When are trend–cycle decompositions of GDP reliable?

Article

Abstract: In this paper, we examine the results of GDP trend–cycle decompositions from the estimation of bivar

Palabras claves:

Bayesian estimation, Trend–cycle correlation, Trend–cycle decomposition, Unobserved components model

Autores:

Manuel González-Astudillo, Roberts J.M.

Fuentes:

scopus