Spelling suggestions: "subject:"trending methods"" "subject:"detrended methods""
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Comparison of Dettrending MethodsLarsson, Vasi, Gabrielle, Tamás January 2012 (has links)
This thesis examines the difference between the extracted cyclical components of some macroeconomic time series using four popular detrending methods HP, BK, CF and FOD. We use different approaches to compare their differences. A standard examination of the cyclical component is applied. We also take a frequency domain approach and examine the sample spectra for each cycle. Moreover, impulse responses and the correlation between the cyclical components extracted by each detrending method are studied. We conclude that for quarterly data HP, BK and CF produce similar cycles. However, when considering annual data the HP diverges from the other filters. The FOD extracts cycles that are not similar to those of the other three examined filters.
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Datování hospodářského cyklu ČR a vybraných zemíChrástecká, Silvie January 2011 (has links)
No description available.
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