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Testing for Common Features

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References

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2006Chapter 7 Forecasting with Unobserved Components Time Series Models91 cited
2013Forecasting with factor-augmented error correction models82 cited
1999Common cycles in seasonal non-stationary time series65 cited
1996Aggregate and regional disaggregate fluctuations59 cited
2004Business Cycles in Mexico and the United States: Do They Share Common Movements?55 cited
2012Common trends and common cycles among interest rates of the G7-countries50 cited
2009Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features36 cited
1995The Fisher Hypothesis and Inflation Persistence31 cited
2006Common shocks, common dynamics, and the international business cycle31 cited
1997Inference of Vector Autoregressive Models With Cointegration and Scalar Components31 cited
2012Do trading volumes explain the persistence of GARCH effects?29 cited