When are trend–cycle decompositions of GDP reliable?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00181-021-02105-4.pdf
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3. Basistha A (2007) Trend-cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP (Corrélation tendance-cycle, discontinuité, et estimation de la tendance et du cycle dans le PIB canadien). Can J Econ 40:584–606
4. Basistha A (2009) Hours per capita and productivity: evidence from correlated unobserved components models. J Appl Econom 24:187–206
5. Basistha A, Nelson CR (2007) New measures of the output gap based on the forward-looking new Keynesian Phillips curve. J Monet Econ 54:498–511
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