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Testing for Common Cyclical Features in Nonstationary Panel Data Models

https://doi.org/10.2139/ssrn.263964
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inferred← citeshttps://doi.org/10.1016/j.jeconom.2005.01.025openalex-snapshot
Common cyclical features analysis in VAR models with cointegration
inferred← citeshttps://doi.org/10.1023/b:ecot.0000023257.44725.6dopenalex-snapshot
Twentieth Century Shocks, Trends and Cycles in Industrialized Nations
inferred← citeshttps://doi.org/10.1081/etc-120015785openalex-snapshot
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
inferred← citeshttps://doi.org/10.1093/jjfinec/nbq008openalex-snapshot
Separation in Cointegrated Systems
inferred← citeshttps://doi.org/10.1177/0047287515619695openalex-snapshot
The Link between Money Supply and Tourism Demand Cycles
inferred← citeshttps://doi.org/10.1198/073500106000000602openalex-snapshot
Common Features in Economics and Finance
inferred← citeshttps://doi.org/10.6092/issn.1973-2201/3625openalex-snapshot
Modelling comovements of economic time series: a selective survey
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