Real-Time Signal Extraction: a Shift of Perspective/Extracción de señal en tiempo real: un cambio de perspectiva
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References listed on IDEAS
- McElroy, Tucker & Wildi, Marc, 2013. "Multi-step-ahead estimation of time series models," International Journal of Forecasting, Elsevier, vol. 29(3), pages 378-394.
- Hamilton, James D., 2011. "Calling recessions in real time," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1006-1026, October.
- Daniel M. Chin & John F. Geweke & Preston J. Miller, 2000. "Predicting turning points," Staff Report 267, Federal Reserve Bank of Minneapolis.
More about this item
KeywordsSeñal; Extracción de señal en tiempo real; Criterios personalizados; Filtro; Amplitud y desplazamiento; Principio de incertidumbre; Predicciones alternativas; Indicadores de recesión ; Signal; Real-Time Signal extraction; Customized Criteria; Filter; Amplitude and Time Shift; Uncertainty Principle; Forecasting Competition; Recession Indicator.;
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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