Relevant bibliographies by topics / Trend and cycle decomposition

Academic literature on the topic 'Trend and cycle decomposition'

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Published: 10 December 2022
Last updated: 29 January 2023

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Journal articles on the topic "Trend and cycle decomposition"

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황영진. "Trend/Cycle Decomposition Using DSGE Models." KDI Journal of Economic Policy 34, no. 4 (November 2012): 117–56. http://dx.doi.org/10.23895/kdijep.2012.34.4.117.

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Morley, James, and Jeremy Piger. "Trend/cycle decomposition of regime-switching processes." Journal of Econometrics 146, no. 2 (October 2008): 220–26. http://dx.doi.org/10.1016/j.jeconom.2008.08.009.

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Basnet, Hem C., Puneet Vatsa, and Subhash Sharma. "Common Trends and Common Cycles in Oil Price and Real Exchange Rate." Global Economy Journal 14, no. 2 (April 5, 2014): 249–63. http://dx.doi.org/10.1515/gej-2013-0042.

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This study explores the long- and short-run movement between oil prices and the real exchange rates of two large oil-exporting countries – Canada and Norway. Cointegration and serial correlation common features tests are jointly used to identify the long-term common trend and short-term common cycles. Our test results find that oil prices and the real exchange rates of the Canadian Dollar and the Norwegian Krone have two shared trends and one shared cycle. The trend–cycle decomposition shows a great deal of positive comovement among the trend and cyclical components. The two currencies show economic dynamics very similar to crude oil prices. They do not exhibit any qualitative differences in the trajectory of the trend and cycles when controlling for different crude oil prices. Our results indicate that oil price fluctuations play significant role in explaining the exchange rate movements of oil-exporting countries.
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Fukuda, Kosei. "Flexible trend-cycle decomposition of nonstationary multivariate time series." Applied Economics 40, no. 2 (January 2008): 135–47. http://dx.doi.org/10.1080/00036840600749573.

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Özbek, Levent, and Ümit Özlale. "Analysis of real oil prices via trend-cycle decomposition." Energy Policy 38, no. 7 (July 2010): 3676–83. http://dx.doi.org/10.1016/j.enpol.2010.02.045.

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Dungey, Mardi, Jan P. A. M. Jacobs, Jing Tian, and Simon van Norden. "TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP." Macroeconomic Dynamics 19, no. 4 (June 13, 2014): 776–90. http://dx.doi.org/10.1017/s1365100513000606.

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A well-documented property of the Beveridge–Nelson trend–cycle decomposition is the perfect negative correlation between trend and cycle innovations. We show how this may be consistent with a structural model where permanent innovations enter the cycle or transitory innovations enter the trend, and that identification restrictions are necessary to make this structural distinction. A reduced-form unrestricted version is compatible with either option, but cannot distinguish which is relevant. We discuss economic interpretations and implications using U.S. real GDP data.
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Kyo, Koki, and Genshiro Kitagawa. "Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles." Asian J. of Management Science and Applications 6, no. 2 (2021): 134. http://dx.doi.org/10.1504/ajmsa.2021.120434.

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Dungey, M., J. P. A. M. Jacobs, J. Tian, and S. van Norden. "On the correspondence between data revision and trend-cycle decomposition." Applied Economics Letters 20, no. 4 (March 2013): 316–19. http://dx.doi.org/10.1080/13504851.2012.697118.

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Joo, Young Jin, and Duk Bin Jun. "State space trend-cycle decomposition of the ARIMA(1,1,1) process." Journal of Forecasting 16, no. 6 (November 1997): 411–24. http://dx.doi.org/10.1002/(sici)1099-131x(199711)16:6<411::aid-for659>3.0.co;2-g.

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Votinov, A. I. "The effects of additional non-stationary processes on the properties of DSGE-models." Journal of the New Economic Association 55, no. 3 (2022): 28–43. http://dx.doi.org/10.31737/2221-2264-2022-55-3-2.

