Measuring business cycles with structural breaks and outliers : applications to international data ☆
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 | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Theorie | Theory | Zustandsraummodell | State space model | Konjunkturzusammenhang | Business cycle synchronization |
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