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Common Cycles: A Frequency Domain Approach Author info | Abstract | Publisher info | Download info | Related research | Statistics J. Breitung
B. Candelon
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Paper provided by Humboldt Universitaet Berlin in its series Sonderforschungsbereich 373 with number
2000-99.
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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.: Vahid, Farshid & Engle, Robert F., 1997.
"Codependent cycles ,"
Journal of Econometrics ,
Elsevier, vol. 80(2), pages 199-221, October.
[Downloadable!] (restricted)
Clive, W.J. & Lin, Jin-Lung, 1995.
"Causality in the Long Run ,"
Econometric Theory ,
Cambridge University Press, vol. 11(03), pages 530-536, June.
[Downloadable!]
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.
Other versions: Gianluca Cubadda, 1999.
"Common serial correlation and common business cycles: A cautious note ,"
Empirical Economics ,
Springer, vol. 24(3), pages 529-535.
[Downloadable!] (restricted)
Vahid, F & Engle, Robert F, 1993.
"Common Trends and Common Cycles ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 8(4), pages 341-60, Oct.-Dec..
[Downloadable!] (restricted)
Other versions: Gonzalo, Jesus & Granger, Clive W J, 1995.
"Estimation of Common Long-Memory Components in Cointegrated Systems ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 13(1), pages 27-35, January.
Other versions:
Jesus Gonzalo & Clive W.J. Granger, 1991.
"Estimation of Common Long-Memory Components in Cointegrated Systems ,"
University of California at San Diego, Economics Working Paper Series
91-33, Department of Economics, UC San Diego.
Gonzalo, J. & Granger, C., 1992.
"Estimation of Common Long-Memory Components in Cointegrated Systems ,"
Papers
4, Boston University - Department of Economics.
repec:cup:etheor:v:11:y:1995:i:3:p:530-36 is not listed on IDEAS
Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990.
"Seasonal integration and cointegration ,"
Journal of Econometrics ,
Elsevier, vol. 44(1-2), pages 215-238.
[Downloadable!] (restricted)
Other versions:
Hyllerberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988.
"Seasonal Integration And Cointegration ,"
Papers
0-88-2, Pennsylvania State - Department of Economics.
Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988.
"Seasonal, Integration And Cointegration ,"
Papers
6-88-2, Pennsylvania State - Department of Economics.
John Y. Campbell & N. Gregory Mankiw, 1990.
"Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence ,"
NBER Working Papers
2924, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Cubadda, Gianluca, 1999.
"Common Cycles in Seasonal Non-stationary Time Series ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 14(3), pages 273-91, May-June.
[Downloadable!]
Jonathan Rubin & Niels Thygesen, 1996.
"Monetary Union and the Outsiders - A Cointegration/ Codependence Analysis of Business Cycles in Europe ,"
Discussion Papers
96-08, University of Copenhagen. Department of Economics.
Engle, Robert F & Kozicki, Sharon, 1993.
"Testing for Common Features: Reply ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 11(4), pages 393-95, October.
Artis, Michael J & Zhang, Wenda, 1995.
"International Business Cycles and the ERM: Is there a European Business Cycle? ,"
CEPR Discussion Papers
1191, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001.
"Testing for Common Cyclical Features in Var Models with Cointegration ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Tamim Bayoumi and Barry Eichengreen., 1992.
"Shocking Aspects of European Monetary Unification ,"
Economics Working Papers
92-187, University of California at Berkeley.
[Downloadable!]
Other versions: Candelon, Bertrand & Hecq, Alain, 2000.
"Stability of Activity-Unemployment Relationship in a Codependent System ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 7(10), pages 687-93, October.
[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.)
M.J. Artis, 2003.
"Reflections on the optimal currency area (OCA) criteria in the light of EMU ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 8(4), pages 297-307.
[Downloadable!]
Other versions: Carlos Enrique Carrasco Gutierrez & Fábio Augusto Reis Gomes, 2006.
"Evidence About Mercosur’S Business Cycle ,"
Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting]
179, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
J. Breitung & B. Candelon, .
"Testing for short and long-run causality: The case of the yield spread and economic growth ,"
Sonderforschungsbereich 373
2001-96, Humboldt Universitaet Berlin.
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