Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter?

• 1 March 1991
• journal article
• Published by Oxford University Press (OUP) in The Economic Journal
• Vol. 101  (405) , 314
• https://doi.org/10.2307/2233821

Abstract

Keywords

• TREND CYCLE
• MEASURES OF PERSISTENCE
• CYCLE DECOMPOSITIONS
• TIME AGGREGATION MATTER
• DECOMPOSITIONS AND MEASURES

All Related Versions

• Version 1, RePEc (Unconfirmed version)