From many series, one cycle: improved estimates of the business cycle from a multivariate unobserved components model
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- Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017.
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More about this item
Keywords
Business cycles - United States ; Labor productivity - Econometric models;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2011-11-21 (All new papers)
- NEP-CBA-2011-11-21 (Central Banking)
- NEP-ECM-2011-11-21 (Econometrics)
- NEP-ETS-2011-11-21 (Econometric Time Series)
- NEP-LAB-2011-11-21 (Labour Economics)
- NEP-MAC-2011-11-21 (Macroeconomics)
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