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Asymmetrics and nonlinearities in economic activity
Fornari, Fabio - 1994
Persistent link: https://www.econbiz.de/10013452402
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On predicting the stage of the business cycle
Webb, Roy H. - 1987
Persistent link: https://www.econbiz.de/10000760284
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On adjusting the HP-filter for the frequency of observations
Ravn, Morten O.; Uhlig, Harald - 1997
Persistent link: https://www.econbiz.de/10000962183
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On adjusting the HP-filter for the frequency of observations
Ravn, Morten O.; Uhlig, Harald - 2001
This paper studies how the HP-Filter should be adjusted, when changing the frequency of observations. It complements the results of Baxter and King (1999) with an analytical analysis, demonstrating that the filter parameter should be adjusted by multiplying it with the fourth power of the...
Persistent link: https://www.econbiz.de/10011398796
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On adjustment the Hodrick-Prescott filter for frequency observations
Ravn, Morten O.; Uhlig, Harald - In: The review of economics and statistics 84 (2002) 2, pp. 371-376
Persistent link: https://www.econbiz.de/10001692263
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Leads and lags in the Australian business cycle : a canonical approach in the frequency domain
Martin, Vance - In: Australian economic papers 26 (1987) 49, pp. 188-196
Persistent link: https://www.econbiz.de/10001078824
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Analyse factorielle dynamique : test du nombre de facteurs, estimation et application à l'enquête de conjoncture dans l'industrie
Doz, Catherine; Lenglart, Fabrice - In: Annales d'économie et de statistique (1999), pp. 91-127
Persistent link: https://www.econbiz.de/10001565469
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On Adjusting the Hp-Filter for the Frequency of Observations
Ravn, Morten O.; Uhlig, Harald - 2021
This paper studies how the HP-Filter should be adjusted, when changing the frequency of observations. It complements the results of Baxter and King (1999) with an analytical analysis, demonstrating that the filter parameter should be adjusted by multiplying it with the fourth power of the...
Persistent link: https://www.econbiz.de/10013320917
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On Adjusting the Hp-Filter for the Frequency of Observations
Ravn, Morten O. - 2003
This paper studies how the HP-Filter should be adjusted, when changing the frequency of observations. It complements the results of Baxter and King (1999) with an analytical analysis, demonstrating that the filter parameter should be adjusted by multiplying it with the fourth power of the...
Persistent link: https://www.econbiz.de/10014123591