2014
DOI: 10.1007/s40503-014-0005-3
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Trend-cycle decomposition for Peruvian GDP: application of an alternative method

Abstract: Perron and Wada (J Monet Econ 56:749-765, 2009) propose a new method of decomposition of the GDP in its trend and cycle components, which overcomes the identification problems of models of unobserved components (UC) and ARIMA models and at the same time, admits non-linearities and asymmetries in cycles. The method assumes that output can be represented by a non-linear model of unobserved components, where disturbances consist of a mixture of normal distributions. In this document, we apply thisalgorithm to Per… Show more

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“…( 1999 ), Guillén et al. ( 2014 ), Konuki ( 2010 ), Kuttner ( 1994 ), Malecek et al. ( 2021 ), Melolinna et al.…”
Section: Problem Statementmentioning
confidence: 99%
“…( 1999 ), Guillén et al. ( 2014 ), Konuki ( 2010 ), Kuttner ( 1994 ), Malecek et al. ( 2021 ), Melolinna et al.…”
Section: Problem Statementmentioning
confidence: 99%