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 components, which overcomes the identification problems of models of unobserved components (UC) and ARIMA models and at the same time, admits non-linearities and asymmetries in...
