Vı́ctor Gómez
Biographic Data
| ID | 9107573 |
|---|---|
| NAME | Vı́ctor Gómez |
| GIVEN NAMES | Vı́ctor |
| FAMILY NAME | Gómez |
| SIGNATURE | GÓMEZ V |
| AFFILIATIONS | Costa Rican Department of Social Security |
| ORCID | 0009-0005-8847-8598 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1997 |
| LATEST PUBLICATION YEAR | 2006 |
| H-INDEX | 0 |
Estimating Potential Output, Core Inflation, and the Nairu as Latent Variables
This article proposes a new method to obtain estimates of the NAIRU, the core inflation rate, and the trend investment rate for the United States using an unobserved components model that is compatible with the usual decomposition of real gross domestic product into trend and cycle. The model includes Okun's law, a forward-looking Phillips curve, and an accelerator-type investment equation and accounts for some volatility breaks in two components…
The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series
Long-term trends and business cycles are usually estimated by applying the Hodrick and Prescott (HP) filter to X-11 seasonally adjusted data. A two-stage procedure is proposed in this article to improve this methodology. The improvement is based on (a) using Butterworth or band-pass filters specifically designed for the problem at hand as an alternative to the HP filter, (b) applying the selected filter to estimated trend cycles instead of to sea…
Three Equivalent Methods for Filtering Finite Nonstationary Time Series
To estimate the components in an unobserved autoregressive integrated moving average components model, three different approaches can be used–Kalman filtering plus smoothing, Wiener–Kolmogorov filtering, and penalized least squares smoothing. It is shown in the article that the three approaches are equivalent. As an application, it is shown that any of the three approaches can be used to filter a series with the Hodrick-Prescott filter but that W…
Design and methods of a population-based natural history study of cervical neoplasia in a rural province of Costa Rica
This paper reports on the enrollment phase of a population-based natural history study of cervical neoplasia in Guanacaste, a rural province of Costa Rica with consistently high rates of invasive cervical cancer. The main goals of the study are to investigate the role of human papillomavirus (HPV) infection and its co-factors in the etiology of high-grade cervical neoplasia, and to evaluate new cervical cancer screening technologies. To begin, a …
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Design and methods of a population-based natural history study of cervical neoplasia in a rural province of Costa Rica
This paper reports on the enrollment phase of a population-based natural history study of cervical neoplasia in Guanacaste, a rural province of Costa Rica with consistently high rates of invasive cervical cancer. The main goals of the study are to investigate the role of human papillomavirus (HPV) infection and its co-factors in the etiology of high-grade cervical neoplasia, and to evaluate new cervical cancer screening technologies. To begin, a …
Three Equivalent Methods for Filtering Finite Nonstationary Time Series
To estimate the components in an unobserved autoregressive integrated moving average components model, three different approaches can be used–Kalman filtering plus smoothing, Wiener–Kolmogorov filtering, and penalized least squares smoothing. It is shown in the article that the three approaches are equivalent. As an application, it is shown that any of the three approaches can be used to filter a series with the Hodrick-Prescott filter but that W…
The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series
Long-term trends and business cycles are usually estimated by applying the Hodrick and Prescott (HP) filter to X-11 seasonally adjusted data. A two-stage procedure is proposed in this article to improve this methodology. The improvement is based on (a) using Butterworth or band-pass filters specifically designed for the problem at hand as an alternative to the HP filter, (b) applying the selected filter to estimated trend cycles instead of to sea…
Estimating Potential Output, Core Inflation, and the Nairu as Latent Variables
This article proposes a new method to obtain estimates of the NAIRU, the core inflation rate, and the trend investment rate for the United States using an unobserved components model that is compatible with the usual decomposition of real gross domestic product into trend and cycle. The model includes Okun's law, a forward-looking Phillips curve, and an accelerator-type investment equation and accounts for some volatility breaks in two components…
Business cycle (3 works) · Econometrics (3 works) · Economics (3 works) · Hodrick–Prescott filter (3 works) · Mathematics (3 works) · Statistics (3 works) · Autoregressive model (2 works) · Autoregressive–moving-average model (2 works) · Computer Science (2 works) · Forecasting Techniques and Applications (2 works)