haku: @author Diebold, F. / yhteensä: 5
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| Tekijä: | Diebold, F. Rudebusch, G. |
| Otsikko: | Measuring business cycles: a modern perspective |
| Lehti: | Review of Economics and Statistics
1996 : FEB, VOL. 78:1, p. 67-77 |
| Asiasana: | BUSINESS CYCLES STATISTICS MEASUREMENT |
| Kieli: | eng |
| Tiivistelmä: | In the first half of this century, special attention was given to two features of the business cycle: the comovement of many individual economic series and the different behaviour of the economy during expansions and contractions. Recent theoretical and empirical research has revived interest in each attribute separately, and the authors survey this work. Notable empirical contributions are dynamic factor models that have a single common macroeconomic factor and nonlinear regime-switching models of a macroeconomic aggregate. |
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