Download Measuring Business Cycles in Economic Time Series (Lecture Notes in Statistics)
Par devito nichole le dimanche, mai 5 2013, 01:36 - Lien permanent
Regina Kaiser and Agustin Maravall
Download Measuring Business Cycles in Economic Time Series (Lecture Notes in Statistics)
The HP trend is no more a measure of potential than is a linear trend fit to the data .Prices and Production and Other Works by F.A. . . .. (2013) Basu uses a 2 variable Vector Autoregression model for the US, Italy, and – most relevant to this post – Japan, and finds that “the time series pattern of the dynamic relationship between public debt and economic growth in the . Now, please remember that, following our recession call, central banks really ramped up their efforts, and have literally been pumping more money into the economy than at any time in the history of humanity – and this is the upshot. . Of course the NBER committee that dates business cycles is a group of human beings, and the HP filter is just a statistical technique, but it is reassuring if the two approaches are in the same ballpark. . . . In summary : "The reliability of China ;s statistics is also a crucial challenge for the world economy . By almost all . 4.1 Concentration in . The Reliability of China ;s Economic Data - Econometrics Beat: Dave . Stephen Williamson: New Monetarist Economics : HP Filters and . If you want to describe business cycles in terms of more general classes of economic phenomena, then you ;ll need to microfound the model in some way (of course , if business cycles turn out to be emergent, then this will not be possible to do).The Kondratieff Cycle : Real or Fabricated? by Murray N. . Journal of Business & Economic Statistics 25. "Measuring Business Cycles in Economic Time Series" (con A. Non-technical summary . Econometrics Beat: Dave Giles ; Blog: Data Quality is Paramount Data "disappear"! Don ;t assume that your favourite series published by your country ;s official statistical agency is always going to be available in that form
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