How are shocks to trend and cycle correlated? : a simple methodology for unidentified unobserved components models
Daisuke Nagakura
| Year of publication: |
2019
|
|---|---|
| Authors: | Nagakura, Daisuke |
| Published in: |
Keio economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0022-9709, ZDB-ID 202362-3. - Vol. 55.2019, p. 1-14
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| Subject: | Unobserved components model | trend | cycle | business cycle analysis | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Schock | Shock | Großbritannien | United Kingdom | Zustandsraummodell | State space model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659623