The decline in r* according to a robust multivariate trend-cycle decomposition
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 |
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