Structural correlation decompositions for business cycle analysis

DOI10.1016/J.ECONLET.2011.12.094zbMATH Open1253.91119OpenAlexW2086745008MaRDI QIDQ1925641FDOQ1925641

Authors: Michal Andrle 

Publication date: 18 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.12.094

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zbMATH Keywords

state spaceDSGEcorrelation decomposition

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cited In (5)

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• Latent variables analysis in structural models: a new decomposition of the Kalman smoother
• Title not available (Why is that?)
• A decomposition method of structural decomposition analysis
• BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX

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