03-031/4 - Convergence in European GDP Series

• Authors
  Rob Luginbuhl; Siem Jan Koopman, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam
• Publication date
  April 3, 2003

• Keywords
  Common trends and cycles; dynamic factor model; economic convergence; Kalman filter; multivariate unobserved components time series models
• JEL
  C13; C32; E32