Common Shocks, Common Dynamics, and the International Business Cycle
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- Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007. "Common shocks, common dynamics, and the international business cycle," Economic Modelling, Elsevier, vol. 24(1), pages 149-166, January.
- Marco Centoni & Gianluca Cubadda & Alain Hecq, 2008. "Common Shocks, Common Dynamics, and the International Business Cycle," CEIS Research Paper 106, Tor Vergata University, CEIS, revised 07 Jul 2008.
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More about this item
Keywords
Common Cycles; Cointegration; Domestic-Foreign Shocks; International Business Cycles; Permanent-Transitory Decomposition.;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2003-07-16 (Econometrics)
- NEP-ETS-2003-07-13 (Econometric Time Series)
- NEP-FIN-2003-07-13 (Finance)
- NEP-MAC-2003-07-13 (Macroeconomics)
Statistics
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