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Viac informácií o knihe Measuring Business Cycles in Economic Time Series

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 175 bodov

Anotácia knihy

This book outlines and demonstrates problems with the use of the HP filter, and proposes an alternative strategy for inferring cyclical behavior from a time series featuring seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy involves augmenting the series forecasts and back-casts obtained from an ARIMA model, and then applying the HP filter to the augmented series. Comparisons presented using artificial and actual data demonstrate the superiority of the alternative strategy.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Celý názov: Measuring Business Cycles in Economic Time Series
• Autor: Regina Kaiser, Agustin Maravall
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 190
• EAN: 9780387951126
• ISBN: 0387951121
• ID: 01384262
• Nakladateľ: Springer-Verlag New York Inc.
• Hmotnosť: 650 g
• Rozmery: 235 × 155 × 12 mm
• Dátum vydania: 17. November 2000

Obľúbené z iného súdka

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