Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
Year of publication: |
2006
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Authors: | Azevedo, Joao Valle e. ; Koopman, Siem Jan ; Rua, Antonio |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 24.2006, 3, p. 278-290
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