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Title:Has the Euro-Mediterranean partnership affected Mediterranean business cycles? Author(s):CANOVA, Fabio
; SCHLAEPFER, AlainDate:2012Type:Working PaperSeries/Number:Barcelona GSE Working Paper; 2012/548Abstract:We date turning points of the reference cycle for 19 countries in the Mediterranean, for selected regions, and for the area. Cycles phases are asymmetric, with expansions lasting, on average, much longer than recessions. ...
; SCHLAEPFER, AlainDate:2012Type:Working PaperSeries/Number:Barcelona GSE Working Paper; 2012/548Abstract:We date turning points of the reference cycle for 19 countries in the Mediterranean, for selected regions, and for the area. Cycles phases are asymmetric, with expansions lasting, on average, much longer than recessions. ...
Title:Estimating overidentifed, nonrecursive, time-varying coefficients structural VARs Author(s):CANOVA, Fabio; PÉREZ FORERO, Fernando J.Date:2012Type:Working PaperSeries/Number:Barcelona GSE Working Paper; 2012/637Abstract:This paper provides a method to estimate time varying coefficients structural VARs which are non-recursive and potentially overidentified. The procedure allows for linear and non-linear restrictions on the parameters, ...
; PÉREZ FORERO, Fernando J.Date:2012Type:Working PaperSeries/Number:Barcelona GSE Working Paper; 2012/637Abstract:This paper provides a method to estimate time varying coefficients structural VARs which are non-recursive and potentially overidentified. The procedure allows for linear and non-linear restrictions on the parameters, ...