Testing for time variation in an unobserved components model for the U.S. economy
Tino Berger, Gerdie Everaert, Hauke Vierke
| 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
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| Subject: | Bayesian model selection | Stochastic volatility | Unobserved components | Output gap | Phillips curve | Okun's law | USA | United States | Phillips-Kurve | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Okunsches Gesetz | Stochastischer Prozess | Stochastic process | Bruttoinlandsprodukt | Gross domestic product | Volatilität | Volatility | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2016.05.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011708530