Search Results - subject:"multivariate decomposition"

Decomposing the output gap: Robust univariate and multivariate Hodrick-Prescott filtering with extreme observations

Hungnes, Håvard - 2025

This paper introduces two methodological improvements to the Hodrick- Prescott (HP) filter for decomposing GDP into trend and cycle components. First, we propose a robust univariate filter that accounts for extreme observations - such as the COVID-19 pandemic - by treating them as additive...

Persistent link: https://www.econbiz.de/10015595994

An interval decomposition-ensemble model for tourism forecasting

Xie, Gang; Liu, Shuihan; Li, Xin - In: Journal of hospitality & tourism research : JHTR ; the … 49 (2025) 3, pp. 600-614

Persistent link: https://www.econbiz.de/10015193470

Decomposing the output gap : robust univariate and multivariate Hodrick-Prescott filtering with extreme observations

Hungnes, Håvard - 2025

Persistent link: https://www.econbiz.de/10015557748

Understanding NEET status in Cameroon and Chad : determinants and gender disparities

Zamo Akono, Christian Marie; Medjo Obia, Liliane Odette - In: International journal of manpower 46 (2025) 3, pp. 492-511

Persistent link: https://www.econbiz.de/10015449348

Ordinal health disparities between population subgroups : measurement and multivariate analysis with an application to the North-South divide in England

Allanson, Paul - In: Journal of economic inequality 20 (2022) 4, pp. 841-860

Persistent link: https://www.econbiz.de/10013483893

The length of financial cycle and its impact on business cycle in Poland

Porada-Rochoń, Małgorzata - In: European research studies journal : ERSJ 23 (2020) 4, pp. 1278-1290

Persistent link: https://www.econbiz.de/10012511325

How is illiquidity priced in the Chinese stock market?

Liu, Jun; Wu, Kai; Jiang, Fuwei; Shen, Zhiqi - In: Accounting and finance 63 (2023), pp. 1285-1320

Persistent link: https://www.econbiz.de/10014301920

Multivariate return decomposition : theory and implications

Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Econometric reviews 38 (2019) 5, pp. 487-508

Persistent link: https://www.econbiz.de/10012181325

The changing use of short-time work schemes : evidence from two recessions

Arranz, José M.; García-Serrano, Carlos; Hernanz … - In: European journal of industrial relations 25 (2019) 1, pp. 5-22

Persistent link: https://www.econbiz.de/10012014658

Multivariate return decomposition : theory and implications

Anatolyev, Stanislav; Gospodinov, Nikolaj - 2015

In this paper, we propose a model based on multivariate decomposition of multiplicative - absolute values and signs …

Persistent link: https://www.econbiz.de/10011313230