Estimating Sectoral Cycles Using Cointegration and Common Features
收藏NBER1993-11-01 更新2025-01-04 收录
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https://www.nber.org/papers/w4529
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资源简介：
This paper investigates the degree of short run and long run comovement in U.S. sectoral output data by estimating sectoral trends and cycles. A theoretical model based on Long and Plosser (1983) is used to derive a reduced form for sectoral output from first principles. Cointegration and common
提供机构：
美国国家经济研究局
创建时间：
1993-11-01
