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Analyse factorielle dynamique : test du nombre de facteurs, estimation et application à l'enquête de conjoncture dans l'industrie
Doz, Catherine, (1999)
On adjusting the HP-filter for the frequency of observations
Ravn, Morten O., (1997)
On adjustment the Hodrick-Prescott filter for frequency observations
Ravn, Morten O., (2002)
Testing the causal properties of economic theories : an application to a small Australian macroeconomic model
Martin, Vance, (1992)
Derivation of a leading index for the United States using Kalman filters
Martin, Vance, (1990)
Once in a Lifetime? The Effects of the Global Financial Crisis on Household Willingness to Take Financial Risk
Cardak, Buly A., (2019)