Detrending Singapore’s GDP : Beveridge–Nelson approaches.

• المؤلفون الرئيسيون: Han, Lu., Li, Kunfei.
• مؤلفون آخرون: Choy Keen Meng
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2010
• الموضوعات: DRNTU::Social sciences::Economic theory
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/35265

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....