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Estimating changes in trend growth of total factor productivity : Kalman and H-P filters versus Markov-switching framework
French, Mark W. - 2001
Persistent link: https://www.econbiz.de/10001630692
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Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi; Tauchen, George Eugene; Zhou, Hao - 2003
Persistent link: https://www.econbiz.de/10001764084
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Estimates of the productivity trend using time-varying parameter techniques
Roberts, John M. - 2001
Persistent link: https://www.econbiz.de/10001555451
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Dynamic factor models, cointegration, and error correction mechanisms
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo - 2016
of a Vector Error Correction Mechanism with c error terms. This result is the basis for consistent estimation of Non …
Persistent link: https://www.econbiz.de/10011499818
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Measurement error and time aggregation : a closer look at estimates of output-labor elasticities
Estevão, Marcelo M. - 1996
Persistent link: https://www.econbiz.de/10000931473
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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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Inflation and real activity over the business cycle
Bianchi, Francesco; Nicolò, Giovanni; Song, Dongho - 2023
Persistent link: https://www.econbiz.de/10014384491
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Are shadow rate models of the Treasury yield curve structurally stable?
Kim, Don H.; Priebsch, Marcel A. - 2020
Persistent link: https://www.econbiz.de/10012389081
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Which output gap estimates are stable in real time and why?
Barbarino, Alessandro; Berge, Travis J.; Chen, Han; … - 2020
Persistent link: https://www.econbiz.de/10012389846