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A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series
Authors
Brockwell
Brockwell
+13 more
Chauvet
de Jong
de Jong
Doornik
Hamilton
Kim
Kim
Kim
Koopman
Shumway
Shumway
Stock
Stock
Publication date
1 April 2002
Publisher
SMU Economics and Statistics Working Paper Series, No. 18-2002
Doi
Abstract
Published in Journal of Applied Econometrics, 2003, 18 (4), 427-443. https://doi.org/10.1002/jae.695</p
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Institutional Knowledge at Singapore Management University
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Last time updated on 19/08/2013