Detrending Singapore’s GDP : Beveridge–Nelson approaches.

Detrending Singapore’s GDP : Beveridge–Nelson approaches.

This project examines the business cycles of Singapore spanning 31 years from 1978 to 2008 using three detrending techniques: the Hodrick-Prescott (HP) filter, Beveridge-Nelson (BN) and multivariate BN decompositions. We compare and contrast the business cycles obtained from these different methods....

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Main Authors: Han, Lu., Li, Kunfei.
Other Authors: Choy Keen Meng
Format: Final Year Project
Language:English
Published: 2010
Subjects:
DRNTU::Social sciences::Economic theory
Online Access:http://hdl.handle.net/10356/35265
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Institution: Nanyang Technological University
Language: English
id sg-ntu-dr.10356-35265
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spelling sg-ntu-dr.10356-352652019-12-10T13:57:31Z Detrending Singapore’s GDP : Beveridge–Nelson approaches. Han, Lu. Li, Kunfei. Choy Keen Meng School of Humanities and Social Sciences DRNTU::Social sciences::Economic theory This project examines the business cycles of Singapore spanning 31 years from 1978 to 2008 using three detrending techniques: the Hodrick-Prescott (HP) filter, Beveridge-Nelson (BN) and multivariate BN decompositions. We compare and contrast the business cycles obtained from these different methods. Applying the HP filter as a benchmark, the results show that the multivariate BN decomposition is better suited to study Singapore business cycles, compared to the univariate BN decomposition. Bachelor of Arts 2010-04-15T03:54:09Z 2010-04-15T03:54:09Z 2010 2010 Final Year Project (FYP) http://hdl.handle.net/10356/35265 en Nanyang Technological University 40 p. application/pdf
institution Nanyang Technological University
building NTU Library
country Singapore
collection DR-NTU
language English
topic DRNTU::Social sciences::Economic theory
spellingShingle DRNTU::Social sciences::Economic theory
Han, Lu.
Li, Kunfei.
Detrending Singapore’s GDP : Beveridge–Nelson approaches.
description This project examines the business cycles of Singapore spanning 31 years from 1978 to 2008 using three detrending techniques: the Hodrick-Prescott (HP) filter, Beveridge-Nelson (BN) and multivariate BN decompositions. We compare and contrast the business cycles obtained from these different methods. Applying the HP filter as a benchmark, the results show that the multivariate BN decomposition is better suited to study Singapore business cycles, compared to the univariate BN decomposition.
author2 Choy Keen Meng
author_facet Choy Keen Meng
Han, Lu.
Li, Kunfei.
format Final Year Project
author Han, Lu.
Li, Kunfei.
author_sort Han, Lu.
title Detrending Singapore’s GDP : Beveridge–Nelson approaches.
title_short Detrending Singapore’s GDP : Beveridge–Nelson approaches.
title_full Detrending Singapore’s GDP : Beveridge–Nelson approaches.
title_fullStr Detrending Singapore’s GDP : Beveridge–Nelson approaches.
title_full_unstemmed Detrending Singapore’s GDP : Beveridge–Nelson approaches.
title_sort detrending singapore’s gdp : beveridge–nelson approaches.
publishDate 2010
url http://hdl.handle.net/10356/35265
_version_ 1681045669534498816

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