Does globalization matter for ecological footprint in Turkey? Evidence from dual adjustment approach

D Kirikkaleli, TS Adebayo, Z Khan, S Ali - Environmental Science and …, 2021 - Springer
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 …

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 …

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 …

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 …

TFAD: A decomposition time series anomaly detection architecture with time-frequency analysis

C Zhang, T Zhou, Q Wen, L Sun - Proceedings of the 31st ACM …, 2022 - dl.acm.org
Time series anomaly detection is a challenging problem due to the complex temporal
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 …

[HTML][HTML] Ensemble learning methods using the Hodrick–Prescott filter for fault forecasting in insulators of the electrical power grids

LO Seman, SF Stefenon, VC Mariani… - International Journal of …, 2023 - Elsevier
Electrical power grid insulators installed outdoors are exposed to environmental conditions,
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 …

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 …

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 …