Showing 1 - 10 of 78
Persistent link: https://www.econbiz.de/10008771823
Persistent link: https://www.econbiz.de/10009722706
Persistent link: https://www.econbiz.de/10000655520
Persistent link: https://www.econbiz.de/10000576451
Persistent link: https://www.econbiz.de/10001399585
Persistent link: https://www.econbiz.de/10001409641
Persistent link: https://www.econbiz.de/10001354587
Persistent link: https://www.econbiz.de/10001372476
Persistent link: https://www.econbiz.de/10000929246
We develop a multivariate unobserved components model to extract business cycle and financial cycle indicators from a panel of economic and financial time series of four large developed economies. Our model is flexible and allows for the inclusion of cycle components in different selections of...
Persistent link: https://www.econbiz.de/10011520505