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Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828-1915

Freire, Gustavo; Resende, Marcelo - In: Empirical economics : a journal of the Institute for … 59 (2020) 6, pp. 3063-3084

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The extent of seasonal/business cycle interactions in European industrial production

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What causes business cycles? : analysis of the Japanese industrial production data

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Factor determinants of total factor productivity growth for the Japanese manufacturing industry

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Real-time GDP forecasting for Japan : a dynamic factor model approach

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Business cycles in Japan : macro vs. micro shocks and their effects on industrial production

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Technical progress in GDP production and CO2 emissions in Brazil : 1970-2012

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Euro area growth signals from industrial production : earnings from a comparison of gross value added and production

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Is industrial production still the dominant factor for the US economy?

Andreou, Elena; Gagliardini, Patrick; Ghysels, Eric; … - 2016

We derive asymptotic properties of estimators and test statistics to determine - in a grouped data setting - common versus group-specific factors. Despite the fact that our test statistic for the number of common factors, under the null, involves a parameter at the boundary (related to unit...

Persistent link: https://www.econbiz.de/10011515884