Real-time US GDP gap properties using Hamilton’s regression-based filter
Kristian Jönsson
| Year of publication: |
2020
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|---|---|
| Authors: | Jönsson, Kristian |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 1, p. 307-314
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| Subject: | Business cycles | HP filter | Recursive estimation | Real-time revisions | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | USA | United States | Nationaleinkommen | National income | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Schätzung | Estimation | Zustandsraummodell | State space model | Frühindikator | Leading indicator | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-019-01631-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012253213