Estimating Sectoral Cycles Using Cointegration and Common Features
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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
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美国国家经济研究局创建时间：
1993-11-01
