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Shifting trends, segmented trends, and infrequent permanent shocks

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Author Info
Balke, Nathan S.
Fomby, Thomas B.

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File URL: http://www.sciencedirect.com/science/article/B6VBW-45D0KVW-22/2/754424612928f76867b5ea1aca488e9f
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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 28 (1991)
Issue (Month): 1 (August)
Pages: 61-85
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Handle: RePEc:eee:moneco:v:28:y:1991:i:1:p:61-85

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Web page: http://www.elsevier.com/locate/inca/505566

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  11. Eric Zivot & Peter C.B. Phillips, 1991. "A Bayesian Analysis of Trend Determination in Economic Time Series," Cowles Foundation Discussion Papers 1002, Cowles Foundation, Yale University. [Downloadable!]
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