Marente Vlekke

CPB Netherlands Bureau of Economic Policy Analysis

P.O. Box 80510

2508 GM The Hague, 2585 JR

Netherlands

SCHOLARLY PAPERS

3

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158

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Scholarly Papers (3)

1.

Business, Housing and Credit Cycles

ECB Working Paper No. 1915
Number of pages: 50 Posted: 19 Jun 2016
Gerhard R√ľnstler and Marente Vlekke
European Central Bank and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 78 (309,939)
Citation 1

Abstract:

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unobserved components models, model-based filters, financial cycles, credit cycle, house prices

2.

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

De Nederlandsche Bank Working Paper No. 495
Number of pages: 27 Posted: 27 Jan 2016
De Nederlandsche Bank, De Nederlandsche Bank, Vrije Universiteit Amsterdam - School of Business and Economics and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 52 (381,983)
Citation 7

Abstract:

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unobserved component models, state space method, maximum likelihood, bandpass filter, short and medium term cycles

3.

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

Tinbergen Institute Discussion Paper 16-029/III
Number of pages: 10 Posted: 25 Apr 2016
De Nederlandsche Bank, De Nederlandsche Bank, Vrije Universiteit Amsterdam - School of Business and Economics and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 28 (477,803)

Abstract:

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unobserved components time series model, Kalman filter, maximum likelihood estimation, band-pass filter, medium-term cycles