Measuring financial cycles in a model-based analysis: empirical evidence for the United States and the Euro area
type: Item
instance of: scholarly article
title: Measuring financial cycles in a model-based analysis: empirical evidence for the United States and the Euro area
zbMATH Open document ID: 1398.91707
author: Gabriele Galati
author: Irma Hindrayanto
author: Siem Jan Koopman
author: Marente Vlekke
published in: Economics Letters
publication date: 2018-09-05T00:00:00Z
full work available at URL: 16029.pdf
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6932009
zbMATH Keywords: unobserved component time series model
zbMATH Keywords: Kalman filter
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: band-pass filter
zbMATH Keywords: medium-term cycles
MaRDI profile type: Publication
OpenAlex ID: W2341785811
cites work: Time series analysis by state space methods.
DOI: 10.1016/J.ECONLET.2016.05.034
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description: scientific article; zbMATH DE number 6932009