. "Forum Statisticum Slovacum" . . . "Rozmahel, Petr" . "403888" . . "Selected Detrending Techniques and Methods of Cyclical Component Identificaion in the Macroeconomic Time Series"@en . "Vybran\u00E9 metody eliminace trendu a identifikace cyklick\u00E9 slo\u017Eky v makroekonomick\u00FDch \u010Dasov\u00FDch \u0159ad\u00E1ch"@cs . "[EBAD356FE921]" . "Band-Pass Filter; Hodrick-Prescott Filter; First Order Differencing; Business Cycle"@en . "Selected Detrending Techniques and Methods of Cyclical Component Identificaion in the Macroeconomic Time Series"@en . "The aim of the paper is to describe and compare selected detrending techniques used in the analysis of classical and growth business cycles. The text focuses on the different characteristics in the output cyclical component series identified by the selected detrending techniques. First order differencing, Hodrick-Prescott filter and Baxter-King Band-Pass filters were used in the analysis. The results show the different volatility and autocorrelation in the output time series produced by the filters. Such differences may influence negatively the final results of the business cycles analysis."@en . . "RIV/62156489:43110/08:00130489" . "Vybran\u00E9 metody eliminace trendu a identifikace cyklick\u00E9 slo\u017Eky v makroekonomick\u00FDch \u010Dasov\u00FDch \u0159ad\u00E1ch" . . . . "Vybran\u00E9 metody eliminace trendu a identifikace cyklick\u00E9 slo\u017Eky v makroekonomick\u00FDch \u010Dasov\u00FDch \u0159ad\u00E1ch"@cs . "SK - Slovensk\u00E1 republika" . "6" . "6"^^ . . "1336-7420" . . . "1"^^ . . "C\u00EDlem \u010Dl\u00E1nku je popsat a porovnat vybran\u00E9 detrendovac\u00ED techniky pou\u017E\u00EDvan\u00E9 v anal\u00FDze klasick\u00FDch i r\u016Fstov\u00FDch hospod\u00E1\u0159sk\u00FDch cykl\u016F a pouk\u00E1zat na mo\u017En\u00E9 odli\u0161nosti v generovan\u00E9m v\u00FDstupu cyklick\u00E9 slo\u017Eky prom\u011Bnn\u00E9 -- resp. identifikovan\u00E9ho cyklu, kter\u00E9 pak mohou ovlivnit i kone\u010Dn\u00E9 v\u00FDsledky procesu identifikace \u010Di m\u011B\u0159en\u00ED slad\u011Bnosti hospod\u00E1\u0159sk\u00FDch cykl\u016F. Objektem porovn\u00E1n\u00ED jsou techniky logaritmick\u00E9 diference prvn\u00EDho \u0159\u00E1du (FOD), Hodrick-Prescott\u016Fv Filtr (HP) a p\u00E1smov\u00FD filtr spektr\u00E1ln\u00ED dom\u00E9ny (BK_BP) v modifikaci dle Baxter-King (1999), kter\u00E9 pat\u0159\u00ED mezi nej\u010Dast\u011Bji u\u017E\u00EDvan\u00E9 detrendovac\u00ED techniky ve studi\u00EDch obsahuj\u00EDc\u00EDch anal\u00FDzu hospod\u00E1\u0159sk\u00FDch cykl\u016F.V\u00FDsledky poukazuj\u00ED na odli\u0161nou volatilitu a autokorelaci v \u010Dasov\u00FDch \u0159ad\u00E1ch modifikovan\u00FDch analyzovan\u00FDmi filtry\u010Dn\u00EDmi technikami. Zji\u0161t\u011Bn\u00E9 rozd\u00EDly mohou negativn\u011B ovlivnit v\u00FDsledky celkov\u00E9 anal\u00FDzy hospod\u00E1\u0159sk\u00FDch cykl\u016F." . "1"^^ . "C\u00EDlem \u010Dl\u00E1nku je popsat a porovnat vybran\u00E9 detrendovac\u00ED techniky pou\u017E\u00EDvan\u00E9 v anal\u00FDze klasick\u00FDch i r\u016Fstov\u00FDch hospod\u00E1\u0159sk\u00FDch cykl\u016F a pouk\u00E1zat na mo\u017En\u00E9 odli\u0161nosti v generovan\u00E9m v\u00FDstupu cyklick\u00E9 slo\u017Eky prom\u011Bnn\u00E9 -- resp. identifikovan\u00E9ho cyklu, kter\u00E9 pak mohou ovlivnit i kone\u010Dn\u00E9 v\u00FDsledky procesu identifikace \u010Di m\u011B\u0159en\u00ED slad\u011Bnosti hospod\u00E1\u0159sk\u00FDch cykl\u016F. Objektem porovn\u00E1n\u00ED jsou techniky logaritmick\u00E9 diference prvn\u00EDho \u0159\u00E1du (FOD), Hodrick-Prescott\u016Fv Filtr (HP) a p\u00E1smov\u00FD filtr spektr\u00E1ln\u00ED dom\u00E9ny (BK_BP) v modifikaci dle Baxter-King (1999), kter\u00E9 pat\u0159\u00ED mezi nej\u010Dast\u011Bji u\u017E\u00EDvan\u00E9 detrendovac\u00ED techniky ve studi\u00EDch obsahuj\u00EDc\u00EDch anal\u00FDzu hospod\u00E1\u0159sk\u00FDch cykl\u016F.V\u00FDsledky poukazuj\u00ED na odli\u0161nou volatilitu a autokorelaci v \u010Dasov\u00FDch \u0159ad\u00E1ch modifikovan\u00FDch analyzovan\u00FDmi filtry\u010Dn\u00EDmi technikami. Zji\u0161t\u011Bn\u00E9 rozd\u00EDly mohou negativn\u011B ovlivnit v\u00FDsledky celkov\u00E9 anal\u00FDzy hospod\u00E1\u0159sk\u00FDch cykl\u016F."@cs . "P(GP402/08/P494)" . . . . "43110" . "RIV/62156489:43110/08:00130489!RIV09-GA0-43110___" . "Vybran\u00E9 metody eliminace trendu a identifikace cyklick\u00E9 slo\u017Eky v makroekonomick\u00FDch \u010Dasov\u00FDch \u0159ad\u00E1ch" . .