Real-time US GDP gap properties using Hamilton’s regression-based filter
Year of publication: |
2020
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Authors: | Jönsson, Kristian |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 1, p. 307-314
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Subject: | Business cycles | HP filter | Recursive estimation | Real-time revisions | Schätzung | Estimation | USA | United States | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Nationaleinkommen | National income | Theorie | Theory | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Frühindikator | Leading indicator | Bruttoinlandsprodukt | Gross domestic product |
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