Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/35265
Title: Detrending Singapore’s GDP : Beveridge–Nelson approaches.
Authors: Han, Lu.
Li, Kunfei.
Keywords: DRNTU::Social sciences::Economic theory
Issue Date: 2010
Abstract: 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.
URI: http://hdl.handle.net/10356/35265
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:HSS Student Reports (FYP/IA/PA/PI)

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