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An output gap measure for the euro area : exploiting country-level and cross-sectional data heterogeneity
Manuel, González-Astudillo, - 2018
trend. The estimation of the model preferred by the data indicates that, because of negative shocks to trend output during …
Persistent link: https://www.econbiz.de/10011932248
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GDP trend-cycle decompositions using state-level data
Gonzalez-Astudillo, Manuel - 2017
This paper develops a method for decomposing GDP into trend and cycle exploiting the cross-sectional variation of state-level real GDP and unemployment rate data. The model assumes that there are common output and unemployment rate trend and cycle components, and that each state's output and...
Persistent link: https://www.econbiz.de/10011709323
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Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements
Morin, Norman - 2006
Persistent link: https://www.econbiz.de/10003331641
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Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
Wu, Jason J.; Game, Aaron L. - 2011
Persistent link: https://www.econbiz.de/10009405709
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A review of backtesting and backtesting procedures
Campbell, Sean D. - 2005
Persistent link: https://www.econbiz.de/10002798350
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Econometric tests of asset price bubbles : taking stock
Gürkaynak, Refet S. - 2005
Persistent link: https://www.econbiz.de/10002533447
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Econometric tests of asset price bubbles : taking stock
Gürkaynak, Refet S. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002572667
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Monetary policy, parameter uncertainty and optimal learning
Wieland, Volker - 1999
Persistent link: https://www.econbiz.de/10001426921
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Spectral backtests unbounded and folded
Gordy, Michael B.; McNeil, Alexander J. - 2024
Persistent link: https://www.econbiz.de/10015056427
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When can trend-cycle decompositions be trusted?
Gonzalez-Astudillo, Manuel; Roberts, John M. - 2016
In this paper, we examine the results of GDP trend-cycle decompositions from the estimation of bivariate unobserved …
Persistent link: https://www.econbiz.de/10011579122