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Trend in cycle or cycle in trend? : new structural identifications for unobserved-components models of U.S. real GDP
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - In: Macroeconomic dynamics 19 (2015) 4, pp. 776-790
Persistent link: https://www.econbiz.de/10011309209
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Covariance effect
Moore, Bartholomew John; Schaller, Huntley - In: Macroeconomic dynamics 6 (2002) 4, pp. 523-547
Persistent link: https://www.econbiz.de/10001697943
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COVARIANCE EFFECT
Moore, Bartholomew; Schaller, Huntley - In: Macroeconomic dynamics 6 (2002) 4, pp. 523-547
Persistent link: https://www.econbiz.de/10006033595