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Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew; Koopman, Siem Jan; Zivot, Eric - In: Journal of applied econometrics 25 (2010) 4, pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
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Measuring synchronization and convergence of business cycles for the euro area, UK and US
Koopman, Siem Jan; Azevedo, João Valle e - In: Oxford bulletin of economics and statistics 70 (2008) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10003624791
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Convergence in European GDP series : a multivariate common converging trend-cycle decomposition
Luginbuhl, Rob; Koopman, Siem Jan - In: Journal of applied econometrics 19 (2004) 5, pp. 611-636
Persistent link: https://www.econbiz.de/10002342792