Zusammenfassung Die gebräuchlichen Methoden zur Verdeutlichung der konjunkturellen Aussage einer Zeitreihe liefern an ihrem aktuellen Rand nur ein relativ ungenaues Bild. Darum wird hier als ein alternatives Verfahren vorgeschlagen, das Signale einer sich anbahnenden konjunkturellen Wende in...

Zusammenfassung Es wird ein Tiefpaßfilter vorgestellt, der speziell dafür entworfen wurde, die konjunkturelle Entwicklung am aktuellen Rand einer Zeitreihe nachzuvollziehen. Anhand von Transferfunktionen, praktischen Anwendungen und stochastischen Simulationen werden seine Eigenschaften mit...

Zusammenfassung In der vorliegenden Arbeit wird die Leistungsfähigkeit zweier Verfahren zur Verdeutlichung der konjunkturellen Entwicklung einer wirtschaftlichen Zeitreihe am aktuellen Rand verglichen. Es handelt sich dabei um einen neu entwickelten Tiefpassfilter und das...

Summary The Baxter-King filter shows some weaknesses, particularly with regard to monthly time series. This procedure involves not only a loss of data for the border areas of time series, but suppresses inadequately high frequency components and shows as a low-pass filter only the performance of...

Abstract Is academic research anticipating economic shake-ups or merely reflecting the past? Exploiting the corpus of articles published in the Journal of Economics and Statistics (Jahrbücher für Nationalökonomie und Statistik) for the years 1949 to 2010, this pilot study proposes a...

Purpose – This research paper aims to review the development of corporate real estate asset management (CREAM) in New Zealand since 1992. Design/methodology/approach – The first research into CREAM in New Zealand was carried out by Wei Kium Teoh. Lincoln University staff and post graduate...

Purpose – The purpose of this paper is to utilize the new specification proposed by Rao and Singh to estimate export demand equations for Asian developing countries, viz . India, China, The Philippines, Indonesia, Singapore and Malaysia. In this specification of export demand, exchange rate is...

Purpose – The purpose of this paper is to survey the empirical literature on the causal relationship between energy consumption and economic growth. Design/methodology/approach – The four major hypotheses (growth, conservation, neutrality, and feedback) are briefly outlined with respect to...

Investigates the time series relationship between export earnings instability and instability in receipts from international tourism for Singapore between 1972 and 1988. Computes four standardized instability indexes for both merchandize exports and international travel receipts, having suitably...

UK regional data on GDP and the GDP deflator are analysed to extract information on underlying demand and supply shocks as well as aggregate demand and supply shocks. Identification is achieved using long run restrictions, based on a theoretical model. The main results are that the supply shocks...