| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5097613 | Journal of Econometrics | 2006 | 21 Pages |
Abstract
An algorithm is developed to extract a common cycle. It is used to extract the reference cycle for the United States and common cycles in stock prices and European industrial production.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Don Harding, Adrian Pagan,