Trends and cycles in economic time series: a Bayesian approach
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Publication:451267
DOI10.1016/j.jeconom.2006.07.006zbMath1247.91149OpenAlexW1978475619MaRDI QIDQ451267
Andrew C. Harvey, Thomas M. Trimbur, Hermann K. Van Dijk
Publication date: 23 September 2012
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://repub.eur.nl/pub/6913/EI2005-27.pdf
Markov chain Monte CarloKalman filterturning pointsunobserved componentsoutput gapreal-time estimation
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Uses Software
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- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
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