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

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  • Benz, Ulrich
  • Hagist, Christian
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    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. --

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    Bibliographic Info

    Paper provided by Research Center for Generational Contracts (FZG), University of Freiburg in its series FZG Discussion Papers with number 23.

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    Date of creation: 2008
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    Handle: RePEc:zbw:fzgdps:23

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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 WP2005-44, Boston University - Department of Economics.
    2. Marianne Baxter & Robert G. King, 1995. "Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series," NBER Working Papers 5022, National Bureau of Economic Research, Inc.
    3. Bouthevillain, Carine & Cour-Thimann, Philippine & van de Dool, Gerrit & Hernández de Cos, Pablo & Langenus, Geert & Mohr, Matthias & Momigliano, Sandro & Tujula, Mika, 2001. "Cyclically adjusted budget balances: an alternative approach," Working Paper Series 0077, European Central Bank.
    4. Ulrich Benz & Christian Hagist, 2008. "Konjunktur und Generationenbilanz - eine Analyse anhand des HP-Filters," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(4), pages 299-316, August.
    5. 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.
    6. Willi Leibfritz & Birgit Lehne & Wolfgang Meister & Erich Langmantel, 1999. "Finanzpolitik und Konjunktur: Die automatischen Stabilisatoren in Deutschland," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 52(29), pages 14-22, November.
    7. Peter Jarrett & Raymond Torres, 1987. "A Revised Supply Block for the Major Seven Countries in INTERLINK," OECD Economics Department Working Papers 41, OECD Publishing.
    8. Robert P. Hagemann, 1999. "The Structural Budget Balance," IMF Working Papers 99/95, International Monetary Fund.
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