Great moderation or "will o' the wisp"? : a time-frequency decomposition of GDP for the US and UK
Patrick M. Crowley and Andrew Hughes Hallett
| Year of publication: |
June 2015
|
|---|---|
| Authors: | Crowley, Patrick M. ; Hughes Hallett, Andrew |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 44.2015, p. 82-97
|
| Subject: | Business cycles | Growth cycles | Economic growth | Time-frequency domain | Discrete wavelet analysis | Volatility | Konjunktur | Business cycle | Wirtschaftswachstum | Volatilität | USA | United States | Bruttoinlandsprodukt | Gross domestic product | Nationaleinkommen | National income | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Dekompositionsverfahren | Decomposition method | Großbritannien | United Kingdom | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmacro.2014.12.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011570305