New algorithms for dating the business cycle

Computational Statistics and Data Analysis

Volumn 49, Issue 2, 2005, Pages 477-498

  Proietti, Tommaso ^a  

^a UNIVERSITY OF UDINE   (Italy)

Author keywords

Band pass filters; Coincident indicators; Markov chains; Signal extraction; Simulation smoothing

Indexed keywords

COMPUTER SIMULATION; CONSTRAINT THEORY; ECONOMICS; LOW PASS FILTERS; MARKOV PROCESSES; TIME SERIES ANALYSIS;

BAND-PASS FILTERS; COINCIDENT INDICATORS; SIGNAL EXTRACTION; SIMULATION SMOOTHING;

ALGORITHMS;

EID: 17644394615     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.05.024     Document Type: Article

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