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st: measuring convergence of two countries' business cycles

From   "Stephan Geisberger" <>
Subject   st: measuring convergence of two countries' business cycles
Date   Mon, 02 Apr 2012 18:49:19 +0200

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,

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