The Beveridge-Nelson decomposition of mixed-frequency series : an application to simultaneous measurement of classical and deviation cycles
Yasutomo Murasawa
| Year of publication: |
December 2016
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| Authors: | Murasawa, Yasutomo |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 51.2016, 4, p. 1415-1441
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| Subject: | Bayesian | Gap | Growth cycle | Monthly GDP | Natural rate | Trend-cycle decomposition | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Theorie | Theory | Bruttoinlandsprodukt | Gross domestic product | Nationaleinkommen | National income | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-015-1061-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011643752