A contribution to the analysis of historical economic fluctuations (1870-2010) : filtering, spurious cycles, and unobserved component modeling
Year of publication: |
January 2017
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Authors: | Cendejas Bueno, José Luis ; Muñoz, Félix-Fernando ; Fernández de Pinedo Echevarría, Nadia |
Published in: |
Cliometrica : journal of historical economics and econometric history. - Berlin : Springer, ISSN 1863-2505, ZDB-ID 2299998-X. - Vol. 11.2017, 1, p. 93-125
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Subject: | Historical business cycles | Spectral analysis | Unobserved component models | Maddison's time series | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Konjunkturtheorie | Business cycle theory |
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