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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua; Grant, Angelia L. - 2016
Persistent link: https://www.econbiz.de/10011756222
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A contribution to the analysis of historical economic fluctuations (1870-2010) : filtering, spurious cycles, and unobserved component modeling
Cendejas Bueno, José Luis; Muñoz, Félix-Fernando; … - In: Cliometrica : journal of historical economics and … 11 (2017) 1, pp. 93-125
Persistent link: https://www.econbiz.de/10011758358
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Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.; Paccagnini, Alessia - In: Macroeconomic dynamics 19 (2015) 7, pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386
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Real and complex wavelets in asset classification : an application to the US stock market
Bruzda, Joanna - In: Finance research letters 21 (2017), pp. 115-125
Persistent link: https://www.econbiz.de/10011807518
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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.; Chan, Joshua - In: Journal of economic dynamics & control 75 (2017), pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
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Restricted Hodrick-Prescott filtering in a state-space framework
Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 53 (2017) 3, pp. 1243-1251
Persistent link: https://www.econbiz.de/10011893027
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Wavelet power spectrum and cross-coherency of Spanish economic variables
González-Concepción, Concepción; Candelaria … - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 855-882
Persistent link: https://www.econbiz.de/10011949932
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Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew; Koopman, Siem Jan; Zivot, Eric - In: Journal of applied econometrics 25 (2010) 4, pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
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An unobserved components model that yields business and medium-run cycles
Ma, Jun; Wohar, Mark E. - In: Journal of money, credit and banking : JMCB 45 (2013) 7, pp. 1351-1373
Persistent link: https://www.econbiz.de/10010197461
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Imperfect transmission of technology shocks and the business cycle consequences
Fout, Hamilton B.; Francis, Neville - In: Macroeconomic dynamics 18 (2014) 2, pp. 418-437
Persistent link: https://www.econbiz.de/10010356795