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Autor:
Canova, Fabio
This paper examines the business cycle properties of a small set of real US macroeconomic time series using a variety of detrending methods. It is shown: (i) that both quantitatively and qualitatively `stylized facts' of US business cycles vary widel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::d66ea704c19a31bb29b7c7a8a558829f
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=782
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=782