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11. / Forecast horizon is 20 quarters and refers to the levels of the series. Confidence intervals are constructed using Kilian’s (1998) bootstrapping technique Figure 1: Economic Growth Rates – South Africa, the US, Common Component -6.00 -4.00 -2.00
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12. Japan Real Effective exchange rate, 2000 = 100, ULC-based 1 l 3
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13. q ik S λ and, therefore, the shock associated with is the first principal component shock. Q is the matrix of eigenvectors of , ( , , …, ), where ( is the eigenvector corresponding to the principal component shock. Along the lines of Uhlig (2003), Eickmeier (2007), and Altig and others (2002), it is posed: to
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14. See Peersman (2005) for more technical details.
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15. Uhlig (2003) shows that two shocks are sufficient to explain 90 percent of the variance at all horizons of real US GNP.
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16. United Kingdom Labour productivity of the total economy \ Index 2000 1 l 3
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17. United Kingdom Real Effective exchange rate, 2000 = 100, ULC-based 1 l 3
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18. United Kingdom Unit labour cost of the manufacturing sector \Index 2001 1 l 3
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19. United Kingdom Unit labour cost of the total economy \ Index 2000 1 l 3
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20. United Kingdom Wage rate of the manufacturing sector, hourly earnings \Index 2001 1 l 3
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21. World Commodity Industrial Inputs Price Index, 1995 = 100, includes Agricultural Raw Materials and Metals Price Indices 0 l 1 Note: Interger of order 0 = 0, 1 = 1, 2 = 2; natural log variables = l, no transformation =nl Treatment 0 = no transformattion; 1 = logarithm; 2 = first difference; 3 = first difference of logarithm
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22. World Commodity Metals Price Index, 1995 = 100, includes Copper, Aluminum, Iron Ore, Tin, Nickel, Zinc, Lead, and Uranium Price Indices 1 l 3
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23. World Commodity Non-Fuel Price Index, 1995 = 100, includes Food and Beverages and Industrial Inputs Price Indices 1 l 3
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1. Is Water Shedding Next?. (2015). .
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2. BUSINESS CYCLE SYNCHRONIZATION IN THE EURO AREA. (2012). Valeanu, Ioana Laura.
   In: CES Working Papers.
   RePEc:jes:wpaper:y:2012:v:4:p:429-440.

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3. BUSINESS CYCLE SYNCHRONIZATION IN THE EURO AREA. (2012). Valeanu, Ioana Laura.
   In: CES Working Papers.
   RePEc:jes:wpaper:y:2012:v:4:i:3:p:429-440.

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4. Spillovers of Domestic Shocks: Will They Counteract the ‘Great Moderation’?. (2012). Mody, Ashoka ; Carare, Alina.
   In: International Finance.
   RePEc:bla:intfin:v:15:y:2012:i:1:p:69-97.

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5. Measuring Financial Market Integration over the Long Run: Is there a U-Shape?. (2011). Volosovych, Vadym.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20110018.

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6. Measuring financial market integration over the long run: Is there a U-shape?. (2011). Volosovych, Vadym.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:30:y:2011:i:7:p:1535-1561.

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7. Housing, credit, and real activity cycles: Characteristics and comovement. (2011). Tamirisa, Natalia ; Pinheiro, Marcelo ; Nadal De Simone, Francisco ; Kabundi, Alain ; Igan, Deniz.
   In: Journal of Housing Economics.
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8. Application of factor models for the identification of countries sharing international reference-cycles. (2011). Sonia, de Lucas Santos ; Álvarez, Inmaculada ; Santos, Sonia de Lucas, ; Rodriguez, Maria Jesus Delgado, ; Ayuso, Inmaculada Alvarez.
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9. OUTPUT AND PRICE LINKAGES IN ASIAS POST-CRISIS MACROECONOMIC INTERDEPENDENCE. (2010). Takagi, Shinji ; Kozuru, Issei.
   In: The Singapore Economic Review (SER).
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10. Business cycle comovement in the G-7: common shocks or common transmission mechanisms?. (2010). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:18:p:2327-2345.

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11. The Global Financial Crisis and its Impact on Emerging Market Economies in Europe and the CIS: Evidence from mid-2010. (2010). DABROWSKI, Marek.
    In: CASE Network Studies and Analyses.
    RePEc:sec:cnstan:0411.

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12. Spillovers of Domestic Shocks: Will They Counteract the “Great Moderation”?. (2010). Mody, Ashoka ; Carare, Alina.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/078.

