Trends and cycles in economic time series: A Bayesian approach
Year of publication: |
2005-07-25
|
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Authors: | van Dijk, Herman K. ; Harvey, Harvey, A.C. ; Trimbur, Trimbur, T.M. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | Kalman filter | Markov chain Monte Carlo | output gap | real time estimation | turning points | unobserved components |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2005-27 |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
Source: |
-
Trends and cycles in economic time series: A Bayesian approach
Harvey, A.C., (2005)
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Cyclical Components in Economic Time Series: a Bayesian Approach
Harvey, A., (2003)
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