Discussion Paper No.116

Project on Intergenerational Equity
Institute of Economic Research, Hitotsubashi University

Construction of a Business Cycle Indicator in Japan: A Dynamic Factor Model with Observable regime Switch

Kanoh, S.

September 2002

PDF format／本文(122KB)／table1(9KB)／tables 2-3(37KB)／ table4 and Figures1-5, 7-11(63KB)／figure6(19KB)