Does globalization matter for ecological footprint in Turkey? Evidence from dual adjustment approach
The main aim of this paper is to explore the role of globalization on ecological footprint in
Turkey while controlling energy consumption, economic growth, and trade openness. To …
Turkey while controlling energy consumption, economic growth, and trade openness. To …
Why you should never use the Hodrick-Prescott filter
JD Hamilton - Review of Economics and Statistics, 2018 - direct.mit.edu
Abstract Here's why.(a) The Hodrick-Prescott (HP) filter introduces spurious dynamic
relations that have no basis in the underlying data-generating process.(b) Filtered values at …
relations that have no basis in the underlying data-generating process.(b) Filtered values at …
A review of some modern approaches to the problem of trend extraction
T Alexandrov, S Bianconcini, EB Dagum… - Econometric …, 2012 - Taylor & Francis
This article presents a review of some modern approaches to trend extraction for one-
dimensional time series, which is one of the major tasks of time series analysis. The trend of …
dimensional time series, which is one of the major tasks of time series analysis. The trend of …
The gendered impact of the COVID-19 recession on the US labor market
S Albanesi, J Kim - 2021 - nber.org
The economic crisis associated with the emergence of the novel corona virus is unlike
standard recessions. Demand for workers in high contact and inflexible service occupations …
standard recessions. Demand for workers in high contact and inflexible service occupations …
TFAD: A decomposition time series anomaly detection architecture with time-frequency analysis
Time series anomaly detection is a challenging problem due to the complex temporal
dependencies and the limited label data. Although some algorithms including both …
dependencies and the limited label data. Although some algorithms including both …
[图书][B] Applied time series analysis: A practical guide to modeling and forecasting
TC Mills - 2019 - books.google.com
Written for those who need an introduction, Applied Time Series Analysis reviews
applications of the popular econometric analysis technique across disciplines. Carefully …
applications of the popular econometric analysis technique across disciplines. Carefully …
[HTML][HTML] Ensemble learning methods using the Hodrick–Prescott filter for fault forecasting in insulators of the electrical power grids
Electrical power grid insulators installed outdoors are exposed to environmental conditions,
such as the accumulation of contaminants on their surface. The contaminants increase the …
such as the accumulation of contaminants on their surface. The contaminants increase the …
Stories of the twentieth century for the twenty-first
PO Gourinchas, M Obstfeld - American Economic Journal …, 2012 - pubs.aeaweb.org
A key precursor of twentieth-century financial crises in emerging and advanced economies
alike was the rapid buildup of leverage. Those emerging economies that avoided leverage …
alike was the rapid buildup of leverage. Those emerging economies that avoided leverage …
Uncertainty, financial frictions, and investment dynamics
S Gilchrist, JW Sim, E Zakrajšek - 2014 - nber.org
Micro-and macro-level evidence indicates that fluctuations in idiosyncratic uncertainty have
a large effect on investment; the impact of uncertainty on investment occurs primarily through …
a large effect on investment; the impact of uncertainty on investment occurs primarily through …
Evaluating early warning indicators of banking crises: Satisfying policy requirements
M Drehmann, M Juselius - International Journal of Forecasting, 2014 - Elsevier
Ideally, early warning indicators (EWI) of banking crises should be evaluated on the basis of
their performance relative to the macroprudential policy maker's decision problem. We …
their performance relative to the macroprudential policy maker's decision problem. We …