Listagem FGV EPGE - Escola Brasileira de Economia e Finanças por Título "Common cycles in macroeconomic aggregates"

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    • Common cycles in macroeconomic aggregates 

      Vahid, Farshid; Issler, João Victor
      1994-04
      Reduced form estimation of multivariate data sets currently takes into account long-run co-movement restrictions by using Vector Error Correction Models (VECM' s). However, short-run co-movement restrictions are completely ...