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Interactions of Real GNP Business Cycles in a Three Country Time Series Model

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Masanao Aoki (UCLA)

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File URL: http://www.econ.ucla.edu/workingpapers/wp675.pdf
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Paper provided by UCLA Department of Economics in its series UCLA Economics Working Papers with number 675.

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Date of creation: 01 Sep 1992
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Handle: RePEc:cla:uclawp:675

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  1. 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)
  2. Robert J. Hodrick & Edward Prescott, 1981. "Post-War U.S. Business Cycles: An Empirical Investigation," Discussion Papers 451, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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  3. Gerlach, Stefan & Klock, John, 1988. "State-space estimates of international business cycles," Economics Letters, Elsevier, vol. 28(3), pages 231-234. [Downloadable!] (restricted)
  4. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)
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  1. Shami, R.G. & Forbes, C.S., 2000. "A structural Time Series Model with Markov Switching," Monash Econometrics and Business Statistics Working Papers 10/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  2. Roland G. Shami & Catherine S. Forbes, 2002. "Non-linear Modelling of the Australian Business Cycle using a Leading Indicator," Monash Econometrics and Business Statistics Working Papers 5/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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