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Trend-cycle Decompositions and Measures of Persistence: Does Time Aggregation Matter?

Reichlin, L., Lippi, M.
Date Published: 01/03/1991

Reichlin, L., Lippi, M., "Trend-cycle decompositions and measures of persistence: does time aggregation matter?", The Economic Journal, Volume 101, Issue 405, March 1991,pp. 314-23

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