Ritschl, Albrecht; Sarferaz, Samad; Uebele, Martin - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
, 1867-1995:
Dynamic Factor Analysis
vs. Reconstructed National Accounts
Albrecht Ritschl
Dept. of Economic History
London … cycle volatility since 1867. We employ
dynamic factor analysis as an alternative to reconstructed national accounts.
We nd …: U.S. business cycle, volatility, dynamic factor analysis
JEL codes: N11, N12, C43, E32
Thanks are due to Pooyan Amir …