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ArticleTrends and cycles in economic time series: A Bayesian approach

Andrew C. Harvey2006

Article2006

Trends and cycles in economic time series: A Bayesian approach

Andrew C. Harvey · Thomas M. Trimbur · Herman K. van Dijk

132 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Statistical Methods and Bayesian Inference

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References

1997Postwar U.S. Business Cycles: An Empirical Investigation 1990Forecasting, Structural Time Series Models and the Kalman Filter 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series 2002Dissecting the cycle: a methodological investigation 1947Measuring Business Cycles 1993Detrending, stylized facts and the business cycle 2002The Unreliability of Output-Gap Estimates in Real Time 1990Lectures on Macroeconomics.

Cited by

2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter 2015The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area 2016An Inflation-Predicting Measure of the Output Gap in the Euro Area 2018A menu on output gap estimation methods 2006Chapter 7 Forecasting with Unobserved Components Time Series Models 2010Modelling the Phillips curve with unobserved components

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Year2006

Typearticle

Published2006-08-29

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations132

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jeconom.2006.07.006

openalex_workW1978475619

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2006Why Has U.S. Inflation Become Harder to Forecast

2020A Model of the Fed's View on Inflation