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Common trends and common cycles in Belgian sectoral GDP

Author

Listed:
  • Carolina GERVAZ

    (UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE))

Abstract

The aim of this paper is to examine common trends and common cycles in Belgian Sectoral output series. A multivariate technique proposed by Engle and Issler [1995] allows to deal with series which simultaneously contain common trends and common cycles. An application of their methodology for eight sectors of the Belgian per Capita real GDP is presented in this article: it has been found that four independent common trends and four independent common cycles characterize the variables.

Suggested Citation

  • Carolina GERVAZ, 1997. "Common trends and common cycles in Belgian sectoral GDP," Discussion Papers (REL - Recherches Economiques de Louvain) 1997015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Handle: RePEc:ctl:louvre:1997015
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    File URL: http://sites.uclouvain.be/econ/DP/REL/1997015.pdf
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    More about this item

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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