Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions

Kristian Jönsson

Journal of Business Cycle Research2024https://doi.org/10.1007/s41549-024-00096-6article
ABDC B
Weight
0.46

Abstract

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3 citations

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https://doi.org/https://doi.org/10.1007/s41549-024-00096-6

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@article{kristian2024,
  title        = {{Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions}},
  author       = {Kristian Jönsson},
  journal      = {Journal of Business Cycle Research},
  year         = {2024},
  doi          = {https://doi.org/https://doi.org/10.1007/s41549-024-00096-6},
}

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Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions

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Evidence weight

0.46

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.37 × 0.4 = 0.15
M · momentum0.57 × 0.15 = 0.09
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.