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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Bibliografske podrobnosti
Glavni avtor: Lumsdaine, Robin
Drugi avtorji: Prasad, Eswar
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 1999.
Serija:IMF Working Papers; Working Paper ; No. 1999/154
Online dostop:Full text available on IMF