Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10010520260
Within a New Zealand business cycle context, we assess whether Hamilton's (H84) OLS regression methodology produces stylised business cycle facts which are materially different from HP1600 measures, and whether using the H84 predictor and other forecast extensions improves the HP filter's...
Persistent link: https://www.econbiz.de/10012828197
Persistent link: https://www.econbiz.de/10012025236
Persistent link: https://www.econbiz.de/10012533645
Persistent link: https://www.econbiz.de/10012316586
Persistent link: https://www.econbiz.de/10013478538
We investigate whether the boosted HP filter (bHP) proposed by Phillips and Shi (2021) might be preferred for New Zealand trend and growth cycle analysis, relative to using the standard HP filter (HP1600). We do this for a representative range of quarterly macroeconomic time series typically...
Persistent link: https://www.econbiz.de/10014259834