Measuring business cycle comovements in Europe: Evidence from a dynamic factor model with time-varying parameters

Economics Letters

Volumn 115, Issue 3, 2012, Pages 438-440

  Lee, Jim ^a  

^a TEXAS A AND M UNIVERSITY CORPUS CHRISTI   (United States)

Author keywords

Dynamic factor model; EMU; Output comovement; Time varying parameters

Indexed keywords

EID: 84862827990     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2011.12.125     Document Type: Article

References (12)

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