Business cycle and sector cycles

Matteo Maria Pelagatti ()

Econometrics from EconWPA

Abstract: A methodology based on the multivariate generalized Butterwoth filter for extracting the business cycles of the whole economy and of its productive sectors is developed. The method is then illustrated through an application to the Italian gross value added time series of the main economic sectors.

Keywords: Business cycle; Butterworth filter; Unobserved components; Kalman Filter (search for similar items in EconPapers)
JEL-codes: C13 C32 E32 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ets and nep-mac
Date: 2005-03-11
Note: Type of Document - pdf; pages: 18
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpem:0503006

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