Narrow search
Showing 11 - 20 of 121
Cover Image
Real interest rate equalization : some empirical evidence from the three major world financial markets
Yamada, Hiroshi - In: Applied economics 34 (2002) 16, pp. 2069-2073
Persistent link: https://www.econbiz.de/10001709583
Cover Image
A note on the causality between export and productivity : an empirical re-examination
Yamada, Hiroshi - In: Economics letters 61 (1998) 1, pp. 111-114
Persistent link: https://www.econbiz.de/10001250893
Cover Image
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi - In: Econometric theory 38 (2022) 3, pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Cover Image
A smoothing method that looks like the Hodrick-Prescott filter
Yamada, Hiroshi - In: Econometric theory 36 (2020) 5, pp. 961-981
Persistent link: https://www.econbiz.de/10012307246
Cover Image
A new method for specifying the tuning parameter of l1 trend filtering
Yamada, Hiroshi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 4, pp. 1-8
Persistent link: https://www.econbiz.de/10011965278
Cover Image
A trend filtering method closely related to l1 trend filtering
Yamada, Hiroshi - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1413-1423
Persistent link: https://www.econbiz.de/10011950263
Cover Image
Why does the trend extracted by the Hodrick-Prescott filtering seem to be more plausible than the linear trend?
Yamada, Hiroshi - In: Applied economics letters 25 (2018) 2, pp. 102-105
Persistent link: https://www.econbiz.de/10011853703
Cover Image
Estimating the trend in US real GDP using the l1 trend filtering
Yamada, Hiroshi - In: Applied economics letters 24 (2017) 10/12, pp. 713-716
Persistent link: https://www.econbiz.de/10011714160
Cover Image
Quantile regression version of Hodrick-Prescott filter
Yamada, Hiroshi - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1631-1645
Persistent link: https://www.econbiz.de/10014253711
Cover Image
A Note on Band-Pass Filters Based on the Hodrick-Prescott Filter and the OECD System of Composite Leading Indicators
Yamada, Hiroshi - 2012
Persistent link: https://www.econbiz.de/10009597614