The growth of private labels over the past decades has been attributed to various factors.
This article formally addresses the link between private-label success and economic …

Estimates of cyclically-adjusted budget balances, correcting actual government budget
balances for business cycle fluctuations, are produced by many institutions. This paper …

The Hodrick–Prescott filter is often applied to economic series as part of the study of
business cycles. Its properties have most frequently been explored through the development …

lengths, that could not be captured with univariate linear filters. Exam ples of research in
both directions can be found in Sims (1977), Lahiri and Moore (1991), Stock and Watson …

We propose a simple modification of Hamilton's time series filter that yields reliable and
economically meaningful real-time output gap estimates. The original filter relies on 8 …

Many empirical studies have applied the Hodrick-Prescott filter in cross-country comparisons
of business cycle fluctuations. The Hodrick-Prescott filter involves the smoothing parameter l …

On 11 March 2020, the WHO declared the COVID-19 epidemic to be a global pandemic.
This was a consequence of the rapid increase in the number of people with positive test …

This paper tests whether the proposition that globalization has led to greater sensitivity of
domestic inflation to the global output gap (the 'global output gap hypothesis') holds for the …

It has been widely documented that the exchange rate pass-through to domestic inflation
has decreased significantly in most of the industrialized world. As microeconomic factors …

Accurate electricity load forecast plays an important role in the operation of a power system.
Many factors influence the electricity load data such as air temperature, humidity and …