Work

Measuring Financial Cycles with a Model-Based Filter: Empirical Evidence for the United States and the Euro Area

Year: 2016

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2722547

Authors: Gabriele Galati, Irma Hindrayanto, Siem Jan Koopman, Marente Vlekke

Institutions: De Nederlandsche Bank, Aarhus University, Vrije Universiteit Amsterdam, CPB Netherlands Bureau for Economic Policy Analysis

Language: English

Topic: Global Financial Crisis and Policies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2299280645

Cites: 54

Cited by: 36

Related to: 10