Do survey indicators let us see the business cycle ? A frequency decomposition
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References listed on IDEAS
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More about this item
KeywordsBaxter-King; spectral analysis; survey indicators; correlation;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-04-15 (All new papers)
- NEP-ETS-2008-04-15 (Econometric Time Series)
- NEP-MAC-2008-04-15 (Macroeconomics)
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