Annex A5 : A model of the stochastic convergence between euro area business cycles
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- Matthieu Lemoine, 2006. "Annex A5 : A model of the stochastic convergence between euro area business cycles," Working Papers hal-00972793, HAL.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Iulia Siedschlag, 2008.
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More about this item
Keywordsconvergence; synchronisation; business cycles; multivariate unobserved components models; time-varying parameter models; Kalman filter;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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