Elias Wolf

Free University of Berlin (FUB)

Van't-Hoff-Str. 8

Berlin, Berlin 14195

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

453

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.
Downloads 413 (102,261)
Citation 4

On Adjusting the One-sided Hodrick-Prescott Filter

Deutsche Bundesbank Discussion Paper No. 11/2020
Number of pages: 23 Posted: 20 Apr 2020
Free University of Berlin (FUB), Deutsche Bundesbank and Deutsche Bundesbank
Downloads 267 (162,854)

Abstract:

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Real-time analysis, detrending, business cycles, financial cycles

On Adjusting the One-Sided Hodrick-Prescott Filter

Number of pages: 30 Posted: 27 Mar 2020 Last Revised: 07 Mar 2022
Free University of Berlin (FUB), Deutsche Bundesbank and Deutsche Bundesbank
Downloads 146 (281,673)
Citation 5

Abstract:

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Real-time analysis, detrending, business cycles, financial cycles

2.

Estimating Growth at Risk with Skewed Stochastic Volatility Models

Number of pages: 22 Posted: 09 Feb 2022
Elias Wolf
Free University of Berlin (FUB)
Downloads 40 (583,056)

Abstract:

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Growth at Risk, Macro Finance, Bayesian Econometrics, Particle Filters