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Economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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A simple nonlinear filter for economic time series analysis
Wen, Yi
;
Zeng, Bing
- In:
Economics letters
64
(
1999
)
2
,
pp. 151-160
Persistent link: https://www.econbiz.de/10001399218
Saved in:
2
Distortionary effects of the optimal Hodrick-Prescott filter
Ehlgen, Jürgen
- In:
Economics letters
61
(
1998
)
3
,
pp. 345-349
Persistent link: https://www.econbiz.de/10001252450
Saved in:
3
The Hodrick-Prescott technique: a smoother versus a filter : an application to New Zealand GDP
Razzak, Weshah A.
- In:
Economics letters
57
(
1997
)
2
,
pp. 163-168
Persistent link: https://www.econbiz.de/10001235636
Saved in:
4
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
5
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
6
Detecting unemployment hysteresis : a simultaneous unobserved components model with Markov switching
Klinger, Sabine
;
Weber, Enzo
- In:
Economics letters
144
(
2016
),
pp. 115-118
Persistent link: https://www.econbiz.de/10011617232
Saved in:
7
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
8
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre
;
Leiva-Leon, Danilo
- In:
Economics letters
157
(
2017
),
pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
Saved in:
9
Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo
- In:
Economics letters
121
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010391214
Saved in:
10
Can non-linear time series models generate US business cycle asymmetric shape?
Galvão, Ana Beatriz C.
- In:
Economics letters
77
(
2002
)
2
,
pp. 187-194
Persistent link: https://www.econbiz.de/10001705558
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