| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP4758 |
| DP4758 Verified Trust: Reciprocity, Altruism and Noise in Trust Games | |
| Marius Brülhart; Jean-Claude Usunier | |
| 发表日期 | 2004-11-23 |
| 出版年 | 2004 |
| 语种 | 英语 |
| 摘要 | Multivariate unobserved components (structural) time series models are fitted to annual post-war observations on real income per capita in countries in the euro zone. The aim is to establish stylized facts about convergence as it relates both to long-run income levels and to cycles. The analysis is based on a new model in which convergence components are combined with a common trend and similar cycles. These convergence components are formulated as a second-order error correction mechanism that ensures that the extracted components change smoothly, thereby giving a clearer decomposition into long-run movements and cycles. |
| 主题 | International Macroeconomics |
| 关键词 | Balanced growth Error correction mechanism Kalman filter Signal extraction Stochastic trend Unobserved components |
| URL | https://cepr.org/publications/dp4758 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/533674 |
| 推荐引用方式 GB/T 7714 | Marius Brülhart,Jean-Claude Usunier. DP4758 Verified Trust: Reciprocity, Altruism and Noise in Trust Games. 2004. |
| 条目包含的文件 | 条目无相关文件。 | |||||
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
