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Trend-cycle decomposition for Peruvian GDP : application of an alternative method
Guillén, Ángel; Rodriguez, Gabriel - In: Latin American economic review : LAER ; official … 23 (2014), pp. 1-44
Perron and Wada (J Monet Econ 56:749-65, 2009) propose a new method of decomposition of the GDP in its trend and cycle …, which presents a mixture of normals in the disturbances of the trend and cycle component of output. The obtained trend …
Persistent link: https://www.econbiz.de/10010254293
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The trend-cycle decomposition of output and the Phillips curve : Bayesian estimates for Italy and the Euro area
Busetti, Fabio; Caivano, Michele - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1565-1587
Persistent link: https://www.econbiz.de/10011481732
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Trend and cycles in US real GDP
Flaig, Gebhard - 2001
In this paper an Unobserved Components Model is employed to decompose U.S. real GDP into trend and cycle components … rate in the early seventies. A further result is a remarkable decrease in the volatility of the cycle component and the …
Persistent link: https://www.econbiz.de/10011408403
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Unoberserved components models for quarterly German GDP
Flaig, Gebhard - 2002
In this paper, an Unobserved Components Model is employed to decompose German real GDP into the trend, cycle and … declined from 4.2 per cent in the sixties to 1.4 per cent at the end of the nineties of the last century. 2) The business cycle …
Persistent link: https://www.econbiz.de/10011409368
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GDP estimation errors: bias or white noise
Parsons, Richard; Reavis, David - In: Applied economics letters 22 (2015) 13/15, pp. 1122-1126
Persistent link: https://www.econbiz.de/10011312177
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Framing measurement beyond GDP
Schreyer, Paul - 2021
Persistent link: https://www.econbiz.de/10013258076
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How GDP spread to China : the experimental diffusion of macroeconomic measurement
Heijster, Joan van; DeRock, Daniel - In: Review of international political economy 29 (2022) 1, pp. 65-87
Persistent link: https://www.econbiz.de/10013170912
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Euro area growth signals from industrial production : earnings from a comparison of gross value added and production
Bondt, Gabe J. de; Kosekova, Stanimira Vasileva - In: Jahrbücher für Nationalökonomie und Statistik 238 (2018) 6, pp. 477-500
Persistent link: https://www.econbiz.de/10012036985
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An analysis of revisions in Indian GDP data
Sapre, Amey; Sengupta, Rajeswari - 2017
Persistent link: https://www.econbiz.de/10011810107
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Expanded GDP for welfare measurement in the 21st century
Hulten, Charles R.; Nakamura, Leonard Isamu - 2020
The information revolution currently underway has changed the economy in ways that are hard to measure using conventional GDP procedures. The information available to consumers has increased dramatically as a result of the Internet and its applications, and new mobile communication devices have...
Persistent link: https://www.econbiz.de/10012198573