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Wavelet : a new tool for business cycle analysis
Raihan, Sharif Md. (contributor); Wen, Yi (contributor);  … - 2005
"One basic problem in business-cycle studies is how to deal with nonstationary time series. The market economy is an evolutionary system. Economic time series therefore contain stochastic components that are necessarily time dependent. Traditional methods of business cycle analysis, such as the...
Persistent link: https://www.econbiz.de/10002956724
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A Hodrick-Prescott filter with automatically selected jumps
Maranzano, Paolo; Pelagatti, Matteo - 2024
The Hodrick-Prescott filter is a popular tool in macroeconomics for decomposing a time series into a smooth trend and a business cycle component. The last few years have witnessed global events, such as the Global Financial Crisis, the COVID-19 pandemic, and the war in Ukraine, that have had...
Persistent link: https://www.econbiz.de/10014578421
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Trend inflation in Sweden
Österholm, Pär; Poon, Aubrey - 2022
In this paper, we estimate trend inflation in Sweden using an unobserved components stochastic volatility model. Using data from 1995Q4 to 2021Q4 and Bayesian estimation methods, we find that trend inflation has been well-anchored during the period - although in general at a level below the...
Persistent link: https://www.econbiz.de/10012818429
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Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco; Sherris, Michael; Zhou, Yuxin - 2021
Persistent link: https://www.econbiz.de/10012628986
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Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Ungolo, Francesco; Garces, Len Patrick Dominic M.; … - 2023 - [Revision]
Persistent link: https://www.econbiz.de/10014458542
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Modeling US soy-based markets with directed acyclic graphs and times series econometrics : evaluating the US market impacts of high soy meal prices
Babula, Ronald Alexander; Bessler, David A.; Reeder, John; … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002121949
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Dynamic relationships among selected US commodity-based, value-added markets : applying directed acycle graphs to a time series model
Babula, Ronald Alexander (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002121968
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Is the price cap for gas useful? : evidence from European countries
Ravazzolo, Francesco; Rossini, Luca - 2023
Moscow's revenues and hinder its war effort. Thus, the European ministers agreed to trigger a cap on the gas price. To detect … the importance of the price cap for gas, we provide a mixture representation for the gas price to detect the presence of … autoregressive (VAR) model. As a result, including a lower gas price cap smooths the impact of a gas shock on electricity prices …
Persistent link: https://www.econbiz.de/10014390297
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The propagation of regional recessions
Hamilton, James D.; Owyang, Michael T. - 2009
Persistent link: https://www.econbiz.de/10003820339
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Comparative economic cycles
Cascio, Iolanda Lo (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003465027