Is it one break or ongoing permanent shocks that explains US real GDP?
Sui Luo; Richard Startz
| Year of publication: |
2014
|
|---|---|
| Authors: | Luo, Sui ; Startz, Richard |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 66.2014, p. 155-163
|
| Subject: | Trend–cycle decomposition | Unobserved components model | Structural break | Uncertain break date | Bayesian analysis | Strukturbruch | Schock | Shock | Zeitreihenanalyse | Time series analysis | Nationaleinkommen | National income | Bayes-Statistik | Bayesian inference | Bruttoinlandsprodukt | Gross domestic product | Theorie | Theory | USA | United States | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method |
| Extent: | graph. Darst. |
|---|---|
| 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/10010482357