U HP filteru stoga se koristi različitim
vrijednostima parametara izglađivanja (...rasta bila bolja u signaliziranju krize,
izabran je jaz procijenjen upotrebom...
growth rate performed better at
crisis signalling, the gap estimated using the HP...the broad definition of credit to households, smoothing parameter of
125,000
...
stati-
stički podaci za određeni model izračunati su na temelju podataka u logu, HP-fil...Svi statistički podaci osnivaju se na podacima u logu (osim za neto izvoz),...
Osnovica za procjenu kreditnog jaza je statistički HP (Hodrick i Prescott, 1997)...računaju i relativni (omjer omjera i trenda), mijenjaju se parametri izglađivanja u...
circulation euro coins as collector coins are minted, as a rule, from precious metals...Below are the CNB’s technical specifications of collector euro coins: FACE VALUE...
Kehoe and Perri (2002) and pertain to the U.S. quarterly time se-
ries (logged and HP...computed from the data, the relevant
model statistics are calculated from logged...
HP filtar odre|uje trend
tako {to dekomponira vremensku seriju{ }xt t
T
=1
na...emo izvesti
sli~ne trendove iz skupa razli~itih varijabli, tako da se preporu~a...
fails to �nd a signi�cant relationship between domestic activity (measured by the HP...Croatia
Table 1: OLS estimates of the Phillips Curve
Variable Gap (PF) Gap...
only two obvious outliers: the iron and
steel industry, and the processing of non-metal...8 9
Shipbuilding
Machine building
Leather footwear
Textile fibre & fabric...
Furthermore, manufacture of fabricated metal products, and manufacture of ma-
chinery...mineral products
4 113.5 34.8 68.1 7.6 64 –70.2
28 Manufacture of fabricated...
specified in item 2. of Annex II; and
3
– the combinations of diameter and metal...Ranges referred to in item IV(2)(c), second indent:
Diameter
(mm) ...
Let Fx(x) denote the marginal distribution of
(Xt) and for a horizon hp let )(|....thptt XX ψ++ ++ denote the predictive distribution of the return
over the next...
Three of the
reasons, ”(1) HP introduces spurious dynamic relations that have no...Table 3: Estimated Coefficients from Estimation using the dependant variable of...
redefined as the standard deviation of GDP growth around the Hodrick-Prescott (HP...Dependent
variable
%Δ GDP growth volatility %Δ GDP growth volatility
around...