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DSGE models are based on the trend-cycle decomposition. The standard approach implies an out-of-model decomposition of the data, in which the trend component is discarded, and the parameters of the model are estimated on the cyclic one. This approach can lead to the loss of statistical information and reduce the quality of the model, which is crucial for practical purposes. The study suggests adding several sector-specifi c exogenous non-stationary processes to the model, which complement the standard DSGE model. The in-model detrending is described, and an approach to GMM-estimation of the non-stationary processes’ parameters is proposed. Several results are obtained. First, the inclusion of such non-stationary processes in the model increases the marginal density and improves the accuracy of forecasting within the sample. This result is robust to the inclusion of measurement errors in the model. Secondly, it is shown that the addition of exogenous trends allows obtaining a more plausible decomposition of data into a trend and a cycle. Finally, the use of the GMM approach to estimating the trends’ parameters makes possible to increase the marginal density. The results obtained in the paper can be used to create practice-oriented DSGE models.
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Dissertations / Theses on the topic "Trend and cycle decomposition"

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Boone, Laurence. "An assessment of trend extraction techniques : application to time series decomposition of business cycle and endogenous technical progress." Thesis, London Business School (University of London), 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.295884.

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Dinavahi, Chandra Rodger C. A. "Path and cycle decompositions." Auburn, Ala, 2008. http://repo.lib.auburn.edu/EtdRoot/2008/SUMMER/Mathematics_and_Statistics/Dissertation/Dinavahi_Venkatasai_39.pdf.

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Deng, Cheng. "Time Series Decomposition Using Singular Spectrum Analysis." Digital Commons @ East Tennessee State University, 2014. https://dc.etsu.edu/etd/2352.

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Singular Spectrum Analysis (SSA) is a method for decomposing and forecasting time series that recently has had major developments but it is not yet routinely included in introductory time series courses. An international conference on the topic was held in Beijing in 2012. The basic SSA method decomposes a time series into trend, seasonal component and noise. However there are other more advanced extensions and applications of the method such as change-point detection or the treatment of multivariate time series. The purpose of this work is to understand the basic SSA method through its application to the monthly average sea temperature in a point of the coast of South America, near where “EI Ni˜no” phenomenon originates, and to artificial time series simulated using harmonic functions. The output of the basic SSA method is then compared with that of other decomposition methods such as classic seasonal decomposition, X-11 decomposition using moving averages and seasonal decomposition by Loess (STL) that are included in some time series courses.
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Furlaneto, Dennis Carnelossi. "An analysis of ensemble empirical mode decomposition applied to trend prediction on financial time series." reponame:Repositório Institucional da UFPR, 2017. http://hdl.handle.net/1884/49137.

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Orientador : Luiz Eduardo S. Oliveira
Coorientador : David Menotti
Dissertação (mestrado) - Universidade Federal do Paraná, Setor de Ciências Exatas, Programa de Pós-Graduação em Informática. Defesa: Curitiba, 20/07/2017
Inclui referências : f. 63-72
Resumo: As séries temporais financeiras são notoriamente difíceis de analisar e prever dada sua natureza não estacionária e altamente oscilatória. Nesta tese, a eficácia da técnica de decomposição não-paramétrica Ensemble Empirical Mode Decomposition (EEMD) é avaliada como uma técnica de extração de característica de séries temporais provenientes de índices de mercado e taxas de câmbio, características estas usadas na classificação, juntamente com diferentes modelos de aprendizado de máquina, de tendências de curto prazo. Os resultados obtidos em dois datasets de dados financeiros distintos sugerem que os resultados promissores relatados na literatura foram obtidos com a adição, inadvertida, de lookahead bias (viés) proveniente da aplicação desta técnica como parte do pré-processamento das séries temporais. Em contraste com as conclusões encontradas na literatura, nossos resultados indicam que a aplicação do EEMD com o objetivo de gerar uma melhor representação dos dados financeiração, por si só, não é suficiente para melhorar substancialmente a precisão e retorno cumulativo obtidos por modelos preditivos em comparação aos resultados obtidos com a utilização de series temporais de mudanças percentuais. Palavras-chave: Predição de Tendencias, Aprendizado de Máquina, Séries Temporais Financeiras.
Abstract: Financial time series are notoriously difficult to analyse and predict, given their nonstationary, highly oscillatory nature. In this thesis, the effectiveness of the Ensemble Empirical Mode Decomposition (EEMD) is evaluated at generating a representation for market indexes and exchange rates that improves short-term trend prediction for these financial instruments. The results obtained in two different financial datasets suggest that the promising results reported using EEMD on financial time series in other studies were obtained by inadvertently adding look-ahead bias to the testing protocol via pre-processing the entire series with EEMD, which do affect the predictive results. In contrast to conclusions found in the literature, our results indicate that the application of EEMD with the objective of generating a better representation for financial time series is not sufficient, by itself, to substantially improve the accuracy and cumulative return obtained by the same models using the raw data. Keywords: Trend Prediction, Machine Learning, Financial Time Series.
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Joly, François-Xavier. "Tree diversity and litter decomposition in European forests." Thesis, Montpellier, 2015. http://www.theses.fr/2015MONTS215.

