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      <record key="001" att1="001" value="LIB910248208" att2="LIB910248208">001   LIB910248208</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Forschungsbericht</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="079" subkey="y">http://www.ihs.ac.at/publications/eco/es-50.pdf</field>
      <field key="079" subkey="z">Rünstler, Gerhard, Measuring Stylized Business Cycles Facts Using Stochastic Cycles (pdf)</field>
      <field key="079" subkey="y">http://ideas.repec.org/p/ihs/ihsesp/50.html</field>
      <field key="079" subkey="z">Institute for Advanced Studies. Economics Series; 50 (RePEc)</field>
      <field key="100" subkey="">Rünstler, Gerhard</field>
      <field key="103" subkey="">Institute for Advanced Studies, Vienna</field>
      <field key="331" subkey="">Measuring Stylized Business Cycles Facts Using Stochastic Cycles</field>
      <field key="403" subkey="">1. Ed.</field>
      <field key="410" subkey="">Wien</field>
      <field key="412" subkey="">Institut für Höhere Studien</field>
      <field key="425" subkey="">1997, November</field>
      <field key="433" subkey="">19 pp., Figures</field>
      <field key="451" subkey="">Institut für Höhere Studien; Reihe Ökonomie; 50</field>
      <field key="451" subkey="h">Kunst, Robert M. (Ed.) ; Fisher, Walter (Ed.) ; Riedl, Arno (Ed.)</field>
      <field key="461" subkey="">Economics Series</field>
      <field key="544" subkey="">IHSES 50</field>
      <field key="700" subkey="">C32</field>
      <field key="700" subkey="">E32</field>
      <field key="720" subkey="">Unobserved Components Models</field>
      <field key="720" subkey="">Business Cycles</field>
      <field key="720" subkey="">Labour Markets</field>
      <field key="753" subkey="">Abstract: The study proposes a multivariate unobserved components model in order to examine relationships at business cycle</field>
      <field key="fre" subkey="q">uencies among macroeconomic variables. The series are decomposed into non-stationary trends, stationary cycles, and an</field>
      <field key="irr" subkey="e">gular component. The co-movements among the particular cycles are modelled by a latent factor, whose dynamics is governed by</field>
      <field key="a s" subkey="t">ochastic cycle. As a consequence of certain symmetry properties of the latter cyclical co-movement can be parametrized in</field>
      <field key="ter" subkey="m">s of relative variances, phase shifts, and coherence. The model is applied to a U.S. labour market data set.;</field>
    </SEQUENTIAL>
  </section>