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Modeling Cyclical Behavior With Differential-Difference Equations In An Unobserved Components Framework

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  • Chambers, Marcus J.
  • McGarry, Joanne S.

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  • Chambers, Marcus J. & McGarry, Joanne S., 2002. "Modeling Cyclical Behavior With Differential-Difference Equations In An Unobserved Components Framework," Econometric Theory, Cambridge University Press, vol. 18(02), pages 387-419, April.
  • Handle: RePEc:cup:etheor:v:18:y:2002:i:02:p:387-419_18
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    Cited by:

    1. Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2011. "Estimations of the Natural Rate of Interest in Colombia," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 33-75, January-J.
    2. Joanne S. Ercolani, 2010. "On the Asymptotic Properties of a Feasible Estimator of the Continuous Time Long Memory Parameter," Discussion Papers 10-09, Department of Economics, University of Birmingham.
    3. Joanne S. Ercolani, 2007. "Cyclical Trends in Continuous Time Models," Discussion Papers 07-13, Department of Economics, University of Birmingham.
    4. Tucker S. McElroy & Thomas M. Trimbur, 2007. "Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering," Finance and Economics Discussion Series 2007-68, Board of Governors of the Federal Reserve System (U.S.).
    5. Joanne S. Ercolani, 2014. "Cyclical Activity and Gestation Lags in Investment," Manchester School, University of Manchester, vol. 82(5), pages 620-630, September.

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