Model-based business cycle and financial cycle decomposition for Europe and the U.S.
Year of publication: |
June 30, 2016
|
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Authors: | Koopman, Siem Jan ; Lit, Rutger ; Lucas, André |
Publisher: |
Amsterdam : Tinbergen Institute |
Subject: | financial cycle | business cycle | phase shift | multivariate state space model | Kalman filtering | panel time series | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | USA | United States | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Europa | Europe | Theorie | Theory | EU-Staaten | EU countries | Dekompositionsverfahren | Decomposition method |
Extent: | 1 Online-Ressource (circa 19 Seiten) Illustrationen |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. TI 2016-051 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/145358 [Handle] |
Classification: | E32 - Business Fluctuations; Cycles ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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