Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …

Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …

This paper discusses various approaches to decompose economic time series into their trend and cyclical components. For … over 30 years now, the Deutsche Bundesbank publishes trend-adjusted indicators in its Statistical Supplement 4 entitled …-King low-pass filter are investigated. All three of the filters are able to clearly separate the trend component from the …

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 …

-linear trend along with fractional integration outperforms alternative models over long horizons. …

This note shows that German real GDP follows a trend-stationary process. Both tests which have trend-stationarity as … the alternative hypothesis as well as tests that have it under the null hypothesis prefer the trend-stationary model …. Explicit consideration of breaks in the trend is not necessary to obtain this result. The trend-stationary model with breaks is …

Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …

Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …