Is there really a Global Business Cycle? A Dynamic Factor Model with Stochastic Factor Selection
Year of publication: |
2016
|
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Authors: | Berger, Tino ; Pozzi, Lorenzo |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Global business cycle | dynamic factor model | Bayesian | model selection |
Series: | Tinbergen Institute Discussion Paper ; 16-088/VI |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 871959569 [GVK] hdl:10419/149492 [Handle] RePEc:tin:wpaper:20160088 [RePEc] |
Classification: | C52 - Model Evaluation and Testing ; C32 - Time-Series Models ; f44 |
Source: |
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Is there really a global business cycle? : a dynamic factor model with stochastic factor selection
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