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Les écosystèmes forestiers jouent un rôle clé en régulant des cycles du carbone (C) et des nutriments et l’érosion en cours de la biodiversité peut affecter ces fonctions écosystémiques. Ces deux dernières décennies, un effort de recherche important a cherché à comprendre comment la biodiversité affecte la productivité primaire. Le processus inverse de minéralisation du C pendant la décomposition de la matière organique est en revanche beaucoup moins étudié. Dans cette thèse, j’ai cherché à démêler les différents mécanismes par lesquels la diversité des arbres et de leurs litières foliaires affecte la décomposition des litières dans les écosystèmes forestiers d’Europe, à travers trois approches.En utilisant un réseau de placettes forestières contenant des gradients de diversité dans six types de forêts à travers l’Europe, j’ai étudié les effets de la diversité des arbres sur la décomposition de la litière via (i) des modifications de l’environnement de décomposition et (ii) les conséquences directes de la diversité des litières foliaires, avec deux expériences en sachets de litière. A travers tous les sites, alors que la richesse spécifique des arbres a eu un effet limité, la fermeture de la canopée a positivement affecté la décomposition par une modification potentielle des conditions microclimatiques. De plus, les traits moyens de qualité physique et chimique de la chute de litière et la dissimilarité de traits entre les litières d’espèces différentes ont influencé les communautés de décomposeurs permettant dans une certaine mesure de prédire la décomposition de substrats standards. Une fois ces effets pris en compte, la qualité des litières en décomposition a eu un impact supplémentaire mais relativement plus faible sur la décomposition. Ces résultats suggèrent que les effets indirects de la diversité des arbres sur la modification des conditions microenvironnementales sont plus importants pour la décomposition que les effets directs de la qualité intrinsèque des litières en décomposition.J’ai ensuite exploré le rôle des composés solubles lessivés à partir de litière d’espèces différentes sur les processus microbiens du sol par une expérience en microcosmes. Les lessivats de litière d’arbres décidus étaient qualitativement et quantitativement différents de ceux des litières de conifères et ont induit une respiration microbienne du sol plus importante. Le mélange de lessivats des différentes espèces a donné lieu à des effets non-additifs sur les processus microbiens du sol, associés à la dissimilarité de stochiométrie des lessivats. Le lessivage étant un processus dominant pendant la phase initiale de décomposition, l’identité et la diversité des lessivats peut contribuer au contrôle du recyclage du C et des nutriments.Par une troisième approche, mon but a été de mieux comprendre les mécanismes qui sous-tendent les forts effets observées des détritivores du sol sur la décomposition des litières et les effets de diversité. J’ai cherché à comprendre si la transformation de litière en fèces par le détritivores Glomeris marginata stimulait les décomposeurs microbiens, et si cette stimulation dépendait de la qualité de la litière ingérée. L’activité microbienne était stimulée pour les fèces issues de litières récalcitrantes, mais pas pour les fèces issus de litières de meilleure qualité initiale. Ainsi, les conséquences de la transformation de litière en fèces de macroarthropodes pour les décomposeurs microbiens dépend de l’espèce de litières et peut contribuer aux effets de diversité des litières.Les données collectées durant cette thèse montre que la diversité fonctionnelle des arbres peut affecter la décomposition des litières à travers plusieurs mécanismes à différentes étapes de la décomposition. Du fait de cette complexité, les conséquences des changements de diversité pour le cycle du C et des nutriments dans les forêts d’Europe peuvent être importantes, mais sont actuellement difficiles à prédire et à généraliser
Forest ecosystems play a key role in regulating the global carbon (C) and nutrient cycles, and the ongoing erosion of biodiversity is susceptible to modify these ecosystem functions. Over the past two decades, a strong research effort was put into the understanding of how changing biodiversity impacts primary productivity. The reverse process of respiratory C loss during organic matter breakdown however, remained much less studied. In this PhD thesis, I aimed at teasing apart the different mechanisms of how tree and associated leaf litter diversity may affect litter decomposition in European forest ecosystems using three distinct approaches.First, using a network of forest plots with tree diversity gradients in six major forest types across Europe, I studied the effects of tree diversity on litter decomposition through (i) modifications of the decomposition environment and (ii) the direct consequences of leaf litter diversity, with two litterbag experiments. Across all sites, while tree species richness had only a limited effect, forest canopy closure affected decomposition positively by potentially improving microclimatic conditions. In addition, mean chemical and physical quality traits of the litterfall, and trait dissimilarity in leaf litter from different species influenced decomposer communities in a way that decomposition of the common substrates was predictable to a reasonable degree. Once these effects were accounted for, the quality of decomposing litter showed an additional, but comparatively small impact. Collectively, these results suggest that the indirect effects of tree diversity on decomposition through microenvironmental controls are more important than the direct effects of the inherent quality of decomposing litter.With a second approach using microcosms under controlled-conditions, I aimed at assessing the role of soluble compounds leached from decomposing litter of different species for microbial-driven soil processes. Leachates from litter of broadleaved deciduous species differed in composition and quantity and induced stronger soil microbial respiration than those from litter of coniferous species. When the species-specific leachates were mixed, I observed non-additive mixing effects on soil microbial processes associated to the dissimilarity in leachate stoichiometry. Since leaching is the dominant process during the initial stage of decomposition, litter leachate identity and diversity may significantly contribute to the control of carbon and nutrient cycling.Finally, in a third approach my goal was to better understand the underlying mechanisms of the observed strong effects of soil detritivores on litter decomposition and diversity effects. I investigated whether the transformation of litter into feces by the detritivore Glomeris marginata stimulated microbial decomposers, and whether this stimulation depended on the quality of the ingested litter. Microbial activity was stimulated in feces derived from recalcitrant litter, but not in feces derived from litter of higher initial quality. In conclusion, the consequences of litter transformation into macroarthropod feces for microbial decomposers is litter species-specific which may further contribute to litter diversity effects.The data collected during my PhD thesis shows that the functional diversity of trees can affect litter decomposition through various mechanisms during different stages of decomposition. As a result of this complexity, the consequences of changes in biodiversity for the carbon and nutrient cycles in European forests can be substantial, but are presently difficult to predict and to generalize
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Wilson, Connor Walter. "Ammonia recovery from municipal wastewater through a struvite formation-thermal decomposition cycle." Thesis, University of British Columbia, 2013. http://hdl.handle.net/2429/45114.

