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- URN zum Zitieren dieses Dokuments:
- urn:nbn:de:bvb:355-epub-270321
- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.27032
Zusammenfassung
In the following paper a simultaneous unobserved components model is applied to US and Canadian output data in order to examine the causal structure of trend and cycle shocks and the way it changes over time. The main focus is placed on the analysis of the subprime crisis impact on the trend and cycle components. The structural model is identified by means of heteroscedasticity. During the ...
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