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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.; Chan, Joshua - In: Journal of economic dynamics & control 75 (2017), pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
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The causes of post-2009 differences in the economic performance of EU countries
Maleček, Petr - In: Acta oeconomica : periodical of the Hungarian Academy … 65 (2015) 4, pp. 525-545
Persistent link: https://www.econbiz.de/10011736784
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The trend-cycle decomposition of output and the Phillips curve : Bayesian estimates for Italy and the Euro area
Busetti, Fabio; Caivano, Michele - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1565-1587
Persistent link: https://www.econbiz.de/10011481732
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A century of gaps : untangling business cycles from secular trends
Constantinescu, Mihnea; Nguyen, Anh D. M. - In: Economic modelling 100 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012795846
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Unemployment or credit : which one holds the potential? : results for a small open economy with a low degree of financialization
Constantinescu, Mihnea; Nguyen, Anh D. M. - In: Economic systems 42 (2018) 4, pp. 649-664
Persistent link: https://www.econbiz.de/10012257398
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Output gaps, inflation and financial cycles in the UK
Melolinna, Marko; Tóth, Máté - In: Empirical economics : a journal of the Institute for … 56 (2019) 3, pp. 1039-1070
Persistent link: https://www.econbiz.de/10012041692
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Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher - In: Journal of macroeconomics 75 (2023), pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
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Restricted Hodrick-Prescott filtering in a state-space framework
Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 53 (2017) 3, pp. 1243-1251
Persistent link: https://www.econbiz.de/10011893027
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Decomposing the output gap with inflation learning
Panovska, Irina; Ramamurthy, Srikanth - In: Journal of economic dynamics & control 136 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013393796
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When are trend-cycle decompositions of GDP reliable?
González-Astudillo, Manuel; Roberts, John M. - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2417-2460
Persistent link: https://www.econbiz.de/10013197313