03-052/4 - Measuring Synchronisation and Convergence of Business Cycles

• Authors
  Siem Jan Koopman, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Joao Valle e Azevedo, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam
• Publication date
  June 13, 2003

• Keywords
  Band-pass filter; Cyclical convergence; Kalman filter; Unobserved components time series models; Phase shifts.
• JEL
  C13; C32; E32.