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CONSUMPTION AND THE GREAT RECESSION: AN ANALYSIS OF TRENDS, PERCEPTIONS, AND DISTRIBUTIONAL EFFECTS
CONSUMPTION THE GREAT RECESSION:
2015/7/23
Consumption decisions are crucial determinants of business cycles and growth. As a
share of US gross domestic product (GDP) personal consumer expenditure has grown
steadily since the early 1970s t...
Disentangling collective trends from local dynamics
Time series analysis independent compo-nent analysis financial time series crime rates obesity
2010/11/2
A single social phenomenon (such as crime, unemployment or birth rate) can be observed through
temporal series corresponding to units at different levels (cities, regions, countries...). Units at a g...
UNIVARIATE DETRENDING METHODS WITH STOCHASTIC TRENDS
UNIVARIATE DETRENDING METHODS STOCHASTIC TRENDS
2014/3/18
This paper discusses detrending economic time series, when the trend is modelled as a stochastic process. It considers unobserved components models in which the observed series i...