Listagem FGV EPGE - Ensaios Econômicos por Título "Estimating sectoral cycles using cointegration and common features"

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    • Estimating sectoral cycles using cointegration and common features 

      Engle, R. F.; Issler, João Victor
      1994-03
      This paper investigates the degree of short run and long run co-movement in U.S. sectoral output data by estimating sectoraI trends and cycles. A theoretical model based on Long and Plosser (1983) is used to derive a reduced ...