Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/35265
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dc.contributor.authorHan, Lu.-
dc.contributor.authorLi, Kunfei.-
dc.date.accessioned2010-04-15T03:54:09Z-
dc.date.available2010-04-15T03:54:09Z-
dc.date.copyright2010en_US
dc.date.issued2010-
dc.identifier.urihttp://hdl.handle.net/10356/35265-
dc.description.abstractThis 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.en_US
dc.format.extent40 p.en_US
dc.language.isoenen_US
dc.rightsNanyang Technological University-
dc.subjectDRNTU::Social sciences::Economic theoryen_US
dc.titleDetrending Singapore’s GDP : Beveridge–Nelson approaches.en_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorChoy Keen Mengen_US
dc.contributor.schoolSchool of Humanities and Social Sciencesen_US
dc.description.degreeBachelor of Artsen_US
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Appears in Collections:HSS Student Reports (FYP/IA/PA/PI)
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