Spurious trend and cycle in the state space decomposition of a time series with a unit root
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- Charles R. Nelson, 1987. "Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root," NBER Technical Working Papers 0063, National Bureau of Economic Research, Inc.
References listed on IDEAS
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- Santiago Herrera, 2000. "Determinantes y composición del endeudamiento público en Colombia," IDB Publications (Working Papers) 2110, Inter-American Development Bank.
- Kim Chung-Han, 2000. "Balassa-Samuelson Theory and Predictability of the US/UK Real Exchange Rate," International Economic Journal, Taylor & Francis Journals, vol. 14(3), pages 101-121.
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Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 11(1), pages 93-125, January.
- Cendejas Bueno, José Luis & Muñoz, Félix & Fernández-de-Pinedo, Nadia, 2015. "A contribution to the analysis of historical economic fluctuations (1870-2010): filtering, spurious cycles and unobserved component modelling," Working Papers in Economic Theory 2015/04, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
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UWEC-2008-06-R, University of Washington, Department of Economics, revised Sep 2008.
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- Santiago Herrera, 2000. "Determinantes y Composición del Endeudamiento Público en Colombia," Research Department Publications 3105, Inter-American Development Bank, Research Department.
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