English, Article, Journal or magazine article edition: Growth Cycles in XXth Century European Industrial Productivity: Unbiased Variance Estimation in a Time-varying Parameter Model Álvaro Aguiar; Manuel M. F. Martins

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Bookmark: http://trove.nla.gov.au/version/182867
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Growth Cycles in XXth Century European Industrial Productivity: Unbiased Variance Estimation in a Time-varying Parameter Model
Author
  • Álvaro Aguiar
  • Manuel M. F. Martins
Physical Description
  • preprint
Notes
  • This note applies the median unbiased estimation of coefficient variance, proposed by Stock and Watson (1998), to the extraction of the time-varying trend growth rate of industrial productivity in fifteen European countries, over most of the XXth Century, by means of an unobservable components univariate decomposition. In addition to the description of the procedure, this illustration is particularly useful in explaining why the method is especially appropriate for comparison of trends growth rates extracted from time series with diverse degrees of variability.
  • unobservable components model; industrial productivity; growth cycles; Europe.
  • RePEc:por:fepwps:144
Language
  • English
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