Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s41549-024-00096-6.pdf
Reference13 articles.
1. Barbarino, A., Berge, T. J., Chen, H., & Stella, A. (2020). Which Output Gap Estimates are Stable in Real Time and Why? Finance and Economics Discussion Series 2020-102, Board of Governors of the Federal Reserve System.
2. Baxter, M., & King, R. G. (1999). Measuring business cycles: Approximate band-pass filters for economic time series. The Review of Economics and Statistics, 81(4), 575–593.
3. Beveridge, S., & Nelson, C. R. (1981). A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle. Journal of Monetary Economics, 7, 151–174.
4. Cayen, J.-P., & van Norden, S. (2005). The reliability of canadian output-gap estimates. North American Journal of Economics and Finance, 16, 373–393.
5. Christiano, L. J., & Fitzgerald, T. J. (2003). The band pass filter. International Economic Review, 44(2), 435–465.
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