LIBROS DEL AUTOR: regina kaiser

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  • Measuring Business Cycles in Economic Time Series
    A. Maravall / R. Kaiser / Regina Kaiser
    This book outlines and demonstrates problems with the use of the HP filter, and proposes an alternative strategy for inferring cyclical behavior from a time series featuring seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy involves augmenting the series forecasts and back-casts obtained from an ARIMA mode...
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    66,71 €