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Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the …
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This paper analyzes how the OECD revises potential output (PO) estimates after recessions. We show that downward revisions are substantial and mostly driven by supply shocks while PO estimates do not significantly react to demand shocks. In addition, revisions are partly caused by avoidable...
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In this paper, we describe a new trend analysis and forecasting method (Deflexor), which is intended to help inform … information, our model allows for the creation of specific tools for trend analysis in particular fields that are adaptable to …
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