MARIANOMURASAWAJAE2003: RATS program to replicates Mariano-Murasawa(2003) State-space model with mixed frequencies

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication of Roberto S. Mariano and Yasutomo Murasawa(2003), "A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series", Journal of Applied Econometrics, Vol. 18, No. 4, pp. 427-443.

Language: RATS
Requires: RATS 11.00
Keywords: State-space; models (search for similar items in EconPapers)
Date: 2026-01-02
Note: An RPRJ is a specialized zip file including one or more program files and data files. See https://estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://estima.com/procedures/MarianoMurasawaJAE2003.rprj (application/zip)

Related works:
Journal Article: A new coincident index of business cycles based on monthly and quarterly series (2003)
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