Davide Delle Monache

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

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Scholarly Papers (1)

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Real and Financial Cycles: Estimates Using Unobserved Component Models for the Italian Economy

Bank of Italy Occasional Paper No. 382
Number of pages: 39 Posted: 04 Oct 2017
Guido Bulligan, Lorenzo Burlon, Davide Delle Monache and Andrea Silvestrini
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
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Abstract:

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business cycle, financial cycle, unobserved components, model-based filters