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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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Generalized autoregressive score models with applications
Creal, Drew; Koopman, Siem Jan; Lucas, André - In: Journal of applied econometrics 28 (2013) 5, pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
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Testing against smooth stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - In: Journal of applied econometrics 16 (2001) 3, pp. 415-429
Persistent link: https://www.econbiz.de/10001592354
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Detrending, stylized facts and the business cycle
Harvey, Andrew C. - In: Journal of applied econometrics 8 (1993) 3, pp. 231-247
Persistent link: https://www.econbiz.de/10001147495