Das Buch ist derzeit nicht auf Lager
Parameter
Mehr zum Buch
This book outlines and demonstrates problems with the use of the HP filter, and proposes an alternative strategy for inferring cyclical behavior from a time series featuring seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy involves augmenting the series forecasts and back-casts obtained from an ARIMA model, and then applying the HP filter to the augmented series. Comparisons presented using artificial and actual data demonstrate the superiority of the alternative strategy.
Buchkauf
Measuring business cycles in economic time series, Regina Kaiser
- Sprache
- Erscheinungsdatum
- 2001
Wir benachrichtigen dich per E-Mail.
Lieferung
Zahlungsmethoden
Feedback senden
- Titel
- Measuring business cycles in economic time series
- Sprache
- Englisch
- Autor*innen
- Regina Kaiser
- Verlag
- Springer
- Erscheinungsdatum
- 2001
- ISBN10
- 0387951121
- ISBN13
- 9780387951126
- Kategorie
- Technik & Maschinenbau
- Beschreibung
- This book outlines and demonstrates problems with the use of the HP filter, and proposes an alternative strategy for inferring cyclical behavior from a time series featuring seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy involves augmenting the series forecasts and back-casts obtained from an ARIMA model, and then applying the HP filter to the augmented series. Comparisons presented using artificial and actual data demonstrate the superiority of the alternative strategy.