Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Year of publication: |
2010
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Authors: | Creal, Drew ; Koopman, Siem Jan ; Zivot, Eric |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 25.2010, 4, p. 695-720
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