Scoring six detrending methods on timing, lead-lag relations, and cycle periods : an empirical study of US and UK recessions 1977-2020
Knut Lehre Seip, Dan Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Seip, Knut Lehre ; Zhang, Dan |
| Subject: | Detrending methods | Forecasting | Hamilton-filter | HP-filter | LOESS filter | Recessions | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | USA | United States | Großbritannien | United Kingdom |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10548-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015144111