منابع مشابه
Whittaker Graduation and the Hodrick-Prescott Filter
Hodrick and Prescott (1997) proposed a smoothing method for economic time series that is very similar to graduation, it is usually known as the H-P method. They acknowledged that this method is equivalent to graduation methods and that it had been in use among actuaries. The literature on smoothing methods based on their approach grew separately from the graduation literature, due to the useful...
متن کاملTrend Estimation and the Hodrick-prescott Filter
The irregular and slope disturbances, εt and ζt, respectively, are mutually independent and the notation NID(0, σ2) denotes normally and independently distributed with mean zero and variance σ2. The signal-noise ratio, q = σ2 ζ/σ 2 ε , plays the key role in determining how observations should be weighted for prediction and signal extraction. The higher is q, the more past observations are disco...
متن کاملExact Formulas for the Hodrick-Prescott Filter
The Hodrick-Prescott (HP) filter is widely used in the field of economics to estimate trends and cycles from time series data. For certain applications – such as deriving implied trend and cycle models and obtaining filter weights – it is desirable to express the frequency response of the HP as the spectral density of an ARMA model; in other words, to accomplish the spectral factorization of th...
متن کاملAndrew Ford
This paper describes simulated scenarios for power plant construction in the western United States. The simulations show construction lagging behind the growth in demand, allowing prices to climb to surprisingly high values during the years 2000 and 2001. When construction is completed, new power plants come on line in great number, allowing market prices to fall surprisingly rapidly in the yea...
متن کاملAndrew Travers
kinds of molecules can also work as recruiters. Double-stranded RNA, for example, directs the RNA interference machinery to specific sequences in mRNA and in DNA, and thereby regulates a form of gene silencing. Signals typically are conveyed to recruiters and, as implied by the discussion thus far, not to the enzymatic machineries themselves. For example, the sugar galactose (which we’ll call a...
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ژورنال
عنوان ژورنال: Digitális Bölcsészet
سال: 2018
ISSN: 2630-9696
DOI: 10.31400/dh-hun.2018.1.247