The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model

S.J. Koopman, D.D. Creal, E. Zivot

Research output: Working paper / PreprintWorking paperProfessional

126 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Publication statusPublished - 2008

Publication series

NameTI discussion paper
No.08-069/4

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