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Business Cycles in Mexico and the United States: Do They Share Common Movements?
16 references·7 citing·33 second hop
Business Cycles in Mexico and the United States: Do They Share Common Movements? (2004)Business Cycles in Mexico and the United …Journal of Applied Econometrics (2006)Journal of Applied Econometri…The importance of common cyclical features in VAR analysis: a Monte-Carlo study (2002)The importance of common cycl…Common cycles and the importance of transitory shocks to macroeconomic aggregates (2001)Common cycles and the importa…Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles (2000)Permanent‐transitory Decompos…Common cycles in seasonal non-stationary time series (1999)Common cycles in seasonal non…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…Permanent and Transitory Components of GNP and Stock Prices (1994)Permanent and Transitory Comp…Testing for Common Features (1993)Testing for Common FeaturesCOMMON TRENDS AND COMMON CYCLES (1993)COMMON TRENDS AND COMMON CYCL…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Testing For Common Features (1990)Testing For Common FeaturesTesting for Common Trends (1988)Testing for Common TrendsCOINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Regionalization vs. Globalization (2013)Regionalization vs. Globaliza…Economic Integration in Latin America (2013)Economic Integration in Latin…Sincronización entre los ciclos económicos de México y Estados Unidos. Nuevos resultados con base en el análisis de los índices coincidentes regionales de México (2012)Sincronización entre los cicl…Economic integration in Africa (2010)Economic integration in AfricaExternal Shocks and Business Cycle Fluctuations in Mexico (2008)External Shocks and Business …La sincronización de los ciclos económicos de México y Estados Unidos (2006)La sincronización de los cicl…Bilateral Trade and Business Cycle Synchronization: Evidence from Mexico and United States Manufacturing Industries (2004)Bilateral Trade and Business …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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Chapter 49 Arch models (1994)5 Stochastic volatility (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)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)Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2004)Realized Variance and Market Microstructure Noise (2006)A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Macroeconomics and Reality (1980)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Bond Risk Premia (2005)Presidential Address: Discount Rates (2011)Tourism as a long-run economic growth factor: the Spanish case (2002)Testing for Error Correction in Panel Data* (2007)Do Natural Resources Fuel Authoritarianism? A Reappraisal of the Resource Curse (2011)The Effect of Fixed Exchange Rates on Monetary Policy (2004)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)The Mechanism(s) of Neighbourhood Effects: Theory, Evidence, and Policy Implications (2011)
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References

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  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
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  • 2001Common cycles and the importance of transitory shocks to macroeconomic aggregates107 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 Cycles

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79 cited
  • 1999Common cycles in seasonal non-stationary time series65 cited
  • Cited by

    • 2008External Shocks and Business Cycle Fluctuations in Mexico58 cited
    • 2013Regionalization vs. Globalization34 cited
    • 2013Economic Integration in Latin America33 cited
    • 2006La sincronización de los ciclos económicos de México y Estados Unidos26 cited
    • 2004Bilateral Trade and Business Cycle Synchronization: Evidence from Mexico and United States Manufacturing Industries24 cited
    • 2010Economic integration in Africa20 cited
    • 2012Sincronización entre los ciclos económicos de México y Estados Unidos. Nuevos resultados con base en el análisis de los índices coincidentes regionales de México20 cited