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Technischer Anhang zu "Konjunktur und Generationenbilanz: Eine Analyse anhand des HP-Filters"

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  • Benz, Ulrich
  • Hagist, Christian

Abstract

Dieser Anhang stellt die Methodik der Generationenbilanzierung und des Konjunkturbereinigungsverfahrens mittels des HP- Filters vor. Zudem werden die Datengrundlagen wie das staatliche Budget der Jahre 1993 bis 2003 und umfangreiche Sensitivitätsanalysen in Abhängigkeit der gewählten Parameter des HP- Filterverfahrens und der Elastizitäten für jedes Jahr bereit gestellt, um die Aussagen und Berechnungen des Diskussionspapier nachvollziehen zu können.

Suggested Citation

  • Benz, Ulrich & Hagist, Christian, 2008. "Technischer Anhang zu "Konjunktur und Generationenbilanz: Eine Analyse anhand des HP-Filters"," FZG Discussion Papers 23, University of Freiburg, Research Center for Generational Contracts (FZG).
    • Handle: RePEc:zbw:fzgdps:23
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    References listed on IDEAS

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    1. Tatsuma Wada & Pierre Perron, 2005. "An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data," Boston University - Department of Economics - Working Papers Series WP2005-43, Boston University - Department of Economics.
    2. Benz Ulrich & Hagist Christian, 2008. "Konjunktur und Generationenbilanz – eine Analyse anhand des HP-Filters / Business Cycle Effects on Generational Accounting – An Analysis using the HP-Filter," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(4), pages 299-316, August.
    3. Peter Jarrett & Raymond Torres, 1987. "A Revised Supply Block for the Major Seven Countries in INTERLINK," OECD Economics Department Working Papers 41, OECD Publishing.
    4. 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.
    5. Mr. Robert P. Hagemann, 1999. "The Structural Budget Balance The IMF’s Methodology," IMF Working Papers 1999/095, International Monetary Fund.
    6. Claude Giorno & Pete Richardson & Deborah Roseveare & Paul van den Noord, 1995. "Estimating Potential Output, Output Gaps and Structural Budget Balances," OECD Economics Department Working Papers 152, OECD Publishing.
    7. Bouthevillain, C. & Van Den Dool, G. & Langenus, G. & Mohr, M. & Momigliano, S. & Tujula, M. & De Cos, P.H. & Cour-Thimann, Philippine, 2001. "Cyclically Adjusted Budget Balances: an Alternative Approach," Papers 77, Quebec a Montreal - Recherche en gestion.
    8. Willi Leibfritz & Birgit Lehne & Wolfgang Meister & Erich Langmantel, 1999. "Finanzpolitik und Konjunktur: Die automatischen Stabilisatoren in Deutschland," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 52(29), pages 14-22, November.
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    1. Benz Ulrich & Hagist Christian, 2008. "Konjunktur und Generationenbilanz – eine Analyse anhand des HP-Filters / Business Cycle Effects on Generational Accounting – An Analysis using the HP-Filter," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(4), pages 299-316, August.

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