Monthly US business cycle indicators : a new multivariate approach based on a band-pass filter
Martyna Marczak, Víctor Gómez
| Year of publication: |
June 2017
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|---|---|
| Authors: | Marczak, Martyna ; Gómez, Víctor |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 52.2017, 4, p. 1379-1408
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| Subject: | Business cycle | Multivariate structural time series model | Univariate band-pass filter | Forecasts | Phase angle | Konjunktur | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-016-1108-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011944861