Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Gabriele Galati, Irma Hindrayanto, Siem Jan Koopman, Marente Vlekke
| Year of publication: |
August 2016
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| Authors: | Galati, Gabriele ; Hindrayanto, Irma ; Koopman, Siem Jan ; Vlekke, Marente |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 145.2016, p. 83-87
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| Subject: | Unobserved component time series model | Kalman filter | Maximum likelihood estimation | Band-pass filter | Medium-term cycles | USA | United States | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Eurozone | Euro area | Konjunktur | Business cycle | Schätzung | Estimation | Maximum-Likelihood-Schätzung | EU-Staaten | EU countries | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.05.034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011618230