We estimate a multivariate unobserved components stochastic volatility model to explain the dynamics of a panel of six …

transitory measurement errors, in particular in nineteenth century data, I use an unobserved-components stochastic-volatility … model to extract the permanent trends from several nominal variables. The descriptive analysis of these trends suggests that …

transitory measurement errors, in particular in nineteenth century data, I use an unobserved-components stochastic-volatility … model to extract the permanent trends from several nominal variables. The descriptive analysis of these trends suggests that …

We estimate a multivariate unobserved components stochastic volatility model to explain the dynamics of a panel of six …

nominal GDP changes. The trends of these indicators are estimated by an unobserved-components stochastic-volatility model in …

We estimate a multivariate unobserved components-stochastic volatility model to explain the dynamics of a panel of six …

We estimate a multivariate unobserved components-stochastic volatility model to explain the dynamics of a panel of six …