Browsing College of Arts and Science by Author "Kose, M. Ayhan"
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Crucini, Mario J.; Kose, M. Ayhan; Otrok, Christropher (Vanderbilt University, 2008)We examine the driving forces of G-7 business cycles. We decompose national business cycles into common and nation-specific components using a dynamic factor model. We also do this for driving variables found in business ...