Common cycles and the importance of transitory shocks to macroeconomic aggregates

Journal of Monetary Economics

Volumn 47, Issue 3, 2001, Pages 449-475

  Issler, João Victor ^a   Vahid, Farshid ^b  

^a FUNDAÇÃO GETÚLIO VARGAS   (Brazil)

^b MONASH UNIVERSITY   (Australia)

Author keywords

C32; C53; Cointegration; Common cycles; E32; Forecasting; Trend cycle decomposition

Indexed keywords

EID: 0042409514     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-3932(01)00052-6     Document Type: Article

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