Are European Business Cycles Close Enough to Be Just One?
暂无分享,去创建一个
Maximo Camacho | Gabriel Pérez-Quirós | Máximo Camacho | Gabriel Perez-Quiros | Lorena Saiz | L. Saiz
[1] A. Iacobucci. Spectral Analysis for Economic Time Series , 2005 .
[2] Z. Darvas,et al. Business Cycle Synchronization in the Enlarged EU: Comovements in the New and Old Members , 2004 .
[3] Marco Lippi,et al. The Generalized Dynamic Factor Model , 2002 .
[4] D. Osborn,et al. Classical Business Cycles for G7 and European Countries , 1995 .
[5] J. Kruskal. Nonmetric multidimensional scaling: A numerical method , 1964 .
[6] B. Silverman. Density estimation for statistics and data analysis , 1986 .
[7] J. Fidrmuc. The Endogeneity of the Optimum Currency Area Criteria , 2004 .
[8] A. Rose,et al. The Endogeneity of the Optimum Currency Area Criteria , 1996 .
[9] J. Mcqueen. Some methods for classi cation and analysis of multivariate observations , 1967 .
[10] Fabio Canova,et al. Similarities and Convergence in G-7 Cycles , 2004, SSRN Electronic Journal.
[11] Marco Lippi,et al. The generalized dynamic factor model: consistency and rates , 2004 .
[12] M. Maurel,et al. An Optimal Currency Area Perspective of the EU Enlargement to the CEECs , 1999 .
[13] J. MacQueen. Some methods for classification and analysis of multivariate observations , 1967 .
[14] Michael D. Bordo,et al. Have National Business Cycles Become More Synchronized? , 2003 .
[15] Todd E. Clark,et al. Borders and Business Cycles , 1999 .
[16] Kajal Lahiri,et al. Leading economic indicators : new approaches and forecasting records , 1991 .
[17] D. Osborn,et al. Business Cycles for G7 and European Countries , 1997 .
[18] Hans-Martin Krolzig,et al. The European Business Cycle , 2004 .
[19] J. Stock,et al. A Probability Model of the Coincident Economic Indicators , 1988 .
[20] Ali M. Kutan,et al. Real and Monetary Convergence within the European Union and between the European Union and Candidate Countries: A Rolling Cointegration Approach , 2002 .
[21] C. W. J. Granger,et al. Cyclical Analysis of Time Series: Selected Procedures and Computer Programs , 1972 .
[22] W. D. Ray,et al. Spectral Analysis and Time Series. Vol. 1: Univariate Series. , 1982 .
[23] Christophe Croux,et al. A Measure of Comovement for Economic Variables: Theory and Empirics , 1999, Review of Economics and Statistics.
[24] Joffrey Malek Mansour,et al. Do national business cycles have an international origin? , 2003 .
[25] Allan W. Gregory,et al. Measuring World Business Cycles , 1997 .
[26] M. Frenkel,et al. How Symmetric are the Shocks and the Shock Adjustment Dynamics between the Euro Area and Central and Eastern European Countries? , 2002, SSRN Electronic Journal.
[27] M. Maurel,et al. Exchange Rate Regimes and Supply Shocks Asymmetry: The Case of the Accession Countries , 2002 .
[28] D. Andrews. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation , 1991 .
[29] Julien Garnier. Has the Similarity of Business Cycles in Europe Increased with the Monetary Integration , 2003 .
[30] E. Prescott,et al. Postwar U.S. Business Cycles: An Empirical Investigation , 1997 .
[31] J. H. Ward. Hierarchical Grouping to Optimize an Objective Function , 1963 .
[32] Peter J. Rousseeuw,et al. Finding Groups in Data: An Introduction to Cluster Analysis , 1990 .
[33] W. D. Haan. The Comovement Between Output And Prices , 2000 .
[34] M. Hallin,et al. The Generalized Dynamic-Factor Model: Identification and Estimation , 2000, Review of Economics and Statistics.
[35] James H. Stock,et al. Has the Business Cycle Changed? Evidence and Explanations , 2003 .
[36] P. Rousseeuw. Silhouettes: a graphical aid to the interpretation and validation of cluster analysis , 1987 .
[37] C. Granger,et al. Spectral Analysis for Economic Time Series , 1964 .
[38] F. David. The moments of the z and F distributions. , 1949, Biometrika.
[39] Adrian Pagan,et al. Synchronization of cycles , 2006 .
[40] Eswar S. Prasad,et al. Identifying the Common Component of International Economic Fluctuations: A New Approach , 1999 .
[41] M. Marcellino,et al. Characterising the Business Cycle for Accession Countries , 2004 .
[42] David E. Booth,et al. Applied Multivariate Analysis , 2003, Technometrics.
[43] Hrishikesh D. Vinod Mathematica. Integer Programming and the Theory of Grouping , 1969 .
[44] B. Ickes,et al. INTERNATIONAL BUSINESS CYCLES , 1989 .
[45] J. Stock,et al. Macroeconomic Forecasting Using Diffusion Indexes , 2002 .
[46] Michael J. Artis,et al. International Business Cycles and the ERM: Is there a European Business Cycle? , 1997 .
[47] Agustín Maravall,et al. Time aggregation and the hodrick-prescott filter , 2001 .
[48] M. Artis,et al. Is There a European Business Cycle? , 2003, SSRN Electronic Journal.
[49] D. B. Preston. Spectral Analysis and Time Series , 1983 .