Search Results - subject:"Trend/Cycle Decomposition" - EconBiz

The inflation rate disconnect puzzle: on the international component of trend inflation and the flattening of the Phillips curve

Ascari, Guido; Fosso, Luca - 2021

Persistent link: https://www.econbiz.de/10012793467

The inflation rate disconnect puzzle : on the international component of trend inflation and the flattening of the Phillips curve

Ascari, Guido; Fosso, Luca - 2021

Since 2000 U.S. inflation has remained both below target and silent to domestic slack and monetary interventions. A trend-cycle BVAR decomposition explores the role of imported intermediate goods in explaining the puzzling behaviour of inflation. The trend analysis shows that, starting from the...

Persistent link: https://www.econbiz.de/10012795587

Duration structure of unemployment hazards and the trend unemployment rate

Ahn, Hie Joo - In: Journal of economic dynamics & control 151 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014478697

Reliable real-time output gap estimates based on a modified Hamilton filter

Quast, Josefine; Wolters, Maik H. - 2020

meaningful measures of the business cycle than those based on other simple statistical trend-cycle decomposition techniques, such …

Persistent link: https://www.econbiz.de/10012234817

Which output gap estimates are stable in real time and why?

Barbarino, Alessandro; Berge, Travis J.; Chen, Han; … - 2020

Persistent link: https://www.econbiz.de/10012389846

Reliable real-time output gap estimates based on a modified Hamilton filter

Quast, Josefine; Wolters, Maik H. - 2020

meaningful measures of the business cycle than those based on other simple statistical trend-cycle decomposition techniques, such …

Persistent link: https://www.econbiz.de/10012233667

Weighing up the credit-to-GDP gap : a cautionary note

Karagedikli, Özer; Rummel, Ole - 2020

Persistent link: https://www.econbiz.de/10012252462

Reliable real-time output gap estimates based on a modified Hamilton filter

Quast, Josefine; Wolters, Maik H. - 2019

those based on other simple statistical trend-cycle decomposition techniques such as the HP or the Bandpass filter. …

Persistent link: https://www.econbiz.de/10011992660

Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter

Quast, Josefine; Wolters, Maik H. - 2019

much more meaningful measures of the business cycles than those based on other simple statistical trend-cycle decomposition …

Persistent link: https://www.econbiz.de/10012099097

Reliable real-time output gap estimates based on a modified Hamilton filter

Quast, Josefine; Wolters, Maik H. - 2019

those based on other simple statistical trend-cycle decomposition techniques such as the HP or the Bandpass filter. …

Persistent link: https://www.econbiz.de/10011992411

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