Trends and cycles in economic time series: A Bayesian approach

By Andrew S. Harvey, T. Trimbur, H. V. Dijk. 2005

136 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/204e017066801faf1f42c936184dad5b41c62902

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Marek Jarociński
2. M. Lenza
3. Mark F. J. Steel

In Finance

1. Marek Jarociński
2. M. Lenza

Citations in the corpus

• An Inflation-Predicting Measure of the Output Gap in the Euro Area (2018, methodology): “The small-scale Phillips curve model of Kuttner (1994) initiated this literature. Planas et al. (2008) estimate a Bayesian version of Kuttner’s model and we build on their priors. Similarly as Baştürk et al. (2014) we use non-filtered data and pay much attention to modelling their low frequency beha”