st: measuring convergence of two countries' business cycles

["Stephan Geisberger" <stephangeisberger@gmx.at>]

Hello everyone!

I a have quarterly data on GDP, employment and trade of two countries starting from 1980 until 2011. One has been a member of the European Union the whole time, the other one joined the EU 1995. I want to check for a convergence in the business cycles and if there is an increased convergence since 1995.
Do you suggest using a VAR-model or do you have any other ideas how to implement this? 

Many thanks,

Stephan
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