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In Europe differences among countries in the overall change in happiness since the early 1980s have been due chiefly to …

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Model-based business cycle and financial cycle decomposition for Europe and the U.S.

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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...

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