Combining filter design with model-based filtering (with an application to business-cycle estimation)

B-Tier

Journal: International Journal of Forecasting

Year: 2005

Volume: 21

Issue: 4

Pages: 691-710

Authors (2)

Kaiser, Regina (not in RePEc) Maravall, Agustin (Banco de España)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count