The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model
Year of publication: |
2008-07-17
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Authors: | Creal, Drew ; Koopman, Siem Jan ; Zivot, Eric |
Institutions: | Tinbergen Institute |
Subject: | Bandpass filter | Markov chain Monte Carlo | Stochastic volatility | Trend-cycle decomposition | Unobserved components time series model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 08-069/4 |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
Source: |
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Creal, Drew, (2008)
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Creal, Drew, (2008)
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