Cyclical components in economic time series
Year of publication: |
2002-11-14
|
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Authors: | van Dijk, Herman K. ; Harvey, Harvey, A.C. ; Trimbur, Trimbur, T.M. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | Band pass filter | Gibbs sampler | Kalman filter | Markov chain Monte Carlo | State space | Unobserved components |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2002-20 |
Source: |
-
Cyclical Components in Economic Time Series: a Bayesian Approach
Harvey, A., (2003)
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Cyclical components in economic time series
Harvey, A.C., (2002)
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Bayes estimates of the cyclical component in twentieth centruy US gross domestic product
van Dijk, Herman K., (2004)
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Trends and cycles in economic time series: A Bayesian approach
van Dijk, Herman K., (2005)
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Bayes estimates of the cyclical component in twentieth centruy US gross domestic product
van Dijk, Herman K., (2004)
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Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods
Bauwens, Luc, (2002)
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