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Measuring Business Cycles in Economic Time Series - Regina Kaiser - Bog

Bag om Measuring Business Cycles in Economic Time Series

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780387951126
  • Indbinding:
  • Paperback
  • Sideantal:
  • 190
  • Udgivet:
  • 17. November 2000
  • Udgave:
  • 12001
  • Størrelse:
  • 155x235x10 mm.
  • Vægt:
  • 650 g.
  • 2-3 uger.
  • 23. Juli 2024
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Beskrivelse af Measuring Business Cycles in Economic Time Series

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.

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