Let's take a break: Trends and cycles in US real GDP

Journal of Monetary Economics

Volumn 56, Issue 6, 2009, Pages 749-765

  Perron, Pierre ^a   Wada, Tatsuma ^b  

^a USA   (United States)

^b WAYNE STATE UNIVERSITY   (United States)

Author keywords

Beveridge Nelson decomposition; Non Gaussian filtering; Structural change; Trend cycle decomposition; Unobserved components model

Indexed keywords

EID: 70349112613     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2009.08.001     Document Type: Article

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