Trends and cycles in economic time series: A Bayesian approach
Year of publication: |
2005-07-25
|
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Authors: | Harvey, A.C. ; Trimbur, T.M. ; Dijk, H.K. van |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | output gap | Kalman filter | Markov chain Monte Carlo | real time estimation | turning points | unobserved components |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2005-27 |
Source: |
-
Trends and cycles in economic time series: A Bayesian approach
van Dijk, Herman K., (2005)
-
Cyclical components in economic time series
van Dijk, Herman K., (2002)
-
Cyclical Components in Economic Time Series: a Bayesian Approach
Harvey, A., (2003)
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Cyclical components in economic time series
Harvey, A.C., (2002)
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Bayes estimates of the cyclical component in twentieth centruy US gross domestic product
Harvey, A.C., (2004)
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"Rotterdam Econometrics": an analysis of publications of the econometric institute 1956-2004
Dijk, H.K. van, (2006)
- More ...