Suavizamiento conjunto del PIB y la tasa de desempleo con un filtro HP bivariado

The problem of jointly estimating unobserved trends and cycles of a bivariate time series considered here appears within the macroeconomic context of Okuns Law when relating output gaps and the unemployment rate. Joint estimation of the output and unemployment trends is carried out by applying a biv...

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Bibliographic Details

Main Authors:	Islas, Alejandro, Guerrero, Víctor M.
Format:	Online
Language:	English
Editor:	El Colegio de México, A.C. 2019
Subjects:	índice de suavidad extracción de señal desempleo cíclico correlación ciclo de negocios E32 E24 E23 C32 smoothness index signal extraction cyclical unemployment correlations business cycle
Online Access:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/362
Journal:	Estudios Económicos