Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components

1999/08/01 by Chang-Jin Kim, Chang‐Jin Kim, Charles R. Nelson +1
Economics, Econometrics and Finance · #Economic theories and models #Complex Systems and Time Series Analysis #Economic Theory and Policy

paper · doi:10.2307/2601114

Abstract

Chang-Jin Kim, Charles R. Nelson, Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components, Journal of Money, Credit and Banking, Vol. 31, No. 3, Part 1 (Aug., 1999), pp. 317-334

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