Finance and Economics Discussion Series: Estimating Changes in Trend Growth of Total Factor Productivity: Kalman and H-P Filters Versus a Markov-Switc

By Mark W. French

Trend growth in total factor productivity (TFP) is unobserved; it is frequently assumed to evolve continuously over time. That assumption is inherent in the use of the Hodrick-Prescott or Bandpass... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288716230
• ISBN13: 9781288716234
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 42 Pages
• Weight: 0.21 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"