Why are Bayesian trend-cycle decompositions of US real GDP so different?
Jaeho Kim, Sora Chon
| Year of publication: |
2020
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| Authors: | Kim, Jaeho ; Chon, Sora |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 3, p. 1339-1354
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| Subject: | Trend-cycle decomposition | Unobserved components model | Structural break | Gibbs sampling | Zeitreihenanalyse | Time series analysis | Strukturbruch | Dekompositionsverfahren | Decomposition method | Nationaleinkommen | National income | Theorie | Theory | Bayes-Statistik | Bayesian inference | Konjunktur | Business cycle | USA | United States | Bruttoinlandsprodukt | Gross domestic product | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-018-1554-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012219585