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...
In March, 25% tariffs were imposed on steel
and aluminium imports from all countries...the period after the deferral expires, along with a raised tariff of 50% on...
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
...
Osnovica za procjenu kreditnog jaza je statistički HP (Hodrick i Prescott, 1997)...računaju i relativni (omjer omjera i trenda), mijenjaju se parametri izglađivanja u...
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),...
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...
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...
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...
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) ...
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...
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...
manufacturing as well,
primarily due to the fall in the manufacture of fabricated metal...by capital goods (notably machinery specialised for particular
industries and...
signals we use in each
country-year observation are as follows, where zit is the HP...with information
on the maximum degree of price elevation (the deviation from...
discussed in the Annex, this methodology, which estimates the output gap by an HP-filtered...sophisticated production function methodology, while for the CEE-8 we used the...
Svi statistički podaci temelje se na podacima u logu (osim
za neto izvoz), HP-filtriranima...Svi statistički podaci temelje se na
podacima u logu (osim za neto izvoz),...
HP filter as a proxy for long term values is suggested in literature....target balance specifications were tried: TB of -7% of GDP, TB of 0% of GDP and...
All the statistics are based on
logged (except for the net exports) and HP-filtered...All the statistics are
based on logged (except for the net exports) and...
