Extracting a robust us business cycle using a time-varying multivariate model-based bandpass filter

Journal of Applied Econometrics

Volumn 25, Issue 4, 2010, Pages 695-719

  Creal, Drew ^a   Koopman, Siem Jan ^b   Zivot, Eric ^c  

^a UNIVERSITY OF CHICAGO   (United States)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

^c UNIVERSITY OF WASHINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77953506525     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.1185     Document Type: Article

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