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Extracting Nonlinear Signals from Several Economic Indicators (replication data)
We develop a twofold analysis of how the information provided by several economic indicators can be used in Markov switching dynamic factor models to identify the business cycle... -
Commodity Price Volatility and the Sources of Growth (replication data)
This paper studies the impact of the growth and volatility of commodity terms of trade (CToT) on economic growth, total factor productivity, physical capital accumulation and...
