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Common cyclical features analysis in VAR models with cointegration

, , and . Journal of Econometrics, 132 (1): 117--141 (May 2006)

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Correction, and . Econometrica, 68 (5): 1293--1293 (245 09 2000)doi: 10.1111/1468-0262.00159.Common cyclical features analysis in VAR models with cointegration, , and . Journal of Econometrics, 132 (1): 117--141 (May 2006)Advances in Econometrics, , and . Volume 15, chapter Testing for common cyclical features in nonstationary panel data models, page 131--160. JAI, (2000)Wald Criteria for Jointly Testing Equality and Inequality Restrictions, and . Econometrica: Journal of the Econometric Society, 54 (5): 1243--1248 (1986)Sources of asymmetry in production factor dynamics, and . Journal of Econometrics, 82 (2): 361--392 (February 1998)Bayesian model selection and prediction with empirical applications comments. Journal of Econometrics, 69 (1): 333--335 (September 1995)Economic modelling and policy analysis, and . Avebury, Aldershot u.a., (1991)Bootstrap Unit-Root Tests: Comparison and Extensions, , and . Journal of Time Series Analysis, 29 (2): 371--401 (61 03 2008)doi: 10.1111/j.1467-9892.2007.00565.x.A dynamic contracting model for wages and employment in three European economies, , and . European Economic Review, 40 (2): 429--448 (February 1996)SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES, , and . Econometric Reviews, 21 (3): 273--307 (2002)