Skip to contents Hwang, Jaeyoun [Author] GLS detrending and the power of unit root and stationarity tests Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 1993 Raudys, Aistis [Author]; Goldstein, Edvinas [Author] Forecasting detrended volatility risk and financial price Series using LSTM neural networks and XGBoost regressor Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2022 Eroğlu, Burak Alparslan [Author]; Soybilgen, Barış [Author] On the performance of wavelet based unit root tests Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2018 Quast, Josefine [Author] Basel III Credit-to-GDP Gap Indicators and the Origins of Their Unreliability : Introducing Historical Reliability Bands Books View online Schließen > Access https://ssrn.com/abstract=4177293 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Raudys, Aistis [Author]; Goldstein, Edvinas [Author] Forecasting detrended volatility risk and financial price Series using LSTM neural networks and XGBoost regressor Articles View online Schließen > Access https://www.mdpi.com/1911-8074/15/12/602/pdf?version=1670924915 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Journal of risk and financial management ; 15(2022), 12 vom: Dez., Artikel-ID 602, Seite 1-12 Moura, Alban [Author] Why you should never use the Hodrick-Prescott filter : comment Books View online Schließen > Access https://www.bcl.lu/en/publications/Working-papers/162/BCLWP162.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Luxembourg: Banque centrale du Luxembourg, August 2022 Published in: Banque Centrale du Luxembourg: Cahiers d'etudes ; 162 Chambers, Marcus J. [Author] ; University of Essex Department of Economics The effects of sampling frequency on detrending methods for unit root tests Books View online Schließen > Access http://repository.essex.ac.uk/16062/1/Detrending_Asymptotics.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Colchester]: [University of Essex, Department of Economics], [2016] Published in: Discussion papers / University of Essex, Department of Economics Gregory, Allan W. [Author]; Smith, Gregor W. [Author] Measuring Business Cycles with Business-Cycle Models Books View online Schließen > Links http://hdl.handle.net/10419/189223 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kingston (Ontario): Queen's University, Department of Economics, 1994 Moura, Alban [Author] Why you should never use the Hodrick-Prescott filter : a comment on Hamilton (The Review of Economics and Statistics, 2018) Articles View online Schließen > Access https://www.jcr-econ.org/wp-content/uploads/2024/02/JCRE-2024-1-Moura.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: Journal of comments and replications in economics ; 3(2024), Artikel-ID 1, Seite 1-17 Banbura, Marta [Author]; Bobeica, Elena [Author] Does the Phillips curve help to forecast euro area inflation? Books View online Schließen > Links http://hdl.handle.net/10419/229085 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: European Central Bank (ECB), 2020 Wolf, Elias [Author]; Mokinski, Frieder [Author]; Schüler, Yves [Author] On adjusting the one-sided Hodrick-Prescott filter Books View online Schließen > Links http://hdl.handle.net/10419/215404 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2020 Schüler, Yves [Author] On the credit-to-GDP gap and spurious medium-term cycles Books View online Schließen > Links http://hdl.handle.net/10419/217274 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2020 Shibayama, Katsuyuki [Author] Trend dominance in macroeconomic fluctuations Books View online Schließen > Links http://hdl.handle.net/10419/129974 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Canterbury: University of Kent, School of Economics, 2015 Herwartz, Helmut [Author]; Siedenburg, Florian [Author] A new approach to unit root testing Books View online Schließen > Links http://hdl.handle.net/10419/28394 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Kiel University, Department of Economics, 2009 Fried, Roland [Author]; Gather, Ursula [Author] Robust Trend Estimation for AR(1) Disturbances Books View online Schließen > Links http://hdl.handle.net/10419/22577 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dortmund: Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, 2004 Winker, Peter [Author]; Meyer, Mark [Author] Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations Books View online Schließen > Links http://hdl.handle.net/10419/23936 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Erfurt: Universität Erfurt, Staatswissenschaftliche Fakultät, 2004 Won, Young W. [Author]; Won, Chaehwan [Author]; Won, Y. [Author] Cyclical consumption and expected stock returns: Evidence from the Korean capital market Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Seoul: People & Global Business Association (P&GBA), 2021 Schüler, Yves S. [Author] On the cyclical properties of Hamilton's regression filter Books View online Schließen > Links http://hdl.handle.net/10419/174891 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2018 Vogelsang, Timothy J. [Author]; Wagner, Martin [Author] A fixed-b perspective on the Phillips-Perron unit root tests Books View online Schließen > Links http://hdl.handle.net/10419/68525 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Vienna: Institute for Advanced Studies (IHS), 2011 Noriega, Antonio E. [Author]; Ventosa-Santaulària, Daniel [Author] Una prueba simple para regresiones espurias Books View online Schließen > Links http://hdl.handle.net/10419/83756 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Ciudad de México: Banco de México, 2011
Hwang, Jaeyoun [Author] GLS detrending and the power of unit root and stationarity tests Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 1993
