| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5060753 | Economics Letters | 2012 | 4 Pages |
Abstract
⺠We use singular spectrum analysis to disentangle the US GDP into several underlying components of interest. ⺠The business cycle indicator yielded through our method is shown to bear a resemblance with band-pass filtered output. ⺠Our results suggest it possesses better revision performance than other commonly applied filters.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Miguel de Carvalho, Paulo C. Rodrigues, António Rua,