Extracting Business Cycles using Semi-parametic Time varying Spectra with Applications to US Macroeconomic Time Series

S.J. Koopman, S.Y. Wong

Research output: Working paper / PreprintWorking paperProfessional

42 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Publication statusPublished - 2006

Publication series

NameTI Discussion Paper
No.06-105/4

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