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A Boosted Hp Filter For Business Cycle Analysis
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Book Synopsis A Boosted HP Filter for Business Cycle Analysis by : V. B. Hall
Download or read book A Boosted HP Filter for Business Cycle Analysis written by V. B. Hall and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Boosted HP Filter is More General Than You Might Think by : Ziwei Mei
Download or read book The Boosted HP Filter is More General Than You Might Think written by Ziwei Mei and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Computational Science and Its Applications – ICCSA 2024 by : Osvaldo Gervasi
Download or read book Computational Science and Its Applications – ICCSA 2024 written by Osvaldo Gervasi and published by Springer Nature. This book was released on with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Do Mechanical Filters Provide a Good Approximation of Business Cycles? by : Alain Guay
Download or read book Do Mechanical Filters Provide a Good Approximation of Business Cycles? written by Alain Guay and published by . This book was released on 1996 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, the authors examine how well the Hodrick-Prescott filter (HP) and the band-pass filter recently proposed by Baxter and King, 1995 (BK) extract the business-cycle component of macroeconomic time series. The authors assess these filters using two different definitions of the business-cycle component. First, they define that component to be fluctuations lasting no fewer than six and no more than 32 quarters; this is the BK definition of business-cycle frequencies. Second, they define the business-cycle component on the basis of a decomposition of the series into permanent and transitory components. A simulation study assesses how well these filters retrieve the cyclical component of a time series composed of a random walk and a transitory component. The authors also compare the cyclical component resulting from the application of the HP and BK filters with those obtained with the detrending methods proposed by Watson (1986) and Cochrane (1994) for United States output. Alternative methods are proposed to identify the business-cycle component.
Book Synopsis Estimation of the Business Cycle by : Regina Kaiser
Download or read book Estimation of the Business Cycle written by Regina Kaiser and published by . This book was released on 1999 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Business Cycles, Trend Elimination, and the HP Filter by : Peter C. B. Phillips
Download or read book Business Cycles, Trend Elimination, and the HP Filter written by Peter C. B. Phillips and published by . This book was released on 2015 with total page 55 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Business-cycle Analysis by : Luca Benati
Download or read book Essays in Business-cycle Analysis written by Luca Benati and published by . This book was released on 2001 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Hysteresis and Business Cycles by : Ms.Valerie Cerra
Download or read book Hysteresis and Business Cycles written by Ms.Valerie Cerra and published by International Monetary Fund. This book was released on 2020-05-29 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: Traditionally, economic growth and business cycles have been treated independently. However, the dependence of GDP levels on its history of shocks, what economists refer to as “hysteresis,” argues for unifying the analysis of growth and cycles. In this paper, we review the recent empirical and theoretical literature that motivate this paradigm shift. The renewed interest in hysteresis has been sparked by the persistence of the Global Financial Crisis and fears of a slow recovery from the Covid-19 crisis. The findings of the recent literature have far-reaching conceptual and policy implications. In recessions, monetary and fiscal policies need to be more active to avoid the permanent scars of a downturn. And in good times, running a high-pressure economy could have permanent positive effects.
Book Synopsis Measuring Business Cycles in Economic Time Series by : Regina Kaiser
Download or read book Measuring Business Cycles in Economic Time Series written by Regina Kaiser and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book outlines and demonstrates problems with the use of the HP filter, and proposes an alternative strategy for inferring cyclical behavior from a time series featuring seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy involves augmenting the series forecasts and back-casts obtained from an ARIMA model, and then applying the HP filter to the augmented series. Comparisons presented using artificial and actual data demonstrate the superiority of the alternative strategy.
Book Synopsis Essays in Honour of Fabio Canova by : Juan J. Dolado
Download or read book Essays in Honour of Fabio Canova written by Juan J. Dolado and published by Emerald Group Publishing. This book was released on 2022-09-21 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.
