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  • Search: subject:"Trend/cycle decomposition"
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Year of publication
Subject
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Zeitreihenanalyse 67 Time series analysis 61 trend-cycle decomposition 59 Dekompositionsverfahren 55 Decomposition method 50 Konjunktur 50 Trend-cycle decomposition 47 Business cycle 46 Zustandsraummodell 31 State space model 30 Theorie 27 Theory 26 Schätzung 24 Bruttoinlandsprodukt 23 Gross domestic product 23 National income 22 Nationaleinkommen 22 Inflation 19 Estimation 18 Forecasting model 16 Potential output 16 Produktionspotenzial 16 Prognoseverfahren 16 Trend-Cycle Decomposition 16 Schätztheorie 12 EU countries 11 EU-Staaten 11 Estimation theory 11 Germany 11 Phillips curve 10 Structural break 10 Deutschland 9 Euro area 9 Eurozone 9 Frühindikator 9 Leading indicator 9 Strukturbruch 9 USA 9 Cointegration 8 Kointegration 8
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Online availability
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Free 82 Undetermined 34 CC license 3
Type of publication
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Book / Working Paper 85 Article 49
Type of publication (narrower categories)
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Working Paper 47 Article in journal 42 Aufsatz in Zeitschrift 42 Graue Literatur 31 Non-commercial literature 31 Arbeitspapier 28 Aufsatz im Buch 1 Book section 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 106 Undetermined 28
Author
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Wada, Tatsuma 10 Marczak, Martyna 8 Perron, Pierre 7 Quast, Josefine 7 Wolters, Maik H. 7 Mohr, Matthias 6 Morana, Claudio 6 Ascari, Guido 5 Beissinger, Thomas 5 Fosso, Luca 5 Creal, Drew 4 Dees, Stephane 4 Knetsch, Thomas A. 4 Koopman, Siem Jan 4 Smith, L. Vanessa 4 Smith, Ron P. 4 Zivot, Eric 4 Botshekan, Mahmoud 3 Buliskeria, Nino 3 Gómez, Víctor 3 Hahn, Elke 3 Jacobs, Jan 3 Jahan-Parvar, Mohammad R. 3 Luo, Sui 3 Morley, James C. 3 Nibbering, Didier 3 Paap, Richard 3 Tian, Jing 3 Zekaite, Zivile 3 Šestořád, Tomáš 3 Barbarino, Alessandro 2 Baxa, Jaromir 2 Beltran, Daniel O. 2 Berge, Travis J. 2 Boileau, Martin 2 Bondt, Gabe J. de 2 Carstensen, Kai 2 Chan, Joshua 2 Chauvet, Marcelle 2 Dungey, Mardi 2
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Institution
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Department of Economics, Boston University 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG) 2 Deutsche Bundesbank 2 EconWPA 2 European Central Bank 2 Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften 2 Institute for the Study of Labor (IZA) 2 Society for Computational Economics - SCE 2 Tinbergen Instituut 2 CESifo 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Division of Economics and Business, Colorado School of Mines 1 Faculty of Economics, University of Cambridge 1 Fundação Instituto Capixaba de Pesquisas em Contabilidade, Economia e Finanças (FUCAPE) 1 HAL 1 Narodowy Bank Polski 1 School of Economics and Finance, Tasmanian School of Business and Economics 1 Tinbergen Institute 1
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Published in...
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Boston University - Department of Economics - Working Papers Series 5 Applied economics 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 Finance and economics discussion series 4 IZA Discussion Papers 4 MPRA Paper 4 Discussion paper / Tinbergen Institute 3 ECB Working Paper 3 Economic modelling 3 Tinbergen Institute Discussion Paper 3 Tinbergen Institute Discussion Papers 3 Working papers 3 CAMA working paper series 2 CESifo Working Paper 2 Cahiers de recherche CREFE / CREFE Working Papers 2 CefES paper series 2 DNB working papers 2 Discussion Paper Series 1 2 Discussion Paper Series 1: Economic Studies 2 Econometrics 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 FEDS Working Paper 2 FZID Discussion Paper 2 FZID Discussion Papers 2 International journal of forecasting 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of economic dynamics & control 2 Journal of macroeconomics 2 Working Paper Series / European Central Bank 2 ADB Economics Working Paper Series 1 ADB economics working paper series 1 Applied economics letters 1 Asian Journal of Management Science and Applications 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2019: 30 Jahre Mauerfall - Demokratie und Marktwirtschaft - Session: Applied Macroeconometrics I 1 Borradores de economía 1 CESifo Working Paper Series 1 CESifo working papers 1 CFM discussion paper series 1 CIRANO Working Papers 1 Cambridge Working Papers in Economics 1
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Source
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ECONIS (ZBW) 74 RePEc 40 EconStor 20
Showing 41 - 50 of 134
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Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine; Wolters, Maik H. - 2019 - Preliminary Draft
much more meaningful measures of the business cycles than those based on other simple statistical trend-cycle decomposition …
Persistent link: https://www.econbiz.de/10012268018
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The decline in r* according to a robust multivariate trend-cycle decomposition
Morley, James C.; Trung Duc Tran; Wong, Benjamin - 2022
Persistent link: https://www.econbiz.de/10012878807
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The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre; Yamamoto, Yohei - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
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Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine; Wolters, Maik H. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 152-168
Persistent link: https://www.econbiz.de/10012804095
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Business cycles in the EU : a comprehensive comparison across methods
Celov, Dmitrij; Comunale, Mariarosaria - In: Essays in honour of Fabio Canova, (pp. 99-146). 2022
Persistent link: https://www.econbiz.de/10013443914
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What do foreign flows tell us about stock market movements in the presence of permanent and transitory shocks?
Marfatia, Hardik - In: Studies in economics and finance 39 (2022) 2, pp. 219-238
Persistent link: https://www.econbiz.de/10013173209
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When are trend-cycle decompositions of GDP reliable?
González-Astudillo, Manuel; Roberts, John M. - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2417-2460
Persistent link: https://www.econbiz.de/10013197313
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ALICE: A new inflation monitoring tool
de Bondt, Gabe J.; Hahn, Elke; Zekaite, Zivile - 2018
This paper develops Area-wide Leading Inflation CyclE (ALICE) indicators for euro area headline and core inflation with an aim to provide early signals about turning points in the respective inflation cycle. The series included in the two composite leading indicators are carefully selected from...
Persistent link: https://www.econbiz.de/10011916879
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Cover Image
ALICE : a new inflation monitoring tool
Bondt, Gabe J. de; Hahn, Elke; Zekaite, Zivile - 2018
This paper develops Area-wide Leading Inflation CyclE (ALICE) indicators for euro area headline and core inflation with an aim to provide early signals about turning points in the respective inflation cycle. The series included in the two composite leading indicators are carefully selected from...
Persistent link: https://www.econbiz.de/10011901421
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Cover Image
The trend and cycle components of China's housing prices : a new decomposition method
Tan, Zhengxun; Liu, Juan; Chen, Peng - In: Applied economics 53 (2021) 28, pp. 3288-3305
Persistent link: https://www.econbiz.de/10012517088
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