Growth Cycles in XXth Century European Industrial Productivity: Unbiased Variance Estimation in a Time-varying Parameter Model
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References listed on IDEAS
- Roberts John M., 2001.
"Estimates of the Productivity Trend Using Time-Varying Parameter Techniques,"
The B.E. Journal of Macroeconomics,
De Gruyter, vol. 1(1), pages 1-32, July.
- John M. Roberts, 2001. "Estimates of the productivity trend using time-varying parameter techniques," Finance and Economics Discussion Series 2001-08, Board of Governors of the Federal Reserve System (U.S.).
- Mark W. French, 2001. "Estimating changes in trend growth of total factor productivity: Kalman and H-P filters versus a Markov-switching framework," Finance and Economics Discussion Series 2001-44, Board of Governors of the Federal Reserve System (U.S.).
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- Óscar Afonso & Álvaro Aguiar, 2004. "Comércio Externo e Crescimento da Economia Portuguesa no Século XX," FEP Working Papers 146, Universidade do Porto, Faculdade de Economia do Porto.
- Álvaro Aguiar & Manuel M. F. Martins, 2004. "O Crescimento da Produtividade da Indústria Portuguesa no Século XX," FEP Working Papers 145, Universidade do Porto, Faculdade de Economia do Porto.
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Keywordsunobservable components model; industrial productivity; growth cycles; Europe.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- N64 - Economic History - - Manufacturing and Construction - - - Europe: 1913-
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-07-26 (All new papers)
- NEP-EEC-2004-07-26 (European Economics)
- NEP-HIS-2004-07-26 (Business, Economic & Financial History)
- NEP-MAC-2004-07-26 (Macroeconomics)
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