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Common Cycles and Common Trends in Latin America
8 references·0 citing·32 second hop
Common Cycles and Common Trends in Latin America (2002)Common Cycles and Common Trends in Latin …The importance of common cyclical features in VAR analysis: a Monte-Carlo study (2002)The importance of common cycl…Separation, Weak Exogeneity and P-T Decompositions in Cointegrated VAR Systems with Common Features (2002)Separation, Weak Exogeneity a…On non-contemporaneous short-run co-movements (2001)On non-contemporaneous short-…Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles (2000)Permanent‐transitory Decompos…Short‐Run Dynamics in Cointegrated Systems (1997)Short‐Run Dynamics in Cointeg…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…COMMON TRENDS AND COMMON CYCLES (1993)COMMON TRENDS AND COMMON CYCL…Testing for Common Trends (1988)Testing for Common TrendsCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The econometrics of financial markets (1996)A Measure of Comovement for Economic Variables: Theory and Empirics (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2004)Realized Variance and Market Microstructure Noise (2006)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Production, growth and business cycles (1988)VARs, common factors and the empirical validation of equilibrium business cycle models (2005)VARMA versus VAR for Macroeconomic Forecasting (2008)The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains (2015)Testing For Common Features (1990)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion (2005)The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (2005)Studying co-movements in large multivariate data prior to multivariate modelling (2008)Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems (1997)Optimal hedging using cointegration (1999)Global and National Macroeconometric Modelling (2006)Business Cycles in Mexico and the United States: Do They Share Common Movements? (2004)Common cyclical features analysis in VAR models with cointegration (2005)Long‐run and Short‐run Co‐movements in Energy Prices and the Prices of Agricultural Feedstocks for Biofuel (2014)Exogeneity in Vector Error Correction Models with Purely Exogenous Long‐Run Paths (2003)A characterization of vector autoregressive processes with common cyclical features (2010)
this work references cited by second hop

References

  • 1988Testing for Common Trends1,894 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 1993COMMON TRENDS AND COMMON CYCLES461 cited
  • 1997Short‐Run Dynamics in Cointegrated Systems135 cited
  • 2002The importance of common cyclical features in VAR analysis: a Monte-Carlo study94 cited
  • 2000Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles79 cited
  • 2001On non-contemporaneous short-run co-movements50 cited
  • 2002Separation, Weak Exogeneity and P-T Decompositions in Cointegrated VAR Systems with Common Features31 cited

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