Drei Phasen des Potentialwachstums in Liechtenstein
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Ronny Nilsson & Gyorgy Gyomai, 2011. "Cycle Extraction: A Comparison of the Phase-Average Trend Method, the Hodrick-Prescott and Christiano-Fitzgerald Filters," OECD Statistics Working Papers 2011/4, OECD Publishing.
- 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.
- 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.
- 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, May.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band pass filter," Working Papers (Old Series) 9906, Federal Reserve Bank of Cleveland.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band Pass Filter," NBER Working Papers 7257, National Bureau of Economic Research, Inc.
- Tom Doan, "undated". "CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method," Statistical Software Components RTS00034, Boston College Department of Economics.
- Weyerstraß, Klaus, 2001. "Methoden der Schätzung des gesamtwirtschaftlichen Produktionspotentials und der Produktionslücke," IWH Discussion Papers 142/2001, Halle Institute for Economic Research (IWH).
- 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.
- 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.
- Stamfort, Stefan, 2005. "Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von Filterverfahren," Discussion Paper Series 1: Economic Studies 2005,19, Deutsche Bundesbank.
- Leonidas Akritidis, 2007. "Improving the measurement of banking services in the UK National Accounts," Economic & Labour Market Review, Palgrave Macmillan;Office for National Statistics, vol. 1(5), pages 29-37, May.
- Gerhard Bry & Charlotte Boschan, 1971. "Foreword to "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs"," NBER Chapters, in: Cyclical Analysis of Time Series: Selected Procedures and Computer Programs, pages -1, National Bureau of Economic Research, Inc.
- Silvia Simon, 2007. "Determinanten der personellen Ressourcenknappheit. Entwicklungen im Fürstentum Liechtenstein," Beitraege 38, Liechtenstein-Institut.
- Gustav Horn & Camille Logeay & Silke Tober, 2007. "Methodische Fragen mittelfristiger gesamtwirtschaftlicher Projektionen am Beispiel des Produktionspotenzials," IMK Studies 01-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Brunhart, Andreas, 2011. "Evaluating the effect of "Zumwinkel-Affair" and financial crisis on stock prices in Liechtenstein: An unconventional augmented GARCH-approach," KOFL Working Papers 9, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Gerhard Bry & Charlotte Boschan, 1971. "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs," NBER Books, National Bureau of Economic Research, Inc, number bry_71-1.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Andreas Brunhart, 2013. "Der Klein(st)staat Liechtenstein und seine grossen Nachbarländer: Eine wachstums- und konjunkturanalytische Gegenüberstellung," Arbeitspapiere 44, Liechtenstein-Institut.
- Andreas Brunhart, 2014.
"Stock Market's Reactions to Revelation of Tax Evasion: An Empirical Assessment,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 150(III), pages 161-190, September.
- Andreas, Brunhart, 2011. "Stock market’s reactions to revelation of tax evasion: an empirical assessment," MPRA Paper 42047, University Library of Munich, Germany, revised Sep 2012.
- Brunhart, Andreas, 2012. "Stock market's reactions to revelation of tax evasion: An empirical assessment," KOFL Working Papers 9 [rev.], Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Kellermann, Kersten & Schlag, Carsten-Henning, 2012. "Hochschulen im Zentrum der Wachstumspolitik: Von der europäischen zur liechtensteinischen Perspektive," KOFL Studien, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz, volume 8, number 8.
- Brunhart, Andreas, 2012. "Liechtensteins neuere Wirtschaftshistorie: Erste Einsichten und Interpretationen der neu geschätzten Zeitreihen," KOFL Economic Focus 5, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Brunhart, Andreas, 2012. "Liechtensteins neuere Wirtschaftshistorie: Ergebnisse der ökonometrischen Verlängerung ökonomischer Zeitreihen," KOFL Economic Focus 4, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Brunhart, Andreas, 2012.
"Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series,"
MPRA Paper
44628, University Library of Munich, Germany.
- Brunhart, Andreas, 2012. "Identification of Liechtenstein's historic economic growth and business cycles by econometric extensions of data series," KOFL Working Papers 14, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Kellermann, Kersten & Schlag, Carsten-Henning, 2012. "Small, Smart, Special: Der Mikrostaat Liechtenstein und sein Budget," KOFL Working Papers 13, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Kellermann, Kersten & Schlag, Carsten-Henning, 2012. "Ausländerbeschäftigung in Liechtenstein: Fluch oder Segen?," KOFL Working Papers 12, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dilip Nachane & Aditi Chaubal, 2022. "A Comparative Evaluation of Some DSP Filters vis-à-vis Commonly Used Economic Filters," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 161-190, September.
- Viv B. Hall & Peter Thomson, 2021.
"Does Hamilton’s OLS Regression Provide a “better alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(2), pages 151-183, November.
- Hall, Viv B & Thomson, Peter, 2020. "Does Hamilton’s OLS regression provide a “better alternative” to the Hodrick-Prescott filter? A New Zealand Business Cycle Perspective," Working Paper Series 21070, Victoria University of Wellington, School of Economics and Finance.
- Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72, October.
- D. S. G. Pollock, 2016.
"Econometric Filters,"
Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 669-691, December.
- Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, Division of Economics, School of Business, University of Leicester.
- D.S.G. Pollock, 2017. "Econometric Filters," Discussion Papers in Economics 17/01, Division of Economics, School of Business, University of Leicester.
- Zivile Zekaite & Gabe de Bondt & Elke Hahn, 2017.
"Alice: A New Inflation Monitoring Tool,"
EcoMod2017
10414, EcoMod.
- Hahn, Elke & Zekaite, Zivile & de Bondt, Gabe, 2018. "ALICE: A new inflation monitoring tool," Working Paper Series 2175, European Central Bank.
- Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2019. "Measuring business cycle conditions in India," Working Papers 19/269, National Institute of Public Finance and Policy.
- Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," SFB 649 Discussion Papers 2015-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Thierry Aimar & Francis Bismans & Claude Diebolt, 2010.
"Le cycle économique : une synthèse,"
Revue Française d'Économie, Programme National Persée, vol. 24(4), pages 3-65.
- Thierry Aimar & Francis Bismans & Claude Diebolt, 2009. "Le cycle économique : une synthèse," Revue française d'économie, Presses de Sciences-Po, vol. 0(4), pages 3-65.
- Thierry Aimar & Francis Bismans & Claude Diebolt, 2010. "Le cycle économique : une synthèse," Working Papers 10-04, Association Française de Cliométrie (AFC).
- Gatfaoui, Jamel & Girardin, Eric, 2015.
"Comovement of Chinese provincial business cycles,"
Economic Modelling, Elsevier, vol. 44(C), pages 294-306.
- Jamel Gatfaoui & Eric Girardin, 2015. "Comovement of Chinese provincial business cycles," Post-Print hal-01456105, HAL.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2019.
"Characterizing the financial cycle: Evidence from a frequency domain analysis,"
Journal of Banking & Finance, Elsevier, vol. 106(C), pages 568-591.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113143, Verein für Socialpolitik / German Economic Association.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," Discussion Papers 22/2015, Deutsche Bundesbank.
- Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2015. "Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis," SFB 649 Discussion Papers SFB649DP2015-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017. "Characterizing the financial cycle: evidence from a frequency domain analysis," IMK Working Paper 189-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," SFB 649 Discussion Papers 2015-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Klaus Abberger & Wolfgang Nierhaus, 2011. "Construction of Composite Business Cycle Indicators in a Sparse Data Environment," CESifo Working Paper Series 3557, CESifo.
- Ritabrata Bose & Ashima Goyal, 2020. "Disaggregated Indian industrial cycles: A Spectral analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-033, Indira Gandhi Institute of Development Research, Mumbai, India.
- Fukuda, Kosei, 2012. "Illustrating extraordinary shocks causing trend breaks," Economic Modelling, Elsevier, vol. 29(4), pages 1045-1052.
- Dutra, Tiago Mota & Dias, José Carlos & Teixeira, João C.A., 2022. "Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 599-630.
- Hasan Engin Duran & Alexandra Ferreira-Lopes, 2017.
"Determinants of co-movement and of lead and lag behavior of business cycles in the Eurozone,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 31(2), pages 255-282, March.
- Hasan Engin Duran & Alexandra Ferreira-Lopes, 2015. "Determinants of Co-movement and of Lead and Lag Behavior of Business Cycles in the Eurozone," Working Papers Series 2 15-02, ISCTE-IUL, Business Research Unit (BRU-IUL).
- Padhan, Rakesh & Prabheesh, K.P., 2020. "Business cycle synchronization: Disentangling direct and indirect effect of financial integration in the Indian context," Economic Modelling, Elsevier, vol. 85(C), pages 272-287.
- Jürgen Bierbaumer-Polly, 2012. "Regionale Konjunkturzyklen in Österreich," WIFO Monatsberichte (monthly reports), WIFO, vol. 85(11), pages 833-848, November.
- Ard den Reijer, 2006. "The Dutch business cycle: which indicators should we monitor?," DNB Working Papers 100, Netherlands Central Bank, Research Department.
- Roberts, Mark C., 2009. "Duration and characteristics of metal price cycles," Resources Policy, Elsevier, vol. 34(3), pages 87-102, September.
- Hall, Viv B & Thomson, Peter, 2022. "A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy," Working Paper Series 9473, Victoria University of Wellington, School of Economics and Finance.
More about this item
Keywords
Potentialwachstum; Arbeitsproduktivität; Hodrick-Prescott-Filter; Liechtenstein; Mikrostaat; Kleinstvolkswirtschaft; Schweiz;All these keywords.
JEL classification:
- E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts
- N10 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - General, International, or Comparative
- O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
- O52 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Europe
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:koflwp:11. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/kofllli.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.