A Bayesian model comparison for trend-cycle decompositions of output
Year of publication: |
March-April 2017
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Authors: | Grant, Angelia L. ; Chan, Joshua |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 49.2017, 2/3, p. 525-552
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Subject: | Bayesian model comparison | unobserved components | structural break | business cycle | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Konjunktur | Business cycle | Schätzung | Estimation | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Bruttoinlandsprodukt | Gross domestic product | Vergleich | Comparison |
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