Tracking the US business cycle with a singular spectrum analysis

Economics Letters

Volumn 114, Issue 1, 2012, Pages 32-35

  de Carvalho, Miguel ^a   Rodrigues, Paulo C ^b   Rua, António ^c  

^a EPFL   (Switzerland)

^b UNIVERSIDADE NOVA DE LISBOA   (Portugal)

^c Banco de Portugal ^*  (Portugal)

Author keywords

Band pass filter; Principal components; Singular spectrum analysis; US business cycle

Indexed keywords

EID: 80053635636     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2011.09.007     Document Type: Article

References (13)

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