In the first section the authors discuss the nature of cyclical features and the distinction between the traditional analysis of co-movement discussed in the business cycles literature and the more recent common cycles analysis. Section 2 examines the nature of the data used in the estimation procedures and the degree to which the relevant series exhibit stationary and non-staionary features. Section 3 applies correlation methods and the common features test procedure to assess whether common or codependent cyclical patterns can be identified for the relationships considered. The final section provides a summary and brief discussion of the results.
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Length: 42 pages Date of creation: 1999 Date of revision: Handle: RePEc:mlb:wpaper:697
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Find related papers by JEL classification: C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing E25 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Aggregate Factor Income Distribution E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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