SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The importance of common cyclical features in VAR analysis: a Monte-Carlo study · Study

ArticleShelves

ArticleThe importance of common cyclical features in VAR analysis: a Monte-Carlo study

Farshid Vahid2002

OA

Articlegreen2002

The importance of common cyclical features in VAR analysis: a Monte-Carlo study

Farshid Vahid · João Victor Issler

94 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Forecasting Techniques and Applications Diverse Scientific and Economic Studies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 94 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’1988Production, growth and business cycles 1993Introduction to Multiple Time Series Analysis 1987Forecasting and testing in co-integrated systems 1988Testing for Common Trends 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence 1989New Indexes of Coincident and Leading Economic Indicators

Cited by

2015The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains 2008VARMA versus VAR for Macroeconomic Forecasting 2005VARs, common factors and the empirical validation of equilibrium business cycle models 2018The longitudinal effects of internationalization on firm performance: The moderating role of marketing capability 2006Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2001Common cycles and the importance of transitory shocks to macroeconomic aggregatesarticle · 11 shared references 2005The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple testarticle · 10 shared references 2007Codependence in cointegrated autoregressive modelsarticle · 9 shared references 1995Estimating common sectoral cyclesarticle · 8 shared references 2013On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyondarticle · 8 shared references 2004Along the New Keynesian Phillips Curve with Nominal and Real Rigiditiespreprint · 8 shared references

Details

Year2002

Typearticle

Published2002-08-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations94

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/s0304-4076(02)00117-3

openalex_workW2024925144

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2006Forecasting the Volatility of Australian Stock Returns

2005Common cyclical features analysis in VAR models with cointegration

2004Business Cycles in Mexico and the United States: Do They Share Common Movements?