Disentangling Trend and Cycle in the EUR-11 Unemployment Series. An Unobserved Component Modelling Approach.

A variety of statistical methods and econometric techniques can be used attempting to disentangle the non-cyclical trend component of a time series and its purely cyclical part. This paper serves the purpose to demonstrate the potential contribution from the use of unobserved components modelling techniques to decompose the EUR-11 unemployment series.

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Year of publication:	2000
Authors:	Orlandi, F. ; Pichelmann, K.
Institutions:	Directorate-General Economic and Financial Affairs, European Commission
Subject:	ECONOMETRICS \| TIME SERIES \| ECONOMIC MODELS

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Series:	European Economy - Economic Papers.
Type of publication:	Book / Working Paper
Notes:	28 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C22 - Time-Series Models ; C32 - Time-Series Models ; C50 - Econometric Modeling. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005641304