Abstract Over the past decades, and since first development plan in 1970, Saudi Arabia has controlled stability of its economy through prudent fiscal policy tight monetary policy. This study examines impact volatility on real gross domestic product (GDP) growth an oil‐based from 1970 to 2018, using Hodrick–Prescott filtering approach. Although standard methods such as GARCH are used test volati...

The object of the study is reserves economic growth in country on example Ukraine. One problems such studies calculation potential GDP, which not observed, but calculated basis various methods. Also problematic choice method/methods calculating GDP and values its factors. Any estimate value a variable based one or more statistical relationships therefore contains an element uncertainty. In orde...

Abstract The paper contains a series of complex analyses on the study typologies economic crises and can bring significant contribution to literature in determining effects external factors growth, taking into account distinct characteristics periods decline. work includes Hodrick-Prescott filtering techniques for characterizing business cycles three Central Eastern European countries Structura...

Abstract The water supply in megacities can be affected by the living habits and population mobility, so fluctuation degree of daily data is acute, which presents a great challenge to demand prediction. This because that non-stationarity have large influence on generalization ability models. In this study, Hodrick-Prescott (HP) wavelet transform (WT) methods were used carry out decomposition so...

The problem of estimating underlying trends in time series data arises in a variety of disciplines. In this paper we propose a variation on Hodrick–Prescott (H-P) filtering, a widely used method for trend estimation. The proposed !1 trend filtering method substitutes a sum of absolute values (i.e., !1 norm) for the sum of squares used in H-P filtering to penalize variations in the estimated tre...

Objective: The objective of the article is to prove empirical and predictive value aggregate opinions businesses households for expanding cyclical macroeconomic data in Russia, especially during coronavirus shocks. Research Design & Methods: We use qualitative information from surveys that cover about 24 000 organisations 5100 all Russian regions. total economic sentiment indicator (TESI) combi...

The problem of estimating underlying trends in time series data arises in a variety of disciplines. In this paper we propose a variation on Hodrick-Prescott (H-P) filtering, a widely used method for trend estimation. The proposed l1 trend filtering method substitutes a sum of absolute values (i.e., an l1-norm) for the sum of squares used in H-P filtering to penalize variations in the estimated ...