| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5054717 | Economic Modelling | 2013 | 6 Pages |
Abstract
⺠Analytical relations linking Beveridge-Nelson and unobserved components approaches. ⺠Exact relation between reduced and structural parameters of trend-cycle models. ⺠Results are valid regardless of the number of structural/reduced forms parameters. ⺠Results are provided when using the Hodrick-Prescott filter as detrending method. ⺠Examples show the use of results for the extraction of the U.S. business cycle.
Related Topics
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Authors
Giacomo Sbrana,