Evidence for common features in G7 macroeconomic time series

David Harvey and Terence Mills

Applied Economics, 2005, vol. 37, issue 2, 165-175

Abstract: Systems of economic data potentially exhibit a number of common features, which aid both econometric modelling and economic interpretation. This paper surveys a variety of common features and applies the corresponding testing and estimation techniques to systems of macroeconomic time series in the G7 countries. Strong evidence is found of common trends and common or co-dependent cycles in the data, and, for two countries, empirical support for common non-linearities.

Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10)

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/00036840412331314999 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:applec:v:37:y:2005:i:2:p:165-175

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEC20

DOI: 10.1080/00036840412331314999

Access Statistics for this article

Applied Economics is currently edited by Anita Phillips

More articles in Applied Economics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().