Browsing FGV EPGE - Ensaios Econômicos by Title "Common cycles in macroeconomic aggregates"

Now showing items 1-1 of 1

    • 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 ...