
Testing for time variation in an unobserved components model for the U.S. economy
- Author
- Tino Berger, Gerdie Everaert (UGent) and Hauke Hendrik Vierke (UGent)
- Organization
- Keywords
- 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
Downloads
-
(...).pdf
- full text
- |
- UGent only
- |
- |
- 2.13 MB
Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-7261792
- MLA
- Berger, Tino, et al. “Testing for Time Variation in an Unobserved Components Model for the U.S. Economy.” JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 69, 2016, pp. 179–208, doi:10.1016/j.jedc.2016.05.017.
- 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. https://doi.org/10.1016/j.jedc.2016.05.017
- Chicago author-date
- 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. https://doi.org/10.1016/j.jedc.2016.05.017.
- Chicago author-date (all authors)
- 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. doi:10.1016/j.jedc.2016.05.017.
- 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.
- IEEE
- [1]T. Berger, G. Everaert, and H. H. Vierke, “Testing for time variation in an unobserved components model for the U.S. economy,” JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 69, pp. 179–208, 2016.
@article{7261792, author = {{Berger, Tino and Everaert, Gerdie and Vierke, Hauke Hendrik}}, issn = {{0165-1889}}, journal = {{JOURNAL OF ECONOMIC DYNAMICS & CONTROL}}, keywords = {{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}}, language = {{eng}}, pages = {{179--208}}, title = {{Testing for time variation in an unobserved components model for the U.S. economy}}, url = {{http://doi.org/10.1016/j.jedc.2016.05.017}}, volume = {{69}}, year = {{2016}}, }
- Altmetric
- View in Altmetric
- Web of Science
- Times cited: