Results 241 to 250 of about 24,065 (262)

Locating change-points in Hodrick–Prescott trends with an application to US real GDP: A generalized unobserved components model approach

Economic Modelling, 2015
Gawon Yoon
exaly  

Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model

Journal of International Money and Finance, 2015
Ronald Macdonald, Xiaoshan Chen
exaly  

Unobserved Components Model

2015
openaire   +1 more source

Use and misuse of unobserved components in economic forecasting

Journal of Forecasting, 1994
Agustin Maravall
exaly  

Testing in unobserved components models

Journal of Forecasting, 2001
openaire   +1 more source

The cyclicality of fiscal policy: New evidence from unobserved components approach

Journal of Macroeconomics, 2017
Mark Wohar, Prasad Bhattacharya, Omar Bashar   +2 more
exaly  

ESTIMATION OF UNOBSERVED-COMPONENTS AND CANONICAL MODELS

1979
Marc Nerlove, David M. Grether, José L. Carvalho   +2 more
openaire   +1 more source

Specification and Misspecification of Unobserved Components Models

2012
Davide Delle Monache, Andrew Harvey
openaire   +1 more source

Automatic selection of unobserved components models for supply chain forecasting

International Journal of Forecasting, 2019
Diego J Pedregal
exaly  

FORMULATION AND ANALYSIS OF UNOBSERVED-COMPONENTS MODELS

1979
Marc Nerlove, David M. Grether, José L. Carvalho   +2 more
openaire   +1 more source