Measuring business cycles with structural breaks and outliers : applications to international data ☆
Pierre Perron, Tatsuma Wada
| Year of publication: |
June 2016
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|---|---|
| Authors: | Perron, Pierre ; Wada, Tatsuma |
| Published in: |
Research in economics : an international review of economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1090-9443, ZDB-ID 1379004-3. - Vol. 70.2016, 2, p. 281-303
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| Subject: | Trend-cycle decomposition | Unobserved components model | International business cycle | Non-Gaussian filter | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Strukturbruch | Structural break | Schätzung | Estimation | Theorie | Theory | Zustandsraummodell | State space model | Konjunkturzusammenhang | Business cycle synchronization | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rie.2015.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011631146