Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Angelia L. Grant, Joshua C.C. Chan
| Year of publication: |
February 2017
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|---|---|
| Authors: | Grant, Angelia L. ; Chan, Joshua |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 75.2017, p. 114-121
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| Subject: | Trend-cycle decomposition | HP filter | Structural break | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Zustandsraummodell | State space model | Strukturbruch | Bruttoinlandsprodukt | Gross domestic product | Produktionspotenzial | Potential output | Dekompositionsverfahren | Decomposition method | Nationaleinkommen | National income | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2016.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817152