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Business cycle transmission between the USA and Indonesia: A vector error correction model

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Figure

Table 1. Augmented Dickey-Fuller tests2 (with trend) period: 1985.1-2000.1
Table 2. Results of the tests for co-integration by Johanson procedure
Table 3.  Johansen co-integration test (Unrestricted co-integration rank test)
Table 4. Unrestricted co-integrating coefficients (normalized by b'*S11*b=I)
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