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Aproximación lineal por tramos a comportamientos no lineales: estimación de señales de nivel y crecimiento

Luis Alvarez, Juan Delrieu and Antoni Espasa
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Juan Delrieu: Banco de España

No 9226, Working Papers from Banco de España, Working Papers Homepage

Abstract: The aim of the paper is to obtain a relaible indicator of the level and growth rate of an economic variable, when there is a trend break. This is a frequent phenomenon and has implications for short-term analysis and forecasting, besides rendering more difficult signal extraction. We propose a model with trend breaks.

Keywords: Growth rates; trend breaks; ARIMA; Imports (search for similar items in EconPapers)
JEL-codes: C22 E20 (search for similar items in EconPapers)
Pages: 53 pages
Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:bde:wpaper:9226

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