The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model
Year of publication: |
2008
|
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Authors: | Creal, Drew ; Koopman, Siem Jan ; Zivot, Eric |
Publisher: |
Amsterdam [u.a.] |
Subject: | band-pass filter (bandpass-filter) | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Dekompositionsverfahren | Decomposition method | USA | United States | 1953-2007 |
Extent: | 28 S. graph. Darst. |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. - Vol. 2008,069 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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