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Russell, Bernard. "The trend to standardization : product development in the British motor cycle industry 1896-1916." Thesis, City University London, 1985. http://openaccess.city.ac.uk/14789/.

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The thesis is a historical study of the first twenty years of the British motor cycle industry in terms of the development of its product. The main theoretical issue is standardization, not in its usual sense as a forma l activity aimed at the setting up of standards, but as a trend the effect of which is for products to become more and more alike across the industry as a whole. Standardization in this sense is to a large extent an unintended consequence of the wish on the part of producers to design products which operate more efficiently, which can be produced more cheaply, and which have the widest possible appeal in the marketplace; and of the preference, on the part of the majority of consumers, for products which are familiar and of known reputation and performance, as against those which are new and untried. The trend to standardization is analysed into its main components , functional efficiency, production efficiency, and marketing efficiency, and these are used as the basis of a number of propositions which make it possible to consider in more depth the development of the product during the three phases of industry development : experimental, developmental, and standardization . The more substantive chapters of the thesis are organized around three main themes, the development of the industry as a whole, and the development of the product from a technical point of view, and from a consumer point of view. The main conclusion is that the development of its product into a standard form--one on which newcomers to the industry can base their own products and which consumers can recognise as reliable and worthy of purchase-is the most critical stage in the development and consolidation of a new industry.
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Bailey, Gwendolyn Anne. "Inside the Cycle: Understanding and Overcoming Decomposition of Key Intermediates in Olefin Metathesis." Thesis, Université d'Ottawa / University of Ottawa, 2018. http://hdl.handle.net/10393/37501.

