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
Authors:	Morley, James C. ; Trung Duc Tran ; Wong, Benjamin
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

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