Testing for time variation in an unobserved components model for the U.S. economy
Year of publication: |
August 2016
|
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Authors: | Berger, Tino ; Everaert, Gerdie ; Vierke, Hauke |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 69.2016, p. 179-208
|
Subject: | Bayesian model selection | Stochastic volatility | Unobserved components | Output gap | Phillips curve | Okun's law | Phillips-Kurve | USA | United States | Okunsches Gesetz | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Bruttoinlandsprodukt | Gross domestic product | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätzung | Estimation | Produktionspotenzial | Potential output | Zustandsraummodell | State space model | Makroökonomisches Modell | Macroeconomic model |
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