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Why are Bayesian trend-cycle decompositions of US real GDP so different?
Kim, Jaeho; Chon, Sora - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1339-1354
Persistent link: https://www.econbiz.de/10012219585
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Trend-Cycle Decompositions of Real GDP Revisited : Classical and Bayesian Perspectives on an Unsolved Puzzle
Kim, Chang-Jin - 2018
While Perron and Wada's (2009) maximum likelihood estimation approach suggests that postwar U.S. real GDP follows a …
Persistent link: https://www.econbiz.de/10012935094
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When are trend-cycle decompositions of GDP reliable?
González-Astudillo, Manuel; Roberts, John M. - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2417-2460
Persistent link: https://www.econbiz.de/10013197313
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The decomposition of a GDP increase
Hartwick, John M. - 2020
We account for the price and quantity components of a decomposition of the expression for a GDP increase accross periods. Our linear measure is compared with Irving Fisher s multiplicative measure. Where technical progress enters is noted.
Persistent link: https://www.econbiz.de/10012286507
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The Beveridge-Nelson decomposition of mixed-frequency series : an application to simultaneous measurement of classical and deviation cycles
Murasawa, Yasutomo - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1415-1441
Persistent link: https://www.econbiz.de/10011643752
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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.; Chan, Joshua - In: Journal of economic dynamics & control 75 (2017), pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua; Grant, Angelia L. - 2016
Persistent link: https://www.econbiz.de/10011756222
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Realtime reliable output gap estimates based on a forecast augmented Hodrick-Prescott filter
Porcellotti, Giacomo - 2024
Persistent link: https://www.econbiz.de/10014576791
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Poverty decompositions with counterfactual income and inequality dynamics
Hartmann, Vanessa; Wacker, Konstantin - In: Review of development economics : an essential resource … 27 (2023) 3, pp. 1746-1768
Persistent link: https://www.econbiz.de/10014326973
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A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph D. - In: Economic modelling 26 (2009) 5, pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265