Aproximación lineal por tramos a comportamientos no lineales : estimación de señales de nivel y crecimiento
The aim of the paper is to obtain a relaible indicator of the level and growth rate of an economic variable, when there is a trend break. This is a frequent phenomenon and has implications for short-term analysis and forecasting, besides rendering more difficult signal extraction. We propose a model with trend breaks.
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|Date of creation:||1992|
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- Burridge, Peter & Wallis, Kenneth F, 1984.
"Unobserved-Components Models for Seasonal Adjustment Filters,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 2(4), pages 350-59, October.
- Burridge, Peter & Wallis, Kenneth F, 1983. "Unobserved-Components Models for Seasonal Adjustment Filters," The Warwick Economics Research Paper Series (TWERPS) 244, University of Warwick, Department of Economics.
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