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My bibliography Save this paperExtracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series
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More about this item
Keywords
Frequency domain estimation; frequency domain bootstrap; time-varying parameters; unobserved components models;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2006-12-09 (Econometrics)
- NEP-ETS-2006-12-09 (Econometric Time Series)
- NEP-MAC-2006-12-09 (Macroeconomics)
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