One of the most-used univariate filters is the Hodrick-Prescott (HP) filter1, due...unavailability of future observed values at the end of the sample
period, the...
the
AR(2) cycle is a much better contributor to their explanation than is the HP...This paper investigates the link between credit cycles and banking crises in...
2000-11-15 2017-05-11 Released into circulation: 7 November 2000 Metal composition...: the core of the coin is made of an alloy consisting of 92% copper, 6%...
In order to model
inflation dynamics we use the general-to-specific approach....In the fourth section, long run determinants of
inflation are derived in...
forecast residuals from time-series
regressions and avoids the drawbacks of the HP...methodologies to define these exceptional periods, most commonly some form of the...
is to create additional capital in the periods of increasing cyclical risks in order...filters contrasting the long-term credit activity with the economic activity in...
