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Eigenvalue filtering in VAR models with application to the Czech business cycle
Beneš, Jaromír; Vávra, David - 2005
We propose the method of eigenvalue filtering as a new tool to extract time series subcomponents (such as business-cycle or irregular) defined by properties of the underlying eigenvalues. We logically extend the Beveridge-Nelson decomposition of the VAR time-series models focusing on the...
Persistent link: https://www.econbiz.de/10011604595
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Trends and cycles in the Danish economy
Weissert, Christoffer Jessen - 2024
I present empirical results on the contribution of three key drivers of inflation in Denmark: an inflation trend anchored by inflation expectations; the Danish business cycle; and an energy price cycle. All three drivers contribute significantly to the development of inflation and explain most of...
Persistent link: https://www.econbiz.de/10014563915
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Statistical modelling of temperature risk
Anastasiadou, Zografia; López-Cabrera, Brenda - 2012
Recently the topic of global warming has become very popular. The literature has concentrated its attention on the evidence of such effect, either by detecting regime shifts or change points in time series. The majority of these methods are designed to find shifts in mean, but only few can do...
Persistent link: https://www.econbiz.de/10010318774
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Weather Impacts On Natural, Social And Economic System (WISE) Part II: Individual Perception of Climate Extremes in Italy
Galeotti, Marzio; Goria, Alessandra; Mombrini, Paolo; … - 2004
WISE project. This project aims at investigating the effects and the impacts of extreme weather events, particularly very … the perception of weather impacts through questionnaire survey to the general public. With regard to the individuals … impacts of weather extremes on their daily habits at work, at home, in their leisure activities, on their transport patterns …
Persistent link: https://www.econbiz.de/10011324909
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Weather Impacts On Natural, Social And Economic System (WISE) Part I: Sectoral Analysis of Climate Impacts in Italy
Galeotti, Marzio; Goria, Alessandra; Mombrini, Paolo; … - 2004
WISE project. This project aims at investigating the effects and the impacts of extreme weather events, particularly very … modelling of the impact of weather, through quantitative analysis of activity time series. In particular, the core sectors …
Persistent link: https://www.econbiz.de/10011324910
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Only in the heat of the moment? A study of the relationship between weather and mortality in Germany
Karlsson, Martin; Schmitt, Maike - 2011
In this study we analyze the relationship between heat events and mortality in Germany. The main research questions are: Does heat lead to rising mortality and if yes, are the effects persistent or compensated for in the near future? Furthermore, we consider differences between heat effects in...
Persistent link: https://www.econbiz.de/10010323734
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Labor markets and modern economic cycles: The growing role of the sixth Schumpeter-Kontratiev wave
Runiewicz-Wardyn, Ma±gorzata; Rutkowski, Jakub; … - 2024
Persistent link: https://www.econbiz.de/10014581236
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Real wages and the business cycle in Germany
Marczak, Martyna; Beissinger, Thomas - 2010
This paper establishes stylized facts about the cyclicality of real consumer wages and real producer wages in Germany. As detrending methods we apply the deterministic trend model, the Beveridge-Nelson decomposition, the Hodrick-Prescott filter, the Baxter-King filter and the structural time...
Persistent link: https://www.econbiz.de/10010302616
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Real wages and the business cycles in Germany
Marczak, Martyna; Beissinger, Thomas - 2010
This paper establishes stylized facts about the cyclicality of real consumer wages and real producer wages in Germany. As detrending methods we apply the deterministic trend model, the Beveridge-Nelson decomposition, the Hodrick-Prescott filter, the Baxter-King filter and the structural time...
Persistent link: https://www.econbiz.de/10010274586
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Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis
Marczak, Martyna; Gómez, Víctor - 2012
This article provides new insights into the cyclical behavior of consumer and producer real wages in the USA and Germany. We apply two methods for the estimation of the cyclical components from the data: the approach based on the structural time series models and the ARIMA-model-based approach...
Persistent link: https://www.econbiz.de/10010309235