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Locating change-points in Hodrick-Prescott trends with an application to US real GDP : a generalized unobserved components model approach
Yoon, Gawon - In: Economic modelling 45 (2015), pp. 136-141
Persistent link: https://www.econbiz.de/10011334137
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Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - In: Journal of econometrics 220 (2021) 1, pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
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Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020
Persistent link: https://www.econbiz.de/10012236276
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Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020
. We term it the sparse HP filter and apply it to daily data from five countries: Canada, China, South Korea, the UK and …
Persistent link: https://www.econbiz.de/10012237183
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Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - 2020
Persistent link: https://www.econbiz.de/10014311259
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How credible are Okun coefficients? : the gap version of Okun's law for G7 economies
Boďa, Martin; Považanová, Mariana - In: Economic change & restructuring 56 (2023) 3, pp. 1467-1514
Persistent link: https://www.econbiz.de/10014327666
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Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles
Kyo, Koki; Kitagawa, Genshiro - In: Asian Journal of Management Science and Applications 6 (2021) 2, pp. 134-162
Persistent link: https://www.econbiz.de/10012887417
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Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
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Stylized facts of business cycles in a transition economy in time and frequency
Caraiani, Petre - In: Economic modelling 29 (2012) 6, pp. 2163-2173
Persistent link: https://www.econbiz.de/10009673811
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Okun's Law across time and frequencies
Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - In: Journal of economic dynamics & control 116 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012503221