PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY.
Year of publication: |
1990
|
---|---|
Authors: | PESARAN, M.H. ; PIERSE, R.G. ; LEE, K.C. |
Institutions: | Faculty of Economics, University of Cambridge |
Subject: | financial market | economic models |
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