Dynamic hysteresis effects
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Publication:6572648
DOI10.1016/J.JEDC.2024.104870MaRDI QIDQ6572648
Mengheng Li, Ivan Mendieta-Muñoz
Publication date: 16 July 2024
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
hysteresisstate space modelsunobserved componentspermanent and transitory shockstrends and cyclestime-to-build effect
Cites Work
- Dynamic linear models with Markov-switching
- Hysteresis and fiscal policy
- Nowcasting the output gap
- Financial crises and economic recovery: cross-country heterogeneity and cross-sectional dependence
- The productivity growth slowdown and Kaldor's growth facts
- Efficient simulation and integrated likelihood estimation in state space models
- Time series analysis by state space methods.
- IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Stagnation Traps
- Bayes Factors
- Trend–Cycle Decompositions with Correlated Components
- Inferential Theory for Factor Models of Large Dimensions
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