• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Behavioral Macro and Complexity
      • Econometrics and Data Science Methods for Business and Economics and Finance
      • Experimenting with Communication – A Hands-on Summer School
      • Inequalities in Health and Healthcare
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Summer School Business Data Science Program
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Summer School
  • Alumni
  • Times

03-069/4 - Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area


  • Authors
    Joao Valle e Azevedo, Dept. of Econometrics, Vrije Universiteit Amsterdam; Siem Jan Koopman, Dept. of Econometrics, Vrije Universiteit Amsterdam; Antonio Rua, Economic Research Department, Banco de Portugal, Lisboa
  • Publication date
    September 1, 2003
  • Keywords
    Band-pass filter; Coincident indicator; Dynamic factor model; Kalman filter; Leading indicator; Unobserved components time series model; Phase shift; Revisions
  • JEL
    C13; C32; E32