Reconciling output gaps: unobserved components model and Hodrick-Prescott filter (Q1655554): Difference between revisions
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Property / cites work: Testing for time variation in an unobserved components model for the U.S. economy / rank | |||
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Property / cites work: Marginal Likelihood Estimation with the Cross-Entropy Method / rank | |||
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Latest revision as of 06:48, 16 July 2024
scientific article
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English | Reconciling output gaps: unobserved components model and Hodrick-Prescott filter |
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Reconciling output gaps: unobserved components model and Hodrick-Prescott filter (English)
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9 August 2018
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trend-cycle decomposition
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HP filter
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structural break
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