In this paper, we provide a multivariate framework for temporal disaggregation of time series observed at a given frequency into higher frequency time series. The suggested method uses the seemingly unrelated time series equations model and it is estimated by the Kalman filter. The methodology...

This book discusses recent developments in theoretical and empirical business cycle analysis, identifying possible applications of sophisticated tools by private and public institutions involved in the analysis of economic fluctuations and facilitating interaction between academics, researchers...