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Investigating economic trends and cycles
Pollock, David Stephen G., (2007)
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J., (2002)
The use of Butterworth filters for trend and cycle estimation in economic time series
Gómez, Víctor, (2001)
Forecasting with medium and large Bayesian VARs
Koop, Gary, (2013)
"Objective" Bayesian unit root tests
Koop, Gary, (1992)
Forecasting with dimension switching VARs
Koop, Gary, (2014)