Browsing Produção Intelectual em Bases Externas by Author "Vahid, Farshid"

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Common cycles and the importance of transitory shocks to macroeconomic aggregates

Issler, João Victor; Vahid, Farshid
2001-06

Although there has been substantial research using long-run co-movement (cointegration) restrictions in the empirical macroeconomics literature, little or no work has been done investigating the existence of short-run ...
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity

Issler, João Victor; Vahid, Farshid
2006-05

We use the information content in the decisions of the NBER Business Cycle Dating Committee to construct coincident and leading indices of economic activity for the United States. We identify the coincident index by assuming ...