A review of some modern approaches to the problem of trend extraction

T Alexandrov, S Bianconcini, EB Dagum… - Econometric …, 2012 - Taylor & Francis
This article presents a review of some modern approaches to trend extraction for one-
dimensional time series, which is one of the major tasks of time series analysis. The trend of …

How business cycles contribute to private-label success: Evidence from the United States and Europe

L Lamey, B Deleersnyder, MG Dekimpe… - Journal of …, 2007 - journals.sagepub.com
The growth of private labels over the past decades has been attributed to various factors.
This article formally addresses the link between private-label success and economic …

[图书][B] Structural macroeconometrics

DN DeJong, C Dave - 2012 - degruyter.com
Structural Macroeconometrics provides a thorough overview and in-depth exploration of
methodologies, models, and techniques used to analyze forces shaping national …

Cyclically adjusted budget balances: an alternative approach

C Bouthevillain, P Cour-Thimann, G Van den Dool… - 2001 - papers.ssrn.com
Estimates of cyclically-adjusted budget balances, correcting actual government budget
balances for business cycle fluctuations, are produced by many institutions. This paper …

[图书][B] ifo Handbuch der Konjunkturumfragen

S Sauer, K Wohlrabe - 2020 - econstor.eu
Das vorliegende Handbuch soll einen Überblick über die Befragungen des ifo Instituts
sowie die daraus resultierenden Konjunkturindikatoren und deren Verwendung für die …

Dating business cycles: a methodological contribution with an application to the Euro area

M Artis, M Marcellino, T Proietti - Oxford Bulletin of Economics …, 2004 - Wiley Online Library
This paper proposes a dating algorithm based on an appropriately defined Markov chain
that enforces alternation of peaks and troughs, and duration constraints concerning the …

Business cycles, trend elimination, and the HP filter

PCB Phillips, S Jin - International Economic Review, 2021 - Wiley Online Library
Trend elimination and business cycle estimation are analyzed by finite sample and
asymptotic methods. An overview history is provided, operator theory is developed, limit …

International tourism demand and the business cycle

E Smeral - Annals of Tourism Research, 2012 - Elsevier
The focus of this study is on presenting causes and hypotheses for the existence of
asymmetric income and price effects on tourism demand across business cycles. The …

Reliable real-time output gap estimates based on a modified Hamilton filter

J Quast, MH Wolters - Journal of Business & Economic Statistics, 2022 - Taylor & Francis
We propose a simple modification of Hamilton's time series filter that yields reliable and
economically meaningful real-time output gap estimates. The original filter relies on 8 …

The effects of a celebrity suicide on suicide rates in Hong Kong

PSF Yip, KW Fu, KCT Yang, BYT Ip, CLW Chan… - Journal of affective …, 2006 - Elsevier
BACKGROUND: Deaths of celebrities, especially by suicide, can be followed by an increase
in population suicide rates, particularly where there is extensive media reporting. We have …