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Hodrick–Prescott filter
Results: 42

#	Item
11	Estimating changes in trend growth of total factor productivity: Kalman and H-P filters versus a Markov-switching framework Mark W. French September 6, 2001 Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2001-12-19 15:16:45 Technology Filter theory Time series analysis Signal processing Hodrick–Prescott filter Robot control Solow residual Total factor productivity Kalman filter Macroeconomics Statistics Electronic engineering
12	UNITED NATIONS ECONOMIC COMMISSION FOR EUROPE Geneva, Switzerland DISCUSSION PAPER SERIES No[removed]December 2005 Add to Reading List Source URL: www.unece.org Language: English - Date: 2010-04-14 10:23:25 Time series analysis Macroeconomic model Procyclical Recession Economic growth Hodrick–Prescott filter Inflation Economic model Trend estimation Macroeconomics Economics Business cycle
13	Measuring equilibrium models: a multivariate approach Nadji RAHMANIA Laboratoire de Probabilites et Statistique, USTL France Abstract This paper presents a multivariate methodology for obtaining Add to Reading List Source URL: www.revistadestatistica.ro Language: English - Date: 2014-02-11 04:26:01 Electronics Linear filters Robot control Unemployment Kalman filter Hodrick–Prescott filter NAIRU Filter Output gap Statistics Time series analysis Electronic engineering
14	Consistent estimators of the smoothing parameter in the Hodrick-Prescott filter Azzouz Dermoune∗, Boualem Djehiche† and Nadji Rahmania ‡ Add to Reading List Source URL: www.algorithmica.se Language: English - Date: 2006-11-07 04:35:04 Stochastic differential equations Normal distribution Maximum likelihood Kalman filter Consistent estimator Constructible universe Statistics Statistical theory Estimation theory
15	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 701 April[removed]THE USE OF CYCLICAL INDICATORS IN ESTIMATING Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-05-01 17:56:58 Business Capacity utilization Output gap Potential output Unemployment Hodrick–Prescott filter Estimation theory Productivity Macroeconomics Economics Technology
16	Investigating potential output using the Hodrick-Prescott filter: An Application for Malta1 Aaron G. Grech Add to Reading List Source URL: www.centralbankmalta.org Language: English - Date: 2014-07-02 03:11:54 Potential output Business cycle Hodrick–Prescott filter Output gap Economic growth Inflation Gross domestic product Keynesian economics Unemployment Macroeconomics Economics Real business cycle theory
17	ECCU Business Cycles: Impact of the United States; Yan Sun and Wendell Samuel; IMF Working Paper, 09/71; April 1, 2009 Add to Reading List Source URL: www.imf.org Language: English - Date: 2009-04-13 12:44:54 Macroeconomics Econometrics Eastern Caribbean Currency Union Business cycle Vector autoregression Cointegration Inflation Hodrick–Prescott filter Economic growth Economics Statistics Time series analysis
18	Caribbean Business Cycles -- Paul Cashin -- July 1, [removed]IMF Working Paper No[removed] Add to Reading List Source URL: www.imf.org Language: English - Date: 2004-08-10 11:50:15 Welfare economics Recessions Economic growth Hodrick–Prescott filter Gross domestic product Frequency Cyclical industrial dynamics Real business cycle theory Macroeconomics Economics Business cycle
19	Microsoft Word - Koopman_lcover.doc Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Business cycle Time series Great Moderation Economics Macroeconomics Time series analysis Hodrick–Prescott filter
20	PDF Document Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-07-07 02:46:42 Linear filters Signal processing filter Filter theory Electronic design Time series analysis Hodrick–Prescott filter Mechanical filter Electronic filter Filter Electronic engineering Electronics Electromagnetism

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