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Detection of regime switches between stationary and nonstationary processes and economc forecasting
Fukuda, Kosei - In: Journal of forecasting 24 (2005) 4, pp. 255-267
Persistent link: https://www.econbiz.de/10003007229
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Illustrating extraordinary shocks causing trend breaks
Fukuda, Kosei - In: Economic modelling 29 (2012) 4, pp. 1045-1052
Persistent link: https://www.econbiz.de/10009667447
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Three new empirical perspectives on the Hodrick-Prescott parameter
Fukuda, Kosei - In: Empirical economics : a journal of the Institute for … 39 (2010) 3, pp. 713-731
Persistent link: https://www.econbiz.de/10008747628
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Model-selection-based unit-root detection in unemployment rates : international evidence
Fukuda, Kosei - In: Applied economics 40 (2008) 19/21, pp. 2785-2791
Persistent link: https://www.econbiz.de/10003803476
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Forecasting growth cycle turning points using US and Japanese professional forecasters
Fukuda, Kosei - In: Empirical economics : a journal of the Institute for … 36 (2009) 2, pp. 243-267
Persistent link: https://www.econbiz.de/10003823233
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Measuring major and minor cycles in univariate economic time series
Fukuda, Kosei - In: Economic modelling 26 (2009) 5, pp. 1093-1100
Persistent link: https://www.econbiz.de/10003871284
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Are trend and cycle innovations uncorrelated? : international evidence
Fukuda, Kosei - In: Applied economics letters 14 (2007) 10/12, pp. 923-926
Persistent link: https://www.econbiz.de/10003589570
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Forecasting economic time series with measurement error
Fukuda, Kosei - In: Applied economics letters 12 (2005) 15, pp. 923-927
Persistent link: https://www.econbiz.de/10003237722
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The validity of trend-cycle decomposition using unobserved component model : Monte Carlo evidence
Fukuda, Kosei - In: Applied economics letters 15 (2008) 4/6, pp. 367-369
Persistent link: https://www.econbiz.de/10003727356
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Flexible trend-cycle decomposition of nonstationary multivariate time series
Fukuda, Kosei - In: Applied economics 40 (2008) 1/3, pp. 134-147
Persistent link: https://www.econbiz.de/10003721948