Identifying the Common Component in International Economic Fluctuations : A New Approach /
This paper develops an aggregation procedure using time-varying weights for constructing the common component of international economic fluctuations. The methodology for deriving time-varying weights is based on some stylized features of the data documented in the paper. The model allows for a unifi...
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| Format: | Tidsskrift |
| Sprog: | English |
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Washington, D.C. :
International Monetary Fund,
1999.
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| Serier: | IMF Working Papers; Working Paper ;
No. 1999/154 |
| Online adgang: | Full text available on IMF |