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Signal extraction for nonstationary multivariate time series with illustrations for trend inflation
McElroy, Tucker; Trimbur, Thomas M. - 2012
Persistent link: https://www.econbiz.de/10009658744
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Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering
McElroy, Tucker; Trimbur, Thomas M. - 2007
Persistent link: https://www.econbiz.de/10003828762
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Improving real-time estimates of the output gap
Trimbur, Thomas M. - 2009
Persistent link: https://www.econbiz.de/10003911889