Detrending Singapore’s GDP : Beveridge–Nelson approaches.

• Main Authors: Han, Lu., Li, Kunfei.
• 其他作者: Choy Keen Meng
• 格式: Final Year Project
• 語言: English
• 出版: 2010
• 主題: DRNTU::Social sciences::Economic theory
• 在線閱讀: 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....