Pages that link to "Item:Q1349593"

The following pages link to Effects of the Hodrick-Prescott filter on trend and difference stationary time series (Q1349593):

Displaying 29 items.

• The Beveridge-Nelson decomposition in retrospect and prospect (Q299208) (← links)
• Trends and cycles in economic time series: a Bayesian approach (Q451267) (← links)
• Seasonality and equilibrium business cycle theories (Q673801) (← links)
• On the credit-to-GDP gap and spurious medium-term cycles (Q777765) (← links)
• The stabilizing role of government size (Q844598) (← links)
• Structural shocks and the comovements between output and interest rates (Q976532) (← links)
• Spectral properties and geometric interpretation of R-filters (Q1016171) (← links)
• Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898) (← links)
• International business cycles, financial markets and household production (Q1128633) (← links)
• Distortionary effects of the optimal Hodrick--Prescott filter (Q1274431) (← links)
• Multivariate detrending under common trend restrictions: implications for business cycle research (Q1292270) (← links)
• Measuring business cycles with business-cycle models (Q1350461) (← links)
• The Hodrick-Prescott technique: A smoother versus a filter: An application to New Zealand GDP (Q1389418) (← links)
• Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson. (Q1603422) (← links)
• Cycles, syllogisms and semantics: examining the idea of spurious cycles (Q1695653) (← links)
• The application of time-delay-dependent \(H_{\infty}\) control in the transmission effect of monetary policy on real estate market (Q1718341) (← links)
• Trend estimation and de-trending via rational square-wave filters (Q1841191) (← links)
• Sharp filters for short sequences (Q1873101) (← links)
• A spectral analysis of the cross-country consumption correlation puzzle (Q1927564) (← links)
• Detrending time-aggregated data (Q1928709) (← links)
• A unified approach for jointly estimating the business and financial cycle, and the role of financial factors (Q2115975) (← links)
• The impact of financial crises on the environment in developing countries (Q2191861) (← links)
• Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification (Q2691650) (← links)
• What cycles? Data detrending in DSGE models (Q2697036) (← links)
• Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (Q2697067) (← links)
• The UK intranational business cycle (Q3065493) (← links)
• Modelling phase shifts among stochastic cycles (Q3156195) (← links)
• The spectral analysis of the Hodrick–Prescott filter (Q5095293) (← links)
• Extracting business cycles with three filters: A comparative study and application in the case of China (Q6076799) (← links)