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Ru-catalyzed olefin metathesis is an exceptionally powerful, versatile methodology for the assembly of carbon–carbon bonds. The N-heterocyclic carbene (NHC)-stabilized, “second-generation” Ru catalysts have enabled groundbreaking recent advances, ranging from the RCM assembly of cyclic peptides as hepatitis C virus therapeutics, to the elaboration of renewable seed oils and phenylpropanoids into value-added products and chemicals. However, key limitations arise from facile catalyst decomposition. Despite a plethora of studies on the synthesis of new catalysts, and on the decomposition processes accessible to the precatalyst and resting-state species, the underlying principles that govern decomposition of the active intermediates have been surprisingly little examined. One important reason for this is their incredible reactivity: the four-coordinate methylidene intermediate RuCl2(H2IMes)(=CH2) is too short-lived to be observed, while the metallacyclobutane (MCB) intermediate RuCl2(H2IMes)(2-C3H6) can only be observed below –40 °C. This makes them extremely challenging, but also fascinating targets for study. Understanding the underlying chemistry that dictates their reactivity and decomposition is essential for informed catalyst and process redesign, and is thus of fundamental interest, but also considerable practical importance. This thesis work thus aims at understanding the decomposition of active intermediates relevant to the highly-active, second-generation class of catalysts. Emphasis is placed on examining a variety of metathesis contexts, as well as providing solutions. Treated first are the decomposition pathways that arise during metathesis of electron-deficient olefins, a frontier area in organic synthesis, and in the utilization of renewable resources. An unexpected correlation is revealed between rapid catalyst decomposition, and the presence of a stabilizing PCy3 ligand in the standard catalyst for this reaction. The nucleophilic phosphine ligand is shown to attack an acrylate olefin, forming enolates that function as potent Brønsted bases. Literature evidence suggests that such strong bases are innocuous towards the precatalyst, pointing towards a key role for the active intermediates in Brønsted base-induced catalyst decomposition. Precisely which intermediate is involved, as well as the site of deprotonation, is elucidated next. Prior to this work, the NHC ligand was widely believed to be the target for attack. However, through labelling experiments, analysis of the Ru and organic byproducts, and computational studies, deprotonation is shown to occur at the MCB ring. Moreover, MCB deprotonation is revealed to be unexpectedly general, and not contingent on the presence of either an exceptionally strong base, or an electron-deficient substrate. This understanding is key, given recent reports from pharma highlighting the adverse impact of base contaminants, as well as current interest in metathesis of amine-containing substrates. Next examined are the intrinsic decomposition pathways operative for the MCB and four-coordinate methylidene. Prior to this work, the only reported pathway for decomposition of these two species involved beta-elimination of the MCB ring as propene. However, beta-elimination is shown to play an unexpectedly minor role in catalyst decomposition: less than 40% propenes are observed, even under conditions expected to favour MCB elimination. Bimolecular coupling of the methylidene, with loss of the methylidene moiety as ethylene, is proposed to account for the difference. Thus, transiently-stabilized adducts RuCl2(H2IMes)(=CH2)(L)n (L = o-dianiline or pyridine) are synthesized at temperatures down to –120 °C. On warming, these adducts lose Ln and rapidly decompose via bimolecular coupling, with loss of the methylidene moiety as ethylene. These experiments provide the first unambiguous evidence for bimolecular coupling in the important "second-generation" Ru systems, nearly two decades after which this pathway was dismissed in leading papers and reviews. The last two sections focus on solutions. First, a powerful, straightforward solution to the “enolate problem” is developed, whereby the acrylate enolates are quenched and sequestered via reaction with a polyphenol resin. Then, methods for preventing catalyst decomposition during matrix-assisted laser desorption / ionization mass spectrometry (MALDI-MS) are developed, via elucidation of the instrumental and experimental factors that promote successful analysis. As one of the only MS methods capable of affording insight into neutral metal complexes and catalysts, MALDI has unique potential to enable routine analysis of catalyst speciation and decomposition in situ, under real catalytic conditions, for a wide range of catalytic reactions. Collectively, the findings in this thesis offer a much more complete understanding of the fundamental pathways accessible to the important, highly-active metathesis intermediates, and offer strategies likely to inform practice in both academic and industrial settings. This understanding is key to harnessing the full potential of metathesis methodologies.
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Coughlin, Kathleen T. "Stratospheric and tropospheric signals extracted using the empirical mode decomposition method /." Thesis, Connect to this title online; UW restricted, 2003. http://hdl.handle.net/1773/6781.

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Cao, Yujun. "Sensibilité d'un écoulement de rouleau compressé et des variations cycle à cycle associées à des paramètres de remplissage moteur." Thesis, Chasseneuil-du-Poitou, Ecole nationale supérieure de mécanique et d'aérotechnique, 2014. http://www.theses.fr/2014ESMA0020/document.

