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Time-series properties and empirical evidence of growth and infrastructure

Issler, João Victor; Ferreira, Pedro Cavalcanti - In: Revista de econometria 18 (1998) 1, pp. 31-71

Persistent link: https://www.econbiz.de/10001535215

Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947 - 1997

Senna, Fernanda Assed de A.; Issler, João Victor - In: Estudos econômicos : publicação trimestral do … 30 (2000) 4, pp. 493-523

Persistent link: https://www.econbiz.de/10001534331

Estimating sectoral cycles using cointegration and common features

Engle, Robert F.; Issler, João Victor - 1992

Persistent link: https://www.econbiz.de/10000841638

Common cycles and the importance of transitory shocks to macroeconomic aggregates

Issler, João Victor; Vahid, Farshid - In: Journal of monetary economics 47 (2001) 3, pp. 449-475

Persistent link: https://www.econbiz.de/10001588917

Estimating Sectoral Cycles Using Cointegration and Common Features

Issler, João Victor; Engle, Robert F. - 2021

This paper investigates the degree of short run and long run comovement in U.S. sectoral output data by estimating sectoral trends and cycles. A theoretical model based on Long and Plosser (1983) is used to derive a reduced form for sectoral output from first principles. Cointegration and common...

Persistent link: https://www.econbiz.de/10013227508