16-088/VI - Is there really a Global Business Cycle? A Dynamic Factor Model with Stochastic Factor Selection

• Authors
  Tino Berger, University of Goettingen, Germany; Lorenzo Pozzi, Erasmus University Rotterdam, The Netherlands
• Publication date
  October 20, 2016

• Keywords
  Global business cycle, dynamic factor model, Bayesian, model selection
• JEL
  C52, C32, F44