Bayesian estimation of the long-run trend of the US economy
Bibliographic Data
| ID | 21541994 |
|---|---|
| Authors | Jaeho Kim (0000-0003-4949-9925, University of Oklahoma, corresponding author), Sora Chon (0009-0001-9430-2645, Korea Development Institute) |
| Year | 2022 |
| Volume | 62 |
| Issue | 2 |
| Pages | 461-485 |
| Publication date | 2022-02-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-021-02024-4 |
| OpenAlex | W3131207914 |
| Language | EN |
| References cited | 39 |
Bayesian probability · Business cycle · Cointegration · Econometrics · Economics · Macroeconomics · Monetary economics · Real gross domestic product · Recession · Statistics · Variance decomposition of forecast errors · Economic Growth and Productivity · Economic Theory and Policy · Mathematics · Monetary Policy and Economic Impact
State-Space Models with Regime Switching
Stochastic Volatility
On Gibbs sampling for state space models
Output Fluctuations in the United States
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
The Asymmetric Business Cycle
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter
Tracking the Slowdown in Long-Run GDP Growth
Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different
Stochastic Implications of the Life Cycle-Permanent Income Hypothesis
| Highly cited | No |
|---|