𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Three tests for the existence of cycles in time series

✍ Scribed by FABIO CANOVA


Book ID
112264472
Publisher
Elsevier Science
Year
1996
Weight
231 KB
Volume
50
Category
Article
ISSN
0035-5054

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## Abstract The paper describes a procedure for examining short‐run dynamic interactions among macroeconomic models by constructing aggregate state‐space submodels for dynamic modes corresponding with short‐run response patterns. Using the quarterly real GNP from the US, Germany, and Japan for 1974