The decline in r* according to a robust multivariate trend-cycle decomposition
James Morley, Trung Duc Tran, Benjamin Wong
| Year of publication: |
[2022]
|
|---|---|
| Authors: | Morley, James C. ; Trung Duc Tran ; Wong, Benjamin |
| Publisher: |
Canberra : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
| Subject: | Natural rate of interest | multivariate trend-cycle decomposition | robustness to model misspecification | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis | Zins | Interest rate | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Robustes Verfahren | Robust statistics | Modellierung | Scientific modelling | Konjunktur | Business cycle |
| Extent: | 1 Online-Ressource (circa 43 Seiten) Illustrationen |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2022, 2 (January 2022) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012878807