Testing for international business cycles : A multilevel factor model with stochastic factor selection
Tino Berger, Gerdie Everaert, Lorenzo Pozzi
| Year of publication: |
2021
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|---|---|
| Authors: | Berger, Tino ; Everaert, Gerdie ; Pozzi, Lorenzo |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 128.2021, p. 1-16
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| Subject: | Global business cycle | Regional cycle | Multilevel dynamic factor model | Bayesian | Model selection | Faktorenanalyse | Factor analysis | Konjunkturzusammenhang | Business cycle synchronization | Konjunktur | Business cycle | Theorie | Theory | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104134 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012628242