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Methodology for trend estimation

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  • Pollock, D. S. G.

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  • Pollock, D. S. G., 2001. "Methodology for trend estimation," Economic Modelling, Elsevier, vol. 18(1), pages 75-96, January.
    • Handle: RePEc:eee:ecmode:v:18:y:2001:i:1:p:75-96
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    References listed on IDEAS

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    1. Agustin Maravall & David A. Pierce, 1987. "A Prototypical Seasonal Adjustment Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 8(2), pages 177-193, March.
    2. Harvey, A C & Todd, P H J, 1983. "Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(4), pages 299-307, October.
    3. Harvey, A C & Todd, P H J, 1983. "Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study: Response," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(4), pages 313-315, October.
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    Citations

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    Cited by:

    1. Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008. "International evidence on stochastic and deterministic monetary neutrality," Economic Modelling, Elsevier, vol. 25(6), pages 1261-1275, November.
    2. Luca Benati, 2001. "Band-pass filtering, cointegration, and business cycle analysis," Bank of England working papers 142, Bank of England.
    3. Pollock, D.S.G., 2006. "Econometric methods of signal extraction," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2268-2292, May.
    4. Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October.
    5. Marko Špiler & Tijana Matejić & Snežana Knežević & Marko Milašinović & Aleksandra Mitrović & Vesna Bogojević Arsić & Tijana Obradović & Dragoljub Simonović & Vukašin Despotović & Stefan Milojević & Mi, 2022. "Assessment of the Bankruptcy Risk in the Hotel Industry as a Condition of the COVID-19 Crisis Using Time-Delay Neural Networks," Sustainability, MDPI, vol. 15(1), pages 1-54, December.
    6. Godolphin, E.J. & Triantafyllopoulos, Kostas, 2006. "Decomposition of time series models in state-space form," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2232-2246, May.
    7. Phuong Nguyen-Hoang, 2015. "Volatile earmarked revenues and state highway expenditures in the United States," Transportation, Springer, vol. 42(2), pages 237-256, March.
    8. Kiani, Khurshid M., 2013. "Can signal extraction help predict risk premia in foreign exchange rates," Economic Modelling, Elsevier, vol. 33(C), pages 926-939.
    9. Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October.
    10. R. Velazquez & Noriega & A., 2004. "International evidence on monetary neutrality under broken trend stationary models," Computing in Economics and Finance 2004 282, Society for Computational Economics.
    11. Crafts, Nicholas & Mills, Terence C., 2004. "Was 19th century British growth steam-powered?: the climacteric revisited," Explorations in Economic History, Elsevier, vol. 41(2), pages 156-171, April.
    12. Mills, Terence C. & Pentecost, Eric J., 2003. "Is there a relationship between real exchange rate movements and the output cycle?," Economic Modelling, Elsevier, vol. 20(3), pages 593-603, May.
    13. Stefanescu, Răzvan & Dumitriu, Ramona, 2019. "Obiective ale analizei trendurilor seriilor de timp discrete [Objectives of the analysis of trends in discrete time series]," MPRA Paper 97821, University Library of Munich, Germany, revised 23 Dec 2019.
    14. Terence C. Mills & David I. Harvey, 2003. "Modelling trends in central England temperatures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 35-47.

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