Book Synopsis Hands-on Intermediate Econometrics Using R: Templates For Learning Quantitative Methods And R Software (Second Edition) by : Hrishikesh D Vinod
Download or read book Hands-on Intermediate Econometrics Using R: Templates For Learning Quantitative Methods And R Software (Second Edition) written by Hrishikesh D Vinod and published by World Scientific. This book was released on 2022-04-08 with total page 645 pages. Available in PDF, EPUB and Kindle. Book excerpt: How to learn both applied statistics (econometrics) and free, open-source software R? This book allows students to have a sense of accomplishment by copying and pasting many hands-on templates provided here.The textbook is essential for anyone wishing to have a practical understanding of an extensive range of topics in Econometrics. No other text provides software snippets to learn so many new statistical tools with hands-on examples. The explicit knowledge of inputs and outputs of each new method allows the student to know which algorithm is worth studying. The book offers sufficient theoretical and algorithmic details about a vast range of statistical techniques.The second edition's preface lists the following topics generally absent in other textbooks. (i) Iteratively reweighted least squares, (ii) Pillar charts to represent 3D data. (iii) Stochastic frontier analysis (SFA) (iv) model selection with Mallows' Cp criterion. (v) Hodrick-Prescott (HP) filter. (vi) Automatic ARIMA models. (vi) Nonlinear Granger-causality using kernel regressions and bootstrap confidence intervals. (vii) new Keynesian Phillips curve (NKPC). (viii) Market-neutral pairs trading using two cointegrated stocks. (ix) Artificial neural network (ANN) for product-specific forecasting. (x) Vector AR and VARMA models. (xi) New tools for diagnosing the endogeneity problem. (xii) The elegant set-up of k-class estimators and identification. (xiii) Probit-logit models and Heckman selection bias correction. (xiv) Receiver operating characteristic (ROC) curves and areas under them. (xv) Confusion matrix. (xvi) Quantile regression (xvii) Elastic net estimator. (xviii) generalized Correlations (xix) maximum entropy bootstrap for time series. (xx) Convergence concepts quantified. (xxi) Generalized partial correlation coefficients (xxii) Panel data and duration (survival) models.
Author :Guay, Alain Publisher :[Montréal] : Centre de recherche sur l'emploi et les fluctuations économiques, Université du Québec à Montréal (CREFÉ) = Center for Research on Economic Fluctuations and Employment (CREFE) ISBN 13 : Total Pages : pages Book Rating :4.:/5 (484 download)
Book Synopsis Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? [computer File] by : Guay, Alain
Download or read book Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? [computer File] written by Guay, Alain and published by [Montréal] : Centre de recherche sur l'emploi et les fluctuations économiques, Université du Québec à Montréal (CREFÉ) = Center for Research on Economic Fluctuations and Employment (CREFE). This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Short-term and Long-term Trends, Seasonal Adjustment, and the Business Cycle by : Regina Kaiser
Download or read book Short-term and Long-term Trends, Seasonal Adjustment, and the Business Cycle written by Regina Kaiser and published by . This book was released on 1999 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analyzes in detail some of the major limitations of the standard procedure to estimate business cycles with the Hodrick-Prescott (HP) filter.
Book Synopsis Journal of Business Cycle Measurement and Analysis by :
Download or read book Journal of Business Cycle Measurement and Analysis written by and published by . This book was released on 2005 with total page 926 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Dissecting the Cycle by : Allan Donald Harding
Download or read book Dissecting the Cycle written by Allan Donald Harding and published by . This book was released on 1999 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Business Cycles in Italy by : Giuseppe Schlitzer
Download or read book Business Cycles in Italy written by Giuseppe Schlitzer and published by . This book was released on 1993 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :International Monetary Fund Publisher :International Monetary Fund ISBN 13 :1451832109 Total Pages :142 pages Book Rating :4.4/5 (518 download)
Book Synopsis Portugal: Selected Issues by : International Monetary Fund
Download or read book Portugal: Selected Issues written by International Monetary Fund and published by International Monetary Fund. This book was released on 1998-01-15 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Selected Issues paper on Portugal reviews a set of issues of relevance to the regime change implied by European Monetary Union participation. It presents an empirical investigation of the business cycle in Portugal. The paper attempts to obtain a quantitative sense of the impact of monetary policy on the Portuguese economy, utilizing an unrestricted vector autoregression methodology to characterize the monetary transmission mechanism. It also examines some key forces at work in Portugal’s external sector from different vantage points.