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Die Bestimmung der natürlichen Höhe der Arbeitslosigkeit mittels des Hodrick-Prescott-Filterverfahrens

Author

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  • Stadtmann, Georg
  • Croonenbroeck, Carsten

Abstract

In diesem Beitrag wird zunächst gezeigt, welche Rolle die natürliche Höhe der Arbeitslosigkeit in der empirischen Makroökonomik spielt. Es wird insbesondere auf die Taylor-Regel, Okun's Gesetz und das strukturelle Defizit des Staatshaushalts eingegangen. Anschließend wird gezeigt, wie man die natürliche Arbeitslosigkeit mittels des Hodrick- Prescott-Filters (HP-Filter) bestimmen kann. Diese Analyse wird in Excel durchgeführt und erfolgt mittels des Excel-Solvers.

Suggested Citation

  • Stadtmann, Georg & Croonenbroeck, Carsten, 2019. "Die Bestimmung der natürlichen Höhe der Arbeitslosigkeit mittels des Hodrick-Prescott-Filterverfahrens," Discussion Papers 410, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    • Handle: RePEc:zbw:euvwdp:410
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    References listed on IDEAS

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    1. 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.
    2. Fernanda Nechio, 2011. "Monetary policy when one size does not fit all," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue june13.
    3. Morten O. Ravn & Harald Uhlig, 2002. "On adjusting the Hodrick-Prescott filter for the frequency of observations," The Review of Economics and Statistics, MIT Press, vol. 84(2), pages 371-375.
    4. Taylor, John B., 1993. "Discretion versus policy rules in practice," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 39(1), pages 195-214, December.
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