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 paperProfessional

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

    Publication series

    NameTI discussion paper
    No.08-069/4

    Cite this

    Koopman, S. J., Creal, D. D., & Zivot, E. (2008). The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model. (TI discussion paper; No. 08-069/4). Amsterdam: Tinbergen Instituut (TI).