A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output
Author:
Funder
Australian Research Council
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jmcb.12388
Reference38 articles.
1. Trend‐cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP
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5. Kernel density estimation via diffusion
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