Monitoring the direction of the short-term trend of economic indicators

DOI10.1080/07474938.2023.2209008OpenAlexW4379388450MaRDI QIDQ6176095

Silvia Bianconcini, Estela Bee Dagum

Publication date: 25 July 2023

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2023.2209008

zbMATH Keywords

turning pointsdata revisionsMcNemar testdiebold-mariano test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Seasonal adjustment methods and real time trend-cycle estimation
• A new set of asymmetric filters for tracking the short-term trend in real-time
• A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation
• Applications: The Surrogate Henderson Filters in X‐11
• A Unified View of Nonparametric Trend-Cycle Predictors Via Reproducing Kernel Hilbert Spaces

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