Testing for time variation in an unobserved components model for the U.S. economy
type: Item
instance of: scholarly article
title: Testing for time variation in an unobserved components model for the U.S. economy
zbMATH Open document ID: 1401.91488
author: Tino Berger
author: Gerdie Everaert
author: Hauke Vierke
publication date: 2018-08-09T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6915665
zbMATH Keywords: Bayesian model selection
zbMATH Keywords: stochastic volatility
zbMATH Keywords: unobserved components
zbMATH Keywords: output gap
zbMATH Keywords: Phillips curve
zbMATH Keywords: Okuns law
describes a project that uses: bvarsv
MaRDI profile type: Publication
full work available at URL: j.jedc.2016.05.017
OpenAlex ID: W2404821453
cites work: On Gibbs sampling for state space models
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cites work: Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
DOI: 10.1016/J.JEDC.2016.05.017
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 6915665