Concepedia

A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series

Roberto S. Mariano, Yasutomo Murasawa

SSRN Electronic Journal · 2002 · 52 citations · 0 references

Open access

Concepts

Social SciencesBusiness EconomicsEconomicsEconometricsFinancial EconomicsTime Series AnalysisBusiness CyclesFactor ModelsFinancial Time Series AnalysisHigh-frequency Time Series AnalysisTime Series EconometricsTime Series ForecastingCoincident IndicatorsMaximum Likelihood Factor Analysis