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Modeling Smooth Structural Changes in the Trend of US Real GDP

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Author Info
Ting Qin
Walter Enders () (Department of Economics, St. Cloud State University)
Abstract

A key feature of Gallant’s Flexible Fourier Form is that the essential characteristics of one or more structural breaks can be captured using a small number of low frequency components from a Fourier approximation. We introduce a variant of the Flexible Fourier Form into the trend function of U.S. real GDP in order to allow for gradual effects of unknown numbers of structural breaks occurring at unknown dates. We find that the Fourier components are significant and that there are multiple breaks in the trend. In addition to the productivity slowdown in the 1970s, our trend also captures a productivity resumption in the late 1990s and a slowdown in the late 1950s. Our cycle corresponds very closely to the NBER chronology. We compare the decomposition from our model with those from a standard unobserved components model, the HP filter, and the Perron and Wada (2005) model. We find that our decomposition has several favorable characteristics over the other models and has very different implications about the recovery from the recent recession.

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Paper provided by Saint Cloud State University, Department of Economics in its series Working Papers with number 2008-09 Classification-E32 E37 C32.

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Date of creation: Jan 2007
Date of revision: Feb 2008
Handle: RePEc:scs:wpaper:0809

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Related research
Keywords: Flexible Fourier Form; Smooth Trend Breaks; Fourier Approximation;

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  1. Bierens, Herman J., 1997. "Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate," Journal of Econometrics, Elsevier, vol. 81(1), pages 29-64, November. [Downloadable!] (restricted)
  2. Gallant, A. Ronald & Souza, Geraldo, 1991. "On the asymptotic normality of Fourier flexible form estimates," Journal of Econometrics, Elsevier, vol. 50(3), pages 329-353, December. [Downloadable!] (restricted)
  3. Clark, Peter K, 1987. "The Cyclical Component of U.S. Economic Activity," The Quarterly Journal of Economics, MIT Press, vol. 102(4), pages 797-814, November. [Downloadable!] (restricted)
  4. Harvey, A C & Jaeger, A, 1993. "Detrending, Stylized Facts and the Business Cycle," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(3), pages 231-47, July-Sept. [Downloadable!] (restricted)
  5. Kim, Chang-Jin & Nelson, Charles R, 1999. "Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 31(3), pages 317-34, August.
  6. Charles Nelson & Eric Zivot, 2000. "Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different?," Econometric Society World Congress 2000 Contributed Papers 0692, Econometric Society. [Downloadable!]
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