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Ce travail concerne l’étude expérimentale de la sensibilité de l’écoulement du moteur et de ses variations cycle à cycle (VCC) à trois variations des conditions aux limitesliée à l’optimisation du remplissage moteur. Dans la configuration standard, l’écoulement tridimensionnel de rouleau (« tumble ») est décrit pendant les phases d’admission et de compression.Un phasage plus précoce de la loi de levée d’admission augmente le débit de masse aux soupapes et amplifie les fluctuations dès le début de l’admission. L’intensité du rouleau est beaucoup plus faible à phase mi-compression. L’énergie fluctuante au point mort haut est plus faible. Une course rallongée du moteur conduit, en fin de compression, à un basculement de l’écoulement moyen et à une évolution très différente des vitesses fluctuantes,due au confinement différent vue par l’aérodynamique du moteur. Enfin, la modification des conduits d’admission entraîne une variation de l’intensité et une structuration fondamentalement différente de l’écoulement. En outre, pour décrire le transfert vers la turbulence,deux méthodologies de classification des structures de l’écoulement en groupe par corrélation spatiale, puis par « clustering » sont adaptées. L’analyse statistique du contenu des différents groupes et des transitions entre groupes permet de montrer que les VCC sont associées à différentes trajectoires dans l’espace des groupes. Des statistiques conditionnelles sont calculées pour analyser les données de chaque groupe et permettent de définir une décomposition triple. Ces caractérisations plus précises des VCC sont très générales et applicables à des grandes bases de données expérimentales ou numériques
This experimental work concerns a sensitivity study of the in-cylinder flow in aspark-ignition engine and of the cycle to cycle variations (CCV) by comparing three variationsof boundary conditions related to the optimisation of air filling conditions. In the reference case, the three dimensional tumble flow is characterized during the intake and compression phases. A earlier intake cam phase increases the mass flow rate at inlet valves and amplifiesthe fluctuations immediately after the start of intake phase. The tumble ratio is much lowerat mid-compression phase. The fluctuating energy at top dead center is reduced. A longerengine stroke leads, at the end of compression phase, to a shift of mean flow and to a verydistinct evolution of the fluctuating velocity, due to the different confinement from the pointof view of the engine internal flow. Finally, the modification of intake duct design changes theflow intensity and reorganizes in depth the flow structure. Moreover, to describe the transfer into turbulence, two methodologies of classification in groups of flow structures, by spatial correlation then by clustering, are proposed. A phase-averaged analysis of the statistics of group content and inter-group transitions shows that CCV can be associated with different sets of trajectories during the second half of the compression phase. The conditional statistics are computed to analyse the data in each group, which leads to a triple decomposition. It is important to point out that this more accurate evaluation of CCV is applicable to very large sets of experimental or numerical data
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Books on the topic "Trend and cycle decomposition"

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Morley, James Christopher. A steady-state approach to trend/cycle decomposition. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2004.

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Lippi, Marco. Diffusion of technical change and the decomposition of output into trend and cycle. London: Centre for Economic Policy Research, 1993.

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Zarnowitz, Victor. Time series decomposition and measurement of business cycles, trends and growth cycles. Cambridge, MA: National Bureau of Economic Research, 2002.

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Aguiar, Mark. Emerging market business cycles: The cycle is the trend. Cambridge, MA: National Bureau of Economic Research, 2004.

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Bee Dagum, Estela, and Silvia Bianconcini. Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-31822-6.

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Campbell, Sean D. A trend and variance decomposition of the rent-price ratio in housing markets. Washington, D.C: Federal Reserve Board, 2006.

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Quah, Danny. One business cycle and one trend from (many,) many disaggregates. Stockholm: Stockholm University,Institute for International Economic Studies, 1993.

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Schweitzer, Mark E. The UK labour force participation rate: Business cycle and trend influences. London: Bank of England, 2004.

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Laramie, Anthony J. Taxation, the rate of depreciation, the trend and the business cycle. [Edinburgh]: Heriot-Watt University, Dept. of Economics, 1992.

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Davies, Roy O. The innovative rate and Kalecki's theory of trend, unemployment and the business cycle. London: International Centre for Economics and Related Disciplines, 1988.

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Book chapters on the topic "Trend and cycle decomposition"

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Nelson, Charles R. "Trend/Cycle Decomposition." In The New Palgrave Dictionary of Economics, 13869–72. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_2396.

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Nelson, Charles R. "Trend/Cycle Decomposition." In The New Palgrave Dictionary of Economics, 1–4. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_2396-1.

