Asymmetric business cycle co-movements

References

• Anderson , H. M. and Vahid , F. 1998 . Testing multiple equation systems for common nonlinear components . Journal of Econometrics , 84 : 1 – 36 .
   Web of Science ®Google Scholar
• Andrade , P. H. , Bruneau , C. and Gregoir , S. 2005 . Testing for the cointegration rank when some cointegrating directions are changing . Journal of Econometrics , 124 : 269 – 310 .
   Web of Science ®Google Scholar
• Bowerman , B. L. and O'Connell , R. T. 2003 . Business Statistics in Practice , 3rd , New York : McGraw-Hill .
   Google Scholar
• Candelon , B. and Hecq , A. 2000 . Stability of Okun's law in a codependent system . Applied Economic Letters , 7 : 687 – 93 .
   Web of Science ®Google Scholar
• Cubadda , G. and Hecq , A. 2001 . On non-contemporaneous short-run co-movements . Economics Letters , 73 : 389 – 97 .
   Web of Science ®Google Scholar
• Engle , R. F. and Kozicki , S. 1993 . Testing for common features (with comments) . Journal of Business and Economic Statistics , 11 : 369 – 95 .
   Web of Science ®Google Scholar
• Hecq , A. 2006 . Cointegration and common cyclical features in VAR models: comparing small sample performances of the 2-step and iterative approaches , RM : University of Maastricht .
   Google Scholar
• Hecq , A. , Palm , F. and Urbain , J. P. 2006 . Testing for common cycles in VAR models with cointegration and common cycles . Journal of Econometrics , 132 : 117 – 41 .
   Web of Science ®Google Scholar
• Tsay , R. S. 1998 . Testing and modeling multivariate threshold models . Journal of the American Statistical Association , 93 : 1188 – 202 .
   Web of Science ®Google Scholar
• Vahid , F. and Engle , R. F. 1993 . Common trends and common cycles . Journal of Applied Econometrics , 8 : 341 – 60 .
   Web of Science ®Google Scholar
• Vahid , F. and Engle , R. F. 1997 . Codependent cycles . Journal of Econometrics , 80 : 199 – 221 .
   Web of Science ®Google Scholar