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Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020
Persistent link: https://www.econbiz.de/10012236276
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Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on actively infected, recovered and deceased cases. We propose a new trend filtering method that is a variant of the...
Persistent link: https://www.econbiz.de/10012237183
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Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - In: Journal of econometrics 220 (2021) 1, pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
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Locating change-points in Hodrick-Prescott trends with an application to US real GDP : a generalized unobserved components model approach
Yoon, Gawon - In: Economic modelling 45 (2015), pp. 136-141
Persistent link: https://www.econbiz.de/10011334137
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How credible are Okun coefficients? : the gap version of Okun's law for G7 economies
Boďa, Martin; Považanová, Mariana - In: Economic change & restructuring 56 (2023) 3, pp. 1467-1514
Persistent link: https://www.econbiz.de/10014327666
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Extracting business cycles with three filters : a comparative study and application in the case of China
Sun, Chentong; Li, Naiqian - In: Bulletin of economic research 75 (2023) 2, pp. 254-269
Persistent link: https://www.econbiz.de/10014304692
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ℓ0 trend filtering
Wen, Canhong; Wang, Xueqin; Zhang, Aijun - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 6, pp. 1491-1510
Persistent link: https://www.econbiz.de/10014471534
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How Australia's economy gained momentum because of Covid-19
Rostan, Pierre; Rostan, Alexandra - In: Australian economic papers 63 (2024) 1, pp. 36-58
Persistent link: https://www.econbiz.de/10014540223
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Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles
Kyo, Koki; Kitagawa, Genshiro - In: Asian Journal of Management Science and Applications 6 (2021) 2, pp. 134-162
Persistent link: https://www.econbiz.de/10012887417
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Time series models for epidemics: : leading indicators, control groups and policy assessment
Harvey, Andrew C. - 2020
Persistent link: https://www.econbiz.de/10012672008