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The information content of capacity utilization for detrending total factor productivity

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Publication:318374
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DOI10.1016/J.JEDC.2012.09.005zbMath1346.91127OpenAlexW2170888026MaRDI QIDQ318374

Werner Roeger, Alessandro Rossi, Christophe Planas

Publication date: 5 October 2016

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2012.09.005


zbMATH Keywords

Cobb-Douglas production functionreal-timeMarkov-switching and mixture innovation modelsrevisions


Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)





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  • Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
  • A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
  • On Gibbs sampling for state space models
  • Efficient Bayesian Inference for Dynamic Mixture Models
  • Revisions in ARIMA Signal Extraction
  • Bayes Factors




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