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~person:"Nelson, Charles R."
~subject:"Unobserved Components Model"
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Unobserved Components Model
Inflation Gap
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New Keynesian Phillips Curve
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Structural Breaks
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Trend Inflation
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Nelson, Charles R.
Wada, Tatsuma
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Perron, Pierre
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Chen, Xiaoshan
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MacDonald, Ronald
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Manopimoke, Pym
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Kim, Chang-Jin
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Alon, Alicia Pérez
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Chan, Joshua
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Pierre Perron†
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SANZO, Silvestro DI
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Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve
Kim, Chang-Jin
;
Manopimoke, Pym
;
Nelson, Charles R.
-
Institute of Economic Research, Korea University
-
2013
implies an
unobserved
components
model
that consists of three components: a stochastic trend component, a component that …
Persistent link: https://www.econbiz.de/10010711823
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