search query: @indexterm BUSINESS CYCLES / total: 529
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| Author: | Kim, C.-J. Nelson, C. R. |
| Title: | Friedman's plucking model of business fluctuations: test and estimates of permanent and transitory components |
| Journal: | Journal of Money, Credit and Banking
1999 : AUG, VOL. 31:3 Pt.1, p. 317-334 |
| Index terms: | Econometric models Stochastic processes Business cycles |
| Language: | eng |
| Abstract: | The econometric model presented here encompasses both pucking and symmetric fluctuations around a stochastic trend. The authors estimate the model using as data the log of quarterly real GDP and quarterly unemployment rate for the United States 1951-1995. |
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