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Individual Trend Inflation

Individual Trend Inflation
Digital文書・図像類
Sekine, Toshitaka, Packer, Frank, Yoneyama, ShunichiResearch Project on Central Bank Communication2022-08Working Papers on Central Bank Communication042
Other Libraries in Japan

Readings in unobserved components models : hbk : pbk

Readings in unobserved components models : hbk : pbk
Paper図書
edited by Andrew C. Harvey and Tommaso ProiettiOxford University Press2005
Other Libraries in Japan
  • Subject HeadingEconometric models Unobserved components models
  • Subject Heading (ID)Econometric models Unobserved components models

Why Are Trend Cycle Decompositions of Alternative Models So Different?

Why Are Trend Cycle Decompositions of Alternative Models So Different?
Digital文書・図像類
Iwata, Shigeru, Li, HanInstitute of Economic Research, Hitotsubashi University2011-03
Available onlineOther Libraries in Japan

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

How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models
Digital文書・図像類
Nagakura, DaisukeInstitute of Economic Research, Hitotsubashi University2011-03
Available onlineOther Libraries in Japan
  • Summary, etc....n unidentified unobserved components models, in which the correlation is ...

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