Harvey, A.C.; Trimbur, T.M.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 2005
the cyclical components and in developing Markov chain Monte Carlo methods for both univariate and multivariate models … appropriate prior distributions for the parameters in
the cyclical components and in developing Markov chain Monte Carlo
methods …, Kalman �lter, Markov chain Monte
Carlo, real-time estimation, turning points, unobserved components.
JEL classi�cation: C11 …