Output fluctuations in the G-7: An unobserved components approach

Keyphrases

• Shock 100%
• Component-based 100%
• Output Fluctuations 100%
• Unobserved Components 100%
• G7 Countries 100%
• Structural Breaks 50%
• Previous Literature 50%
• Real GDP 50%
• Transitory Shocks 50%
• Explicit Correlation 50%
• Permanent Component 50%
• Multivariate Unobserved Components Model 50%
• Permanent Shocks 50%