Measuring financial cycles in a model-based analysis: empirical evidence for the United States and the Euro area (Q1670167)
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scientific article; zbMATH DE number 6932009
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| English | Measuring financial cycles in a model-based analysis: empirical evidence for the United States and the Euro area |
scientific article; zbMATH DE number 6932009 |
Statements
Measuring financial cycles in a model-based analysis: empirical evidence for the United States and the Euro area (English)
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5 September 2018
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unobserved component time series model
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Kalman filter
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maximum likelihood estimation
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band-pass filter
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medium-term cycles
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0.85996854
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0.8481494
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0.8363762
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0.8331683
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