| 000 | 01374nam a22002777a 4500 | ||
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| 003 | ZW-GwMSU | ||
| 005 | 20240424130149.0 | ||
| 008 | 230717b |||||||| |||| 00| 0 eng d | ||
| 022 | _a13504851 | ||
| 040 |
_aMSU _cMSU _erda _bEnglish |
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| 050 | 0 | 0 | _aHB1.A666 APP |
| 100 | 1 |
_aDungey, M. _eauthor |
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| 245 | 1 | 0 |
_aOn the correspondence between data revision and trend-cycle decomposition _ccreated by Mardi Dungey, Jan Jacobs, Jing Tian and Simon van Norden |
| 264 | 1 |
_aNew York: _bTaylor and Francis, _c2013. |
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| 336 |
_2rdacontent _atext _btxt |
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| 337 |
_2rdamedia _aunmediated _bn |
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| 338 |
_2rdacarrier _avolume _bnc |
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| 440 |
_aApplied economics letters _vVolume 20, number 4 |
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| 520 | 3 | _aThis article places the data revision model of Jacobs and van Norden (2011) within a class of trend-cycle decompositions relating directly to the Beveridge–Nelson decomposition. In both these approaches, identifying restrictions on the covariance matrix under simple and realistic conditions may produce a smoothed estimate of the underlying series, which is more volatile than the observed series. | |
| 650 |
_aData revisions _vState-space models _xKalman filter |
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| 700 | 1 |
_aJacobs, J.P.A.M. _eco author |
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| 700 | 1 |
_aTian, J. _eco author |
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| 700 | 1 |
_avan Norden, Simon _eco author |
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| 856 | _uhttps://doi.org/10.1080/13504851.2012.697118 | ||
| 942 |
_2lcc _cJA |
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| 999 |
_c162921 _d162921 |
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