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Aproximación lineal por tramos a comportamientos no lineales : estimación de señales de nivel y crecimiento


Author Info

  • Luis J. Alvarez

    (Banco de España)

  • Juan C. Delrieu

    (Banco de España)

  • Antoni Espasa

    (Universidad Carlos III)


The aim of the paper is to obtain a relaible indicator of the level and growth rate of an economic variable, when there is a trend break. This is a frequent phenomenon and has implications for short-term analysis and forecasting, besides rendering more difficult signal extraction. We propose a model with trend breaks.

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Bibliographic Info

Paper provided by Banco de Espa�a in its series Banco de Espa�a Working Papers with number 9226.

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Length: 53 pages
Date of creation: 1992
Date of revision:
Handle: RePEc:bde:wpaper:9226

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Related research

Keywords: Growth rates; trend breaks; ARIMA; Imports;

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