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Volumn 18, Issue 4, 2003, Pages 427-443

A new coincident index of business cycles based on monthly and quarterly series

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EID: 0042658073     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.695     Document Type: Article
Times cited : (393)

References (15)
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    • Kim CJ, Nelson CR. 1998. Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching. Review of Economics and Statistics 80: 188-201.
    • (1998) Review of Economics and Statistics , vol.80 , pp. 188-201
    • Kim, C.J.1    Nelson, C.R.2
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    • New index of coincident indicators: A multivariate Markov switching factor model approach
    • Kim MJ, Yoo JS. 1995, New index of coincident indicators: A multivariate Markov switching factor model approach. Journal of Monetary Economics 36: 607-630.
    • (1995) Journal of Monetary Economics , vol.36 , pp. 607-630
    • Kim, M.J.1    Yoo, J.S.2
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    • 0142108740 scopus 로고    scopus 로고
    • Kalman filtering and smoothing
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    • A probability model of the coincident economic indicators
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.