Reference health
Sparse Trend Estimation
29/29 checkable references clean · checked 2026-08-21
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
14 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 29 checked references that resolve
resolves10.1162/003465399558454
Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series
resolves10.1016/0304-3932(81)90040-4
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
resolves10.1504/IJMMNO.2009.030090
Efficient simulation and integrated likelihood estimation in state space models
resolves10.1016/j.jeconom.2013.05.003
Moving average stochastic volatility models with application to inflation forecast
resolves10.1080/07350015.2020.1713796
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
resolves10.1016/j.jeconom.2020.07.010
Generalized aggregation of misspecified models: With an application to asset pricing
resolves10.1016/j.jedc.2016.12.004
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter
resolves10.1016/j.jinteco.2017.01.004
Measuring the natural rate of interest: International trends and determinants
resolves10.1162/rest_a_00691
Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter
resolves10.1162/003465303765299765
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?
resolves10.1002/jae.2656
Simultaneous confidence bands: Theory, implementation, and an application to SVARs
resolves10.1016/j.econlet.2008.01.008
Measuring business cycles: A wavelet analysis of economic time series
The 14 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedAddressing COVID-19 Outliers in BVARs with Stochastic Volatility
no DOI — not checkedref9
no DOI — not checkedGlobal Trends in Interest Rates
no DOI — not checkedref14
no DOI — not checkedref21
no DOI — not checkedref24
no DOI — not checkedWorking paper
no DOI — not checkedAn Econometric Model of International Growth Dynamics for Long-horizon Forecasting
no DOI — not checkedBoosting: Why You Can Use the HP Filter
no DOI — not checkedThe Horseshoe Prior for Time-Varying Parameter VARs and Monetary Policy
no DOI — not checkedref36
no DOI — not checkedNew Indexes of Coincident and Leading Economic Indicators
no DOI — not checkedref43
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