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On the correlations of trend–c...
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Decomposition method
Trend-Cycle Decomposition
7
Unobserved Components Model
6
Theorie
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Time series analysis
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Zeitreihenanalyse
5
Beveridge-Nelson Decomposition
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1973-2009
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Wada, Tatsuma
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Perron, Pierre
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Economic inquiry : journal of the Western Economic Association International
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Journal of monetary economics
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The real exchange rate and real interest differentials : the role of the trend-cycle decomposition
Wada, Tatsuma
- In:
Economic inquiry : journal of the Western Economic …
50
(
2012
)
4
,
pp. 968-987
Persistent link: https://www.econbiz.de/10009696177
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Let's take a brake : trends and cycles in US real GDP
Perron, Pierre
;
Wada, Tatsuma
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 749-765
Persistent link: https://www.econbiz.de/10003893980
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