Raudys, Aistis [Author]; Goldstein, Edvinas [Author] Forecasting detrended volatility risk and financial price Series using LSTM neural networks and XGBoost regressor Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2022
Eroğlu, Burak Alparslan [Author]; Soybilgen, Barış [Author] On the performance of wavelet based unit root tests Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2018
Quast, Josefine [Author] Basel III Credit-to-GDP Gap Indicators and the Origins of Their Unreliability : Introducing Historical Reliability Bands Books View online Schließen > Access https://ssrn.com/abstract=4177293 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Raudys, Aistis [Author]; Goldstein, Edvinas [Author] Forecasting detrended volatility risk and financial price Series using LSTM neural networks and XGBoost regressor Articles View online Schließen > Access https://www.mdpi.com/1911-8074/15/12/602/pdf?version=1670924915 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Journal of risk and financial management ; 15(2022), 12 vom: Dez., Artikel-ID 602, Seite 1-12
> Access https://www.mdpi.com/1911-8074/15/12/602/pdf?version=1670924915 Full access (via DOI) Show more show less
Moura, Alban [Author] Why you should never use the Hodrick-Prescott filter : comment Books View online Schließen > Access https://www.bcl.lu/en/publications/Working-papers/162/BCLWP162.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Luxembourg: Banque centrale du Luxembourg, August 2022 Published in: Banque Centrale du Luxembourg: Cahiers d'etudes ; 162
Chambers, Marcus J. [Author] ; University of Essex Department of Economics The effects of sampling frequency on detrending methods for unit root tests Books View online Schließen > Access http://repository.essex.ac.uk/16062/1/Detrending_Asymptotics.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Colchester]: [University of Essex, Department of Economics], [2016] Published in: Discussion papers / University of Essex, Department of Economics
Gregory, Allan W. [Author]; Smith, Gregor W. [Author] Measuring Business Cycles with Business-Cycle Models Books View online Schließen > Links http://hdl.handle.net/10419/189223 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kingston (Ontario): Queen's University, Department of Economics, 1994
Moura, Alban [Author] Why you should never use the Hodrick-Prescott filter : a comment on Hamilton (The Review of Economics and Statistics, 2018) Articles View online Schließen > Access https://www.jcr-econ.org/wp-content/uploads/2024/02/JCRE-2024-1-Moura.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: Journal of comments and replications in economics ; 3(2024), Artikel-ID 1, Seite 1-17
> Access https://www.jcr-econ.org/wp-content/uploads/2024/02/JCRE-2024-1-Moura.pdf Full access (via DOI) Show more show less
Banbura, Marta [Author]; Bobeica, Elena [Author] Does the Phillips curve help to forecast euro area inflation? Books View online Schließen > Links http://hdl.handle.net/10419/229085 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: European Central Bank (ECB), 2020
Wolf, Elias [Author]; Mokinski, Frieder [Author]; Schüler, Yves [Author] On adjusting the one-sided Hodrick-Prescott filter Books View online Schließen > Links http://hdl.handle.net/10419/215404 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2020
Schüler, Yves [Author] On the credit-to-GDP gap and spurious medium-term cycles Books View online Schließen > Links http://hdl.handle.net/10419/217274 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2020
Shibayama, Katsuyuki [Author] Trend dominance in macroeconomic fluctuations Books View online Schließen > Links http://hdl.handle.net/10419/129974 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Canterbury: University of Kent, School of Economics, 2015
Herwartz, Helmut [Author]; Siedenburg, Florian [Author] A new approach to unit root testing Books View online Schließen > Links http://hdl.handle.net/10419/28394 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Kiel University, Department of Economics, 2009
Fried, Roland [Author]; Gather, Ursula [Author] Robust Trend Estimation for AR(1) Disturbances Books View online Schließen > Links http://hdl.handle.net/10419/22577 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dortmund: Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, 2004
Winker, Peter [Author]; Meyer, Mark [Author] Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations Books View online Schließen > Links http://hdl.handle.net/10419/23936 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Erfurt: Universität Erfurt, Staatswissenschaftliche Fakultät, 2004
Won, Young W. [Author]; Won, Chaehwan [Author]; Won, Y. [Author] Cyclical consumption and expected stock returns: Evidence from the Korean capital market Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Seoul: People & Global Business Association (P&GBA), 2021
Schüler, Yves S. [Author] On the cyclical properties of Hamilton's regression filter Books View online Schließen > Links http://hdl.handle.net/10419/174891 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2018
Vogelsang, Timothy J. [Author]; Wagner, Martin [Author] A fixed-b perspective on the Phillips-Perron unit root tests Books View online Schließen > Links http://hdl.handle.net/10419/68525 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Vienna: Institute for Advanced Studies (IHS), 2011
Noriega, Antonio E. [Author]; Ventosa-Santaulària, Daniel [Author] Una prueba simple para regresiones espurias Books View online Schließen > Links http://hdl.handle.net/10419/83756 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Ciudad de México: Banco de México, 2011
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