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
- 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.).
- 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.).
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
More about this item
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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