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An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data. (2005). Wada, Tatsuma ; Perron, Pierre.
In: Boston University - Department of Economics - Working Papers Series.
RePEc:bos:wpaper:wp2005-43.

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  1. An Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns. (2015). Rodríguez, Gabriel ; Tramontana, Roxana ; Rodriguez, Gabriel.
    In: Working Papers.
    RePEc:rbp:wpaper:2015-004.

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  2. Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model. (2015). Rodríguez, Gabriel ; Rodriguez, Gabriel.
    In: Documentos de Trabajo / Working Papers.
    RePEc:pcp:pucwps:wp00403.

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  3. Trend-cycle decomposition for Peruvian GDP: application of an alternative method. (2014). Rodríguez, Gabriel ; Guillen, Angel.
    In: Latin American Economic Review.
    RePEc:spr:laecrv:v:23:y:2014:i:1:p:1-44.

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  4. Technischer Anhang zu Konjunktur und Generationenbilanz: Eine Analyse anhand des HP-Filters. (2008). Benz, Ulrich ; Hagist, Christian.
    In: FZG Discussion Papers.
    RePEc:zbw:fzgdps:23.

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References

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