trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US … be captured accurately by a model incorporating both stochastic trends and stochastic cycles that allows for some degree … macro series, namely annual and quarterly real GDP and GDP per capita. The results indicate that the behaviour of US GDP can …

calculate quarterly regional GDP estimates for the period between 1995 to 2021, thereby improving the regional database for … cyclical concordance. Long-run trends are found to vary tremendously, with positive developments in economically strong regions … and flat or even negative trends for economically much weaker states …

integration of the cyclical structure implies that cycles have a periodicity of about 8 years, but it is almost insignificant in …

suggested model includes linear and non-linear time trends, and stationary and nonstationary processes based on integer and …

This paper presents a stress indicator for the Euro-zone that summarizes developments of trends and cycles in real GDP … on the trend growth rates of GDP and consumer prices as well as on the related cyclical components. The main results are …

permanent effects. Persistence is highest in the case of Brussels, Amsterdam and London. The presence of negative trends in …

This paper examines trends and persistence in the Greenland ice sheet mass by applying fractional integration methods …

By examining discrepancies between officially reported GDP growth figures and the actual economic growth implied by … satellite-based night time light (NTL) density, we investigate whether democracies manipulate officially reported GDP figures … the incumbent. These results are robust to allowing the elasticity of official GDP statistics to NTL to be country …