Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index
Michael Dueker and
Charles Nelson
Working Papers from University of Washington, Department of Economics
Date: 2006-11
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Published in Macroeconomics Dynamics, Volume Vol. 10, pp. 1-22.
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Journal Article: BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX (2006) 
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