Trend in cycle or cycle in trend? : new structural identifications for unobserved-components models of U.S. real GDP
Year of publication: |
2015
|
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Authors: | Dungey, Mardi H. ; Jacobs, Jan ; Tian, Jing ; Van Norden, Simon |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 19.2015, 4, p. 776-790
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Subject: | Trend-Cycle Decomposition | Data Revision | State-Space Form | USA | United States | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Nationaleinkommen | National income | Dekompositionsverfahren | Decomposition method |
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