On the model-based interpretation of filters and the reliability of trend-cycle estimates
Year of publication: |
2009
|
---|---|
Authors: | Proietti, Tommaso |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 1/3, p. 186-208
|
Subject: | Zeitreihenanalyse | Time series analysis | Dekompositionsverfahren | Decomposition method | ARMA-Modell | ARMA model | Nationaleinkommen | National income | Theorie | Theory | USA | United States | 1947-2003 |
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