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Elba Ramos-Ibarra,Eliud Silva
Pág. 401 - 420
Trends and forecasts of the main atmospheric pollutants (O3, SO2, NO2, CO, PM10, PM2.5, NO and NOx) are estimated by regions in the Mexico City Metropolitan Area (MCMA) with maximum daily data from 2008 to 2018. A non-parametric statistical smoothing con...
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Ulrich Gunter, Irem Önder and Egon Smeral
This study, which was contracted by the European Commission and is geared towards easy replicability by practitioners, compares the accuracy of individual and combined approaches to forecasting tourism demand for the total European Union. The evaluation ...
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Andrés Mauricio Gómez Sánchez,José Gabriel Astaiza Gómez
Pág. 109 - 129
This article investigates the relationship between ex-post Equity Risk Premium (ERP) on the Colombian stock market and the economic cycles observed in the country using methodologies based on the Hodrick-Prescott and Kalman filters. Accordingly, a short-...
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Abdelmonaim Tlidi
Pág. 932 - 937
In this paper, we present the concept of the structural budget balance and its empirical application on the Moroccan data. For this, we choose the two-step method. In the first step, we estimate the potential production according to Hodrick-Prescott's me...
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Anderlan Henrique Batista Siqueira,Luiz Carlos Baldicero Molion
Este estudo teve como objetivo introduzir e demonstrar a utilização do filtro Hodrick-Prescott na análise e decomposição de séries temporais meteorológicas de longo prazo. Fez-se um comparativo entre a técnica estatística do filtro Hodrick - Prescott e a...
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Hossein Iranmanesh, Majid Abdollahzade and Arash Miranian
This paper proposes a structure for long-term energy demand forecasting. The proposed hybrid approach, called HPLLNF, uses the local linear neuro-fuzzy (LLNF) model as the forecaster and utilizes the Hodrick?Prescott (HP) filter for extraction of the tre...
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Emi Mise, Tae-Hwan Kim and Paul Newbold
Pág. 53 - 67
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Breen, W. J. Hodrick, L. S. Korajczyk, R. A.
Pág. 470 - 483
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Hodrick, R. J.
Pág. 1053 - 1056
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Bekaert, Geert; Hodrick, Robert J.; Marshall, David A.
Pág. 241 - 270
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