Bayesian estimation of the long-run trend of the US economy
Jaeho Kim, Sora Chon
| Year of publication: |
2022
|
|---|---|
| Authors: | Kim, Jaeho ; Chon, Sora |
| Subject: | Structural break | Long-run trend | Unobserved components model | Bounded stochastic volatility | Zeitreihenanalyse | Time series analysis | USA | United States | Schätzung | Estimation | Strukturbruch | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Wirtschaftswachstum | Economic growth | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-021-02024-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819475