Detrending Singapore’s GDP : Beveridge–Nelson approaches.

• 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
• Institution: Nanyang Technological University

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....