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~subject:"Time series analysis"
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Time series analysis
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Nelson, Charles R.
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7
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5
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Modelling business cycles via common trends - common cycles model
Kim, Myung-jig
- In:
Journal of economic research
2
(
1997
)
1
,
pp. 79-97
Persistent link: https://www.econbiz.de/10001243898
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2
Measuring Korea's potential GDP and trend unemployment rate
Kim, Myung-jig
;
Yoo, Ji-sung
- In:
Journal of economic theory and econometrics : journal …
5
(
1999
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10001506151
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3
New index of coincident indicators : a multivariate Markov switching factor model approach
Kim, Myung-jig
- In:
Journal of monetary economics
36
(
1995
)
3
,
pp. 607-630
Persistent link: https://www.econbiz.de/10001197729
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4
A Markov switching factor model of coincident and leading indicators
Kim, Myung-jig
- In:
Journal of economic research
1
(
1996
)
2
,
pp. 253-272
Persistent link: https://www.econbiz.de/10001222463
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5
Spurious trend and cycle in the state space decomposition of a time series with a unit root
Nelson, Charles R.
-
1987
Persistent link: https://www.econbiz.de/10000762599
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6
The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
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7
The uncertain trend in US GDP
Murray, Christian J.
;
Nelson, Charles R.
- In:
Journal of monetary economics
46
(
2000
)
1
,
pp. 79-95
Persistent link: https://www.econbiz.de/10001488181
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8
The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Kim, Chang-jin
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
4
,
pp. 433-440
Persistent link: https://www.econbiz.de/10001074853
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9
A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin
;
Nelson, Charles R.
- In:
International economic review
42
(
2001
)
4
,
pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
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10
Business cycle detrending of macroeconomic data via a latent business cycle index
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974447
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