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Testing for time variation in an unobserved components model for the U.S. economy

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MONETARY-POLICY, STOCHASTIC VOLATILITY, INFLATION DYNAMICS, TREND INFLATION, KEYNESIAN PHILLIPS-CURVE, LIKELIHOOD INFERENCE, VARIABLE-SELECTION, OKUNS LAW, UNEMPLOYMENT, NAIRU, Bayesian model selection, Stochastic volatility, Unobserved components, Output gap, Phillips curve, Okun's law

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Citation

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Chicago
Berger, Tino, Gerdie Everaert, and Hauke Hendrik Vierke. 2016. “Testing for Time Variation in an Unobserved Components Model for the U.S. Economy.” Journal of Economic Dynamics & Control 69: 179–208.
APA
Berger, T., Everaert, G., & Vierke, H. H. (2016). Testing for time variation in an unobserved components model for the U.S. economy. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 69, 179–208.
Vancouver
1.
Berger T, Everaert G, Vierke HH. Testing for time variation in an unobserved components model for the U.S. economy. JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 2016;69:179–208.
MLA
Berger, Tino, Gerdie Everaert, and Hauke Hendrik Vierke. “Testing for Time Variation in an Unobserved Components Model for the U.S. Economy.” JOURNAL OF ECONOMIC DYNAMICS & CONTROL 69 (2016): 179–208. Print.
@article{7261792,
  author       = {Berger, Tino and Everaert, Gerdie and Vierke, Hauke Hendrik},
  issn         = {0165-1889},
  journal      = {JOURNAL OF ECONOMIC DYNAMICS \& CONTROL},
  language     = {eng},
  pages        = {179--208},
  title        = {Testing for time variation in an unobserved components model for the U.S. economy},
  url          = {http://dx.doi.org/10.1016/j.jedc.2016.05.017},
  volume       = {69},
  year         = {2016},
}

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