Short Term And Long Term Trends Seasonal Adjustment And The Business Cycle
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Short Term And Long Term Trends Seasonal Adjustment And The Business Cycle
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Author : Regina Kaiser
language : en
Publisher:
Release Date : 1999
Short Term And Long Term Trends Seasonal Adjustment And The Business Cycle written by Regina Kaiser and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Business cycles categories.
Analyzes in detail some of the major limitations of the standard procedure to estimate business cycles with the Hodrick-Prescott (HP) filter.
Short Term And Long Term Trends Seasonal Adjustment And The Business Cycle
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Author : Regina Kaiser
language : es
Publisher:
Release Date : 1999
Short Term And Long Term Trends Seasonal Adjustment And The Business Cycle written by Regina Kaiser and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with categories.
Short Term And Long Term Trends Seasonal Adjustment And The Business Cycle
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Author : Regina Kaiser
language : en
Publisher:
Release Date : 1999
Short Term And Long Term Trends Seasonal Adjustment And The Business Cycle written by Regina Kaiser and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with categories.
Short Term And Long Term Trends Seasonal Adjustment And The Business Cycle
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Author : Regina Kaiser
language : en
Publisher:
Release Date : 1999
Short Term And Long Term Trends Seasonal Adjustment And The Business Cycle written by Regina Kaiser and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with categories.
Economic Time Series
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Author : William R. Bell
language : en
Publisher: CRC Press
Release Date : 2018-11-14
Economic Time Series written by William R. Bell and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-14 with Mathematics categories.
Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time s
Business Cycles And Growth
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Author : Victor Zarnowitz
language : en
Publisher:
Release Date : 1981
Business Cycles And Growth written by Victor Zarnowitz and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Business cycles categories.
Is the long-term trend of the economy -- growth -- substantially influenced by the short-term movements -- business cycles -- and, if so, how? Are business cycles subject to major secular changes? Are these fluctuations the natural way growth takes in private enterprise economies or are they mainly due to some outside shocks that could be avoided or reduced? Should their analysis be based on trend-unadjusted or on trend-adjusted time series data? These are major questions that have received considerable attention in economic literature, but they are difficult and still debated. I cannot hope to resolve any of them in this paper, of course, but I shall attempt to contribute to the discussion of some aspects of how business cycles and growth are related. [Resumen de autor]
Seasonal Adjustment Methods And Real Time Trend Cycle Estimation
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Author : Estela Bee Dagum
language : en
Publisher: Springer
Release Date : 2016-06-20
Seasonal Adjustment Methods And Real Time Trend Cycle Estimation written by Estela Bee Dagum and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-20 with Business & Economics categories.
This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies. Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature. Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportation, and consumers in general to decide on appropriate action. This book appeals to practitioners in government institutions, finance and business, macroeconomists, and other professionals who use economic data as well as academic researchers in time series analysis, seasonal adjustment methods, filtering and signal extraction. It is also useful for graduate and final-year undergraduate courses in econometrics and time series with a good understanding of linear regression and matrix algebra, as well as ARIMA modelling.
Joint Seasonal Adjustment Of Economic Time Series
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Author : Eric J. Bartelsman
language : en
Publisher:
Release Date : 1993
Joint Seasonal Adjustment Of Economic Time Series written by Eric J. Bartelsman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Seasonal adjustment categories.
Business Conditions Digest
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Author : United States. Bureau of Economic Analysis
language : en
Publisher:
Release Date : 1978
Business Conditions Digest written by United States. Bureau of Economic Analysis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with United States categories.
Vols. for Nov. 1968- include an advance release of the expanded summary table (table 1).
B C D
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Author : United States. Bureau of the Census
language : en
Publisher:
Release Date : 1969
B C D written by United States. Bureau of the Census and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1969 with Business cycles categories.
Vols. for Nov. 1968- include an advance release of the expanded summary table (table 1).