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Nelson, Charles R. "Trend/Cycle decomposition." In Macroeconometrics and Time Series Analysis, 343–46. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230280830_36.

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Čížek, Ondřej. "Trend-Cycle Decomposition of Economic Activity in the Czech Republic." In Applied Computational Intelligence and Mathematical Methods, 13–23. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-67621-0_2.

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Bee Dagum, Estela, and Silvia Bianconcini. "Seasonal Adjustment Based on ARIMA Model Decomposition: TRAMO-SEATS." In Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation, 115–45. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-31822-6_5.

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Bee Dagum, Estela, and Silvia Bianconcini. "Trend-Cycle Estimation." In Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation, 167–95. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-31822-6_7.

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Bee Dagum, Estela, and Silvia Bianconcini. "Real Time Trend-Cycle Prediction." In Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation, 243–62. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-31822-6_10.

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Borin, Alessandro, Virginia Di Nino, Michele Mancini, and Massimo Sbracia. "Trade Weakness: Cycle or Trend?" In Financial and Monetary Policy Studies, 99–114. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-79075-6_6.

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Mills, Terence C. "Nonlinear and Nonparametric Trend and Cycle Modelling." In Palgrave Texts in Econometrics, 125–45. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-76359-6_5.

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Ba, Shusong. "Origin and Trend of Financial Deleveraging." In The New Cycle and New Finance in China, 27–34. Singapore: Springer Singapore, 2022. http://dx.doi.org/10.1007/978-981-16-8209-4_4.

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Conference papers on the topic "Trend and cycle decomposition"

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Aşık, Bekir. "The Effects of Structural Shocks on Turkish Economy." In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01165.

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This paper investigates the role of the real business cycle dynamic stochastic general equilibrium model with different shocks for a small open economy. The main goal of this study is to compare the effects of different structural shocks on the macroeconomic fluctuations of Turkey. Different types of shocks are employed, such as temporary shocks, trend growth shocks, and world interest rate shock as driving forces. In addition to investigating the effects of different shocks, we consider the effects of working capital requirements and spread as friction. Variance decompositions are computed to assess the role of shocks in macroeconomic fluctuations. I fit the model to the data using Bayesian techniques to determine which shock has the most impact on the business cycles of Turkish economy over the period from the first quarter of 1988 to the last quarter of 2012. The main findings are: (1) output, consumption, and investment growth are mostly driven by the trend growth shocks and temporary shocks are less important. (2) Trade balance growth are driven by world interest rate shocks. (3) Real business model is not successful to replicate the some of the key features of economic fluctuations.
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Fevre, Martin, Bill Goodwine, and James P. Schmiedeler. "Velocity Decomposition-Enhanced Control for Point and Curved-Foot Planar Bipeds Experiencing Velocity Disturbances." In ASME 2018 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/detc2018-85200.

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This paper extends the use of velocity decomposition of underactuated mechanical systems to the design of an enhanced hybrid zero dynamics (HZD)-based controller for biped robots. To reject velocity disturbances in the unactuated degree of freedom, a velocity decomposition-enhanced controller implements torso and leg offsets that are proportional to the error in the unactuated velocity. The offsets are layered on top of an HZD-based controller to preserve simplicity of implementation. Simulation results with a point-foot, three-link planar biped show that the proposed method has nearly identical performance to transverse linearization feedback control and outperforms conventional HZD-based control. Curved feet are implemented in simulation and show that the proposed control method is valid for both point-foot and curved-foot planar bipeds. Performance of each controller is assessed by 1) the magnitude of the disturbance it can reject by numerically computing the basin of attraction, 2) the speed of return to nominal step velocity following a disturbance at every point of the gait cycle, and 3) the energetic efficiency, which is measured via the specific cost of transport. Several gaits are analyzed to demonstrate that the trends observed in 1) through 3) are consistent across different walking speeds.
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Qingbo He, R. X. Gao, and P. Freedson. "Midpoint-based empirical decomposition for nonlinear trend estimation." In 2009 Annual International Conference of the IEEE Engineering in Medicine and Biology Society. IEEE, 2009. http://dx.doi.org/10.1109/iembs.2009.5335028.

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Nguyen, Linh, and Vilem Novak. "Trend-cycle forecasting based on new fuzzy techniques." In 2017 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE). IEEE, 2017. http://dx.doi.org/10.1109/fuzz-ieee.2017.8015508.

