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Disentangling Trend and Cycle in the EUR-11 Unemployment Series. An Unobserved Component Modelling Approach

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Author Info
Orlandi, F.
Pichelmann, K.
Abstract

A variety of statistical methods and econometric techniques can be used attempting to disentangle the non-cyclical trend component of a time series and its purely cyclical part. This paper serves the purpose to demonstrate the potential contribution from the use of unobserved components modelling techniques to decompose the EUR-11 unemployment series.

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Publisher Info
Paper provided by Commission of the EC, Directorate-General for Economic and Financial Affairs (DG ECFIN) in its series European Economy - Economic Papers with number 140.

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Length: 28 pages
Date of creation: 2000
Date of revision:
Handle: RePEc:fth:eeccco:140

Contact details of provider:
Postal: Commission of the European Communities. Directorate-General for Economic and Financial Affairs, B- 1049 Brussels, Belgium
Fax: +32 2 299.35.78
Email:
Web page: http://europa.eu/comm/economy_finance/
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Related research
Keywords: ECONOMETRICS TIME SERIES ECONOMIC MODELS

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models
C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General

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This page was last updated on 2008-9-21.

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