Pages that link to "Item:Q1195785"

The following pages link to Low frequency filtering and real business cycles (Q1195785):

Displaying 41 items.

• Time series smoothing by penalized least squares (Q144387) (← links)
• Smoothing non-stationary time series using the discrete cosine transform (Q328074) (← links)
• Solving and estimating linearized DSGE models with VARMA shock processes and filtered data (Q529789) (← links)
• What do interest rates reveal about the functioning of real business cycle models ? (Q671549) (← links)
• Real business-cycle theory. Wisdom or whimsy? (Q806713) (← links)
• Sources of growth and the spectral properties of the labor market search model (Q953692) (← links)
• Structural shocks and the comovements between output and interest rates (Q976532) (← links)
• Spectral properties and geometric interpretation of R-filters (Q1016171) (← links)
• Efficient computation for Whittaker-Henderson smoothing (Q1020897) (← links)
• Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898) (← links)
• International business cycles, financial markets and household production (Q1128633) (← links)
• Low frequency filtering and real business cycles (Q1195785) (← links)
• Distortionary effects of the optimal Hodrick--Prescott filter (Q1274431) (← links)
• Multivariate detrending under common trend restrictions: implications for business cycle research (Q1292270) (← links)
• Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series (Q1349593) (← 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)
• Reconciling output gaps: unobserved components model and Hodrick-Prescott filter (Q1655554) (← links)
• Cycles, syllogisms and semantics: examining the idea of spurious cycles (Q1695653) (← links)
• Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market (Q1753617) (← links)
• Trend estimation and de-trending via rational square-wave filters (Q1841191) (← links)
• Detrending time-aggregated data (Q1928709) (← links)
• The Hodrick-Prescott filter: a special case of penalized spline smoothing (Q1952084) (← links)
• Labor market search, endogenous disasters and the equity premium puzzle (Q2191469) (← links)
• A frequency selective filter for short-length time series (Q2575451) (← links)
• Selecting the tuning parameter of the \(\ell_1\) trend filter (Q2691645) (← links)
• Effects of filtering data on testing asymmetry in threshold autoregressive models (Q2691680) (← links)
• A new method for specifying the tuning parameter of \(\ell_1\) trend filtering (Q2691769) (← links)
• An explicit formula for the smoother weights of the Hodrick-Prescott filter (Q2697061) (← links)
• Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (Q2697067) (← links)
• Trend smoothness achieved by penalized least squares with the smoothing parameter chosen by optimality criteria (Q2974951) (← links)
• Trend estimation of financial time series (Q3103150) (← links)
• Several least-squares problems related to the Hodrick–Prescott filtering (Q4639096) (← links)
• A Review of Some Modern Approaches to the Problem of Trend Extraction (Q5080160) (← links)
• TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS (Q5081787) (← links)
• The spectral analysis of the Hodrick–Prescott filter (Q5095293) (← links)
• Time series modeling and decomposition (Q5148504) (← links)
• A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION (Q5859556) (← links)
• A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER (Q5859559) (← links)
• The Hodrick--Prescott filter, the Slutzky effect, and the distortionary effect of filters (Q5941003) (← links)