Separating trend and cyclical dynamics in state space models with exogenous inputs

Statistics and Computing

Volumn 6, Issue 1, 1996, Pages 3-10

  Östermark, Ralf ^a  

^a ÅBO AKADEMI UNIVERSITY   (Finland)

Author keywords

Causality; Complex roots; International cointegration; State rotation; State space modelling; Stationarity

Indexed keywords

EID: 21344472615     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf00161569     Document Type: Article

References (19)

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