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The Clark Model with Correlated Components

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  • Kum Hwa Oh
  • Eric Zivot
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    File URL: http://faculty.washington.edu/ezivot/research/The%20Clark%20Model%20with%20Correlated%20Components%2001162006.pdf
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    Bibliographic Info

    Paper provided by University of Washington, Department of Economics in its series Working Papers with number UWEC-2006-06.

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    Date of creation: Jan 2006
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    Handle: RePEc:udb:wpaper:uwec-2006-06

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    Web page: http://www.econ.washington.edu/
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    Cited by:
    1. Oh, Kum Hwa & Zivot, Eric & Creal, Drew, 2008. "The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics," Journal of Econometrics, Elsevier, vol. 146(2), pages 207-219, October.
    2. Pierre Perron† & Tatsuma Wada, 2005. "Let’s Take a Break: Trends and Cycles in US Real GDP?," Boston University - Department of Economics - Working Papers Series WP2005-031, Boston University - Department of Economics, revised Oct 2005.
    3. Arabinda Basistha, 2009. "Hours per capita and productivity: evidence from correlated unobserved components models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 187-206.
    4. Philippe Moës, 2012. "Multivariate models with dual cycles: implications for output gap and potential growth measurement," Empirical Economics, Springer, vol. 42(3), pages 791-818, June.
    5. Kum Hwa Oh & Eric Zivot & Drew Creal, 2006. "The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks," Working Papers UWEC-2006-16-FC, University of Washington, Department of Economics.

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