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Yang, Linxiao, Qingsong Wen, Bo Yang, and Liang Sun. "A Robust and Efficient Multi-Scale Seasonal-Trend Decomposition." In ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2021. http://dx.doi.org/10.1109/icassp39728.2021.9413939.

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Yuan, Yong-Ke, Qin Yang, and Qiang Gao. "Beijing's Declining Industrial Energy Intensity Trend: A Decomposition Analysis." In 3rd 2017 International Conference on Sustainable Development (ICSD 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/icsd-17.2017.50.

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Chen, Xuanqing, Tadashi Dohi, and Hiroyuki Okamura. "Investigating Trend/Cyclic/Clustering Decomposition in Software Fault Detection." In 2021 IEEE 21st International Conference on Software Quality, Reliability and Security Companion (QRS-C). IEEE, 2021. http://dx.doi.org/10.1109/qrs-c55045.2021.00058.

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Wan, De-Chun, Wei Xiao, and Xian-Pei Wang. "GIS insulation deterioration trend analysis based on SF6 decomposition products." In The International Conference on Mechatronics and Manufacturing Technologies (MMT2016). WORLD SCIENTIFIC, 2017. http://dx.doi.org/10.1142/9789813222359_0087.

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Bhuiyan, Sharif M. A., Jesmin F. Khan, and Mohammad S. Alam. "Trend adjustment in color images using bidimensional empirical mode decomposition." In SPIE Defense, Security, and Sensing, edited by Firooz A. Sadjadi, Abhijit Mahalanobis, Steven L. Chodos, William E. Thompson, David P. Casasent, and Tien-Hsin Chao. SPIE, 2010. http://dx.doi.org/10.1117/12.852469.

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Jixin Shi. "Trend Decomposition, informativeness and co-integration of futures market price discovery." In 2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC). IEEE, 2011. http://dx.doi.org/10.1109/aimsec.2011.6010370.

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Reports on the topic "Trend and cycle decomposition"

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Hodrick, Robert. An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data. Cambridge, MA: National Bureau of Economic Research, February 2020. http://dx.doi.org/10.3386/w26750.

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Morley, James, and Jeremy M. Piger. A Steady-State Approach to Trend/Cycle Decomposition of Regime-Switching Processes. Federal Reserve Bank of St. Louis, 2004. http://dx.doi.org/10.20955/wp.2004.006.

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Nelson, Charles. Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root. Cambridge, MA: National Bureau of Economic Research, November 1987. http://dx.doi.org/10.3386/t0063.

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Zarnowitz, Victor, and Ataman Ozyildirim. Time Series Decomposition and Measurement of Business Cycles, Trends and Growth Cycles. Cambridge, MA: National Bureau of Economic Research, January 2002. http://dx.doi.org/10.3386/w8736.

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Azariadis, Costas, James Bullard, and Lee E. Ohanian. Trend-Reverting Fluctuations in the Life-Cycle Model. Federal Reserve Bank of St. Louis, 1998. http://dx.doi.org/10.20955/wp.1998.015.

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Aguiar, Mark, and Gita Gopinath. Emerging Market Business Cycles: The Cycle is the Trend. Cambridge, MA: National Bureau of Economic Research, September 2004. http://dx.doi.org/10.3386/w10734.

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Vroman, Wayne, and Stephen A. Woodbury. Trend and Cycle Analysis of Unemployment Insurance and the Employment Service. W.E. Upjohn Institute, December 2004. http://dx.doi.org/10.17848/tr06-019.

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Heathcote, Jonathan, Fabrizio Perri, and Giovanni Violante. The Rise of US Earnings Inequality: Does the Cycle Drive the Trend? Cambridge, MA: National Bureau of Economic Research, June 2020. http://dx.doi.org/10.3386/w27345.

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Trettin, Carl C., Andrew Burton, Martin F. Jurgensen, Deborah S. Page-Dumroese, Zhaohua Dai, Ram Oren, Brian Forschler, Jonathan Schilling, and Daniel Lindner. Wood decomposition and its role in the forest carbon cycle. Asheville, NC: U.S. Department of Agriculture, Forest Service, Southern Research Station, May 2021. http://dx.doi.org/10.2737/srs-gtr-262.

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Lettau, Martin, and Sydney Ludvigson. Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption. Cambridge, MA: National Bureau of Economic Research, July 2003. http://dx.doi.org/10.3386/w9848.

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