Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Joshua C.C. Chan (Research School of Economics, ANU and Centre for Applied Macroeconomic Analysis, ANU), Angelia L. Grant (Research School of Economics, ANU)
| Year of publication: |
July 2016
|
|---|---|
| Authors: | Chan, Joshua ; Grant, Angelia L. |
| Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National University |
| Subject: | trend-cycle decomposition | HP filter | structural break | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Zustandsraummodell | State space model | Strukturbruch | Structural break | Bruttoinlandsprodukt | Gross domestic product | Produktionspotenzial | Potential output | Dekompositionsverfahren | Decomposition method | Nationaleinkommen | National income | Theorie | Theory | Schätzung | Estimation |
| Extent: | 1 Online-Ressource (circa 24 Seiten) Illustrationen |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2016, 44 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011756222