منابع مشابه
W. Frank Barton School of Business
This mission is influenced by the location of the school in the largest economic and cultural center in the state of Kansas. As an integral part of the state’s designated urban university, the faculty of the Barton School of Business are committed to programs and activities that will help sustain the contribution that this urban center makes to the economic, professional and cultural health of ...
متن کاملWhittaker 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 کاملFrank Mittelbach
[Background of this unusual double interview: the Free Software Magazine (http:// www.freesoftwaremagazine.com) and the TEX Users Group (TUG) both like to publish interviews. By chance, Gianluca Pignalberi of FSM and Dave Walden of TUG both approached Frank Mittelbach about interviewing him around the same time. Rather than doing two separate interviews, Mittelbach, Pignalberi, and Walden decid...
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ژورنال
عنوان ژورنال: PS: Political Science & Politics
سال: 1982
ISSN: 1049-0965,1537-5935
DOI: 10.1017/s1049096500059710