Vansteenkiste, Isabel - European Central Bank - 2009
://www.ecb.europa.
eu/pub/scientific/wps/date/html/index.
en.html
ISSN 1725-2806 (online)
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Working Paper Series No 1072
July 2009 … Paper Series 37
CONTENTS
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Working Paper Series No 1072
July 2009
Abstract
This paper analyses the importance of common … factor and Kalman filter.
JEL Classification: E30, F00
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Working Paper Series No 1072
July 2009
Non-technical summary …