Search Results - subject:"Hamilton regression"

The Hamilton regression in comparison: Evidence from German business cycles since 1950

Siemers, Lars - 2023

filter compares to the common methods. We find that the Hamilton regression produces partly significantly different results … cycle length is the shortest in comparison. By construction, the Hamilton regression produces odd results for periods of …

Persistent link: https://www.econbiz.de/10014327018

The Hamilton regression in comparison : evidence from German business cycles since 1950

Siemers, Lars - 2023

Persistent link: https://www.econbiz.de/10014307295

Impact of output gap, COVID-19, and governance quality on fiscal space in Sub-Saharan Africa

Katuka, Blessing; Mudzingiri, Calvin - In: Economies : open access journal 11 (2023) 10, pp. 1-20

This study examined the determinants of fiscal space within the Sub-Saharan Africa (SSA) region, utilising a panel of 33 countries from 2005 to 2021. The paper applied the panel threshold, difference, and system generalised method of moments (GMM) regression techniques. The empirical results...

Persistent link: https://www.econbiz.de/10014449936

Does Hamilton's OLS regression provide a "better alternative" to the Hodrick-Prescott filter? : a New Zealand business cycle perspective

Hall, Vivian Bruce; Thomson, Peter J. - 2020

Persistent link: https://www.econbiz.de/10012316586

Does Hamilton's OLS regression provide a "better alternative" to the Hodrick-Prescott filter? : a New Zealand business cycle perspective

Hall, Vivian Bruce; Thomson, Peter J. - 2020

Persistent link: https://www.econbiz.de/10012533645