Trend-cycle decompositions of real GDP revisited : classical and Bayesian perspectives on an unsolved puzzle
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
|
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 |
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