Billio, Monica; Caporin, Massimiliano; Cazzavillan, Guido - In: Journal of Business Cycle Measurement and Analysis 2007 (2007) 3, pp. 333-366
This paper aims at the production of a chronology for the EU15 business cycle by comparing parametric and non-parametric procedures on monthly and quarterly data as well in a combined approach. The main innovation is the joint use of the monthly series for the EU15 Gross Domestic Product (GDP)...
