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Threshold models for trended time series
Kapetanios, George - 1999
Persistent link: https://www.econbiz.de/10001387307
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Stochastic specification and the international GDP series
Bhargava, Alok - In: The econometrics journal 4 (2001) 4, pp. 273-286
Persistent link: https://www.econbiz.de/10001651358
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Further investigation of the uncertain unit root in GNP
Cheung, Yin-Wong; Chinn, Menzie David - 1996
Persistent link: https://www.econbiz.de/10001590483
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Testing for noninvertible models with applications
Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 225-233
Persistent link: https://www.econbiz.de/10001142122
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On persistence of shocks to economic variables : a common misconception
Lippi, Marco - In: Journal of monetary economics 29 (1992) 1, pp. 87-93
Persistent link: https://www.econbiz.de/10001120257
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Reconciled estimates of monthly GDP in the US
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022
Persistent link: https://www.econbiz.de/10012822269
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Real-time US GDP gap properties using Hamilton’s regression-based filter
Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 307-314
Persistent link: https://www.econbiz.de/10012253213
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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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GDP solera : the ideal vintage mix
Almuzara, Martín; Amengual, Dante; Fiorentini, Gabriele; … - 2022
We exploit the information in the successive vintages of gross domestic expenditure (GDE) and gross domestic income (GDI) from the current comprehensive revision to obtain an improved, timely measure of U.S. aggregate output by exploiting cointegration between the different measures and taking...
Persistent link: https://www.econbiz.de/10013336360
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GDP solera : the ideal vintage mix
Almuzara, Martín; Amengual, Dante; Fiorentini, Gabriele; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 984-997
Persistent link: https://www.econbiz.de/10015053515