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A Complete Model Based Interpretation Of The Hodrick Prescott Filter Spuriousness Reconsidered
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Book Synopsis A Complete Model-based Interpretation of the Hodrick-Prescott Filter, Spuriousness Reconsidered by : Andrew Benito
Download or read book A Complete Model-based Interpretation of the Hodrick-Prescott Filter, Spuriousness Reconsidered written by Andrew Benito and published by . This book was released on 2002 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Complete Model-based Interpretation of the Hodrick-Prescott Filter by : Regina Kaiser
Download or read book A Complete Model-based Interpretation of the Hodrick-Prescott Filter written by Regina Kaiser and published by . This book was released on 2002 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Handbook of Empirical Economics and Finance by : Aman Ullah
Download or read book Handbook of Empirical Economics and Finance written by Aman Ullah and published by CRC Press. This book was released on 2016-04-19 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations. This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.
Book Synopsis Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation by : Estela Bee Dagum
Download or read book Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation written by Estela Bee Dagum and published by Springer. This book was released on 2016-06-20 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies. Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature. Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportation, and consumers in general to decide on appropriate action. This book appeals to practitioners in government institutions, finance and business, macroeconomists, and other professionals who use economic data as well as academic researchers in time series analysis, seasonal adjustment methods, filtering and signal extraction. It is also useful for graduate and final-year undergraduate courses in econometrics and time series with a good understanding of linear regression and matrix algebra, as well as ARIMA modelling.
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 The Quest for Nominal and Real Convergence Through Integration in Europe and Latin America by : Enrique Alberola Ila
Download or read book The Quest for Nominal and Real Convergence Through Integration in Europe and Latin America written by Enrique Alberola Ila and published by . This book was released on 2002 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Extricate written by Andrew Benito and published by . This book was released on 2002 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: Se examina la presión fiscal de cerca de 5.000 empresas en España durante el periodo 1985-2000.
Book Synopsis Essays on the Effect of Information on Monetary Policy by : Munir Andrés Jalil
Download or read book Essays on the Effect of Information on Monetary Policy written by Munir Andrés Jalil and published by . This book was released on 2004 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank by : Alberto Cabrero
Download or read book Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank written by Alberto Cabrero and published by . This book was released on 2002 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Inflation Persistence and Optimal Monetary Policy in the Euro Area by : Pierpaolo Benigno
Download or read book Inflation Persistence and Optimal Monetary Policy in the Euro Area written by Pierpaolo Benigno and published by . This book was released on 2002 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: Se presentan evidencias de la existencia de heterogeneidades en la dinámica de inflación en los países del área euro.
Book Synopsis The Asian and European Banking Systems by : Sonsoles Gallego
Download or read book The Asian and European Banking Systems written by Sonsoles Gallego and published by . This book was released on 2002 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: Se revisa la bibliografía sobre los determinantes del desarrollo financiero y a continuación se revisan los sistemas financieros de Asia y de Europa en cuanto a su tamaño y su eficiencia. El caso de España se analiza en mas detalle.
Book Synopsis Financial Pressure and Balance Sheet Adjustment by UK Firms by : Andrew Benito
Download or read book Financial Pressure and Balance Sheet Adjustment by UK Firms written by Andrew Benito and published by . This book was released on 2002 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Are Capital Buffers Pro-cyclical? by : Juan Ayuso
Download or read book Are Capital Buffers Pro-cyclical? written by Juan Ayuso and published by . This book was released on 2002 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: Se analiza la relación entre el ciclo económico y los excedentes de capital sobre requerimientos de recursos propios de bancos y cajas en España. A partir de un panel de datos individuales para el período 1986-2000 (que cubre un ciclo completo), se estima una ecuación para el comportamiento del capital excedentario, que incluye entre los regresores un indicador de posición cíclica. Los resultados del ejercicio son muy robustos y claros y muestran que, una vez que se controlan los efectos del resto de sus determinantes, los excesos de capital mantienen una relación negativa con la posición en el ciclo. En términos cuantitativos, un aumento de un punto porcentual en la tasa de crecimiento del PIB reduce el colchón de capital en un 17%. Esta relación es, además,asimétrica, siendo más acusada durante las fases expansivas del ciclo. De acuerdo con estos resultados, el llamado problema de la prociclicidad de los requerimientos de capital debería ser tenido en cuenta en el diseño final de Basilea II, probablemente en el marco del segundo pilar de dicho acuerdo.
Book Synopsis Value Creation in European M & As by : José Campa
Download or read book Value Creation in European M & As written by José Campa and published by . This book was released on 2002 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: Se examina el valor generado para los accionista por los anuncios de fusiones y adquisiciones de empresas en la Unión Europea en el periodo 1998-2000.
Book Synopsis Bibliographie Mensuelle by : United Nations Library (Geneva, Switzerland)
Download or read book Bibliographie Mensuelle written by United Nations Library (Geneva, Switzerland) and published by . This book was released on 2002 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Problemas del desarrollo written by and published by . This book was released on 2004 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Cluster Analysis by : Brian S. Everitt
Download or read book Cluster Analysis written by Brian S. Everitt and published by . This book was released on 1977 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:
