Cyclical components in economic time series: A Bayesian approach
Download full text from publisher
Other versions of this item:
- Harvey, A. & TTrimbur, T. & van Dijk, H., 2003. "Cyclical Components in Economic Time Series: a Bayesian Approach," Cambridge Working Papers in Economics 0302, Faculty of Economics, University of Cambridge.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Richard Kleijn & Herman K. van Dijk, 2006.
"Bayes model averaging of cyclical decompositions in economic time series,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 191-212.
- Kleijn, R.H. & van Dijk, H.K., 2003. "Bayes model averaging of cyclical decompositions in economic time series," Econometric Institute Research Papers EI 2003-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Klaus Abberger & Gebhard Flaig & Wolfgang Nierhaus, 2007. "ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 33.
- Martha López P., 2004.
"Efficient Policy Rule for Inflation Targeting in Colombia,"
Money Affairs, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 1-24, January-J.
- Martha López P., 2004. "Efficient policy rule for inflation targeting in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 22(45), pages 80-115, June.
- Martha López P., 2003. "Efficient Policy Rule For Inflation Targeting In Colombia," BORRADORES DE ECONOMIA 002437, BANCO DE LA REPÚBLICA.
- Martha López P., 2003. "Efficient Policy Rule for Inflation Targeting in Colombia," Borradores de Economia 240, Banco de la Republica de Colombia.
- Gonzalo Llosa & Shirley Miller, 2004.
"Using Additional Information in Estimating the Output Gap in Peru: a Multivariate Unobserved Component Approach,"
Money Affairs, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 57-82, January-J.
- Gonzalo Llosa/Shirley Miller, 2004. "Using additional information in estimating output gap in Peru: a multivariate unobserved component approach," Econometric Society 2004 Latin American Meetings 243, Econometric Society.
- Gonzalo Llosa & Shirley Miller, 2005. "Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach," Working Papers 2005-004, Banco Central de Reserva del Perú.
- Wayne Robinson, 2004. "Real Shocks, Credibility & Stabilization Policy in a Small Open Economy," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 39-55, January-J.
- Adriana Arreaza & Enid Blanco & Miguel Dorta, 2004. "A Small Scale Macroeconomic Model for Venezuela," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 25-38, January-J.
- Harm Bandholz & Gebhard Flaig & Johannes Mayr, 2005. "Wachstum und Konjunktur in OECD-Ländern: Eine langfristige Perspektive," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(04), pages 28-36, February.
More about this item
KeywordsBand pass filter; Markov Chain Monte Carlo; State Space Model;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ecm:ausm04:105. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/essssea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.