Dées, Stephane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008
NKPC. -- Global VAR (GVAR) ; identification ; New Keynesian Phillips Curve ; trend-cycle decomposition …: Global VAR (GVAR), identification, New Keynesian Phillips Curve,
trend-cycle decomposition
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M … permanent or trend component obtained from a multivariate
Beveridge-Nelson (1981) decomposition (BN decomposition) and the …