Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series
Year of publication: |
2006
|
---|---|
Authors: | Jan Koopman, Siem ; Ming Lee, Kai ; Yip Wong, Soon |
Published in: |
Nonlinear time series analysis of business cycles. - Boston : Elsevier, ISBN 978-1-84950-833-9. - 2006, p. 199-219
|
Subject: | USA | United States | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Dekompositionsverfahren | Decomposition method |
-
The two interpretations of the Beveridge-Nelson decomposition
Morley, James C., (2011)
-
Long-run risk and the persistence of consumption shocks
Ortu, Fulvio, (2013)
-
Is it one break or ongoing permanent shocks that explains US real GDP?
Luo, Sui, (2014)
- More ...
-
Koopman, Siem Jan, (2006)
-
Estimating stochastic volatility models : a comparison of two importance samplers
Lee, Kai Ming, (2004)
-
Measuring asymmetric stochastic cycle components in US macroeconomic time series
Koopman, Siem Jan, (2005)
- More ...