Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
| Year of publication: |
2010
|
|---|---|
| Authors: | Creal, Drew ; Koopman, Siem Jan ; Zivot, Eric |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 25.2010, 4, p. 695-720
|