Measuring financial cycles with a model-based filter : empirical evidence for the United States and the euro area
Gabriele Galati, Irma Hindrayanto, Siem Jan Koopman and Marente Vlekke
Year of publication: |
January 2016
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Authors: | Galati, Gabriele ; Hindrayanto, Irma ; Koopman, Siem Jan ; Vlekke, Marente |
Publisher: |
Amsterdam, the Netherlands : De Nederlandsche Bank NV |
Subject: | unobserved component models | state space method | maximum likelihood | bandpass filter | short and medium term cycles | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | USA | United States | Eurozone | Euro area | Schätzung | Estimation | EU-Staaten | EU countries |
Saved in:
freely available
Extent: | 23 Seiten Illustrationen |
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Series: | DNB working paper. - Amsterdam : DNB, ZDB-ID 2176464-5. - Vol. no. 495 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011439548