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De Nederlandsche Bank
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in Total Papers Citations
financial cycles, synchronicity, real-time estimates, DSGE models
DSGE models, financial cycles, real-time estimates, synchronicity
Factor models, Principal component analysis, Forecasting, Kalman filter, State space method, Publication lag, Mixed frequency
Unobserved Component Time Series Model, Kalman Filter, Maximum Likelihood Estimation, Short-Term And Medium-Term Cycles
trend-cycle-seasonal decomposition, unobserved components, state-space models, seasonal adjustment, global real economic activity, unemployment
unobserved component models, state space method, maximum likelihood, bandpass filter, short and medium term cycles
unobserved components time series model, Kalman filter, maximum likelihood estimation, band-pass filter, medium-term cycles
Trend-Cycle-Seasonal Decomposition, Unobserved Components, Seasonal Adjustment, Employment, Great Recession