Measuring World Business Cycles
- 1 August 1997
- journal article
- Published by JSTOR in International Economic Review
- Vol. 38 (3) , 677
- https://doi.org/10.2307/2527287
Abstract
Using Kalman filtering and dynamic factor analysis, we decompose aggregate output, consumption, and investment for the G7 countries into factors that are (i) co...Keywords
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