We wish to thank the editor and two anonymous referees whose comments have substantially improved the paper. We thank James Cover, Walter Enders, James Morley, James Nason, Charles Nelson, Tara Sinclair, and seminar participants at the University of Alabama, University of Kansas, and 2010 annual conference of the society for Studies in Nonlinear Dynamics and Econometrics for helpful comments. Jun Ma gratefully acknowledges the financial support from summer research program of Culverhouse College of Commerce & Business Administration at the University of Alabama. The usual disclaimer applies.
An Unobserved Components Model that Yields Business and Medium-Run Cycles
Version of Record online: 9 SEP 2013
© 2013 The Ohio State University
Journal of Money, Credit and Banking
Volume 45, Issue 7, pages 1351–1373, October 2013
How to Cite
MA, J. and WOHAR, M. E. (2013), An Unobserved Components Model that Yields Business and Medium-Run Cycles. Journal of Money, Credit and Banking, 45: 1351–1373. doi: 10.1111/jmcb.12055
- Issue online: 9 SEP 2013
- Version of Record online: 9 SEP 2013
- Manuscript Accepted: 27 AUG 2012
- Manuscript Received: 19 JAN 2011
- Culverhouse College of Commerce
- Business Administration at the University of Alabama
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