229, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1991.
"Stochastic trends and economic fluctuations ,"
Working Paper Series, Macroeconomic Issues
91-4, Federal Reserve Bank of Chicago.
King, Robert G. & Plosser, Charles I. & Stock, James H. & Watson, Mark W., 1991.
"Stochastic Trends and Economic Fluctuations ,"
American Economic Review ,
American Economic Association, vol. 81(4), pages 819-40, September.
[Downloadable!] (restricted) Alan C. Stockman, 1989.
"Sectoral and National Aggregate Disturbances to Industrial Output in Seven European Countries ,"
NBER Working Papers
2313, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Long, John B, Jr & Plosser, Charles I, 1987.
"Sectoral vs. Aggregate Shocks in the Business Cycle ,"
American Economic Review ,
American Economic Association, vol. 77(2), pages 333-36, May.
[Downloadable!] (restricted)
Johansen, Soren, 1991.
"Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models ,"
Econometrica ,
Econometric Society, vol. 59(6), pages 1551-80, November.
[Downloadable!] (restricted)
Loungani, Prakash & Rogerson, Richard, 1989.
"Cyclical fluctuations and sectoral reallocation : Evidence from the PSID ,"
Journal of Monetary Economics ,
Elsevier, vol. 23(2), pages 259-273, March.
[Downloadable!] (restricted)
John Y. Campbell & N. Gregory Mankiw, 1987.
"Permanent and Transitory Components in Macroeconomic Fluctuations ,"
NBER Working Papers
2169, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: John H. Cochrane, 1994.
"Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods ,"
NBER Working Papers
3427, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Engle, Robert F & Granger, Clive W J, 1987.
"Co-integration and Error Correction: Representation, Estimation, and Testing ,"
Econometrica ,
Econometric Society, vol. 55(2), pages 251-76, March.
[Downloadable!] (restricted)
Robert F. Engle & Sharon Kozicki, 1990.
"Testing For Common Features ,"
NBER Technical Working Papers
0091, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Robert F. Engle & Sharon Kozicki, 1990.
"Testing for Common Featurs ,"
University of California at San Diego, Economics Working Paper Series
90-23, Department of Economics, UC San Diego.
Engle, Robert F & Kozicki, Sharon, 1993.
"Testing for Common Features ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 11(4), pages 369-80, October.
Rogerson, Richard, 1987.
"An Equilibrium Model of Sectoral Reallocation ,"
Journal of Political Economy ,
University of Chicago Press, vol. 95(4), pages 824-34, August.
[Downloadable!] (restricted)
Granger, Clive W J, 1986.
"Developments in the Study of Cointegrated Economic Variables ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 48(3), pages 213-28, August.
Nelson, Charles R & Kang, Heejoon, 1981.
"Spurious Periodicity in Inappropriately Detrended Time Series ,"
Econometrica ,
Econometric Society, vol. 49(3), pages 741-51, May.
[Downloadable!] (restricted)
Other versions: Nelson, Charles R & Kang, Heejoon, 1984.
"Pitfalls in the Use of Time as an Explanatory Variable in Regression ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 2(1), pages 73-82, January.
Other versions: Farshid Vahid & Robert F. Engle, 1992.
"Common Trends and Common Cycles ,"
University of California at San Diego, Economics Working Paper Series
92-04, Department of Economics, UC San Diego.
Other versions: King, Robert G. & Plosser, Charles I. & Rebelo, Sergio T., 1988.
"Production, growth and business cycles : I. The basic neoclassical model ,"
Journal of Monetary Economics ,
Elsevier, vol. 21(2-3), pages 195-232.
[Downloadable!] (restricted)
Full
references Cited by : (explanations , 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.)
Issler, João Victor & Vahid, Farshid, 2001.
"The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity ,"
Economics Working Papers (Ensaios Economicos da EPGE)
429, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Other versions:
Issler, João Victor & Vahid, Farshid, 2003.
"The missing link: Using the NBER recession indicator to construct coincident and leading indices of economic activity ,"
Economics Working Papers (Ensaios Economicos da EPGE)
492, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!] Issler, João Victor & Vahid, Farshid, 2002.
"The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity ,"
Economics Working Papers (Ensaios Economicos da EPGE)
445, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!] Issler, J.V. & Vahid, F., 2001.
"The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity ,"
Monash Econometrics and Business Statistics Working Papers
9/2001, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Issler, João Victor & Vahid, Farshid, 2002.
"The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity ,"
Economics Working Papers (Ensaios Economicos da EPGE)
450, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!] Issler, Joao Victor & Vahid, Farshid, 2006.
"The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity ,"
Journal of Econometrics ,
Elsevier, vol. 132(1), pages 281-303, May.
[Downloadable!] (restricted) Chan Swee Lean, 2001.
"Empirical tests to discern linkages between construction and other economic sectors in Singapore ,"
Construction Management & Economics ,
Taylor and Francis Journals, vol. 19(4), pages 355-363, July.
[Downloadable!] (restricted)
Access and
download statistics Did you know? RePEc also has a blog .
This page was last updated on 2009-11-17.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .