کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
966353 930953 2006 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Structural change in macroeconomic time series: A complex systems perspective
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
Structural change in macroeconomic time series: A complex systems perspective
چکیده انگلیسی
We demonstrate that the process of generating smooth transitions can be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit us to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change. We also address the issue of how time irreversible structures may be generated within the smooth transition processes.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Macroeconomics - Volume 28, Issue 1, March 2006, Pages 136-150
نویسندگان
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