Morley, James C. (contributor); … - 2004 - [Elektronische Ressource]
Trend/Cycle Decomposition of Regime-Switching Processes
James Morley
and
Jeremy Piger
Working Paper … material) should be
cleared with the author or authors.
Trend/Cycle Decomposition of Regime-Switching Processes …
ABSTRACT: We present a new approach to trend/cycle decomposition of time series that follow
regime-switching processes. The …