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Autor:innen: 
Erscheinungsjahr: 
1995
Schriftenreihe/Nr.: 
Discussion Papers No. 140
Verlag: 
Statistics Norway, Research Department, Oslo
Zusammenfassung: 
Some main Norwegian quarterly macroeconomic time series are decomposed into unobserved components within the framework of structural time series models using UCARIMA models. In the most general case we allow for a stationary cyclical component besides a stochastic trend, a stochastic seasonal and an irregular component. The cyclical component is either interpreted as a part of the trend component or as a component which is additive to the trend. For some of the investigated time series it is possible to extract business cycle component, but the the parameters characterizing it are not very presicely estimated and besides the component itself does not seem to be important.
Schlagwörter: 
Business cycles
UCARIMA
JEL: 
C22
C51
E32
Dokumentart: 
Working Paper
Dokumentversion: 
Digitized Version

Datei(en):
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