Search Results - subject:"trend"

The impact of oil prices on Kazakhstan's business cycles : an empirical approach considering asymmetry

Akhmet, Alisher; Mussa, Aidynbek - 2025

Persistent link: https://www.econbiz.de/10015330419

Nonlinear effects of uncertainty shocks : state dependency and asymmetry

Morita, Hiroshi; Yuasa, Shiro - 2025

Persistent link: https://www.econbiz.de/10015399288

Beyond aggregates: a dual lens on eurozone trend inflation

Yakut, Dilan Aydın - 2025

Persistent link: https://www.econbiz.de/10015399684

Trend inflation and structural shocks

Fu, Bowen; Mendieta-Muñoz, Ivan - 2025

This paper studies the effects of key underlying macroeconomic variables on the trend inflation rate in the USA. To do … these structural shocks on the trend inflation rate via an unobserved components model with stochastic volatility and … effects on the trend inflation rate. Price mark-up and government policy shocks increase trend inflation, which suggests that …

Persistent link: https://www.econbiz.de/10015195132

A robust method to date recessions and compute output gaps : the Portuguese case

Assunção, João; Fernandes, Pedro Afonso - In: Portuguese economic journal 24 (2025) 1, pp. 101-121

Persistent link: https://www.econbiz.de/10015332506

Forecasting Markov switching vector autoregressions : evidence from simulation and application

Cavicchioli, Maddalena - In: Journal of forecasting 44 (2025) 1, pp. 136-152

Persistent link: https://www.econbiz.de/10015374001

Bonferroni-type tests for return predictability with possibly trending predictors

Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - 2025

Persistent link: https://www.econbiz.de/10015372710

How Phillips curve dynamics enhance business cycle synchronization analysis in Central and Eastern Europe

Petz, Nico; Zörner, Thomas - 2025

This paper analyzes business cycle synchronization and the Phillips curve (PC) relationship in Central, Eastern, and Southeastern European (CESEE) economies relative to the euro area. We find an overall increase in business cycle synchronicity, particularly among Euro adoption candidates, with...

Persistent link: https://www.econbiz.de/10015402052

Nowcasting in real time : large Bayesian vector autoregression in a test

Juvonen, Petteri; Lindblad, Annika - 2025

We analyse the accuracy of an econometric model for nowcasting GDP growth in a true real-time setting. The analysis is based on a unique sample of nowcasts that were produced in real time and stored. Our results support the use of econometric models for nowcasting because the accuracy of these...

Persistent link: https://www.econbiz.de/10015409530

A novel predictive analytics model for forecasting short-term trends in equity assets prices

Achury-Calderón, Fabián; Arredondo, John A.; Sánchez … - 2025

functions can be utilized. We propose a hypothesis about the trend and assess it using the assets mentioned above. …

Persistent link: https://www.econbiz.de/10015420111