Search Results - subject:"Trend/cycle decomposition"

Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration

Murasawa, Yasutomo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 387-415

Persistent link: https://www.econbiz.de/10013334834

Euro area inflation and a new measure of core inflation

Morana, Claudio - 2022

Persistent link: https://www.econbiz.de/10013463759

The stability and economic relevance of output gap estimates

Barbarino, Alessandro; Berge, Travis J.; Stella, Andrea - In: Journal of applied econometrics 39 (2024) 6, pp. 1065-1081

Persistent link: https://www.econbiz.de/10015156820

Korea's neutral interest rate : estimates, determinants, and monetary policy stance

Kang, Kyu Ho; Do, Kyeongtak - In: Journal of Asian economics 92 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014535832

The inflation rate disconnect puzzle: On the international component of trend inflation and the flattening of the Phillips curve

Ascari, Guido; Fosso, Luca - 2021

Since 2000 U.S. inflation has remained both below target and silent to domestic slack and monetary interventions. A trend-cycle BVAR decomposition explores the role of imported intermediate goods in explaining the puzzling behaviour of inflation. The trend analysis shows that, starting from the...

Persistent link: https://www.econbiz.de/10013373827