A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating <i>r</i>*-Reference-Cited by-同舟云学术

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A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*

Published:2023-07-07 Issue: Volume: Page:1-16
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Morley James¹^ORCID,Tran Trung Duc²,Wong Benjamin³

Affiliation:

1. School of Economics, University of Sydney, Sydney, New South Wales, Australia;

2. KPMG Australia, Melbourne, Victoria, Australia;

3. Department of Econometrics and Business Statistics, Melbourne, Victoria, Australia

Funder

ARC

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2023.2221974

Reference51 articles.

1. On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling

2. Market Power in Neoclassical Growth Models

3. Interest Rates under Falling Stars

4. Testing for time variation in the natural rate of interest

5. A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Zero Interest Policy & the New Abnormal: A Critique, by MichaelBeenstock (Oxford University Press, Oxford, UK, 2022);Economic Record;2024-02-07

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