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An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data
Wada, Tatsuma, (2005)
State Space Model with Mixtures of Normals: Specifications and Applications to International Data
Wada, Tatsuma, (2006)
Let’s Take a Break: Trends and Cycles in US Real GDP
Perron, Pierre, (2005)