Aproximación lineal por tramos a comportamientos no lineales : estimación de señales de nivel y crecimiento

The aim of the paper is to obtain a relaible indicator of the level and growth rate of an economic variable, when there is a trend break. This is a frequent phenomenon and has implications for short-term analysis and forecasting, besides rendering more difficult signal extraction. We propose a model with trend breaks.

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Year of publication:	1992
Authors:	Alvarez, Luis J. ; Delrieu, Juan C. ; Espasa, Antoni
Institutions:	Banco de España
Subject:	Growth rates \| trend breaks \| ARIMA \| Imports

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Series:	Banco de España Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 9226 53 pages
Classification:	C22 - Time-Series Models ; E20 - Consumption, Saving, Production, Employment, and Investment. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004981594