Download or read book Persistence and Seasonality in the US Industrial Production Index written by Guglielmo Maria Caporale and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper uses a seasonal long-memory model to capture the behaviour of the US Industrial Production Index (IPI) over the period 1919Q1-2022Q4. This series is found to display a large value of the periodogram at the zero, long-run frequency, and to exhibit an order of integration around 1. When first differences (of either the original data or their logged values) are taken, evidence of seasonality is obtained; more specifically, deterministic seasonality is rejected in favour of a seasonal fractional integration model with an order of integration equal to 0.14 for the original data and 0.29 for their logged values, which implies the presence of a seasonal long-memory mean reverting pattern.

Download or read book Industrial Production Indexes 1961 64 written by Board of Governors of the Federal Reserve System (U.S.). Division of Research and Statistics and published by . This book was released on 1965 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mechanism of and Way to Understand Indices of Industrial Production Japan March 2015 written by 経済産業省　経済解析室 and published by 経済解析室. This book was released on with total page 65 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Seasonal and Logic Run Fractional Integration in the Industrial Production Indexes of Some Latin American Countries written by B. Candelon and published by . This book was released on 2002 with total page 9 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Spectral Analysis of Economic Time Series PSME 1 written by Clive William John Granger and published by Princeton University Press. This book was released on 2015-12-08 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that they will be suitable for use with economic series. This book presents the important results of this research and further advances the application of the recently developed Theory of Spectra to economics. In particular, Professor Hatanaka demonstrates the new technique in treating two problems-business cycle indicators, and the acceleration principle existing in department store data. Originally published in 1964. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Download or read book Nonlinear Time Series Analysis of Business Cycles written by C. Milas and published by Emerald Group Publishing. This book was released on 2006-02-08 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of Contributions to Economic Analysis addresses a number of important questions in the field of business cycles including: How should business cycles be dated and measured? What is the response of output and employment to oil-price and monetary shocks? And, is the business cycle asymmetric, and does it matter?

Download or read book United States Bulletin Service written by and published by . This book was released on 1928 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Survey of Current Business written by and published by . This book was released on 1944 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Business Cycles written by Francis X. Diebold and published by Princeton University Press. This book was released on 2020-10-06 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading experts on business cycles. And here they present a highly integrative collection of their most important essays on the subject, along with a detailed introduction that draws together the book's principal themes and findings. Diebold and Rudebusch use the latest quantitative methods to address five principal questions about the measurement, modeling, and forecasting of business cycles. They ask whether business cycles have become more moderate in the postwar period, concluding that recessions have, in fact, been shorter and shallower. They consider whether economic expansions and contractions tend to die of "old age." Contrary to popular wisdom, they find little evidence that expansions become more fragile the longer they last, although they do find that contractions are increasingly likely to end as they age. The authors discuss the defining characteristics of business cycles, focusing on how economic variables move together and on the timing of the slow alternation between expansions and contractions. They explore the difficulties of distinguishing between long-term trends in the economy and cyclical fluctuations. And they examine how business cycles can be forecast, looking in particular at how to predict turning points in cycles, rather than merely the level of future economic activity. They show here that the index of leading economic indicators is a poor predictor of future economic activity, and consider what we can learn from other indicators, such as financial variables. Throughout, the authors make use of a variety of advanced econometric techniques, including nonparametric analysis, fractional integration, and regime-switching models. Business Cycles is crucial reading for policymakers, bankers, and business executives.

Download or read book Publications written by National Bureau of Economic Research and published by . This book was released on 1933 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book University of Oregon Publication written by University of Oregon and published by . This book was released on 1921 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes bibliographies.

Download or read book The Review of Economic Statistics written by and published by . This book was released on 1921 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book National Bureau of Economic Research written by National Bureau of Economic Research and published by . This book was released on 1922 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Weekly Letters Harvard Economic Society written by Harvard Economic Society and published by . This book was released on 1923 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Publications of the National Bureau of Economic Research Incorporated written by Simon Smith Kuznets and published by . This book was released on 1933 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Resource and Output Trends in the United States Since 1870 written by Moses Abramovitz and published by . This book was released on 1956 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Review of Economics and Statistics written by and published by . This book was released on 1942 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of the Review is to promote the collection, criticism, and interpretation of economic statistics, with a view to making them more accurate and valuable than they are at present for business and scientific purposes.