Elias Wolf

University of Bonn - Department of Economics

Bonn

Germany

Free University of Berlin (FUB)

Van't-Hoff-Str. 8

Berlin, Berlin 14195

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

868

SSRN CITATIONS

8

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.
Downloads 739 (60,238)
Citation 5

On Adjusting the One-Sided Hodrick-Prescott Filter

Number of pages: 30 Posted: 27 Mar 2020 Last Revised: 07 Mar 2022
University of Bonn - Department of Economics, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 383 (133,598)
Citation 5

Abstract:

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

On Adjusting the One-sided Hodrick-Prescott Filter

Deutsche Bundesbank Discussion Paper No. 11/2020
Number of pages: 23 Posted: 20 Apr 2020
University of Bonn - Department of Economics, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 356 (144,958)

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: 37 Posted: 09 Feb 2022 Last Revised: 01 Nov 2023
Elias Wolf
University of Bonn - Department of Economics
Downloads 129 (375,506)

Abstract:

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