Measuring Business Cycles in Economic Time Series Image close
Measuring Business Cycles in Economic Time Series by Regina Kaiser
Measuring Business Cycles in Economic Time Series by Regina Kaiser
Show Hide Adult Content
Measuring Business Cycles in Economic Time Series close

Business & Economics Books:

Home  
Books  
Business & Economics  
Economics  
Microeconomics

Measuring Business Cycles in Economic Time Series

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

By:

Format:

Paperback / softback
$138.99
RRP:
$318.95 save $179.96
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
0 in Trolley

Buy Now, Pay Later with:

4 payments of $34.75 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 25 Jun - 5 Jul using International Courier

Explore more Lecture Notes in Statistics

See all products in this series

Minimax Theory of Image Reconstruction by A.P. Korostelev Save $12
$260.99
$273.95
Minimax Theory of Image Reconstruction
by A.P. Korostelev ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Branching Processes Save $12
$260.99
$273.95
Branching Processes
Paperback / softback
Available - Usually ships in 3-4 weeks
Indirect Estimators in U.S. Federal Programs
$265.99
Indirect Estimators in U.S. Federal Programs
Paperback / softback
Available - Usually ships in 3-4 weeks
The Optimal Design of Blocked and Split-Plot Experiments by Peter Goos Save $48
$269.99
$318.95
The Optimal Design of Blocked and Split-Plot Experiments
by Peter Goos ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Conditionally Specified Distributions by Barry C Arnold Save $10
$262.99
$273.95
Conditionally Specified Distributions
by Barry C Arnold ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Estimation of Victimization Prevalence Using Data from the National Crime Survey by D G Saphire
$260.99
$261.95
Estimation of Victimization Prevalence Using Data from the National...
by D G Saphire ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series by Estela Bee Dagum Save $30
$264.99
$295.95
Benchmarking, Temporal Distribution, and Reconciliation Methods for...
by Estela Bee Dagum ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Case Studies in Environmental Statistics Save $12
$260.99
$273.95
Case Studies in Environmental Statistics
Paperback / softback
Available - Usually ships in 3-4 weeks
Random Sums and Branching Stochastic Processes by Ibrahim Rahimov
$260.99
Random Sums and Branching Stochastic Processes
by Ibrahim Rahimov ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Dependence in Probability and Statistics Save $131
$266.99
$398.95
Dependence in Probability and Statistics
Paperback / softback
Available - Usually ships in 3-4 weeks
An Introduction to Bispectral Analysis and Bilinear Time Series Models by T.S. Rao Save $10
$262.99
$273.95
An Introduction to Bispectral Analysis and Bilinear Time Series Models
by T.S. Rao ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Survey Research Designs: Towards a Better Understanding of Their Costs and Benefits
$260.99
$261.95
Survey Research Designs: Towards a Better Understanding of Their...
Paperback / softback
Available - Usually ships in 3-4 weeks
Advances in GLIM and Statistical Modelling Save $12
$260.99
$273.95
Advances in GLIM and Statistical Modelling
Paperback / softback
Available - Usually ships in 3-4 weeks
Spatial Statistics: Methodological Aspects and Applications
$270.99
$273.95
Spatial Statistics: Methodological Aspects and Applications
Paperback / softback
Available - Usually ships in 3-4 weeks
Case Studies in Bayesian Statistics Save $63
$265.99
$329.95
Case Studies in Bayesian Statistics
Paperback / softback
Available - Usually ships in 3-4 weeks
Probability Towards 2000 Save $9
$263.99
$273.95
Probability Towards 2000
Paperback / softback
Available - Usually ships in 3-4 weeks

Description

The purpose of the manuscript is to outline and demonstrate problems with the use of the HP filter, and to propose an alternative strategy for inferring cyclical behavior from a time series that features seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy involves augmenting the series in question with forecasts and backcasts obtained from an ARIMA model, and then applying the HP filter to the augmented series. Comparisons presented in the paper using artificial and actual data demonstrate the superiority of the alternative strategy.
Release date Australia
November 17th, 2000
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Edition
Softcover reprint of the original 1st ed. 2001
Illustrations
1 Illustrations, color; VIII, 190 p. 1 illus. in color.
Pages
190
Dimensions
155x235x10
ISBN-13
9780387951126
Product ID
2048728

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Recommended for you

Recommended from your browsing history

Help & options

Filed under...

Books >
Business & Economics >
Economics >
Microeconomics
Books >
Business & Economics >
Economics >
Econometrics
Books >
Business & Economics >
Economics >
Econometrics >
Economic statistics
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Probability & statistics