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Article(2)
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Economía(2)
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scopus(2)
Measuring uncertainty: A streamlined application for the Ecuadorian economy
ArticleAbstract: This paper develops a macroeconomic uncertainty index based on the multistage procedure that combinePalabras claves:Density filter, Macroeconomic uncertainty, state-space model, Stochastic volatilityAutores:Avellán G., Manuel González-Astudillo, Salcedo Cruz J.J.Fuentes:scopusWhen are trend–cycle decompositions of GDP reliable?
ArticleAbstract: In this paper, we examine the results of GDP trend–cycle decompositions from the estimation of bivarPalabras claves:Bayesian estimation, Trend–cycle correlation, Trend–cycle decomposition, Unobserved components modelAutores:Manuel González-Astudillo, Roberts J.M.Fuentes:scopus