Hodrick–Prescott filter

Results: 42



#Item
31Economy of the European Union / Euro / Hodrick–Prescott filter / Central bank / Business cycle / European Union / Macroeconomics / Europe

Busines cycle synchronozation and insurance mechanisms in the EU

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-01-07 12:26:21
32Hodrick–Prescott filter / Seasonal adjustment / Business cycle / Organisation for Economic Co-operation and Development / Trend estimation / Gross domestic product / Time series analysis / Statistics / Economic indicator

Microsoft Word - CLI Big6 and New OECD Members.doc

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Source URL: www.oecd.org

Language: English - Date: 2013-06-25 06:38:37
33Seasonal adjustment / Business cycle / Organisation for Economic Co-operation and Development / Seasonality / Hodrick–Prescott filter / Economics / Gross domestic product / Healthy Life Years / Time series analysis / Statistics / Economic indicator

OECD System of Composite Leading Indicators

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Source URL: www.oecd.org

Language: English - Date: 2014-04-14 09:26:49
34Hodrick–Prescott filter / Healthy Life Years / Macroeconomics / Time series analysis / Economic indicator

Upcoming changes to the OECD Composite Leading Indicators to be implemented in the December 2008 MEI Background The OECD system of composite leading indicators (CLIs), developed in the 1970s, has been the subject of a re

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Source URL: www.oecd.org

Language: English - Date: 2014-04-14 08:27:44
35Time series analysis / Filter / Gross domestic product / Electronic filter / Organisation for Economic Co-operation and Development / Economics / Statistics / Electromagnetism / Signal processing filter / Hodrick–Prescott filter / Macroeconomics

OECD Composite Leading Indicators for G7 Countries A Comparison of the Hodrick-Prescott Filter and the Multivariate Direct Filter Approach   PDF

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Source URL: ec.europa.eu

Language: English - Date: 2013-11-11 10:50:29
36Statistical theory / Regression analysis / Signal processing / Maximum likelihood / Kalman filter / Estimator / Variance / Statistics / Estimation theory / Statistical inference

Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter

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Source URL: repec.iza.org

Language: English - Date: 2005-03-02 12:32:18
37Seasonal adjustment / Business cycle / Organisation for Economic Co-operation and Development / Seasonality / Hodrick–Prescott filter / Economics / Gross domestic product / Healthy Life Years / Time series analysis / Statistics / Economic indicator

OECD System of Composite Leading Indicators

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Source URL: www.oecd.org

Language: English - Date: 2014-04-14 09:26:53
38Chemistry / Macroeconomics / Signal processing / Filter theory / Hodrick–Prescott filter / Real business cycle theory / Filter / Moving average / Frequency / Time series analysis / Electronic engineering / Statistics

CYCLE EXTRACTION A comparison of the Phase-Average Trend method, the Hodrick-Prescott and Christiano-Fitzgerald filters Ronny Nilsson and Gyorgy Gyomai OECD

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Source URL: www.oecd.org

Language: English - Date: 2014-04-15 11:27:51
39Electromagnetism / Linear filters / Electronic design / Signal processing filter / Time series analysis / Electronic filter / Filter / Butterworth filter / Hodrick–Prescott filter / Electronic engineering / Electronics / Filter theory

Package ‘mFilter’ August 29, 2013 Title Miscellaneous time series filters

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Source URL: cran.r-project.org

Language: English - Date: 2013-08-29 13:13:41
40Statistics / Filter theory / Signal processing filter / Linear filters / Statistical forecasting / Hodrick–Prescott filter / Filter / Electronic filter / Forecasting / Time series analysis / Electronic engineering / Electronics

Eidgenössische Finanzverwaltung, Bundesgasse 3, CH-3003 Bern Administration fédérale des finances, Bundesgasse 3, CH-3003 Berne Amministrazione federale delle finanze, Bundesgasse 3, CH-3003 Berna

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Source URL: www.efv.admin.ch

Language: English - Date: 2012-06-07 04:48:29
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