Institutional Repository: Combining filter design with model-based filtering : (with an application to businesscycle estimation)

Combining filter design with model-based filtering : (with an application to businesscycle estimation)

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Authors

Kaiser, Regina
Maravall Herrero, Agustín

Issue Date

19-Oct-2004

Physical description

41 p.

Publish on

Documentos de Trabajo / Banco de España, 0417

Subjects

Fluctuaciones y ciclos económicos; Modelos econométricos

Appears in Collections:

Documentos de Trabajo 2004