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D. Corbae and S. Ouliaris, “Extracting Cycles from Nonstationary Data,” In: D. Corbae, S. Durlauf and B. Hansen, Eds., Econometric Theory and Practice: Frontiers of Analysis and Applied Research, Cambridge University Press, New York, 2006.

has been cited by the following article:

• TITLE: Business Cycle: The Case of Gabon

  AUTHORS: Jean-Jacques Tony Ekomie

  KEYWORDS: Business Cycle; Band-pass Filter; Co-Movements; Concordance Index

  JOURNAL NAME: Modern Economy, Vol.4 No.4, April 30, 2013

  ABSTRACT: This article identifies cycles of Gabon GDP, those of its main components (consumption, investment, government spending, exports and imports), and their characteristics (duration, severity and depth), using a band-pass filter and according to the algorithm of Bry and Boschan. Synchronization and the concordance of the cycles of GDP and those of its components are highlighted. Similarly, the contributions of cycles of variables that make up the GDP to the cycles of this greatness are studied according to Stock and Watson’s way (1998).