ts_c

Creates a constant time series with same dates and frequency as the one
given.

internal

Determining potential output and the output gap - two inherently unobservable variables - is a major challenge for macroeconomists. 'sectorgap' features a flexible modeling and estimation framework for a multivariate Bayesian state space model identifying economic output fluctuations consistent with subsectors of the economy. The proposed model is able to capture various correlations between output and a set of aggregate as well as subsector indicators. Estimation of the latent states and parameters is achieved using a simple Gibbs sampling procedure and various plotting options facilitate the assessment of the results. For details on the methodology and an illustrative example, see Streicher (2024) <https://www.research-collection.ethz.ch/handle/20.500.11850/653682>.

Sina Streicher

sectorgap

Consistent Economic Trend Cycle Decomposition

ts_c function

<dl><dt>c</dt>
<dd>constant scalar</dd>
<dt>tsm</dt>
<dd>(multiple) time series object</dd></dl>

Arguments

Creates a constant time series with same dates and frequency as the one
given. — ts_c

<dl>

<dt>c</dt>
<dd>constant scalar</dd>


<dt>tsm</dt>
<dd>(multiple) time series object</dd>

</dl>

ts_c: Creates a constant time series with same dates and frequency as the one given.

Description

Usage

Arguments