Trend-cycle decompositions and measures of persistence: does time aggregation matter?

Lucrezia Reichlin and Marco Lippi

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 1991-03
Note: FLWNO
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Published in: The Economic Journal (1991) v.101 n° 405,p.314-323

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Journal Article: Trend-Cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter? (1991)
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