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Estimating the time-varying NAIRU and the Phillips curve slope simultaneously : a note
Yamada, Hiroshi - In: Applied economics letters 21 (2014) 13/15, pp. 1057-1059
Persistent link: https://www.econbiz.de/10010418231
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A trend filtering method closely related to l1 trend filtering
Yamada, Hiroshi - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1413-1423
Persistent link: https://www.econbiz.de/10011950263
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Estimating the trend in US real GDP using the l1 trend filtering
Yamada, Hiroshi - In: Applied economics letters 24 (2017) 10/12, pp. 713-716
Persistent link: https://www.econbiz.de/10011714160
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Why does the trend extracted by the Hodrick-Prescott filtering seem to be more plausible than the linear trend?
Yamada, Hiroshi - In: Applied economics letters 25 (2018) 2, pp. 102-105
Persistent link: https://www.econbiz.de/10011853703
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HPX filter : a hybrid of Hodrick-Prescott filter and multiple regression
Yamada, Hiroshi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 4, pp. 661-671
Persistent link: https://www.econbiz.de/10015123209
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Quantile regression version of Hodrick-Prescott filter
Yamada, Hiroshi - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1631-1645
Persistent link: https://www.econbiz.de/10014253711
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A note on hypothesis testing based on the fully modified vector autoregression
Yamada, Hiroshi; Toda, Hiro Y. - 1996
Persistent link: https://www.econbiz.de/10000949523
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Inference in possibly integrated vector autoregressive models : some finite sample evidence
Yamada, Hiroshi - In: Journal of econometrics 86 (1998) 1, pp. 55-95
Persistent link: https://www.econbiz.de/10001243866
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A note on hypothesis testing based on the fully modified vector autoregression
Yamada, Hiroshi - In: Economics letters 56 (1997) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10001226458
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Japan's output gap estimation and l 1 trend filtering
Yamada, Hiroshi; Jin, Lan - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 81-88
Persistent link: https://www.econbiz.de/10009779247