A simple correction for misspecification in trend-cycle decompositions with an application to estimating r*
James Morley, Trung Duc Tran, and Benjamin Wong
| Year of publication: |
2024
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|---|---|
| Authors: | Morley, James C. ; Trung Duc Tran ; Wong, Benjamin |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 2, p. 665-680
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| Subject: | Misspecification | Natural rate of interest | Trend-cycle decomposition | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Zins | Interest rate | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2221974 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053441