Showing 1 - 10 of 1,604
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …
Persistent link: https://www.econbiz.de/10010427520
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …
Persistent link: https://www.econbiz.de/10003951479
Persistent link: https://www.econbiz.de/10011295028
-linear trend along with fractional integration outperforms alternative models over long horizons. …
Persistent link: https://www.econbiz.de/10010264382
We develop and test a robust procedure for extracting an underlying signal in form of a time-varying trend from very … patient's condition. We use robust regression functionals for local approximation of the trend in a moving time window. For …
Persistent link: https://www.econbiz.de/10010306262
The present paper explores the connection between inflation and unemployment in different models with fair wages both in the short and in the long runs. Under customary assumptions regarding the sign of the parameters of the effort function, more inflation lowers the unemployment rate, though to...
Persistent link: https://www.econbiz.de/10010277344
Persistent link: https://www.econbiz.de/10000039463
Persistent link: https://www.econbiz.de/10000324251
Persistent link: https://www.econbiz.de/10001362467
difficult. Also, for some time series, several trend generating mechanisms may occur simulteneously. In this paper, a class of …- or long-memory component, adifference stationary component, and/or a deterministic trend component. Data examples from …
Persistent link: https://www.econbiz.de/10011543808