Reconciling output gaps: unobserved components model and Hodrick-Prescott filter (Q1655554): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2016.12.004
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@@ Property / OpenAlex ID @@
+W3122239689
@@ Property / OpenAlex ID: W3122239689 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for time variation in an unobserved components model for the U.S. economy
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@@ Property / cites work @@
+Kernel density estimation via diffusion
@@ Property / cites work: Kernel density estimation via diffusion / rank @@
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@@ Property / cites work @@
+Marginal Likelihood Estimation with the Cross-Entropy Method
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@@ Property / cites work @@
+Trends and cycles in economic time series: a Bayesian approach
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+Low frequency filtering and real business cycles
@@ Property / cites work: Low frequency filtering and real business cycles / rank @@
+Normal rank