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Iwata, Shigeru
Li, Han
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What are the differences in trend cycle decompositions by Beveridge and Nelson and by unobserved component models?
Iwata, Shigeru
;
Li, Han
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 146-173
Persistent link: https://www.econbiz.de/10011373299
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Why are trend cycle decompositions of alternative models so different?
Iwata, Shigeru
;
Li, Han
-
2011
Persistent link: https://www.econbiz.de/10008935779
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