Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration
Year of publication: |
2022
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Authors: | Dezhbakhsh, Hashem ; Levy, Daniel |
Published in: |
Economics Letters. - Amsterdam : Elsevier, ISSN 0165-1765. - Vol. 213.2022
|
Publisher: |
Amsterdam : Elsevier |
Subject: | Linear Interpolation | Random Walk | Shock Persistence | Nonstationary Time Series | Periodic Nonstationarity | Stationary Time Series | Prewar US Time Series | Prewar vs Postwar Business Cycles |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1016/j.econlet.2022.110386 [DOI] hdl:10419/251467 [Handle] RePEc:zbw:espost:251467 [RePEc] |
Classification: | C01 - Econometrics ; C02 - Mathematical Methods ; E01 - Measurement and Data on National Income and Product Accounts and Wealth ; E30 - Prices, Business Fluctuations, and Cycles. General ; N10 - Macroeconomics and Monetary Economics; Growth and Fluctuations. General, International, or Comparative |
Source: |
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Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration
Dezhbakhsh, Hashem, (2022)
-
Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem, (2022)
-
Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series : A Reconsideration
Dezhbakhsh, Hashem, (2022)
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On the Typical Spectral Shape of an Economic Variable
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On the Typical Spectral Shape of an Economic Variable
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International Evidence on Output Fluctuation and Shock Persistence
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