Search Results - subject:"Gain function"

Convergence to rational expectations in learning models : a note of caution

Chien, YiLi; Cho, In-Koo; Ravikumar, B. - 2020

Persistent link: https://www.econbiz.de/10012308082

Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization

Bloechl, Andreas - 2014

penalization, while the gain function for the middle of the time series is used as a measure to determine the degree of the …

Persistent link: https://www.econbiz.de/10010427673

Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization

Bloechl, Andreas - Volkswirtschaftliche Fakultät, … - 2014

penalization, while the gain function for the middle of the time series is used as a measure to determine the degree of the …

Persistent link: https://www.econbiz.de/10010897349

Reducing the excess variability of the Hodrick-Prescott filter by flexible penalizatione

Bloechl, Andreas - 2014

penalization, while the gain function for the middle of the time series is used as a measure to determine the degree of the …

Persistent link: https://www.econbiz.de/10010239918

A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation

Dagum, Estela Bee; Luati, Alessandra - In: Econometric Reviews 28 (2009) 1-3, pp. 40-59

The problem of identifying the direction of the short-term trend (nonstationary mean) of seasonally adjusted series contaminated by high levels of variability has become of relevant interest in recent years. In fact, major financial and economic changes of global character have introduced a...

Persistent link: https://www.econbiz.de/10005511934

Convergence to global minima for a class of diffusion processes

Feng, Jianfeng; Georgii, Hans-Otto; Brown, David - In: Physica A: Statistical Mechanics and its Applications 276 (2000) 3, pp. 465-476

We prove that there exists a gain function (η(t),β(t))t⩾0 such that the solution of the SDE dxt …=η(t)(−gradU(xt)dt+β(t)dBt) ‘settles’ down on the set of global minima of U. In particular, the existence of a gain function (η(t))t⩾0 so that yt …

Persistent link: https://www.econbiz.de/10011062384