When are trend-cycle decompositions of GDP reliable?
Manuel González-Astudillo, John M. Roberts
| Year of publication: |
2022
|
|---|---|
| Authors: | González-Astudillo, Manuel ; Roberts, John M. |
| Subject: | Bayesian estimation | Trend-cycle correlation | Trend-cycle decomposition | Unobserved components model | Zeitreihenanalyse | Time series analysis | Dekompositionsverfahren | Decomposition method | Konjunktur | Business cycle | Theorie | Theory | Nationaleinkommen | National income | Bayes-Statistik | Bayesian inference | Bruttoinlandsprodukt | Gross domestic product | Zustandsraummodell | State space model | Korrelation | Correlation |
Online Resource