Japan's output gap estimation and l 1 trend filtering
Year of publication: |
2013
|
---|---|
Authors: | Yamada, Hiroshi ; Jin, Lan |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 45.2013, 1, p. 81-88
|
Subject: | Output gap | L1 trend filter | Hodrick–Prescott filter | Structural break | Lasso | Japan | Zeitreihenanalyse | Time series analysis | Produktionspotenzial | Potential output | Bruttoinlandsprodukt | Gross domestic product | Strukturbruch | Konjunktur | Business cycle | Zustandsraummodell | State space model | Schätzung | Estimation |
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