Bayesian analysis of the output gap
Planas, Christophe et al.
Bayesian analysis of the output gap 2008 - 2008 - 18-32 V. 26 Issue. 1
Business & Economic Statistics
Business cycle;Gibbs sampling;Kalman filter and smoothing;Markov chain monte carlo; Unobserved components;
Bayesian analysis of the output gap 2008 - 2008 - 18-32 V. 26 Issue. 1
Business & Economic Statistics
Business cycle;Gibbs sampling;Kalman filter and smoothing;Markov chain monte carlo; Unobserved components;