Common Trends and Common Cycles in Canadian Sectoral Output
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- Francisco Barillas & Christoph Schleicher, 2003. "Common Trends and Common Cycles in Canadian Sectoral Output," Staff Working Papers 03-44, Bank of Canada.
References listed on IDEAS
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Cited by:
- Elizabeth Wakerly & Byron Scott & James Nason, 2006.
"Common trends and common cycles in Canada: who knew so much has been going on?,"
Canadian Journal of Economics, Canadian Economics Association, vol. 39(1), pages 320-347, February.
- Elizabeth C. Wakerly & Byron G. Scott & James M. Nason, 2006. "Common trends and common cycles in Canada: who knew so much has been going on?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(1), pages 320-347, February.
- James M. Nason & Byron G. Scott & Elizabeth C. Wakerly, 2004. "Common trends and common cycles in Canada: who knew so much has been going on?," FRB Atlanta Working Paper 2004-5, Federal Reserve Bank of Atlanta.
- de Silva, Ashton & Hyndman, Rob J. & Snyder, Ralph, 2009.
"A multivariate innovations state space Beveridge-Nelson decomposition,"
Economic Modelling, Elsevier, vol. 26(5), pages 1067-1074, September.
- de Silva, Ashton, 2007. "A multivariate innovations state space Beveridge Nelson decomposition," MPRA Paper 5431, University Library of Munich, Germany.
- Christoph Schleicher, 2007.
"Codependence in cointegrated autoregressive models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 137-159.
- Christoph Schleicher, 2004. "Codependence in Cointegrated Autoregressive Models," Computing in Economics and Finance 2004 286, Society for Computational Economics.
- Cesar R. Sobrino, 2021. "Analyzing the Role of the Permanent and Temporary Shocks in Peru Using the Co-Movements Approach," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 13(11), pages 111-111, November.
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More about this item
Keywords
common features; business cycles; vector autoregressions;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2005-11-19 (Business Economics)
- NEP-ETS-2005-11-19 (Econometric Time Series)
- NEP-FOR-2005-11-19 (Forecasting)
- NEP-MAC-2005-11-19 (Macroeconomics)
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