A simple correction for misspecification in trend-cycle decompositions with an application to estimating r*
Year of publication: |
2024
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Authors: | Morley, James C. ; Trung Duc Tran ; Wong, Benjamin |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 2, p. 665-680
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Subject: | Misspecification | Natural rate of interest | Trend-cycle decomposition | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Zins | Interest rate | Zustandsraummodell | State space model |
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