The Clark Model with Correlated Components
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- Luis Uzeda, 2018. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers 18-14, Bank of Canada.
- Luo, Sui & Startz, Richard, 2014. "Is it one break or ongoing permanent shocks that explains U.S. real GDP?," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 155-163.
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