Tracking the business cycle of the Euro area : a multivariate model-based bandpass filter
João Valle e Azevedo, Siem Jan Koopman, António Rua
| Year of publication: |
2006
|
|---|---|
| Authors: | Azevedo, João Valle e ; Koopman, Siem Jan ; Rua, António |
| 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 876122-X. - Vol. 24.2006, 3, p. 278-290
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| Subject: | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | EU-Staaten | EU countries | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003349341