Trend-cycle decompositions of real GDP revisited : classical and Bayesian perspectives on an unsolved puzzle
Chang-Jin Kim, Jaeho Kim
| Year of publication: |
2022
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|---|---|
| Authors: | Kim, Chang-jin ; Kim, Jaeho |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1469-8056, ZDB-ID 1501533-6. - Vol. 26.2022, 2, p. 394-418
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| Subject: | Difference Stationary Process | Integrated Likelihood | Out-of-Sample Prediction | Pile-up Problem | Profile Likelihood | Trend Stationary Process | Zeitreihenanalyse | Time series analysis | Nationaleinkommen | National income | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100520000218 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013166386