Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Matthias F. Mohr"'
Autor:
Agostino Consolo, Gilbert Cette, Antonin Bergeaud, Vincent Labhard, Chiara Osbat, Stanimira Kosekova, Gaetano Basso, Henrique Basso, Elena Bobeica, Emanuela Ciapanna, Luca Dedola, Claudia Foroni, Hanna Freystatter, Celestino Giron, Benny Hartwig, Mario Izquierdo Peinado, Valerie Jarvis, Eduardo Maqui Lopez, Matthias F. Mohr, Richard Morris, Gergő Motyovszki, Anton A. Nakov, Pedro Neves Rebelo, Filippos Petroulakis, Ieva Rubene, Riccardo Trezzi, Lara Vivian
Publikováno v:
SSRN Electronic Journal.
Autor:
Robert Anderton, Aidan Meyler, Luca Gattini, Mario Izquierdo, Valerie Jarvis, Ri Kaarup, Magdalena Komzakova, Bettina Landau, Matthias F. Mohr, Adrian Page, David Sondermann, Philip Vermeulen, David Cornille, Tsvetan Strahilov Tsalinski, Zornitsa Vladova, Christin Hartmann, Harald Stahl, Suzanne Linehan, Hiona Balfoussia, Stelios Panagiotou, María de los Llanos Matea, Luis J. Alvarez, Pierre-Michel Bardet-Fremann, Nicoletta Berardi, Patrick Sevestre, Emanuela Ciapanna, Concetta Rondinelli, Demetris Kapatais, Erik Walch, Patrick Lunnemann, Sandra Zerafa, Christopher S. Pace, Jasper Kieft, Friedrich Fritzer, Fatima Cristina Cardoso, Mateja Gabrijelcic, Branislav Karma, Jarkko Kivisto
Publikováno v:
SSRN Electronic Journal.
Autor:
Rolf Strauch, Aidan Meyler, Roland Beck, Agostino Consolo, Riccardo Costantini, Michael Fidora, Luca Gattini, Bettina Landau, Ana Lima, David Lodge, Marco Jacopo Lombardi, Ricardo Mestre, Matthias F. Mohr, Moreno Roma, Frauke Skudelny, Michal Slavik, Martin Spitzer, Melina A. Vasardani, David Cornille, Ulf D. Slopek, Laura E. Weymes, Zacharias Bragoudakis, Anton A. Nakov, Erwan Gautier, Delphine Irac, Ivan Faiella, LENA CLEANTHOUS, Fabrizio Venditti, Guido Schotten, Andreas Breitenfellner, Christin Hartmann, Mariam Abdel-Malek, María de los Llanos Matea
Publikováno v:
SSRN Electronic Journal.
Autor:
Matthias F. Mohr
Publikováno v:
SSRN Electronic Journal.
The HP filter suffers from a pro-cyclical bias in end-of-sample trend estimates. This paper argues that this feature is related to the 'missing cycle' in the stochastic model of the filter. The paper suggest an extensions of the HP filter by inclu
Autor:
Matthias F. Mohr
Publikováno v:
SSRN Electronic Journal.