I. Angeloni and L. Dedola, From the ERM to the euro: new evidence on economic and policy convergence among EU countries, 1999.

M. Artis and W. Zhang, International Business Cycles and the ERM: Is There a European Business Cycle?, International Journal of Finance & Economics, vol.2, issue.1, pp.1-16, 1997.
DOI : 10.1002/(SICI)1099-1158(199701)2:1<1::AID-IJFE31>3.0.CO;2-7

F. Belo, Some facts about the cyclical convergence in the euro zone, pp.7-8, 2001.

L. Boone, Symétrie des chocs en Union Européenne : une analyse dynamique, Economie Internationale, vol.70, 1997.

M. Bordo and T. Helbling, Have national business cycles become more synchronized? Working paper 10130, 2003.

G. Camba-mendez and D. Rodriguez-palenzuela, Assessment criteria for output gap estimates, Economic Modelling, vol.20, issue.3, pp.529-562, 2003.
DOI : 10.1016/S0264-9993(01)00097-9

T. Cooley and E. Prescott, Estimation in the Presence of Stochastic Parameter Variation, Econometrica, vol.44, issue.1, pp.167-184, 1976.
DOI : 10.2307/1911389

J. Durbin and S. Koopman, Time Series Analysis by State-Space Methods, 2001.
DOI : 10.1093/acprof:oso/9780199641178.001.0001

R. Engle, Dynamic Conditional Correlation, Journal of Business & Economic Statistics, vol.20, issue.3, pp.339-350, 2002.
DOI : 10.1198/073500102288618487

R. Engle and S. Kozicki, Testing for common features, Journal of Business and Economic Statistics, vol.11, issue.4, 1993.

A. Hallett and C. Richter, A time-frequency analysis of the coherences of the US-business cycle and the European business cycle. Discussion paper series 4751, 2004.

A. Harvey and S. Koopman, Multivariate structural time series models, Systematic Dynamics in Economic and Financial Models, pp.269-298, 1997.

A. Harvey, E. Ruiz, and N. Shepard, Multivariate Stochastic Variance Models, The Review of Economic Studies, vol.61, issue.2, 1994.
DOI : 10.2307/2297980

A. Harvey and T. Trimbur, General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series, Review of Economics and Statistics, vol.85, issue.2, pp.244-55, 2003.
DOI : 10.1016/S0165-1889(02)00061-1

S. Koopman and J. Azevedo, Measuring synchronisation and convergence of business cycles. Discussion paper, 2004.

M. Kose, E. Prasad, and M. Terrones, How Does Globalization Affect the Synchronization of Business Cycles?, American Economic Review, vol.93, issue.2, pp.57-62, 2003.
DOI : 10.1257/000282803321946804

M. Matthieu-lemoine-lemoine, A model of the stochastic convergence between business cycles, pp.2005-2010, 2005.

T. Mills and M. Holmes, Common Trends and Cycles in European Industrial Production: Exchange Rate Regimes and Economic Convergence, The Manchester School, vol.67, issue.4, pp.507-587, 1999.
DOI : 10.1111/1467-9957.00162

G. Rünstler, Modelling phase shifts among stochastic cycles, The Econometrics Journal, vol.1, issue.1, pp.232-248, 2004.
DOI : 10.1086/261623

J. Stock and M. Watson, A probability model of the coincident economic indicators, 1991.

J. Stock and M. Watson, Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model, Journal of the American Statistical Association, vol.6, issue.441, pp.349-358, 1998.
DOI : 10.1080/01621459.1960.10482067

J. Stock and M. Watson, Understanding changes in international business cycle dynamics, 2003.

F. Vahid and R. F. Engle, Common trends and common cycles, Journal of Applied Econometrics, vol.8, issue.3, pp.341-360, 1993.

M. Wynne and J. Koo, Business Cycles under Monetary Union: A Comparison of the EU and US, Economica, vol.67, issue.267, pp.347-374, 2000.
DOI : 10.1111/1468-0335.00213