Similar Search Results

Maximum likelihood estimation with HP filtered data : an invariance theorem

Cogley, Timothy - 1994

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000905755

Estimating dynamic rational expectations models when the trend specification is uncertain

Cogley, Timothy - 1996

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000939630

Estimating and testing rational expectations models when the trend specification is uncertain

Cogley, Timothy - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1485-1525

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001603784

Alternative definitions of the business cycle and their implications for business cycle models : a reply to Torben Mark Pederson

Cogley, Timothy - In: Journal of economic dynamics & control 25 (2001) 8, pp. 1103-1107

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001587840

How fast can the new economy grow? : A Bayesian analysis of the evolution of trend growth

Cogley, Timothy - In: Journal of macroeconomics 27 (2005) 2, pp. 179-207

Persistent link: https://ebvufind01.dmz1.zbw.eu/10002935931

Effects of the Hodrick-Prescott filter on trend and difference stationary time series : implications for business cycle research

Cogley, Timothy - In: Journal of economic dynamics & control 19 (1995) 1, pp. 253-278

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001172947

Effects of the Hodrick-Prescot filter on trend and difference stationary time series : implications for business cycle research

Cogley, Timothy; Nason, James Michael - 1992

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000853627

Robust estimation of ARMA models with near root cancellation

Cogley, Timothy; Startz, Richard - 2019

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012244151

Effects of the Hodrick-Prescott filter on trend and difference stationary time series : implications for business cycle research

Cogley, Timothy; Nason, James Michael - 1992

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000135963

How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth

Cogley, Timothy - 2001

This paper uses consumption data to estimate the trend growth rate for the "new economy." The analysis starts with the assumption that a trend break in GDP should be accompanied by a trend break in consumption. But because consumption is forward looking and smoother than GDP, it should be easier...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014128107