Search Results - subject:"Trend/Cycle Decomposition"

Let’s Take a Break: Trends and Cycles in US Real GDP?

Pierre Perron†; Wada, Tatsuma - Department of Economics, Boston University - 2005

trend-cycle decomposition based on a generalized Unobserved Components models with errors having a mixture of Normals …

Persistent link: https://www.econbiz.de/10005136801

An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data

Wada, Tatsuma; Perron, Pierre - Department of Economics, Boston University - 2005

This paper first generalizes the trend-cycle decomposition framework of Perron and Wada (2005) based on an unobserved …

Persistent link: https://www.econbiz.de/10005136813

A Steady State Approach to Trend / Cycle Decomposition

Piger, Jeremy; Morley, James - Society for Computational Economics - SCE - 2004

This paper presents a new approach to trend/cycle decomposition. The trend of an integrated time series is measured as …-state approach by considering the trend/cycle decomposition of integrated time series generated from regime-switching processes. We …

Persistent link: https://www.econbiz.de/10005345344

Latin American growth cycles. Empirical evidence: 1960 - 2000

Cerro, Ana María; Pineda, José - In: Estudios de Economia 29, 1 Year 2002, pp. 89-108

This paper measures and explains to what extent Latin American countries’ growth cycles experienced co-movement in the last forty years, using different methodologies. We find that short lasting cycles showed a great dispersion among cyclical correlation, while long lasting ones displayed...

Persistent link: https://www.econbiz.de/10005812489