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13. An open-economy macro-finance model of international interdependence: The OECD, US and the UK. (2010). Spencer, Peter ; Liu, Zhuoshi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:667-680.

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14. International house prices and macroeconomic fluctuations. (2010). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:533-545.

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15. A COMPARATIVE ANALYSIS OF THE SYNCHRONISATION OF BUSINESS CYCLES FOR DEVELOPED AND DEVELOPING ECONOMIES WITH THE WORLD BUSINESS CYCLE. (2010). Botha, Ilse.
    In: South African Journal of Economics.
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16. Financial Globalization: A Reappraisal. (2009). Wei, Shang-Jin ; Rogoff, Kenneth ; Prasad, Eswar ; Kose, Ayhan.
    In: IMF Staff Papers.
    RePEc:pal:imfstp:v:56:y:2009:i:1:p:8-62.

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17. Three Cycles: Housing, Credit, and Real Activity. (2009). Kabundi, Alain ; Igan, Deniz ; Tamirisa, Natalia T ; Pinheiro, Marcelo ; Nadal, Francisco D.
    In: IMF Working Papers.
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18. International macroeconomic dynamics: A factor vector autoregressive approach. (2009). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:2:p:432-444.

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19. SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS. (2009). Kabundi, Alain.
    In: South African Journal of Economics.
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20. Global Business Cycles: Convergence or Decoupling?. (2008). Prasad, Eswar ; Otrok, Christopher ; Kose, Ayhan.
    In: NBER Working Papers.
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21. Global Forces and Monetary Policy Effectiveness. (2008). Giannoni, Marc ; Boivin, Jean.
    In: NBER Working Papers.
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22. Global Business Cycles: Convergence or Decoupling?. (2008). Prasad, Eswar ; Otrok, Christopher ; Kose, Ayhan.
    In: IMF Working Papers.
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23. International shocks and national house prices. (2008). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: ICER Working Papers - Applied Mathematics Series.
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24. Understanding the evolution of world business cycles. (2008). Whiteman, Charles ; Otrok, Christopher ; Kose, Ayhan.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:75:y:2008:i:1:p:110-130.

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25. International Business Cycle. (2007). Lubiski, Marek.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:11.

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26. Synchronization between South Africa and the U.S.: A Structural Dynamic Factor Analysis. (2007). Kabundi, Alain.
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27. Global Forces and Monetary Policy Effectiveness. (2007). Giannoni, Marc P. ; Boivin, Jean.
    In: NBER Chapters.
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28. How Does Financial Globalization Affect Risk Sharing? Patterns and Channels. (2007). Terrones, Marco ; Prasad, Eswar ; Kose, Ayhan.
    In: IZA Discussion Papers.
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29. 99 Luftballons: Monetary policy and the house price boom across U.S. states. (2007). Otrok, Christopher ; Del Negro, Marco.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:7:p:1962-1985.

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30. Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?. (2007). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:40.

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31. Financial Globalization: A Reappraisal. (2006). Wei, Shang-Jin ; Rogoff, Kenneth ; Prasad, Eswar ; Kose, Ayhan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12484.

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32. Economic Integration and Financial Stability: A European Perspective. (2006). Tieman, Alexander ; de Nicolo, Gianni.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/296.

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33. Financial Globalization: A Reappraisal. (2006). Wei, Shang-Jin ; Rogoff, Kenneth ; Prasad, Eswar ; Kose, Ayhan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/189.

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34. International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: ICER Working Papers.
    RePEc:icr:wpicer:41-2006.

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35. International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach. (2006). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:32.

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36. How Has Nafta Affected the Mexican Economy? Review and Evidence. (2004). Kose, Ayhan ; Meredith, Guy M ; Towe, Christopher M.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/059.

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37. Will Stability Last?. (2004). Martin, William ; Rowthorn, Robert.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1324.

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38. A Decomposition of Global Linkages in Financial Markets Over Time. (2003). Forbes, Kristin ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9555.

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39. Have National Business Cycles Become More Synchronized?. (2003). Bordo, Michael ; Helbling, Thomas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10130.

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40. A Decomposition of Global Linkages in Financial Markets Over Time. (2003). Forbes, Kristin ; Chinn, Menzie.
    In: Working papers.
    RePEc:mit:sloanp:1837.

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41. Breaks in the variability and co-movement of G-7 economic growth. (2003). Faust, Jon ; Doyle, Brian.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:786.

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42. An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK.. (). Spencer, Peter ; Liu, Zhuoshi.
    In: Discussion Papers.
    RePEc:yor:yorken:09/16.

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