Application of factor models for the identification of countries sharing international reference-cycles

C-Tier
Journal: Economic Modeling
Year: 2011
Volume: 28
Issue: 6
Pages: 2424-2431

Authors (3)

Santos, Sonia de Lucas (not in RePEc) Rodríguez, María Jesús Delgado (not in RePEc) Ayuso, Inmaculada Álvarez (Universidad Autónoma de Madrid)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Using the methodology developed in Stock and Watson (2002a), this paper proposes to exploit the information that contains the factor loading to identify the countries sharing common factors. The proposal is illustrated by analyzing the relation with the international reference-cycle of a large sample of advanced countries from 1950 until 2006.

Technical Details

RePEc Handle
repec:eee:ecmode:v:28:y:2011:i:6:p:2424-2431
Journal Field
General
Author Count
3
Added to Database
2026-01-24