Signal Extraction for Nonstationary Multivariate Time Series with Illustrations for Trend Inflation
Year of publication: |
2012
|
---|---|
Authors: | McElroy, Tucker |
Other Persons: | Trimbur, Thomas M. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Inflation |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Series: | FEDS Working Paper ; No. 2012-45 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 22, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2191272 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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