The decline in r* according to a robust multivariate trend-cycle decomposition
Year of publication: |
[2022]
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Authors: | Morley, James C. ; Trung Duc Tran ; Wong, Benjamin |
Publisher: |
Canberra : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
Subject: | Natural rate of interest | multivariate trend-cycle decomposition | robustness to model misspecification | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Robustes Verfahren | Robust statistics | Multivariate Analyse | Multivariate analysis | Modellierung | Scientific modelling | Zins | Interest rate | Schätzung | Estimation | Zustandsraummodell | State space model |
Extent: | 1 Online-Ressource (circa 43 Seiten) Illustrationen |
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Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2022, 2 (January 2022) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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