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On suboptimality of the Hodrick-Prescott filter at time series endpoints
Mise, Emi; Kim, Tae-hwan; Newbold, Paul - In: Journal of macroeconomics 27 (2005) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10002647963
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Testing for news and noise in non-stationary time series subject to multiple historical revisions
Hecq, Alain W. J.; Jacobs, Jan; Stamatogiannis, Michalis P. - In: Journal of macroeconomics 60 (2019), pp. 396-407
Persistent link: https://www.econbiz.de/10012243203
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Forecasting recessions with time-varying models
Hwang, Youngjin - In: Journal of macroeconomics 62 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012243476
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The unbeatable random walk in exchange rate forecasting : reality or myth?
Moosa, Imad A.; Burns, Kelly - In: Journal of macroeconomics 40 (2014), pp. 69-81
Persistent link: https://www.econbiz.de/10010495751
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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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Quantifying the uncertainty of long-term macroeconomic projections
Demirel, Ufuk Devrim; Otterson, James - In: Journal of macroeconomics 75 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014423949
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Anticipating business-cycle turning points in real time using density forecasts from a VAR
Schreiber, Sven; Soldatenkova, Natalia - In: Journal of macroeconomics 47 (2016), pp. 166-187
Persistent link: https://www.econbiz.de/10011707598
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On tail fatness of macroeconomic dynamics
Liu, Xiaochun - In: Journal of macroeconomics 62 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012243478
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Do stock prices contain predictive power for the future economic activity? : a Granger causality analysis in the frequency domain
Croux, Christophe; Reusens, Peter - In: Journal of macroeconomics 35 (2013), pp. 93-103
Persistent link: https://www.econbiz.de/10009723986
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Estimating United States Philips curves with expectations consistent with the statistical process of inflation
Russell, Bill; Chowdhury, Rosen Azad - In: Journal of macroeconomics 35 (2013), pp. 24-38
Persistent link: https://www.econbiz.de/10009723996