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Die Konstruktion und Schätzung eines Frühindikators für die Konjunkturentwicklung in der Freien und Hansestadt Hamburg Author info | Abstract | Publisher info | Download info | Related research | Statistics Harm Bandholz ()
Michael Funke ()
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Paper provided by Hamburg University, Department of Economics in its series Quantitative Macroeconomics Working Papers with number
20305.
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Date of creation: May 2003Date of revision:
Handle: RePEc:ham:qmwops:20305Contact details of provider: Postal: Von-Melle-Park 5 D-20146 Hamburg Phone: : +49 (0)40 42838-4674 Fax: +49 (0)40 42838-5546 Web page: http://www.rrz.uni-hamburg.de/wst/ More information through EDIRC
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Keywords: Business Cycles ; Leading Indicators ; Turning Points ; Markov Switching ; Germany ; Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Harm Bandholz & Michael Funke, 2003.
"In Search of Leading Indicators of Economic Activity in Germany ,"
Quantitative Macroeconomics Working Papers
20307, Hamburg University, Department of Economics.
[Downloadable!]
Other versions: Harvey, A C & Jaeger, A, 1993.
"Detrending, Stylized Facts and the Business Cycle ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 8(3), pages 231-47, July-Sept.
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Diebold, Francis X & Rudebusch, Glenn D, 1996.
"Measuring Business Cycles: A Modern Perspective ,"
The Review of Economics and Statistics ,
MIT Press, vol. 78(1), pages 67-77, February.
[Downloadable!] (restricted)
Other versions: M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002.
"Domestic and International Influences on Business Cycle Regimes in Europe ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
11, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions:
M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002.
"Domestic and International Influences on Business Cycle Regimes in Europe ,"
The School of Economics Discussion Paper Series
0202, Economics, The University of Manchester.
[Downloadable!] Sensier, Marianne & Artis, Michael & Osborn, Denise R. & Birchenhall, Chris, 2004.
"Domestic and international influences on business cycle regimes in Europe ,"
International Journal of Forecasting ,
Elsevier, vol. 20(2), pages 343-357.
[Downloadable!] (restricted) Marianne Baxter & Robert G. King, 1999.
"Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series ,"
The Review of Economics and Statistics ,
MIT Press, vol. 81(4), pages 575-593, November.
[Downloadable!] (restricted)
Other versions: Sylvia KAUFMANN, 1997.
"Measuring Business Cycles with a Dynamic Markov Switching Factor Model ,"
Vienna Economics Papers
vie9710, University of Vienna, Department of Economics.
Michael Dueker, 1997.
"Strengthening the case for the yield curve as a predictor of U.S. recessions ,"
Review ,
Federal Reserve Bank of St. Louis, issue Mar, pages 41-51.
[Downloadable!]
Lawrence J. Christiano & Terry J. Fitzgerald, 1999.
"The Band Pass Filter ,"
NBER Working Papers
7257, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Lawrence J. Christiano & Terry J. Fitzgerald, 1999.
"The Band pass filter ,"
Working Paper
9906, Federal Reserve Bank of Cleveland.
[Downloadable!] Lawrence J. Christiano & Terry J. Fitzgerald, 2003.
"The Band Pass Filter ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 435-465, 05.
[Downloadable!] (restricted) Hodrick, Robert J & Prescott, Edward C, 1997.
"Postwar U.S. Business Cycles: An Empirical Investigation ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 29(1), pages 1-16, February.
Other versions:
Robert J. Hodrick & Edward Prescott, 1981.
"Post-War U.S. Business Cycles: An Empirical Investigation ,"
Discussion Papers
451, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!] Kurt Annen, 2006.
"HP-Filter Excel Add-In ,"
QM&RBC Codes
165, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] Christian Zimmermann, 2005.
"HP-Filter code (Perl) ,"
QM&RBC Codes
98, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] Kurt Annen, 2004.
"HP-filter for Java ,"
QM&RBC Codes
168, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] Morten Ravn, .
"GAUSS program for Hodrick-Prescott filter ,"
QM&RBC Codes
101, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] Edward C. Prescott, 1982.
"FORTRAN code for the Hodrick-Prescott filter ,"
QM&RBC Codes
3, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] Kurt Annen, 2006.
"HP-Filter DLL executable ,"
QM&RBC Codes
167, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] Christian Zimmermann, 2005.
"HP-Filter (web interface) ,"
QM&RBC Codes
97, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] Morten Ravn, .
"Alternate GAUSS program for the Hodrick-Prescott Filter ,"
QM&RBC Codes
102, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] Kurt Annen, 2004.
"Matlab functions for HP-filter ,"
QM&RBC Codes
166, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] Ivailo Izvorski, .
"MATLAB code for the Hodrick-Prescott filter ,"
QM&RBC Codes
1, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] Ken Matheny & Simon van Norden & Robert Vigfusson, 1989.
"GAUSS code for the Hodrick-Prescott filter ,"
QM&RBC Codes
2, Quantitative Macroeconomics & Real Business Cycles, revised Apr 1995.
[Downloadable!] James H. Stock & Mark W. Watson, 1989.
"New Indexes of Coincident and Leading Economic Indicators ,"
NBER Chapters ,
in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409
National Bureau of Economic Research, Inc.
[Downloadable!]
Other versions: Marcelle Chauvet & Jeremy M. Piger, 2003.
"Identifying business cycle turning points in real time ,"
Review ,
Federal Reserve Bank of St. Louis, issue Mar, pages 47-61.
[Downloadable!]
Other versions:
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