Adaptive state space models with applications to the business cycle and financial stress

Davide Delle Monache, Ivan Petrella and Fabrizio Venditti

Year of publication:	2016
Authors:	Delle Monache, Davide ; Petrella, Ivan ; Venditti, Fabrizio
Publisher:	London : Centre for Economic Policy Research
Subject:	Konjunktur \| Business cycle \| Zustandsraummodell \| State space model \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis

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