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Volumn 73, Issue 3, 2001, Pages 389-397

On non-contemporaneous short-run co-movements

Author keywords

Adjustment delays; C32; Common cycles; VECM

Indexed keywords


EID: 0035623999     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00514-6     Document Type: Article
Times cited : (32)

References (15)
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    • Abadir, K.M.1    Hadri, K.2    Tzavalis, E.3
  • 3
    • 49149136203 scopus 로고
    • A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle
    • Beveridge S., Nelson C.R. A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle. Journal of Monetary Economics. 7:1981;151-174.
    • (1981) Journal of Monetary Economics , vol.7 , pp. 151-174
    • Beveridge, S.1    Nelson, C.R.2
  • 4
    • 0039646128 scopus 로고
    • The canonical analysis of stationary time series
    • P.R. Krishnaiah. New York: Academic Press
    • Brillinger D.R. The canonical analysis of stationary time series. Krishnaiah P.R. Multivariate Analysis-II. 1969;331-350 Academic Press, New York.
    • (1969) Multivariate Analysis-II , pp. 331-350
    • Brillinger, D.R.1
  • 5
    • 0033407236 scopus 로고    scopus 로고
    • Common cycles in seasonal non-stationary time series
    • Cubadda G. Common cycles in seasonal non-stationary time series. Journal of Applied Econometrics. 14:1999;273-291.
    • (1999) Journal of Applied Econometrics , vol.14 , pp. 273-291
    • Cubadda, G.1
  • 6
    • 0032728716 scopus 로고    scopus 로고
    • Common serial correlation and common business cycles: A cautious note
    • Cubadda G. Common serial correlation and common business cycles: a cautious note. Empirical Economics. 24:1999;529-535.
    • (1999) Empirical Economics , vol.24 , pp. 529-535
    • Cubadda, G.1
  • 11
    • 0034400139 scopus 로고    scopus 로고
    • Permanent-transitory decomposition in VAR models with cointegration and common cycles
    • Hecq A., Palm F.C., Urbain J.P. Permanent-transitory decomposition in VAR models with cointegration and common cycles. Oxford Bulletin of Economics and Statistics. 62:2000;511-532.
    • (2000) Oxford Bulletin of Economics and Statistics , vol.62 , pp. 511-532
    • Hecq, A.1    Palm, F.C.2    Urbain, J.P.3
  • 15
    • 0000616445 scopus 로고
    • Reduced rank models for multivariate time series
    • Velu R.P., Reinsel G.C., Wichern D.W. Reduced rank models for multivariate time series. Biometrika. 73:1986;105-118.
    • (1986) Biometrika , vol.73 , pp. 105-118
    • Velu, R.P.1    Reinsel, G.C.2    Wichern, D.W.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.