Testing for international business cycles : A multilevel factor model with stochastic factor selection
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
|
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 |
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