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Journal of Business Cycle Research最新文献

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Business-Cycle Analysis and Zero-Crossings of Time Series: A Generalized Forecast Approach 商业周期分析和时间序列的零交叉：广义预测法
Journal of Business Cycle Research Pub Date : 2024-07-07 DOI: 10.1007/s41549-024-00097-5
Marc Wildi
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引用次数: 0
Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions 基于仿真的趋势/周期分解实时可靠性分析
Journal of Business Cycle Research Pub Date : 2024-05-24 DOI: 10.1007/s41549-024-00096-6
Kristian Jönsson
{"title":"Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions","authors":"Kristian Jönsson","doi":"10.1007/s41549-024-00096-6","DOIUrl":"https://doi.org/10.1007/s41549-024-00096-6","url":null,"abstract":"","PeriodicalId":55850,"journal":{"name":"Journal of Business Cycle Research","volume":"61 22","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141102165","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Evaluating Qualitative Expectational Data on Investments from Business Surveys 评估来自商业调查的定性投资预期数据
Journal of Business Cycle Research Pub Date : 2024-05-04 DOI: 10.1007/s41549-024-00094-8
Lucia Modugno
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引用次数: 0
Brazilian Business Cycle Analysis in a High-Dimensional and Time-Irregular Span Context 高维和时间不规则跨度背景下的巴西商业周期分析
Journal of Business Cycle Research Pub Date : 2024-05-01 DOI: 10.1007/s41549-024-00095-7
André Nunes Maranhão
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引用次数: 0
Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness 基于锐度最大化选择用于生长周期分析的增强型 HP 滤波器
Journal of Business Cycle Research Pub Date : 2024-03-28 DOI: 10.1007/s41549-024-00093-9
Viv B. Hall, Peter Thomson
{"title":"Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness","authors":"Viv B. Hall, Peter Thomson","doi":"10.1007/s41549-024-00093-9","DOIUrl":"https://doi.org/10.1007/s41549-024-00093-9","url":null,"abstract":"","PeriodicalId":55850,"journal":{"name":"Journal of Business Cycle Research","volume":"137 21","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140369643","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimum Level of Currency Reserves: Investigation and Forecasting of Indian Rupee Using ARIMA Model 货币储备的最佳水平：使用 ARIMA 模型对印度卢比进行调查和预测
Journal of Business Cycle Research Pub Date : 2024-02-05 DOI: 10.1007/s41549-023-00091-3
J. P. L. Deepak, Yavana Rani Subramanian, J. J. Lalitha, K. Vidhya
{"title":"Optimum Level of Currency Reserves: Investigation and Forecasting of Indian Rupee Using ARIMA Model","authors":"J. P. L. Deepak, Yavana Rani Subramanian, J. J. Lalitha, K. Vidhya","doi":"10.1007/s41549-023-00091-3","DOIUrl":"https://doi.org/10.1007/s41549-023-00091-3","url":null,"abstract":"","PeriodicalId":55850,"journal":{"name":"Journal of Business Cycle Research","volume":"33 2","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139865761","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimum Level of Currency Reserves: Investigation and Forecasting of Indian Rupee Using ARIMA Model 货币储备的最佳水平：使用 ARIMA 模型对印度卢比进行调查和预测
Journal of Business Cycle Research Pub Date : 2024-02-05 DOI: 10.1007/s41549-023-00091-3
J. P. L. Deepak, Yavana Rani Subramanian, J. J. Lalitha, K. Vidhya
{"title":"Optimum Level of Currency Reserves: Investigation and Forecasting of Indian Rupee Using ARIMA Model","authors":"J. P. L. Deepak, Yavana Rani Subramanian, J. J. Lalitha, K. Vidhya","doi":"10.1007/s41549-023-00091-3","DOIUrl":"https://doi.org/10.1007/s41549-023-00091-3","url":null,"abstract":"","PeriodicalId":55850,"journal":{"name":"Journal of Business Cycle Research","volume":"18 11","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139805950","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Moving Linear Model Approach for Extracting Cyclical Variation from Time Series Data 从时间序列数据中提取周期性变化的移动线性模型方法
Journal of Business Cycle Research Pub Date : 2023-11-25 DOI: 10.1007/s41549-023-00089-x
Koki Kyo, Genshiro Kitagawa
{"title":"A Moving Linear Model Approach for Extracting Cyclical Variation from Time Series Data","authors":"Koki Kyo, Genshiro Kitagawa","doi":"10.1007/s41549-023-00089-x","DOIUrl":"https://doi.org/10.1007/s41549-023-00089-x","url":null,"abstract":"","PeriodicalId":55850,"journal":{"name":"Journal of Business Cycle Research","volume":"37 14","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139238054","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Imputing Monthly Values for Quarterly Time Series: An Application Performed with Swiss Business Cycle Data 为季度时间序列计算月值:瑞士商业周期数据的应用
Journal of Business Cycle Research Pub Date : 2023-09-23 DOI: 10.1007/s41549-023-00088-y
Klaus Abberger, Michael Graff, Oliver Müller, Boriss Siliverstovs
{"title":"Imputing Monthly Values for Quarterly Time Series: An Application Performed with Swiss Business Cycle Data","authors":"Klaus Abberger, Michael Graff, Oliver Müller, Boriss Siliverstovs","doi":"10.1007/s41549-023-00088-y","DOIUrl":"https://doi.org/10.1007/s41549-023-00088-y","url":null,"abstract":"Abstract This paper compares algorithms to deal with the problem of missing values in higher frequency data. We refer to Swiss business tendency survey data at monthly and quarterly frequency. There is a wide range of imputation algorithms. To evaluate the different approaches, we apply them to series that are de facto monthly, from which we create quarterly data by deleting two out of three data points from each quarter. At the same time, the monthly series are ideal to deliver higher frequency information for multivariate imputation algorithms. With this set of indicators, we conduct imputations of monthly values, resorting to two univariate and four multivariate algorithms. We then run tests of forecasting accuracy by comparing the imputed monthly data with the actual values. Finally, we take a look at the congruence of an imputed monthly series from the quarterly survey question on firms’ capacity utilisation with other monthly data reflecting the Swiss business cycle. The results show that an algorithm based on the Chow and Lin approach, amended with a variable pre-selection procedure, delivers the most precise imputations, closely followed by the standard Chow-Lin algorithm and then multiple regression. The cubic spline and the EM algorithm do not prove useful.","PeriodicalId":55850,"journal":{"name":"Journal of Business Cycle Research","volume":"190 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135959931","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Applicability and Accomplishments of DSGE Modeling: A Critical Review DSGE模型的适用性和成就:综述
Journal of Business Cycle Research Pub Date : 2023-09-01 DOI: 10.1007/s41549-023-00087-z
Adem Feto, M. K. Jayamohan, Arnis Vilks
{"title":"Applicability and Accomplishments of DSGE Modeling: A Critical Review","authors":"Adem Feto, M. K. Jayamohan, Arnis Vilks","doi":"10.1007/s41549-023-00087-z","DOIUrl":"https://doi.org/10.1007/s41549-023-00087-z","url":null,"abstract":"","PeriodicalId":55850,"journal":{"name":"Journal of Business Cycle Research","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135429200","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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