Results 281 to 290 of about 26,074 (306)

Prediction, Extraction, and Estimation in Unobserved Components Models

Econometric Theory, 1987
Francis X. Diebold, Marc Nerlove
openaire   +1 more source

Growth cycles and business cycles of the Chinese economy through the lens of the unobserved components model

China Economic Review, 2020
Zehao Liu
exaly  

On the Efficiency of Unobserved Components Models

Jahrbücher für Nationalökonomie und Statistik, 2004
openaire   +1 more source

Approximate state space modelling of unobserved fractional components

Econometric Reviews, 2022
Tobias Hartl, Roland Jucknewitz
exaly  

Unobserved Components Model

2015
openaire   +1 more source

Testing in unobserved components models

Journal of Forecasting, 2001
openaire   +1 more source

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

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

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

Journal of Macroeconomics, 2017
Omar H M N Bashar, Prasad Sankar Bhattacharya, Mark E Wohar   +2 more
exaly  

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  

Use and misuse of unobserved components in economic forecasting

Journal of Forecasting, 1994
Agustin Maravall
exaly