How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models

• Material Type: 文書・図像類
• Title: How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models
• Author/Editor: Nagakura, Daisuke
• Author Heading: Nagakura, Daisuke
• Publication, Distribution, etc.: Institute of Economic Research, Hitotsubashi University
• Publication Date: 2011-03
• Publication Date (W3CDTF): 2011-03
• Contributor: 社会科学の高度統計・実証分析拠点構築 = Research Unit for Statistical and Empirical Analysis in Social Sciences
• Text Language Code: eng
• Subject Heading: Unobserved components model; Trend; Cycle; Business Cycle Analysis
• Target Audience: 一般
• Note (General): The paper is a revised version of the first chapter of the author's dissertation (Nagakura, 2007).; グローバルCOEプログラム = Global COE Program
• Format (IMT): application/pdf
• Source: fulltext; https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/18968/gd10-172.pdf
• Access Restrictions: インターネット公開
• Related Material (URI): URI; http://gcoe.ier.hit-u.ac.jp/english/index.html
• Periodical Title: Global COE Hi-Stat Discussion Paper Series ; No. 172
• Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）; https://irdb.nii.ac.jp
• Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources

• Summary, etc.: In this paper, we propose a simple methodology for investigating how shocks to trend and cycle are correlated in unidentified unobserved components mo...