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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