A steady-state approach to trend/cycle decomposition of regime-switching processes
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References listed on IDEAS
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More about this item
KeywordsTime-series analysis ; Business cycles;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-05-26 (All new papers)
- NEP-ECM-2004-05-16 (Econometrics)
- NEP-ETS-2004-05-16 (Econometric Time Series)
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