On allocating the variance of output growth to trend and cycle components
Given any decomposition of real GNP into trend and cycle components, we describe a simple statistical procedure by which the proportions of the variance of GNP growth attributable to each of these components can be calculated.
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| Veröffentlicht in: | Economics letters 1989, Vol.30 (4), p.323-326 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | Given any decomposition of real GNP into trend and cycle components, we describe a simple statistical procedure by which the proportions of the variance of GNP growth attributable to each of these components can be calculated. |
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| ISSN: | 0165-1765 1873-7374 |
| DOI: | 10.1016/0165-1765(89)90086-4 |