An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data
Year of publication: |
2005-10
|
---|---|
Authors: | Wada, Tatsuma ; Perron, Pierre |
Institutions: | Department of Economics, Boston University |
Subject: | Trend-Cycle Decomposition | Unobserved Components Model | International Business Cycle | Non Gaussian Filter |
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State Space Model with Mixtures of Normals: Specifications and Applications to International Data
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