نتایج جستجو برای: hodrick prescott filter
تعداد نتایج: 124021 فیلتر نتایج به سال:
This article presents the results of reviewing predictive capacity Google Trends for national elections in Chile. The electoral between Michelle Bachelet and Sebastián Piñera 2006, Eduardo Frei 2010, Evelyn Matthei 2013, Alejandro Guillier 2017, Gabriel Boric José Antonio Kast 2021 were reviewed. time series analyzed organized on basis relative searches candidacies, assisted by R software, main...
Abstract The COVID-19 pandemic has affected economic activity worldwide. Despite the progress made by vaccination campaigns, important uncertainties still linger amid persistent global value chains disruptions and ongoing energy crisis. A proper understanding of behavior economy is therefore essential for future policy decisions. While there are plenty studies regarding business cycles, using v...
Anomaly detection is widely used in network intrusion detection, autonomous driving, medical diagnosis, credit card frauds, etc. However, several key challenges remain open, such as lack of ground truth labels, presence complex temporal patterns, and generalizing over different datasets. This paper proposes TSI-GAN, an unsupervised anomaly model for time-series that can learn patterns automatic...
In this paper, I analyse the synchronization of business cycles within the E.U., as this is an important ingredient for the implementation of a successful monetary policy. The business cycles of twelve E.U. countries and two sub-groups of countries are extracted for the period 1989Q1-2010Q2. The cycle of G3, the group of the three largest European economies (Germany, France and Italy) is then u...
Linear and Hodrick-Prescott detrending methods do not provide a good approximation of the business cycle when output contains a unit root. I use the multivariate Beveridge-Nelson decomposition to document the main patterns of US postwar business cycle when output and some other variables are assumed to be integrated I(1) processes. I show that the business cycle identi...ed in this way displays...
This paper presents a new method. It is a combination of two algorithms that have never been presented before. The research proposes the combination of the Hodrick-Prescott (HP) filters with Multiple linear regression method (MLR). The case study is the electricity demand of Thailand. The first stage, we separate the signal from the original demand signal to a trend and detail components. After...
We empirically assess whether the negative response of private consumption and investment to fiscal consolidation usually expected is reversed. focus on a sample 174 countries between 1970 2018 determine episodes consolidations using three alternative measures cyclically adjusted primary balance: (1) an International Monetary Fund (IMF)-World Economic Outlook (WEO) based measure, (2) Hodrick-Pr...
one of the most important economic factors is potential output. in macroeconomic models and structural studies, the estimation of potential output is necessary for projections and analyzing policy performances. there exist several methods for estimating potential output. meanwhile, its estimation is a difficult and complicated matter. empirical studies and researches show that using various tec...
One of the most important economic factors is potential output. In macroeconomic models and structural studies, the estimation of potential output is necessary for projections and analyzing policy performances. There exist several methods for estimating potential output. Meanwhile, its estimation is a difficult and complicated matter. Empirical studies and researches show that using various te...
نوسانات قیمت نفت یکی از عوامل اصلی بسیاری از بحرانهای اقتصادی در میان کشورهای واردکننده و صادرکنندهی نفت است. به همین جهت، بررسی اثر تکانههای قیمت نفت بر اقتصاد کشورهای صادرکنندهی نفت که در آن، درآمد حاصل از صدور نفت به عنوان موتور محرکهی اقتصاد شناخته میشود، ضروری است. از اینرو در این مقاله، اثر تکانههای قیمت نفت بر رشد اقتصادی کشورهای منتخب عضو اوپک بررسی گردید؛ جهت این بررسی، ابتدا ت...
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