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Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre, (1990)
Unobserved components in economic time series
Maravall Herrero, Agustín, (1996)
Measurement error with accounting constraints : point and interval estimation for latent data with an application to UK gross domestic product
Smith, Richard J., (1998)
Composite monetary indicators for the United Kingdom : construction and empirical analysis
Mills, Terence C., (1983)
Recent developments in modelling trends and cycles in economic time series and their relevance to quantitative economic history
Mills, Terence C., (2000)
Business cycle volatility and economic growth : a reassessment