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Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter

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Author Info
Valle e Azevedo, Joao
Koopman, Siem Jan
Rua, Antonio

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Abstract

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File URL: http://www.ingentaconnect.com/content/asa/jbes/2006/00000024/00000003/art00003
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Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 24 (2006)
Issue (Month): (July)
Pages: 278-290
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Handle: RePEc:bes:jnlbes:v:24:y:2006:p:278-290

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  1. Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007. "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers) 631, Bank of Italy, Economic Research Department. [Downloadable!]
    Other versions:
  2. Matteo M. Pelagatti, 2005. "Business cycle and sector cycles," Econometrics 0503006, EconWPA. [Downloadable!]
  3. Valle e Azevedo, João, 2008. "A Multivariate Band-Pass Filter," MPRA Paper 6555, University Library of Munich, Germany. [Downloadable!]
Statistics
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This page was last updated on 2009-11-22.

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