Travail de recherche/Working paper
| Titre: |
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| Auteur: | Frale, Cecilia; Veredas, David |
| Statut de publication: | Publié, 2008-03 |
| series: | ECARES Working Papers, 2008-008 |
| Sujet CREF: | Economie |
| Sujet JEL: | Multiple or Simultaneous Equation Models: Time-Series Models |
| Model Construction and Estimation | |
| Business Fluctuations; Cycles | |
| Prices, Business Fluctuations, and Cycles: Forecasting and Simulation | |
| Volumes/pages: | 30 p. |
| Mots-clés: | great moderation |
| temporal disaggregation | |
| Volatility | |
| dynamic factor models | |
| Kalman filter | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/230517 |
